IXN Options History — September 2021

In September 2021, IXN traded between $56.79 and $60.66. ATM implied volatility averaged 17.7%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 5.0% (HV 20d: 12.6%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 6.18.

Notable Days

  • 2021-09-03: Highest Volume — 152 contracts
  • 2021-09-15: Largest IV spike — 57.6% change
  • 2021-09-15: Highest IV Rank — 42.4%
  • 2021-09-15: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.31$56.79$60.66$60.36$56.79
Max Pain$59.10$55.00$60.00$55.00$59.00
ATM IV17.7%11.7%26.5%13.8%23.1%
Expected Move5.1%3.7%7.6%4.0%6.6%
HV 20d12.6%10.2%17.6%10.2%17.5%
HV 60d12.9%11.9%15.1%11.9%15.0%
IV Rank18.6%2.4%42.4%8.1%33.1%
IV Percentile32.4%1.6%80.2%8.7%68.3%
Term Structure0.8%-5.9%5.9%1.3%-2.7%
VWIV18.1%11.2%29.7%14.7%23.9%
Skew 25d3.9%-2.2%16.4%1.4%-0.5%
Skew 10d5.9%-5.1%10.2%6.9%9.4%
Call IV 25d14.8%10.6%23.5%15.3%23.5%
Put IV 25d18.7%12.8%29.7%16.7%23.0%
Bid-Ask Spread %126.45105.60165.20120.68136.95
Gamma HHI0.270.140.410.250.28
Net GEX-3.0K-75.3K137.1K56.6K-52.2K
Net DEX-1.1M-2.2M260.8K-2.2M260.8K
Net VEX-6.7K-8.5K-4.5K-4.5K-8.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.180.0025.5025.500.00
Total Volume24.57101521061
Total OI2,045.4768863,0122,641948

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$60.36$55.0013.8%4.0%10.2%8.1%14.7%1.4%1.3%56.6K-2.2M-4.5K25.50120.68N/AN/A41024912,150
2021-09-02$60.25$60.0011.7%4.4%10.3%2.4%0.0%5.1%2.8%41.8K-2.1M-5.0K0.00121.64N/AN/A0464882,150
2021-09-03$60.66$60.0014.2%4.0%10.3%9.1%14.1%4.5%3.7%29.2K-2.1M-5.6K20.71112.05N/AN/A71454902,252
2021-09-07$60.62$60.0013.9%4.4%10.3%8.4%0.0%3.8%2.8%13.5K-2.1M-5.2K0.00123.80N/AN/A0254892,298
2021-09-08$60.18$60.0017.5%5.0%10.3%18.0%0.0%-0.6%0.9%31.0K-1.9M-6.6K0.00119.02N/AN/A004962,443
2021-09-09$60.18$60.0017.2%4.9%10.3%17.1%17.0%2.7%1.3%19.0K-2.0M-5.7K5.00113.63N/AN/A7354902,468
2021-09-10$59.72$60.0017.1%4.9%10.8%17.1%0.0%2.9%2.7%28.6K-1.6M-7.4K0.00118.42N/AN/A0204882,468
2021-09-13$59.60$59.0016.8%4.8%10.8%16.2%0.0%2.7%3.7%-1.7K-1.6M-6.6K5.00119.86N/AN/A154842,503
2021-09-14$59.61$59.0016.8%4.8%10.8%16.2%0.0%2.6%2.9%-5.4K-1.7M-6.3K0.00122.69N/AN/A104842,523
2021-09-15$60.18$59.0026.5%7.6%10.4%42.4%0.0%16.4%-5.9%-863-1.1M-8.5K0.00165.20N/AN/A004842,528
2021-09-16$60.12$59.0015.6%4.5%10.2%13.0%11.2%7.2%1.7%38.6K-1.8M-6.3K0.29121.09N/AN/A2884842,528
2021-09-17$59.28$59.0014.9%4.3%11.7%11.1%0.0%5.6%3.5%137.1K-1.5M-7.2K0.00117.53N/AN/A2204842,528
2021-09-20$57.81$59.0022.6%6.5%14.4%31.9%29.7%11.2%-1.0%-40.2K66.9K-8.2K0.00105.60N/AN/A015246640
2021-09-21$58.36$59.0019.7%5.6%13.7%24.0%0.0%5.0%1.1%-63.4K-260.5K-6.8K0.00141.54N/AN/A017253640
2021-09-22$58.97$59.0017.9%5.1%14.2%19.3%0.0%3.4%1.7%-64.9K-437.6K-6.2K0.00120.94N/AN/A00253654
2021-09-23$59.69$59.0013.0%3.7%14.9%6.0%16.3%1.5%5.9%-34.3K-455.4K-6.5K0.00124.71N/AN/A03253671
2021-09-24$59.65$59.0014.7%4.2%14.7%10.5%0.0%2.9%-0.0%-34.9K-407.7K-6.7K0.00129.99N/AN/A50253671
2021-09-27$59.12$59.0017.5%5.0%14.5%18.0%0.0%2.0%-0.3%-37.0K-279.5K-7.1K0.00144.17N/AN/A00253671
2021-09-28$57.33$59.0023.5%6.8%17.6%34.4%0.0%4.2%-5.6%-48.4K82.1K-8.0K5.33136.89N/AN/A316258671
2021-09-29$57.03$59.0023.3%6.7%17.6%33.7%0.0%-2.2%-3.2%-75.3K119.8K-7.7K0.00139.13N/AN/A00258671
2021-09-30$56.79$59.0023.1%6.6%17.5%33.1%23.9%-0.5%-2.7%-52.2K260.8K-8.4K0.00136.95N/AN/A10261687