IXN Options History — August 2021

In August 2021, IXN traded between $57.82 and $60.35. ATM implied volatility averaged 15.9%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 3.7% (HV 20d: 12.1%). Max pain ranged from $55.00 to $57.50. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.41.

Notable Days

  • 2021-08-19: Highest Volume — 188 contracts
  • 2021-08-09: Largest IV spike — 44.6% change
  • 2021-08-09: Highest IV Rank — 29.7%
  • 2021-08-24: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.83$57.82$60.35$58.03$60.24
Max Pain$55.34$55.00$57.50$57.50$55.00
ATM IV15.9%11.2%21.8%14.0%11.2%
Expected Move4.6%3.2%5.7%4.0%3.2%
HV 20d12.1%9.0%16.1%15.9%10.3%
HV 60d13.1%11.8%16.3%16.3%11.9%
IV Rank13.7%0.9%29.7%8.6%0.9%
IV Percentile17.2%0.8%46.4%7.9%0.8%
Term Structure1.8%-1.4%4.4%3.4%4.4%
VWIV16.5%13.6%25.6%17.3%25.6%
Skew 25d2.9%-0.6%6.6%5.3%4.1%
Skew 10d5.2%-1.7%8.7%6.8%-1.7%
Call IV 25d14.0%10.5%22.8%13.6%13.7%
Put IV 25d16.9%12.1%22.2%18.9%17.8%
Bid-Ask Spread %118.12111.20133.05130.16118.67
Gamma HHI0.240.200.300.210.24
Net GEX1.8K-95.4K55.5K-25.4K23.2K
Net DEX-1.7M-2.2M-1.2M-1.3M-2.2M
Net VEX-5.3K-6.3K-3.9K-6.2K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.006.500.000.00
Total Volume21.0910188683
Total OI2,661.6822,5812,6912,6642,641

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$58.03$57.5014.0%4.0%15.9%8.6%17.3%5.3%3.4%-25.4K-1.3M-6.2K0.00130.16N/AN/A6805192,145
2021-08-03$58.48$57.5016.5%4.7%16.1%15.3%0.0%5.1%-0.4%-27.9K-1.5M-6.1K0.00133.05N/AN/A1805182,145
2021-08-04$58.74$57.5015.5%4.4%16.1%12.7%0.0%5.7%3.1%-12.2K-1.6M-6.3K0.00128.66N/AN/A1105362,145
2021-08-05$58.92$55.0012.5%4.7%15.1%4.6%15.9%6.6%3.1%-712-1.8M-5.9K0.00112.07N/AN/A3605362,145
2021-08-06$58.77$55.0015.1%4.7%14.6%11.5%0.0%1.6%4.2%6.2K-1.8M-5.5K0.00115.58N/AN/A2405372,145
2021-08-09$58.68$55.0021.8%5.3%14.6%29.7%14.7%3.0%-1.4%3.5K-1.7M-5.6K0.00122.56N/AN/A305342,144
2021-08-10$58.26$55.0015.9%4.7%14.8%13.7%0.0%1.1%2.4%-25.4K-1.6M-5.8K0.00111.20N/AN/A705402,144
2021-08-11$58.20$55.0016.3%4.7%14.6%14.9%0.0%1.6%2.5%-19.3K-1.6M-5.5K0.00116.91N/AN/A005432,144
2021-08-12$58.40$55.0015.9%4.6%14.0%13.8%0.0%0.1%3.6%1.8K-1.7M-5.1K0.00112.55N/AN/A005382,144
2021-08-13$58.57$55.0015.6%4.5%13.5%12.8%14.5%5.0%2.7%10.0K-1.8M-5.0K0.00117.78N/AN/A105382,144
2021-08-16$58.67$55.0015.4%4.4%11.2%12.3%0.0%3.9%4.2%6.7K-1.8M-4.8K0.00113.62N/AN/A305382,144
2021-08-17$58.05$55.0016.1%4.6%9.5%14.3%14.8%1.0%2.8%-36.4K-1.5M-4.9K0.00114.31N/AN/A605372,144
2021-08-18$57.82$55.0017.5%5.0%9.6%18.0%13.6%3.4%1.4%-95.4K-1.2M-6.2K0.00114.83N/AN/A1305372,144
2021-08-19$57.97$55.0018.1%5.2%9.1%19.8%0.0%1.9%0.1%-39.5K-1.5M-4.8K0.00113.58N/AN/A01885412,144
2021-08-20$58.55$55.0015.7%4.5%9.0%13.2%0.0%1.9%-0.8%25.9K-1.9M-4.3K6.50114.21N/AN/A6395472,144
2021-08-23$59.47$55.0016.9%4.9%10.4%16.5%16.9%1.4%0.9%37.4K-1.9M-5.0K0.00113.80N/AN/A1604852,096
2021-08-24$59.54$55.0020.1%5.7%9.4%25.0%0.0%-0.6%-0.2%38.3K-1.8M-5.4K0.00132.82N/AN/A004852,135
2021-08-25$59.62$55.0015.0%4.3%9.3%11.5%15.1%1.5%-0.6%34.6K-2.0M-5.0K0.00116.01N/AN/A404872,135
2021-08-26$59.19$55.0015.0%4.3%9.7%11.5%0.0%4.6%0.7%55.5K-1.7M-6.0K0.00115.06N/AN/A0154872,135
2021-08-27$59.80$55.0016.8%4.8%10.1%16.2%0.0%-0.1%-0.9%33.4K-2.0M-4.7K0.00114.02N/AN/A004912,135
2021-08-30$60.35$55.0012.1%3.5%10.4%3.5%16.4%4.7%3.4%44.6K-2.2M-4.8K0.00117.18N/AN/A304912,150
2021-08-31$60.24$55.0011.2%3.2%10.3%0.9%25.6%4.1%4.4%23.2K-2.2M-3.9K0.00118.67N/AN/A304912,150