IXN Options History — March 2021

In March 2021, IXN traded between $48.89 and $52.09. ATM implied volatility averaged 24.2%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded below realized volatility by 0.9% (HV 20d: 25.1%). Max pain ranged from $48.33 to $51.67. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-03-24: Highest Volume — 18 contracts
  • 2021-03-05: Largest IV drop — 28.0% change
  • 2021-03-04: Highest IV Rank — 35.6%
  • 2021-03-03: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.59$48.89$52.09$52.09$51.34
Max Pain$50.67$48.33$51.67$48.33$51.67
ATM IV24.2%19.5%37.0%24.4%21.9%
Expected Move6.8%5.6%8.6%7.0%6.3%
HV 20d25.1%18.2%28.1%19.7%24.6%
HV 60d20.7%17.6%22.1%17.6%22.1%
IV Rank14.3%6.5%35.6%13.4%14.1%
IV Percentile32.5%5.2%81.3%36.1%16.7%
Term Structure-0.8%-10.9%4.0%0.5%-0.2%
VWIV20.0%20.0%20.0%20.0%20.0%
Skew 25d1.3%-3.9%6.8%-0.2%-0.5%
Skew 10d-0.9%-8.8%11.1%-0.6%-5.9%
Call IV 25d23.9%20.6%29.6%27.8%27.9%
Put IV 25d25.2%20.4%31.4%27.6%27.4%
Bid-Ask Spread %124.63109.48142.16119.00142.16
Gamma HHI0.280.200.380.290.21
Net GEX14.4K-15.9K52.2K-30546.3K
Net DEX-1.1M-1.7M-648.7K-1.5M-775.3K
Net VEX-2.9K-4.1K-2.0K-3.5K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume3.1301800
Total OI674.609258900882264

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-03-01$52.09$48.3324.4%7.0%19.7%13.4%0.0%-0.2%0.5%-305-1.5M-3.5K0.00119.00N/AN/A00456426
2021-03-02$51.55$48.3324.3%7.0%18.2%13.2%0.0%1.4%-10.7%3.3K-1.4M-3.8K0.00120.53N/AN/A00456426
2021-03-03$50.35$48.3329.9%8.6%19.3%23.1%0.0%1.8%-10.9%-7.9K-1.2M-3.9K0.00117.85N/AN/A00456426
2021-03-04$48.96$0.0037.0%7.8%21.5%35.6%0.0%5.1%-0.5%-6.4K-648.7K-4.1K0.00109.48N/AN/A120456426
2021-03-05$49.88$0.0026.6%7.1%22.5%17.3%0.0%6.8%1.3%-4.4K-952.9K-4.0K0.00112.42N/AN/A00462426
2021-03-08$48.89$0.0025.7%7.6%23.4%15.7%0.0%1.4%0.3%-15.1K-672.8K-3.9K0.00115.26N/AN/A00462426
2021-03-09$50.27$0.0025.3%7.3%25.6%15.0%0.0%5.8%-0.1%-11.6K-1.2M-3.5K0.00117.59N/AN/A00462426
2021-03-10$49.96$0.0025.3%7.3%25.4%15.0%0.0%0.9%1.0%-15.9K-1.2M-3.5K0.00116.34N/AN/A60462426
2021-03-11$51.05$0.0024.1%6.9%26.8%12.9%0.0%3.9%0.4%310-1.5M-3.2K0.00114.46N/AN/A00468426
2021-03-12$50.63$0.0024.3%7.0%26.4%13.2%0.0%4.3%0.6%-10.6K-1.5M-3.1K0.00118.57N/AN/A00468426
2021-03-15$50.97$0.0024.8%7.1%26.5%14.0%0.0%1.7%0.5%-1.0K-1.5M-2.9K0.00118.73N/AN/A00468426
2021-03-16$51.63$0.0020.7%5.9%27.0%6.8%0.0%1.3%4.0%4.9K-1.6M-2.8K0.00125.07N/AN/A00468426
2021-03-17$51.47$0.0021.3%6.1%26.8%7.9%0.0%-0.3%2.7%6.6K-1.6M-2.6K0.00124.65N/AN/A60468426
2021-03-18$50.17$0.0023.4%6.7%28.1%11.6%0.0%0.4%1.0%-11.5K-1.3M-2.7K0.00126.45N/AN/A00474426
2021-03-19$50.25$0.0026.8%7.7%28.1%19.3%0.0%-1.1%-1.0%35.3K-1.7M-2.4K0.00121.41N/AN/A06474426
2021-03-22$50.98$0.0022.9%6.6%28.0%12.6%20.0%-0.3%0.6%39.0K-729.4K-2.2K0.00130.93N/AN/A1202580
2021-03-23$50.52$51.6720.1%5.7%28.1%7.7%0.0%2.2%1.0%43.8K-762.0K-2.3K0.00134.35N/AN/A002700
2021-03-24$50.15$51.6723.5%6.7%27.9%15.9%0.0%-1.7%-8.1%43.2K-737.4K-2.3K0.00135.03N/AN/A1802700
2021-03-25$50.10$51.6722.2%6.4%26.2%12.9%0.0%-1.3%-0.6%46.0K-680.7K-2.2K0.00131.43N/AN/A002760
2021-03-26$50.89$51.6719.5%5.6%26.6%6.5%0.0%-3.9%1.5%52.2K-755.2K-2.1K0.00138.07N/AN/A002760
2021-03-29$50.90$51.6720.8%6.0%25.7%9.6%0.0%0.7%-0.1%47.7K-799.5K-2.2K0.00139.30N/AN/A002760
2021-03-30$50.61$51.6722.4%6.4%25.5%15.5%0.0%0.3%-0.8%46.5K-749.3K-2.2K0.00137.43N/AN/A1202760
2021-03-31$51.34$51.6721.9%6.3%24.6%14.1%0.0%-0.5%-0.2%46.3K-775.3K-2.0K0.00142.16N/AN/A002640