IXN Options History — January 2021 In January 2021, IXN traded between $49.27 and $52.20. ATM implied volatility averaged 26.4%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 11.4% (HV 20d: 15.0%). Max pain ranged from $48.33 to $48.33. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.44.
Notable Days 2021-01-15 : Highest Volume — 150 contracts2021-01-13 : Largest IV drop — 48.2% change2021-01-12 : Highest IV Rank — 53.2%2021-01-29 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $50.76 $49.27 $52.20 $49.49 $50.08 Max Pain $48.33 $48.33 $48.33 $48.33 $48.33 ATM IV 26.4% 18.1% 44.8% 24.8% 30.2% Expected Move 6.8% 5.2% 8.7% 7.3% 8.7% HV 20d 15.0% 12.0% 20.9% 12.1% 20.9% HV 60d 20.3% 17.8% 21.1% 20.7% 18.8% IV Rank 23.3% 9.7% 53.2% 20.6% 29.5% IV Percentile 42.4% 7.5% 92.5% 39.7% 63.5% Term Structure 0.4% -2.3% 2.7% 1.4% -1.1% VWIV 26.3% 23.2% 30.4% 24.5% 30.4% Skew 25d 4.6% -3.1% 11.4% -3.1% 5.7% Skew 10d 6.8% -3.2% 15.7% -3.2% 15.7% Call IV 25d 21.5% 16.7% 28.3% 24.2% 28.3% Put IV 25d 26.1% 21.1% 35.3% 21.1% 34.0% Bid-Ask Spread % 111.09 95.81 121.55 102.86 114.15 Gamma HHI 0.30 0.18 0.45 0.41 0.20 Net GEX 48.5K 19.7K 81.6K 67.4K 20.3K Net DEX -2.0M -2.4M -1.6M -1.7M -1.6M Net VEX -5.6K -7.5K -4.8K -5.3K -7.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.00 2.00 0.00 0.00 Total Volume 31.895 0 150 12 0 Total OI 887.684 678 1,134 678 1,134
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-01-04 $49.49 $0.00 24.8% 7.3% 12.1% 20.6% 0.0% -3.1% 1.4% 67.4K -1.7M -5.3K 0.00 102.86 N/A N/A 12 0 552 126 2021-01-05 $49.91 $0.00 26.4% 6.7% 12.0% 23.3% 0.0% 9.2% 0.3% 70.0K -1.8M -5.3K 0.00 110.49 N/A N/A 0 0 558 126 2021-01-06 $49.27 $0.00 23.8% 7.1% 13.1% 19.0% 0.0% 11.4% 0.3% 75.8K -1.7M -5.1K 0.00 102.31 N/A N/A 0 12 558 126 2021-01-07 $50.37 $0.00 31.4% 6.5% 15.0% 31.5% 0.0% 6.9% -1.0% 81.6K -1.9M -4.8K 0.00 99.58 N/A N/A 30 0 558 126 2021-01-08 $50.84 $0.00 30.0% 6.3% 13.4% 29.2% 0.0% 5.4% 0.4% 75.5K -2.2M -4.8K 0.00 115.51 N/A N/A 0 18 588 132 2021-01-11 $50.48 $0.00 38.4% 6.6% 13.8% 42.8% 0.0% 2.1% 0.3% 72.7K -2.1M -5.0K 0.00 115.95 N/A N/A 0 36 588 150 2021-01-12 $50.33 $0.00 44.8% 7.2% 13.5% 53.2% 0.0% 4.9% 0.5% 66.6K -2.0M -5.3K 0.00 109.97 N/A N/A 0 0 588 186 2021-01-13 $50.61 $0.00 23.2% 6.6% 13.5% 18.0% 0.0% 3.9% 0.3% 69.0K -2.0M -5.1K 0.00 111.95 N/A N/A 0 24 588 186 2021-01-14 $50.49 $0.00 22.6% 6.5% 13.0% 17.1% 24.5% 4.5% 1.3% 64.1K -2.0M -5.1K 2.00 108.67 N/A N/A 12 24 588 210 2021-01-15 $49.81 $48.33 24.8% 7.1% 13.8% 20.6% 26.1% 5.0% -0.3% 59.9K -1.9M -5.6K 0.00 95.81 N/A N/A 0 150 594 234 2021-01-19 $50.46 $48.33 23.1% 6.6% 14.4% 17.9% 27.1% 7.5% 0.0% 32.9K -1.8M -5.9K 0.00 101.42 N/A N/A 0 6 588 378 2021-01-20 $51.50 $48.33 18.1% 5.2% 15.6% 9.7% 23.2% 2.4% 2.7% 23.1K -2.1M -5.0K 0.00 116.23 N/A N/A 0 6 588 384 2021-01-21 $52.20 $48.33 19.3% 5.5% 16.0% 11.7% 26.8% -0.0% 2.2% 25.5K -2.2M -4.8K 0.00 119.07 N/A N/A 0 60 588 390 2021-01-22 $51.99 $48.33 21.8% 6.2% 16.1% 15.7% 0.0% 0.3% 1.2% 19.7K -2.1M -5.1K 0.00 118.14 N/A N/A 0 0 576 450 2021-01-25 $52.07 $48.33 22.5% 6.5% 16.1% 17.0% 30.4% 5.3% -1.1% 21.4K -2.1M -5.1K 0.20 116.46 N/A N/A 90 18 576 450 2021-01-26 $52.16 $48.33 23.0% 6.6% 16.1% 17.7% 0.0% 1.8% 0.5% 30.6K -2.4M -6.3K 0.00 121.55 N/A N/A 0 0 666 468 2021-01-27 $50.95 $48.33 23.8% 6.8% 18.3% 19.0% 0.0% 10.3% 1.3% 22.3K -1.9M -7.3K 0.00 121.27 N/A N/A 108 0 666 468 2021-01-28 $51.40 $48.33 30.1% 8.6% 18.5% 29.3% 0.0% 3.9% -2.3% 22.9K -2.0M -7.2K 0.00 109.40 N/A N/A 0 0 666 468 2021-01-29 $50.08 $48.33 30.2% 8.7% 20.9% 29.5% 0.0% 5.7% -1.1% 20.3K -1.6M -7.5K 0.00 114.15 N/A N/A 0 0 666 468
« Dec 2020 | All History | Feb 2021 » Home IXN History January 2021