IXN Options History — December 2021

In December 2021, IXN traded between $60.86 and $65.32. ATM implied volatility averaged 33.8%, placing in the 51.0% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 10.8% (HV 20d: 23.0%). Max pain ranged from $53.33 to $65.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 3.17.

Notable Days

  • 2021-12-02: Highest Volume — 633 contracts
  • 2021-12-15: Largest IV drop — 62.8% change
  • 2021-12-13: Highest IV Rank — 100.0%
  • 2021-12-02: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.45$60.86$65.32$62.50$64.63
Max Pain$61.23$53.33$65.00$53.33$61.00
ATM IV33.8%24.2%69.7%26.1%29.1%
Expected Move7.7%5.8%9.7%7.5%8.4%
HV 20d23.0%16.3%26.8%16.4%25.2%
HV 60d18.8%16.8%20.1%16.9%18.4%
IV Rank51.0%22.8%100.0%45.1%31.1%
IV Percentile93.7%82.5%100.0%92.1%90.9%
Term Structure0.1%-14.1%9.3%-14.1%-1.0%
VWIV19.4%12.7%41.3%32.0%16.0%
Skew 25d26.8%4.0%43.9%38.8%43.9%
Skew 10d28.6%1.2%52.4%9.5%52.4%
Call IV 25d18.4%10.5%30.0%30.0%13.2%
Put IV 25d45.2%24.7%68.8%68.8%57.1%
Bid-Ask Spread %154.13133.95175.07133.95175.07
Gamma HHI0.300.200.380.380.20
Net GEX-217.3K-434.4K20.6K-268.4K4.2K
Net DEX226.5K-677.6K2.1M-81.4K-569.9K
Net VEX-8.2K-13.7K-858-9.3K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.172.444.282.584.19
Total Volume569.682491633609493
Total OI2,202.2271,7262,6162,4521,728

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$62.50$53.3326.1%7.5%16.4%45.1%32.0%38.8%-14.1%-268.4K-81.4K-9.3K2.58133.95N/AN/A1704393072,145
2021-12-02$62.52$53.3333.9%9.7%16.3%68.0%12.7%26.2%-8.2%-334.9K-275.1K-9.5K2.72142.70N/AN/A1704633122,279
2021-12-03$60.86$53.3327.3%7.8%18.6%48.6%41.3%24.6%1.5%-434.4K532.4K-11.4K2.71144.29N/AN/A1644443122,303
2021-12-06$61.88$65.0037.7%7.5%19.4%79.1%20.9%18.9%3.5%-364.0K255.6K-10.3K2.71148.84N/AN/A1644443122,304
2021-12-07$63.81$65.0034.3%6.3%22.3%69.1%20.5%4.0%9.3%-257.9K-67.7K-11.5K2.47161.15N/AN/A1804443122,304
2021-12-08$64.04$65.0038.7%6.2%22.3%82.1%19.9%8.4%-4.2%-218.7K-512.2K-9.2K2.45157.77N/AN/A1814442952,304
2021-12-09$63.68$65.0039.1%6.1%21.1%83.3%19.2%10.6%-3.7%-231.3K-510.0K-8.8K2.45148.71N/AN/A1814442972,304
2021-12-10$64.41$65.0042.7%7.1%21.3%94.0%15.3%19.3%0.1%-195.1K-677.6K-8.5K2.45147.38N/AN/A1814442972,304
2021-12-13$63.80$65.0057.5%5.8%21.3%100.0%19.0%15.0%2.7%-178.0K760.7K-11.6K2.45140.55N/AN/A1814441352,304
2021-12-14$62.49$65.0069.7%8.1%22.7%100.0%21.0%10.3%-3.5%-370.0K711.3K-7.5K2.44139.81N/AN/A1824441352,304
2021-12-15$63.84$61.0025.9%7.4%23.7%25.7%14.2%34.5%-7.6%-202.0K-118.2K-2.4K2.44144.57N/AN/A1824441362,304
2021-12-16$62.59$61.0024.2%6.9%24.7%22.8%22.2%19.8%7.6%-307.4K206.3K-5.0K2.48142.01N/AN/A1794441362,304
2021-12-17$62.22$61.0028.7%8.2%24.6%30.4%18.1%25.5%1.6%-383.1K1.6M-12.2K2.48161.33N/AN/A1794441372,304
2021-12-20$61.32$61.0027.8%8.0%24.9%28.9%22.9%18.7%0.6%-282.1K2.1M-13.7K3.70154.60N/AN/A1073961221,606
2021-12-21$62.74$61.0032.4%9.3%26.4%36.7%17.1%35.9%-2.6%-304.2K912.5K-9.5K3.70161.02N/AN/A1073961231,606
2021-12-22$63.63$61.0030.3%8.7%26.5%33.2%14.6%35.8%2.7%-42.2K-265.4K-2.6K4.17169.28N/AN/A953961231,606
2021-12-23$64.39$61.0026.9%7.7%26.8%27.3%15.3%38.1%4.4%-128.2K890.4K-11.8K4.19164.52N/AN/A953981231,606
2021-12-27$65.32$61.0027.5%7.9%26.0%28.3%15.5%38.3%-0.7%20.6K-628.1K-8584.19164.94N/AN/A953981221,608
2021-12-28$65.26$61.0027.4%7.8%25.3%28.2%16.0%36.3%3.3%-103.0K241.8K-8.1K4.19158.16N/AN/A953981221,608
2021-12-29$65.15$61.0027.4%7.9%25.0%28.2%15.3%42.4%4.9%-112.9K455.6K-9.2K4.28161.72N/AN/A933981221,608
2021-12-30$64.84$61.0029.2%8.4%25.1%31.2%17.1%43.4%5.7%-86.9K39.5K-6.7K4.19168.48N/AN/A953981181,608
2021-12-31$64.63$61.0029.1%8.4%25.2%31.1%16.0%43.9%-1.0%4.2K-569.9K-1.0K4.19175.07N/AN/A953981201,608