IXN Options History — June 2020

In June 2020, IXN traded between $36.84 and $39.34. ATM implied volatility averaged 27.5%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 2.8% (HV 20d: 24.7%). Max pain ranged from $34.17 to $36.67. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.33.

Notable Days

  • 2020-06-04: Highest Volume — 708 contracts
  • 2020-06-11: Largest IV spike — 24.4% change
  • 2020-06-29: Highest IV Rank — 31.3%
  • 2020-06-16: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.22$36.84$39.34$36.84$39.17
Max Pain$36.33$34.17$36.67$34.17$36.67
ATM IV27.5%22.0%35.1%28.3%27.7%
Expected Move7.9%5.9%10.1%8.1%7.9%
HV 20d24.7%20.0%28.1%20.1%27.7%
HV 60d40.3%30.5%52.4%52.4%30.5%
IV Rank13.6%6.4%31.3%9.7%27.6%
IV Percentile69.4%60.9%79.8%68.5%69.0%
Term Structure1.0%-3.4%6.9%-1.3%2.4%
VWIV23.7%19.9%26.4%26.4%24.8%
Skew 25d5.5%-11.5%14.0%4.2%6.3%
Skew 10d8.8%-6.5%22.2%4.5%22.2%
Call IV 25d23.5%18.1%33.2%21.1%25.1%
Put IV 25d29.0%21.8%41.7%25.3%31.4%
Bid-Ask Spread %121.16109.26133.55109.97133.55
Gamma HHI0.230.170.430.330.18
Net GEX23.6K-58.7K52.1K-58.7K33.9K
Net DEX-967.6K-1.3M-609.6K-609.6K-993.7K
Net VEX-3.6K-4.2K-2.6K-3.6K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.330.0010.001.570.00
Total Volume57.545070800
Total OI1,495.9095102,0281,866534

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$36.84$34.1728.3%8.1%20.1%9.7%0.0%4.2%-1.3%-58.7K-609.6K-3.6K0.00109.97N/AN/A003901,476
2020-06-02$37.06$34.1727.4%7.9%20.0%9.2%0.0%6.1%-1.1%-32.4K-761.2K-3.1K0.00109.44N/AN/A003901,476
2020-06-03$37.71$34.1725.0%7.2%20.3%8.0%0.0%7.4%-0.1%38.4K-932.3K-2.7K0.00109.26N/AN/A003901,476
2020-06-04$37.28$36.6722.9%7.7%21.1%6.8%26.4%13.2%-1.0%-9.7K-855.3K-2.9K1.57118.10N/AN/A2764323901,476
2020-06-05$38.25$36.6723.1%5.9%22.2%7.0%19.9%1.1%5.7%39.0K-1.0M-2.6K0.08125.48N/AN/A7263901,476
2020-06-08$38.37$36.6724.1%6.5%21.9%7.5%0.0%2.2%1.6%43.4K-1.1M-3.2K0.00130.49N/AN/A604501,482
2020-06-09$38.68$36.6722.0%7.5%21.9%6.4%0.0%2.2%-1.6%44.2K-1.2M-3.2K0.00124.00N/AN/A604561,482
2020-06-10$39.30$36.6725.0%7.2%20.7%8.0%0.0%3.1%0.7%38.5K-1.3M-3.1K10.00123.89N/AN/A6604621,482
2020-06-11$37.20$36.6731.1%8.9%28.1%11.2%0.0%7.0%-0.5%-28.9K-825.2K-4.2K0.14110.55N/AN/A4264621,542
2020-06-12$37.39$36.6731.4%9.0%27.9%11.4%0.0%3.3%5.5%38.0K-883.6K-4.1K0.00116.84N/AN/A004801,548
2020-06-15$37.45$36.6732.3%9.3%27.9%11.8%0.0%8.6%-2.5%25.8K-867.6K-4.2K0.00111.20N/AN/A004741,548
2020-06-16$38.17$36.6735.1%10.1%26.2%13.4%0.0%10.7%-3.4%36.7K-1.0M-4.1K0.00111.73N/AN/A604741,548
2020-06-17$38.45$36.6729.9%8.6%26.2%10.6%0.0%7.8%-0.4%44.2K-1.1M-3.9K0.00113.89N/AN/A004681,548
2020-06-18$38.48$36.6729.3%8.4%25.8%10.3%0.0%7.5%0.6%43.5K-1.1M-3.9K0.00127.75N/AN/A004681,548
2020-06-19$38.45$36.6728.9%8.3%25.3%10.1%0.0%3.5%1.8%52.1K-1.1M-3.8K0.00120.89N/AN/A004681,548
2020-06-22$38.94$36.6722.7%6.5%25.5%6.7%0.0%5.1%6.9%31.5K-914.2K-3.6K0.00130.82N/AN/A00396114
2020-06-23$39.34$36.6723.1%6.6%25.6%6.9%24.8%-11.5%6.8%27.1K-981.3K-3.6K0.20130.21N/AN/A27054396114
2020-06-24$38.56$36.6728.4%8.1%27.0%28.8%0.0%3.9%0.3%25.4K-909.2K-3.7K0.00129.56N/AN/A00396114
2020-06-25$38.76$36.6726.6%7.6%27.0%26.0%0.0%9.1%1.8%27.8K-896.1K-3.7K0.00115.39N/AN/A240396114
2020-06-26$38.47$36.6729.5%8.5%27.2%30.6%0.0%14.0%-1.1%28.8K-958.6K-3.8K0.00130.33N/AN/A00420114
2020-06-29$38.49$36.6729.9%8.6%27.2%31.3%0.0%6.0%0.3%31.5K-904.9K-3.8K0.00132.08N/AN/A00420114
2020-06-30$39.17$36.6727.7%7.9%27.7%27.6%0.0%6.3%2.4%33.9K-993.7K-3.5K0.00133.55N/AN/A00420114