IXN Options History — May 2021

In May 2021, IXN traded between $50.45 and $53.68. ATM implied volatility averaged 19.8%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 0.2% (HV 20d: 20.0%). Max pain ranged from $50.83 to $51.67. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.83.

Notable Days

  • 2021-05-28: Highest Volume — 432 contracts
  • 2021-05-14: Largest IV drop — 24.9% change
  • 2021-05-11: Highest IV Rank — 33.9%
  • 2021-05-13: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.50$50.45$53.68$53.68$53.45
Max Pain$51.42$50.83$51.67$50.83$51.67
ATM IV19.8%14.2%26.2%21.2%14.4%
Expected Move5.6%4.1%6.9%6.1%4.1%
HV 20d20.0%14.1%23.4%14.1%22.8%
HV 60d21.6%20.2%22.8%20.2%20.4%
IV Rank14.6%0.0%33.9%18.5%0.4%
IV Percentile18.9%0.0%61.1%19.4%0.4%
Term Structure0.2%-4.4%5.5%-4.4%2.3%
VWIV20.6%14.1%25.0%22.6%14.1%
Skew 25d3.2%-3.1%8.9%3.3%1.6%
Skew 10d3.5%-1.1%11.9%5.7%0.2%
Call IV 25d18.6%14.2%27.8%16.9%14.2%
Put IV 25d21.8%15.8%28.5%20.1%15.8%
Bid-Ask Spread %119.07110.43138.42136.97116.07
Gamma HHI0.230.200.270.230.26
Net GEX-26.1K-70.1K-10.4K-16.9K-22.6K
Net DEX-388.9K-771.4K49.4K-723.8K-771.4K
Net VEX-2.8K-3.4K-1.8K-2.9K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.005.000.005.00
Total Volume29.404320432
Total OI537.9528564540546

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$53.68$0.0021.2%6.1%14.1%18.5%0.0%3.3%-4.4%-16.9K-723.8K-2.9K0.00136.97N/AN/A00258282
2021-05-04$52.48$0.0023.1%6.6%16.3%24.2%0.0%-1.9%-4.1%-13.4K-417.6K-3.4K0.00130.58N/AN/A00258282
2021-05-05$52.75$0.0022.6%6.5%16.4%22.8%0.0%0.7%-3.5%-10.4K-448.5K-3.3K0.00138.42N/AN/A00258282
2021-05-06$52.87$50.8320.5%5.8%15.5%16.3%0.0%8.9%0.5%-14.4K-416.9K-3.2K0.00110.43N/AN/A00258282
2021-05-07$53.60$50.8320.3%5.5%16.3%15.6%0.0%6.1%1.3%-24.2K-723.3K-2.6K0.00111.49N/AN/A00258282
2021-05-10$52.48$50.8322.7%5.6%17.8%23.0%0.0%0.7%2.3%-24.1K-481.8K-3.0K0.00116.02N/AN/A00258282
2021-05-11$51.92$50.8326.2%6.6%17.6%33.9%22.6%5.9%-1.3%-29.4K-244.9K-3.0K0.00110.63N/AN/A360258282
2021-05-12$50.45$50.8323.6%6.8%19.9%26.0%25.0%0.3%-0.8%-25.4K18.1K-3.3K0.00114.72N/AN/A780282282
2021-05-13$51.24$51.6723.9%6.9%19.9%26.8%0.0%3.6%-1.2%-28.4K15.0K-3.4K0.00114.02N/AN/A00264282
2021-05-14$52.17$51.6717.9%5.1%21.3%8.5%0.0%3.5%1.4%-38.3K-215.7K-3.3K0.00116.22N/AN/A00264282
2021-05-17$51.59$51.6721.1%6.0%21.4%18.1%0.0%4.6%-0.0%-33.9K-67.8K-3.2K0.00119.13N/AN/A00246282
2021-05-18$51.79$51.6720.6%5.9%21.4%16.5%0.0%3.9%0.2%-32.0K-134.2K-3.0K0.00118.84N/AN/A240246282
2021-05-19$51.39$51.6719.5%5.6%21.0%13.2%0.0%8.2%2.2%-38.2K49.4K-3.1K0.00117.37N/AN/A00246282
2021-05-20$52.71$51.6716.0%4.6%23.2%2.4%0.0%5.2%5.5%-32.3K-352.1K-2.7K0.00117.26N/AN/A00246282
2021-05-21$52.41$51.6719.9%5.7%22.4%14.5%0.0%4.4%-1.0%-26.6K-339.0K-2.9K0.00119.79N/AN/A00246282
2021-05-24$53.32$51.6717.0%4.9%23.4%5.5%0.0%-3.1%0.4%-70.1K-628.9K-1.9K0.00119.63N/AN/A00246282
2021-05-25$53.30$51.6716.9%4.9%23.4%5.4%14.1%0.8%2.2%-10.5K-653.2K-2.2K0.00122.87N/AN/A120246282
2021-05-26$53.24$51.6714.2%4.1%23.3%0.0%0.0%2.8%1.6%-15.5K-633.3K-2.1K0.00115.03N/AN/A00258282
2021-05-27$53.09$51.6714.4%4.1%23.3%0.5%0.0%4.3%0.9%-15.1K-608.8K-2.0K0.00115.88N/AN/A60258282
2021-05-28$53.45$51.6714.4%4.1%22.8%0.4%0.0%1.6%2.3%-22.6K-771.4K-1.8K5.00116.07N/AN/A72360264282