IXN Options History — July 2021

In July 2021, IXN traded between $55.88 and $58.50. ATM implied volatility averaged 15.8%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.9% (HV 20d: 13.0%). Max pain ranged from $53.33 to $57.50. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.88.

Notable Days

  • 2021-07-14: Highest Volume — 330 contracts
  • 2021-07-19: Largest IV spike — 121.6% change
  • 2021-07-19: Highest IV Rank — 71.4%
  • 2021-07-19: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.42$55.88$58.50$56.15$58.06
Max Pain$56.63$53.33$57.50$55.83$57.50
ATM IV15.8%11.2%37.2%12.6%13.9%
Expected Move4.6%3.2%10.7%3.6%4.0%
HV 20d13.0%8.6%16.5%9.7%16.5%
HV 60d16.7%16.3%17.2%16.4%16.3%
IV Rank13.6%1.2%71.4%4.8%8.3%
IV Percentile13.5%0.8%96.4%1.6%7.5%
Term Structure1.2%-10.8%9.2%4.9%2.6%
VWIV15.3%12.5%23.2%13.6%13.2%
Skew 25d2.5%-7.5%15.3%0.7%3.3%
Skew 10d5.9%-8.8%31.9%-4.1%7.4%
Call IV 25d15.0%9.8%31.6%13.5%14.3%
Put IV 25d17.5%11.4%47.0%14.3%17.6%
Bid-Ask Spread %122.2084.25170.15131.46130.46
Gamma HHI0.270.180.370.300.20
Net GEX31.0K-221.3K202.9K10.4K-27.4K
Net DEX-1.3M-2.6M0-782.6K-1.3M
Net VEX-7.5K-11.5K0-9.2K-6.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.0010.000.000.00
Total Volume48.3330330013
Total OI2,51602,9702,3822,669

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$56.15$55.8312.6%3.6%9.7%4.8%0.0%0.7%4.9%10.4K-782.6K-9.2K0.00131.46N/AN/A004801,902
2021-07-02$56.87$55.8314.9%4.3%8.8%11.2%0.0%-0.5%-0.6%49.1K-1.3M-7.7K0.00129.40N/AN/A004801,902
2021-07-06$57.08$56.6712.3%4.2%8.6%4.2%13.6%3.7%1.5%44.0K-1.3M-8.0K0.0091.77N/AN/A8404801,902
2021-07-07$57.36$55.0013.0%4.0%8.6%5.9%0.0%3.5%2.6%132.0K-1.9M-7.5K0.00100.69N/AN/A605761,902
2021-07-08$56.57$55.0012.1%5.4%10.4%3.5%0.0%4.1%-1.9%139.8K-1.4M-8.6K0.0084.25N/AN/A12605941,902
2021-07-09$57.30$55.0013.3%4.8%11.1%6.8%12.5%6.2%1.9%165.3K-2.0M-8.4K0.0096.28N/AN/A606841,902
2021-07-12$57.39$53.3316.9%4.3%11.0%16.4%16.0%-0.4%1.8%202.9K-2.3M-6.4K10.0099.84N/AN/A6606721,902
2021-07-13$57.66$56.6718.5%4.4%10.9%20.8%0.0%0.5%1.1%156.4K-2.2M-7.8K0.0098.25N/AN/A606721,962
2021-07-14$58.12$56.6713.5%3.9%10.9%7.3%14.5%3.2%3.0%137.8K-2.6M-6.5K0.00116.30N/AN/A03306781,962
2021-07-15$57.46$57.5019.3%5.5%11.8%23.1%0.0%6.2%-3.0%83.0K-1.7M-8.9K0.00115.69N/AN/A006782,292
2021-07-16$56.91$57.5016.8%4.8%12.3%16.2%14.8%-0.8%-0.8%125.1K-1.2M-9.8K0.09114.02N/AN/A138126782,292
2021-07-19$55.88$0.0037.2%10.7%13.8%71.4%23.2%15.3%-10.8%0000.11166.52N/AN/A9100
2021-07-20$57.13$57.5014.9%4.3%15.6%11.2%14.4%-7.5%9.2%-221.3K-163.1K-11.5K0.00170.15N/AN/A2605232,185
2021-07-21$57.36$57.5014.6%4.2%15.5%10.4%16.2%2.0%-0.9%-32.1K-838.7K-7.3K0.00143.02N/AN/A2905272,185
2021-07-22$57.86$57.5012.6%3.6%15.6%4.9%13.8%0.5%3.5%-51.9K-1.2M-7.7K0.12133.26N/AN/A1725452,185
2021-07-23$58.50$57.5013.6%3.9%15.9%7.6%13.6%3.7%2.4%-35.5K-1.5M-7.1K0.00136.12N/AN/A4105502,187
2021-07-26$58.34$57.5011.2%3.2%15.9%1.2%14.6%-1.8%5.6%-41.0K-1.4M-7.2K0.00130.99N/AN/A1505382,187
2021-07-27$57.68$57.5017.5%5.0%16.5%18.0%18.3%1.8%1.7%-71.9K-859.4K-7.8K3.79118.51N/AN/A14535092,187
2021-07-28$57.98$57.5014.7%4.2%16.4%10.5%0.0%3.9%3.5%-33.8K-1.1M-6.6K0.00118.51N/AN/A015102,187
2021-07-29$58.25$57.5018.6%5.3%16.4%21.1%0.0%4.5%-1.3%-79.6K-1.2M-7.8K0.05140.65N/AN/A1915242,144
2021-07-30$58.06$57.5013.9%4.0%16.5%8.3%13.2%3.3%2.6%-27.4K-1.3M-6.7K0.00130.46N/AN/A1305242,145