IXN Options History — November 2021

In November 2021, IXN traded between $60.39 and $63.90. ATM implied volatility averaged 18.1%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 5.9% (HV 20d: 12.1%). Max pain ranged from $53.33 to $53.33. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.94.

Notable Days

  • 2021-11-11: Highest Volume — 732 contracts
  • 2021-11-26: Largest IV spike — 44.7% change
  • 2021-11-30: Highest IV Rank — 42.3%
  • 2021-11-30: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.44$60.39$63.90$60.39$62.44
Max Pain$53.33$53.33$53.33$53.33$53.33
ATM IV18.1%14.0%25.2%15.4%25.2%
Expected Move5.3%4.1%7.2%4.4%7.2%
HV 20d12.1%9.5%16.7%12.2%16.7%
HV 60d15.8%15.1%16.9%15.1%16.9%
IV Rank21.4%9.3%42.3%13.5%42.3%
IV Percentile42.5%11.5%89.7%22.6%89.7%
Term Structure1.6%-2.6%6.0%1.0%-2.6%
VWIV20.6%14.9%27.8%21.7%23.2%
Skew 25d5.2%-5.8%10.9%1.1%8.2%
Skew 10d2.9%-7.6%9.7%3.6%6.3%
Call IV 25d16.2%12.3%21.0%15.6%19.5%
Put IV 25d21.5%14.3%30.0%16.7%27.7%
Bid-Ask Spread %106.2198.22127.19127.19101.94
Gamma HHI0.300.150.460.200.35
Net GEX-75.3K-189.6K48.1K34.9K-136.4K
Net DEX-813.2K-1.5M251.4K-1.2M67.5K
Net VEX-6.9K-13.9K-1.4K-1.7K-13.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.940.524.300.681.95
Total Volume416.095136732136486
Total OI1,728.2389272,4459272,445

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$60.39$0.0015.4%4.4%12.2%13.5%0.0%1.1%1.0%34.9K-1.2M-1.7K0.68127.19N/AN/A8155256671
2021-11-02$60.99$0.0014.3%4.1%11.7%10.2%0.0%1.3%3.0%46.0K-1.3M-1.5K0.68123.32N/AN/A8155256671
2021-11-03$61.34$0.0014.3%4.1%11.6%10.4%0.0%-0.9%6.0%48.1K-1.3M-1.4K0.54117.49N/AN/A10155256671
2021-11-04$62.07$53.3315.3%4.3%11.4%13.2%21.7%10.1%3.1%78-1.3M-2.1K0.52101.91N/AN/A12163266671
2021-11-05$62.47$53.3314.0%5.1%10.8%9.3%18.7%6.6%2.2%28.2K-1.5M-1.5K0.5498.22N/AN/A12165276681
2021-11-08$62.73$53.3316.9%5.2%10.5%17.8%20.8%8.2%3.1%28.1K-1.5M-1.5K1.10101.48N/AN/A121133276681
2021-11-09$62.57$53.3316.7%5.4%9.5%17.4%22.1%10.4%0.9%15.3K-1.3M-2.6K2.7099.78N/AN/A121327276757
2021-11-10$61.37$53.3320.6%5.9%12.8%29.0%24.0%1.2%-1.0%-49.1K-721.3K-6.3K3.82103.77N/AN/A1375242761,027
2021-11-11$61.79$53.3319.0%5.4%11.0%24.1%20.9%4.9%2.2%-22.5K-790.2K-6.4K4.30101.64N/AN/A1385942761,224
2021-11-12$62.59$53.3317.4%5.0%11.4%19.5%19.9%10.9%3.0%-62.4K-727.6K-7.7K2.8299.37N/AN/A1474152771,484
2021-11-15$62.50$53.3319.2%5.5%11.3%24.8%19.4%9.2%0.7%-78.2K-713.1K-8.3K2.14102.07N/AN/A1473152871,565
2021-11-16$63.13$53.3317.7%5.1%11.3%20.2%14.9%2.2%2.2%-119.1K-811.2K-8.1K1.70104.06N/AN/A1532602871,735
2021-11-17$62.97$53.3317.8%5.1%11.3%20.5%19.2%7.4%3.0%-129.9K-659.0K-9.3K2.15103.60N/AN/A1513252901,850
2021-11-18$63.55$53.3316.1%4.6%11.5%15.6%15.2%0.9%2.3%-185.4K-970.2K-7.4K2.25102.06N/AN/A1513402902,030
2021-11-19$63.90$53.3317.1%4.9%11.4%18.6%16.5%0.4%0.9%-176.8K-1.2M-5.6K2.11106.23N/AN/A1613402902,046
2021-11-22$63.59$53.3320.4%5.8%11.8%28.1%22.7%-5.8%0.1%-142.0K-356.2K-11.7K2.32105.99N/AN/A1553592942,041
2021-11-23$62.81$53.3320.1%5.7%13.0%27.2%21.4%7.8%0.4%-150.1K-258.1K-12.0K2.17103.71N/AN/A1553372942,081
2021-11-24$63.05$53.3316.8%4.8%12.9%17.6%21.0%8.2%2.4%-189.6K-589.9K-9.7K2.16112.09N/AN/A1563372942,113
2021-11-26$61.85$53.3324.3%7.0%14.9%39.7%27.8%10.8%-0.4%-179.0K251.4K-13.8K2.08109.21N/AN/A1543212952,113
2021-11-29$63.04$53.3320.8%6.0%16.2%29.5%21.8%6.8%0.6%-162.0K-224.3K-12.1K2.02105.23N/AN/A1593212952,129
2021-11-30$62.44$53.3325.2%7.2%16.7%42.3%23.2%8.2%-2.6%-136.4K67.5K-13.9K1.95101.94N/AN/A1653213002,145