IXN Options History — October 2020

In October 2020, IXN traded between $41.55 and $46.44. ATM implied volatility averaged 33.5%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 10.6% (HV 20d: 22.9%). Max pain ranged from $43.33 to $44.17. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.17.

Notable Days

  • 2020-10-16: Highest Volume — 24 contracts
  • 2020-10-14: Largest IV drop — 39.5% change
  • 2020-10-13: Highest IV Rank — 59.4%
  • 2020-10-28: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.50$41.55$46.44$44.29$41.55
Max Pain$43.64$43.33$44.17$43.33$43.33
ATM IV33.5%28.9%47.8%29.1%38.9%
Expected Move9.1%8.0%11.5%8.3%11.2%
HV 20d22.9%18.7%33.3%33.3%26.4%
HV 60d24.8%24.1%26.1%24.2%26.1%
IV Rank36.9%29.6%59.4%29.9%45.4%
IV Percentile75.5%61.9%93.7%67.1%86.9%
Term Structure-0.7%-10.2%5.6%1.9%-5.4%
VWIV32.3%29.9%33.9%33.2%33.9%
Skew 25d2.8%-6.5%9.5%1.4%-5.1%
Skew 10d6.5%-15.1%20.2%5.8%-15.1%
Call IV 25d28.9%21.2%39.0%33.5%35.3%
Put IV 25d31.8%24.4%43.4%35.0%30.2%
Bid-Ask Spread %109.7491.58133.07133.07116.80
Gamma HHI0.350.300.390.310.33
Net GEX95.9K76.7K105.4K93.1K76.7K
Net DEX-2.1M-2.9M-1.1M-2.1M-1.1M
Net VEX-9.8K-10.8K-7.9K-10.8K-7.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.001.000.001.00
Total Volume4.636024612
Total OI1,258.6361,2361,2841,2661,248

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$44.29$43.3329.1%8.3%33.3%29.9%0.0%1.4%1.9%93.1K-2.1M-10.8K0.00133.07N/AN/A601,056210
2020-10-02$43.56$43.3330.9%8.8%27.5%32.7%0.0%4.3%5.6%84.6K-1.9M-10.6K0.00131.70N/AN/A001,062210
2020-10-05$44.25$44.1731.9%9.4%28.0%34.3%0.0%3.4%0.4%89.1K-2.0M-10.4K0.0092.68N/AN/A001,062210
2020-10-06$43.65$44.1736.6%9.2%24.2%41.8%0.0%-6.5%-0.1%89.2K-2.0M-10.5K0.0091.58N/AN/A001,062210
2020-10-07$44.44$44.1729.3%9.0%22.9%30.3%0.0%0.6%0.5%93.7K-2.1M-10.3K0.0098.86N/AN/A001,062210
2020-10-08$44.66$44.1730.7%8.5%21.7%32.5%0.0%-3.1%1.5%96.6K-2.2M-10.4K0.00104.33N/AN/A001,062210
2020-10-09$45.27$44.1733.4%8.3%21.6%36.7%0.0%0.4%0.9%102.0K-2.3M-10.2K0.00106.44N/AN/A001,062210
2020-10-12$46.44$44.1744.0%8.0%22.0%53.4%0.0%1.0%0.7%100.1K-2.8M-10.1K0.00109.19N/AN/A601,062210
2020-10-13$46.32$44.1747.8%8.3%22.1%59.4%0.0%-1.0%0.3%100.9K-2.9M-10.1K0.00109.04N/AN/A001,062210
2020-10-14$46.02$44.1728.9%8.3%22.2%29.6%33.2%6.6%-2.5%105.4K-2.7M-10.0K0.00105.00N/AN/A0121,062210
2020-10-15$45.66$43.3330.0%8.6%21.5%31.3%29.9%9.5%-0.2%105.0K-2.5M-9.7K0.00103.85N/AN/A061,062216
2020-10-16$45.62$43.3328.9%8.3%21.2%29.7%0.0%7.0%-0.2%100.0K-2.6M-9.8K0.00104.82N/AN/A2401,062222
2020-10-19$44.93$43.3331.2%8.9%22.2%33.2%0.0%7.2%-10.2%96.3K-2.3M-9.9K0.00107.69N/AN/A001,038204
2020-10-20$45.14$43.3330.5%8.7%21.6%32.1%0.0%7.7%-0.1%102.6K-2.3M-9.7K0.00111.37N/AN/A001,038204
2020-10-21$45.02$43.3330.6%8.8%19.1%32.2%0.0%6.8%-0.5%101.9K-2.2M-9.7K0.00111.57N/AN/A001,038204
2020-10-22$44.76$43.3330.6%8.8%19.3%32.3%0.0%7.2%-0.8%102.1K-2.2M-9.6K0.00113.02N/AN/A001,038204
2020-10-23$44.67$43.3329.6%8.5%18.7%30.7%0.0%6.4%-0.1%103.4K-2.1M-9.6K0.00113.95N/AN/A001,038204
2020-10-26$43.52$43.3337.6%10.8%20.2%43.3%0.0%1.1%-3.0%91.5K-1.7M-9.1K0.00111.33N/AN/A001,032204
2020-10-27$43.92$43.3333.6%9.6%20.5%37.0%0.0%1.1%-3.0%99.0K-1.8M-9.1K0.00116.36N/AN/A001,032204
2020-10-28$42.37$43.3340.0%11.5%24.1%47.1%0.0%0.7%-0.6%85.3K-1.4M-8.3K0.00115.27N/AN/A2401,032204
2020-10-29$42.96$43.3334.3%9.8%24.4%38.1%0.0%5.6%-1.0%90.5K-1.5M-8.8K0.00106.30N/AN/A1201,044204
2020-10-30$41.55$43.3338.9%11.2%26.4%45.4%33.9%-5.1%-5.4%76.7K-1.1M-7.9K1.00116.80N/AN/A661,044204