IXN Options History — October 2021

In October 2021, IXN traded between $55.83 and $60.37. ATM implied volatility averaged 18.0%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 1.7% (HV 20d: 19.7%). Max pain ranged from $59.00 to $59.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2021-10-27: Highest Volume — 158 contracts
  • 2021-10-04: Largest IV spike — 40.1% change
  • 2021-10-12: Highest IV Rank — 51.3%
  • 2021-10-04: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.34$55.83$60.37$57.20$60.37
Max Pain$59.00$59.00$59.00$59.00$59.00
ATM IV18.0%12.4%29.8%18.2%14.7%
Expected Move4.9%3.5%6.3%5.2%4.2%
HV 20d19.7%15.8%22.8%17.9%15.8%
HV 60d15.3%14.7%15.9%14.8%15.2%
IV Rank20.1%4.6%51.3%19.9%11.4%
IV Percentile35.4%4.0%89.7%36.9%15.9%
Term Structure2.6%0.0%6.8%2.1%1.6%
VWIV28.9%28.9%28.9%28.9%28.9%
Skew 25d5.0%0.6%15.5%1.5%0.9%
Skew 10d3.6%-0.7%15.1%5.6%0.6%
Call IV 25d14.1%9.9%20.7%20.7%14.4%
Put IV 25d19.1%15.3%27.6%22.2%15.3%
Bid-Ask Spread %119.07101.66136.94136.94122.71
Gamma HHI0.250.190.330.330.21
Net GEX-41.6K-98.2K38.2K-88.9K38.2K
Net DEX-413.6K-1.2M462.0K63.4K-1.2M
Net VEX-5.4K-8.4K-1.7K-7.4K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.000.700.000.68
Total Volume58.476015812136
Total OI963.9059271,035948927

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$57.20$59.0018.2%5.2%17.9%19.9%28.9%1.5%2.1%-88.9K63.4K-7.4K0.00136.94N/AN/A120261687
2021-10-04$55.83$0.0025.4%6.3%19.1%39.6%0.0%6.9%3.4%-64.2K462.0K-8.4K0.00117.42N/AN/A00263685
2021-10-05$56.69$0.0019.9%5.9%20.3%24.5%0.0%7.3%1.2%-56.1K175.2K-7.8K0.00111.80N/AN/A00269685
2021-10-06$56.62$0.0019.5%6.0%20.2%23.4%0.0%15.5%0.6%-63.8K228.4K-7.8K0.00101.66N/AN/A080269685
2021-10-07$57.41$0.0021.3%5.8%21.1%28.4%0.0%5.2%0.7%-48.0K18.8K-7.4K0.00117.21N/AN/A100269685
2021-10-08$57.08$0.0021.8%5.7%21.0%29.8%0.0%3.6%1.5%-77.6K133.4K-7.6K0.00112.51N/AN/A00269765
2021-10-11$56.95$0.0025.6%5.6%21.0%40.0%0.0%9.1%2.5%-78.6K78.8K-7.3K0.00111.91N/AN/A10269765
2021-10-12$56.41$0.0029.8%5.8%21.2%51.3%0.0%7.4%0.0%-98.2K244.8K-7.5K0.00113.95N/AN/A00269765
2021-10-13$56.86$0.0018.9%5.4%21.1%21.9%0.0%7.6%1.0%-93.3K82.6K-7.1K0.00115.33N/AN/A00270765
2021-10-14$58.11$0.0016.6%4.8%22.8%17.1%0.0%8.8%0.8%-61.5K-445.8K-5.6K0.00110.28N/AN/A60270765
2021-10-15$58.63$0.0015.3%4.4%22.6%13.1%0.0%6.4%2.6%-39.6K-460.8K-5.9K0.00121.01N/AN/A10270765
2021-10-18$59.09$0.0015.4%4.4%20.8%13.5%0.0%0.6%1.7%1.1K-916.9K-3.0K0.00121.24N/AN/A00256671
2021-10-19$59.69$0.0012.4%3.5%20.8%4.6%0.0%6.0%6.8%18.4K-961.1K-3.0K0.00122.68N/AN/A00256671
2021-10-20$59.48$0.0015.3%4.4%20.6%13.2%0.0%6.3%4.7%-26.1K-891.4K-3.7K0.65126.04N/AN/A8555256671
2021-10-21$59.53$0.0012.8%3.7%20.1%6.0%0.0%2.3%6.4%-34.3K-758.9K-4.2K0.66124.75N/AN/A8355256671
2021-10-22$59.49$0.0015.9%4.6%20.1%14.9%0.0%2.3%2.4%-29.3K-679.7K-4.7K0.66124.27N/AN/A8355257671
2021-10-25$59.66$0.0014.9%4.3%19.9%12.0%0.0%1.7%5.1%3.7K-1.1M-2.4K0.66123.22N/AN/A8355257671
2021-10-26$59.93$0.0014.6%4.2%16.1%11.2%0.0%2.4%5.2%-25.8K-900.8K-3.6K0.70118.67N/AN/A7955257671
2021-10-27$59.81$0.0015.5%4.4%16.0%13.7%0.0%1.8%3.9%-24.4K-890.2K-3.6K0.53123.11N/AN/A10355258671
2021-10-28$60.23$0.0015.2%4.3%15.9%12.8%0.0%1.6%1.1%-24.9K-991.6K-3.2K0.68123.76N/AN/A8155258671
2021-10-29$60.37$0.0014.7%4.2%15.8%11.4%0.0%0.9%1.6%38.2K-1.2M-1.7K0.68122.71N/AN/A8155256671