IXN Options History — May 2020

In May 2020, IXN traded between $33.47 and $36.77. ATM implied volatility averaged 30.8%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 0.7% (HV 20d: 30.0%). Max pain ranged from $31.67 to $34.17. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.16.

Notable Days

  • 2020-05-18: Highest Volume — 450 contracts
  • 2020-05-11: Largest IV spike — 22.5% change
  • 2020-05-01: Highest IV Rank — 15.0%
  • 2020-05-01: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.37$33.47$36.77$33.47$36.77
Max Pain$34.04$31.67$34.17$31.67$34.17
ATM IV30.8%25.7%38.2%38.2%26.6%
Expected Move8.7%7.6%11.0%11.0%7.6%
HV 20d30.0%22.9%42.1%42.1%22.9%
HV 60d54.9%52.7%55.9%55.1%52.7%
IV Rank11.1%8.3%15.0%15.0%8.8%
IV Percentile67.9%64.1%73.4%72.6%64.9%
Term Structure0.9%-2.6%10.2%-2.6%0.1%
VWIV36.7%23.0%68.7%35.3%27.6%
Skew 25d12.0%3.4%18.2%18.0%12.2%
Skew 10d10.0%4.1%21.9%10.4%4.1%
Call IV 25d21.6%18.7%27.6%23.8%19.3%
Put IV 25d33.6%25.5%41.9%41.9%31.4%
Bid-Ask Spread %102.0884.17108.8198.69108.81
Gamma HHI0.330.300.360.300.33
Net GEX-67.2K-77.7K-59.1K-61.3K-62.7K
Net DEX163.0K-579.1K878.4K878.4K-579.1K
Net VEX-5.5K-6.7K-3.6K-6.7K-3.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.004.770.000.09
Total Volume42.9045000
Total OI1,486.81,2061,8661,2181,866

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-05-01$33.47$31.6738.2%11.0%42.1%15.0%0.0%18.0%-2.6%-61.3K878.4K-6.7K0.0098.69N/AN/A00348870
2020-05-04$33.81$34.1734.2%9.5%41.0%12.9%35.3%17.4%9.0%-71.1K799.0K-6.6K0.0096.08N/AN/A120336870
2020-05-05$34.27$34.1733.3%9.3%31.7%12.4%0.0%18.2%1.4%-65.0K600.6K-6.6K0.0094.96N/AN/A00348870
2020-05-06$34.52$34.1736.2%9.5%31.5%14.0%0.0%18.1%1.1%-61.9K544.0K-6.5K0.0094.89N/AN/A60348870
2020-05-07$34.98$34.1730.3%9.0%31.6%10.8%0.0%12.9%-0.3%-67.6K380.9K-6.4K0.00101.38N/AN/A00354870
2020-05-08$35.48$34.1725.7%7.9%31.8%8.3%0.0%10.9%-0.5%-67.4K201.2K-6.1K0.00107.19N/AN/A00354870
2020-05-11$35.78$34.1731.5%8.3%31.7%11.4%0.0%8.7%2.5%-66.8K73.1K-5.8K0.00101.21N/AN/A60354870
2020-05-12$35.14$34.1737.6%8.7%30.0%14.7%68.7%9.6%0.4%-68.2K187.0K-5.8K0.00104.01N/AN/A0120360870
2020-05-13$34.28$34.1734.5%9.9%30.5%13.0%39.8%12.2%-1.6%-67.3K605.7K-6.1K2.0084.17N/AN/A612360990
2020-05-14$34.70$34.1732.0%9.2%30.7%11.7%34.5%15.5%0.8%-73.7K477.8K-6.0K0.00100.57N/AN/A60360996
2020-05-15$34.77$34.1731.7%9.1%30.2%11.6%0.0%17.7%10.2%-73.5K463.0K-6.1K0.00102.00N/AN/A00366996
2020-05-18$35.98$34.1729.0%8.3%32.0%10.1%27.9%13.2%-1.7%-67.9K36.4K-5.1K4.77104.22N/AN/A78372348990
2020-05-19$35.95$34.1728.1%8.1%27.9%9.6%23.0%10.8%-1.2%-66.4K-26.1K-4.9K4.75106.44N/AN/A241143301,362
2020-05-20$36.49$34.1727.8%8.0%26.4%9.4%0.0%6.2%-0.8%-63.4K-234.5K-4.6K0.00107.91N/AN/A1203421,476
2020-05-21$36.08$34.1729.3%8.4%26.7%10.3%0.0%10.9%-0.1%-65.6K-84.1K-4.9K0.00101.48N/AN/A003481,476
2020-05-22$36.06$34.1728.0%8.0%26.5%9.6%0.0%5.8%1.2%-77.7K-132.6K-4.7K0.00106.72N/AN/A1803481,476
2020-05-26$36.15$34.1728.3%8.1%26.4%9.7%27.6%3.4%-0.9%-63.4K-209.4K-4.3K0.09106.09N/AN/A6663361,476
2020-05-27$36.31$34.1726.7%7.6%26.0%8.8%0.0%12.6%-0.0%-73.3K-273.3K-4.5K0.00107.45N/AN/A003901,476
2020-05-28$36.49$34.1726.7%7.7%23.3%8.9%0.0%5.6%1.5%-59.1K-447.3K-4.2K0.00107.32N/AN/A003901,476
2020-05-29$36.77$34.1726.6%7.6%22.9%8.8%0.0%12.2%0.1%-62.7K-579.1K-3.6K0.00108.81N/AN/A003901,476