IXN Options History — June 2021

In June 2021, IXN traded between $53.02 and $56.38. ATM implied volatility averaged 14.6%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded below realized volatility by 0.4% (HV 20d: 15.0%). Max pain ranged from $51.67 to $55.83. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 2.47.

Notable Days

  • 2021-06-02: Highest Volume — 1,080 contracts
  • 2021-06-16: Largest IV spike — 41.5% change
  • 2021-06-18: Highest IV Rank — 25.1%
  • 2021-06-18: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.64$53.02$56.38$53.25$56.27
Max Pain$54.95$51.67$55.83$51.67$55.83
ATM IV14.6%10.8%20.1%18.2%11.0%
Expected Move4.3%3.1%5.8%5.2%3.2%
HV 20d15.0%10.0%22.8%22.8%10.2%
HV 60d17.9%16.4%20.1%20.1%16.4%
IV Rank8.0%0.0%25.1%11.7%0.6%
IV Percentile4.3%0.0%22.2%8.3%0.4%
Term Structure2.8%-3.4%6.5%2.7%3.5%
VWIV15.8%14.3%18.1%14.3%15.3%
Skew 25d4.0%0.2%10.8%2.1%0.7%
Skew 10d3.8%-2.0%11.2%0.9%0.4%
Call IV 25d12.6%9.5%16.5%13.9%13.0%
Put IV 25d16.7%13.2%20.2%16.0%13.7%
Bid-Ask Spread %116.0393.84130.81117.18130.81
Gamma HHI0.380.180.500.180.30
Net GEX-96.9K-254.4K17.7K-36.0K-16.8K
Net DEX24.8K-976.8K907.7K-474.8K-483.1K
Net VEX-12.1K-15.9K-4.0K-5.7K-11.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.470.0020.000.000.00
Total Volume12901,0803012
Total OI2,2029422,5689422,364

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$53.25$51.6718.2%5.2%22.8%11.7%0.0%2.1%2.7%-36.0K-474.8K-5.7K0.00117.18N/AN/A300336606
2021-06-02$53.39$51.6714.4%4.1%21.2%0.5%0.0%0.2%1.6%-43.5K-656.4K-5.1K0.00118.36N/AN/A01,080354606
2021-06-03$53.02$0.0018.1%4.8%21.3%11.5%0.0%8.8%2.6%-188.4K907.7K-14.7K0.00101.53N/AN/A0903541,686
2021-06-04$53.98$0.0012.3%5.4%22.2%0.0%0.0%10.8%0.2%-254.4K-259.5K-9.3K0.00100.59N/AN/A8403541,776
2021-06-07$53.87$0.0013.2%4.6%21.7%2.4%0.0%6.6%4.0%-98.0K61.0K-13.5K0.0093.84N/AN/A01204141,776
2021-06-08$53.91$0.0013.6%4.2%20.2%3.5%0.0%5.2%3.7%-56.0K262.5K-15.2K0.00108.29N/AN/A4804141,896
2021-06-09$53.87$0.0014.5%4.2%19.7%6.1%14.3%5.8%5.6%-72.1K88.3K-15.3K20.00110.47N/AN/A61204621,896
2021-06-10$54.04$54.1714.9%4.3%16.1%7.2%0.0%1.7%2.7%-101.9K59.8K-14.9K0.00109.32N/AN/A004682,052
2021-06-11$54.30$54.1713.3%3.8%15.4%2.6%0.0%3.5%4.6%-37.3K-74.0K-15.7K0.00116.01N/AN/A004682,052
2021-06-14$54.77$54.1710.8%3.1%14.6%0.0%0.0%3.1%6.5%-78.8K-39.2K-12.2K0.00125.90N/AN/A1203722,052
2021-06-15$54.67$54.1711.8%3.4%13.8%2.8%15.4%3.9%6.0%-33.8K41.0K-13.9K6.50122.88N/AN/A12783842,058
2021-06-16$54.45$55.8316.8%4.8%14.0%16.1%17.2%2.4%0.8%-33.1K605.1K-15.9K0.14114.53N/AN/A4263902,136
2021-06-17$54.98$55.8316.2%4.7%13.6%14.7%0.0%2.5%2.3%-195.2K-323.0K-9.6K1.50118.88N/AN/A12184142,136
2021-06-18$54.52$55.8320.1%5.8%11.5%25.1%0.0%5.2%-3.4%17.7K423.7K-15.3K0.00112.75N/AN/A004142,154
2021-06-21$54.75$55.8317.5%5.0%11.2%18.1%18.1%5.5%2.5%-173.3K680.0K-13.9K1.00115.23N/AN/A12123361,872
2021-06-22$55.21$55.8313.4%3.8%10.1%6.9%0.0%7.2%4.4%-188.3K327.5K-12.3K0.00122.98N/AN/A003361,884
2021-06-23$55.22$55.8315.4%4.4%10.1%12.3%14.3%5.2%1.7%-143.2K338.5K-13.3K0.31122.98N/AN/A3541083361,884
2021-06-24$55.59$55.8314.1%4.0%10.1%8.8%0.0%2.2%4.7%-140.7K80.6K-12.4K0.00121.95N/AN/A003361,902
2021-06-25$55.52$55.8313.7%3.9%10.0%7.7%0.0%2.9%3.7%-140.8K175.7K-12.4K0.00122.56N/AN/A003361,902
2021-06-28$56.02$55.8313.7%3.9%10.2%7.9%0.0%0.2%4.3%-124.4K-218.6K-10.3K0.00124.39N/AN/A003361,902
2021-06-29$56.38$55.8314.5%4.2%10.0%10.0%15.3%3.4%-2.1%5.4K-976.8K-4.0K0.23121.26N/AN/A4741083361,902
2021-06-30$56.27$55.8311.0%3.2%10.2%0.6%0.0%0.7%3.5%-16.8K-483.1K-11.8K0.00130.81N/AN/A1204621,902