IXN Options History — April 2021

In April 2021, IXN traded between $52.22 and $55.16. ATM implied volatility averaged 20.9%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 3.4% (HV 20d: 17.5%). Max pain ranged from $51.67 to $51.67. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-04-13: Highest Volume — 252 contracts
  • 2021-04-14: Largest IV drop — 55.5% change
  • 2021-04-13: Highest IV Rank — 81.3%
  • 2021-04-29: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.22$52.22$55.16$52.22$53.69
Max Pain$51.67$51.67$51.67$51.67$51.67
ATM IV20.9%15.2%41.8%17.7%20.1%
Expected Move5.1%4.3%6.0%5.1%5.8%
HV 20d17.5%15.2%22.8%22.7%15.7%
HV 60d21.6%19.9%22.4%22.3%20.3%
IV Rank16.1%0.0%81.3%2.5%15.0%
IV Percentile18.2%0.0%98.0%1.2%12.7%
Term Structure-0.2%-6.4%4.4%1.3%-2.8%
Skew 25d1.9%-3.3%5.4%4.2%0.5%
Skew 10d5.6%-1.5%20.4%2.5%2.8%
Call IV 25d17.2%11.9%23.5%14.3%23.5%
Put IV 25d19.1%14.9%24.0%18.6%24.0%
Bid-Ask Spread %128.95113.78143.77143.77136.33
Gamma HHI0.310.210.510.210.22
Net GEX33.1K-12.5K57.1K51.4K-12.5K
Net DEX-1.1M-1.2M-699.4K-889.5K-699.4K
Net VEX-1.6K-3.0K-906-1.9K-3.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume26.5710252012
Total OI309.714252540264540

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$52.22$51.6717.7%5.1%22.7%2.5%0.0%4.2%1.3%51.4K-889.5K-1.9K0.00143.77N/AN/A002640
2021-04-05$53.28$0.0023.6%5.1%22.8%22.0%0.0%-0.5%-0.5%53.3K-1.0M-1.5K0.00122.58N/AN/A002640
2021-04-06$53.13$0.0023.2%5.5%21.2%20.5%0.0%0.6%0.3%48.7K-1.0M-1.8K0.00122.97N/AN/A002700
2021-04-07$53.31$0.0015.6%5.2%19.3%0.0%0.0%5.4%0.1%57.1K-1.0M-1.7K0.00125.26N/AN/A002700
2021-04-08$54.03$0.0019.9%4.7%19.3%13.5%0.0%2.1%3.8%48.4K-1.1M-1.6K0.00113.78N/AN/A002700
2021-04-09$54.34$0.0027.2%5.1%18.2%36.0%0.0%3.3%1.9%44.9K-1.2M-1.5K0.00125.11N/AN/A002700
2021-04-12$54.18$0.0036.0%5.4%17.8%63.5%0.0%2.2%-1.2%44.4K-1.1M-1.6K0.00125.25N/AN/A002700
2021-04-13$54.66$0.0041.8%5.1%17.9%81.3%0.0%2.7%0.5%42.0K-1.1M-1.6K0.00123.11N/AN/A25202700
2021-04-14$54.18$0.0018.6%5.3%18.1%9.4%0.0%3.3%-1.2%39.4K-1.1M-1.5K0.00125.45N/AN/A002640
2021-04-15$55.02$0.0018.1%5.2%18.5%7.8%0.0%2.2%-0.5%36.6K-1.2M-1.2K0.00126.78N/AN/A002640
2021-04-16$54.98$0.0017.6%5.1%15.2%6.4%0.0%4.0%0.3%34.6K-1.2M-1.3K0.00128.32N/AN/A002640
2021-04-19$54.45$0.0017.4%5.0%16.0%5.7%0.0%3.0%0.4%37.0K-1.1M-1.3K0.00129.82N/AN/A002520
2021-04-20$54.04$0.0018.6%5.3%16.0%9.3%0.0%2.2%-2.2%39.7K-1.1M-1.3K0.00130.67N/AN/A002520
2021-04-21$54.56$0.0017.3%5.0%15.5%5.3%0.0%-0.7%4.4%41.6K-1.1M-1.1K0.00130.24N/AN/A1202520
2021-04-22$54.12$0.0020.0%5.7%15.6%13.6%0.0%2.4%-1.7%39.6K-1.1M-1.3K0.00130.84N/AN/A002580
2021-04-23$54.90$0.0016.1%4.6%15.9%1.6%0.0%-3.2%-1.1%37.6K-1.2M-9060.00132.82N/AN/A002580
2021-04-26$55.16$0.0016.7%4.8%15.4%3.6%0.0%2.3%1.1%37.1K-1.2M-1.3K0.00133.39N/AN/A02402580
2021-04-27$55.05$0.0015.2%4.3%15.5%0.0%0.0%2.6%1.0%-8.8K-1.0M-2.2K0.00136.62N/AN/A00258240
2021-04-28$54.69$0.0016.4%4.7%15.5%3.8%0.0%3.9%-0.9%-11.4K-973.8K-2.2K0.00135.48N/AN/A00258240
2021-04-29$54.59$0.0021.0%6.0%15.2%17.9%0.0%-3.3%-6.4%-4.7K-868.4K-2.5K0.00129.28N/AN/A042258240
2021-04-30$53.69$0.0020.1%5.8%15.7%15.0%0.0%0.5%-2.8%-12.5K-699.4K-3.0K0.00136.33N/AN/A120258282