IXN Options History — February 2021 In February 2021, IXN traded between $50.70 and $53.81. ATM implied volatility averaged 22.0%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 1.3% (HV 20d: 20.7%). Max pain ranged from $48.33 to $48.33. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.55.
Notable Days 2021-02-09 : Highest Volume — 252 contracts2021-02-25 : Largest IV spike — 42.1% change2021-02-26 : Highest IV Rank — 20.5%2021-02-26 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $52.46 $50.70 $53.81 $51.32 $51.14 Max Pain $48.33 $48.33 $48.33 $48.33 $48.33 ATM IV 22.0% 16.8% 28.5% 21.3% 28.5% Expected Move 6.2% 4.8% 8.2% 6.1% 8.2% HV 20d 20.7% 18.6% 22.6% 22.6% 21.0% HV 60d 16.4% 15.4% 18.6% 18.6% 17.4% IV Rank 12.1% 0.0% 20.5% 14.9% 20.5% IV Percentile 19.2% 0.0% 53.6% 14.3% 53.6% Term Structure 2.0% -2.0% 5.5% 2.4% -1.3% VWIV 30.6% 23.7% 45.5% 25.8% 30.4% Skew 25d 2.9% -1.4% 7.4% 3.7% 4.9% Skew 10d 9.3% 2.6% 17.5% 17.5% 4.4% Call IV 25d 21.0% 12.2% 28.8% 27.6% 26.6% Put IV 25d 23.9% 18.1% 31.5% 31.3% 31.5% Bid-Ask Spread % 115.61 107.07 133.96 123.31 114.90 Gamma HHI 0.25 0.19 0.30 0.25 0.30 Net GEX 8.9K -9.8K 34.9K 7.0K -2.6K Net DEX -1.9M -2.6M -1.3M -1.8M -1.3M Net VEX -3.9K -5.4K -2.4K -5.4K -4.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.00 3.00 0.00 0.50 Total Volume 26.526 0 252 0 0 Total OI 1,020.947 888 1,104 1,044 888
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 2021-02-01 $51.32 $48.33 21.3% 6.1% 22.6% 14.9% 0.0% 3.7% 2.4% 7.0K -1.8M -5.4K 0.00 123.31 N/A N/A 0 0 576 468 2021-02-02 $52.03 $48.33 22.9% 6.6% 22.6% 17.7% 0.0% 5.2% 4.2% 15.4K -2.1M -4.6K 0.00 129.67 N/A N/A 0 18 576 468 2021-02-03 $51.93 $48.33 22.4% 6.4% 22.5% 16.7% 0.0% 7.4% -0.2% 19.1K -2.1M -4.6K 0.00 133.96 N/A N/A 0 0 576 486 2021-02-04 $52.28 $48.33 22.3% 6.2% 21.9% 16.5% 0.0% 5.6% 2.7% 21.0K -2.2M -4.2K 0.00 107.07 N/A N/A 6 0 576 486 2021-02-05 $52.35 $48.33 20.3% 6.2% 20.7% 13.4% 25.8% 5.9% 2.3% 26.8K -2.4M -3.8K 0.00 108.22 N/A N/A 48 0 576 486 2021-02-08 $52.82 $48.33 22.8% 6.1% 20.7% 15.7% 26.9% 5.4% 2.7% 29.4K -2.4M -3.6K 0.20 111.54 N/A N/A 30 6 576 486 2021-02-09 $53.13 $48.33 23.3% 5.7% 20.4% 16.5% 31.1% 2.9% 3.2% 34.9K -2.6M -3.6K 0.27 111.33 N/A N/A 198 54 606 498 2021-02-10 $52.87 $48.33 21.5% 6.2% 20.5% 13.6% 0.0% 2.6% 2.3% 2.5K -1.7M -3.8K 0.00 110.56 N/A N/A 6 0 456 552 2021-02-11 $53.50 $48.33 21.1% 6.1% 20.8% 9.1% 30.5% 1.5% 3.1% 8.4K -1.8M -3.6K 3.00 110.22 N/A N/A 24 72 462 552 2021-02-12 $53.69 $48.33 21.0% 6.0% 20.7% 8.6% 0.0% 0.5% 3.0% 2.3K -2.0M -3.5K 0.00 110.19 N/A N/A 0 0 480 624 2021-02-16 $53.81 $48.33 20.2% 5.8% 19.7% 7.1% 0.0% 2.0% 3.0% 7.4K -2.0M -3.2K 0.00 114.73 N/A N/A 0 0 474 624 2021-02-17 $53.22 $48.33 21.9% 6.3% 20.1% 10.1% 0.0% 2.0% 3.0% 83 -1.8M -3.9K 0.00 112.26 N/A N/A 0 0 474 624 2021-02-18 $52.98 $48.33 20.4% 5.8% 19.1% 7.2% 45.5% 1.0% 1.6% -9.8K -2.0M -2.4K 0.00 115.77 N/A N/A 12 0 474 624 2021-02-19 $53.06 $48.33 22.6% 6.5% 18.6% 10.8% 23.7% 1.0% 0.2% 7.7K -1.9M -3.5K 1.00 114.43 N/A N/A 6 6 474 624 2021-02-22 $52.00 $48.33 23.4% 6.7% 19.9% 11.2% 0.0% 1.0% -2.0% 1.9K -1.6M -3.6K 0.00 116.40 N/A N/A 0 0 456 432 2021-02-23 $51.70 $48.33 16.8% 4.8% 20.0% 0.0% 30.4% 1.1% 5.5% -236 -1.5M -3.9K 0.50 119.93 N/A N/A 12 6 456 432 2021-02-24 $52.14 $48.33 18.5% 5.3% 20.3% 2.9% 0.0% 3.2% 1.1% -923 -1.5M -3.8K 0.00 116.22 N/A N/A 0 0 462 426 2021-02-25 $50.70 $48.33 26.3% 7.5% 21.0% 16.7% 0.0% -1.4% 0.4% -1.4K -1.3M -4.1K 0.00 115.79 N/A N/A 0 0 462 426 2021-02-26 $51.14 $48.33 28.5% 8.2% 21.0% 20.5% 0.0% 4.9% -1.3% -2.6K -1.3M -4.1K 0.00 114.90 N/A N/A 0 0 462 426
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