IXN Options History — January 2022

In January 2022, IXN traded between $56.04 and $64.88. ATM implied volatility averaged 28.8%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 8.1% (HV 20d: 20.7%). Max pain ranged from $60.00 to $62.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 3.85.

Notable Days

  • 2022-01-03: Highest Volume — 542 contracts
  • 2022-01-07: Largest IV drop — 39.8% change
  • 2022-01-06: Highest IV Rank — 45.3%
  • 2022-01-24: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.17$56.04$64.88$64.88$59.16
Max Pain$60.50$60.00$62.00$61.00$60.00
ATM IV28.8%20.2%37.5%31.1%26.6%
Expected Move8.1%6.0%9.9%8.9%7.6%
HV 20d20.7%16.7%23.9%22.8%23.9%
HV 60d19.9%18.2%22.2%18.2%22.2%
IV Rank30.6%15.9%45.3%34.5%26.8%
IV Percentile85.7%56.0%96.4%93.7%83.3%
Term Structure-0.8%-8.4%10.7%-8.4%-1.4%
VWIV24.5%14.8%32.7%26.6%22.7%
Skew 25d12.2%-1.2%46.7%25.0%7.6%
Skew 10d12.6%-0.4%57.3%33.6%6.7%
Call IV 25d21.1%15.1%38.8%19.8%20.2%
Put IV 25d33.2%18.3%62.2%44.8%27.8%
Bid-Ask Spread %118.2395.05174.11169.35111.71
Gamma HHI0.310.140.380.180.34
Net GEX-203.6K-307.3K25.2K25.2K-303.0K
Net DEX1.6M-596.7K3.7M-592.6K1.9M
Net VEX-10.8K-14.4K-800-800-11.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.852.195.152.762.19
Total Volume477.65258542542258
Total OI1,826.31,7281,8821,7281,882

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$64.88$61.0031.1%8.9%22.8%34.5%26.6%25.0%-8.4%25.2K-592.6K-8002.76169.35N/AN/A1443981201,608
2022-01-04$64.47$61.0032.7%9.4%22.5%37.2%14.8%46.7%10.7%21.1K-596.7K-1.4K2.76174.11N/AN/A1443981701,608
2022-01-05$62.78$61.0033.4%9.6%22.0%38.4%18.9%41.7%2.1%-140.1K815.3K-10.7K4.02166.09N/AN/A993981701,608
2022-01-06$62.15$0.0037.5%6.8%22.2%45.3%0.0%6.3%-3.8%-307.1K387.8K-5.3K4.02160.06N/AN/A993981711,608
2022-01-07$61.69$0.0022.6%6.7%22.2%20.0%0.0%8.8%0.2%-172.0K1.0M-11.7K2.7699.45N/AN/A1443981661,608
2022-01-10$61.21$0.0026.5%6.8%21.8%26.7%0.0%13.1%0.6%-230.8K1.2M-11.8K3.8395.05N/AN/A1043982151,608
2022-01-11$62.18$0.0020.2%6.0%22.5%15.9%0.0%11.1%0.2%-157.1K900.1K-11.2K3.8397.91N/AN/A1043982261,608
2022-01-12$62.64$0.0021.2%6.1%21.5%17.6%0.0%2.6%0.4%-125.7K299.9K-8.2K3.83128.10N/AN/A1043982261,608
2022-01-13$61.30$0.0024.8%7.1%21.3%23.8%23.9%-1.2%2.1%-176.6K914.9K-10.8K3.8099.35N/AN/A1053992251,608
2022-01-14$61.51$62.0023.6%6.8%20.3%21.8%22.7%10.2%-0.1%-174.6K982.3K-11.0K3.76100.49N/AN/A1063992271,609
2022-01-18$60.08$62.0028.1%8.0%21.8%29.3%23.4%7.3%-1.4%-202.2K1.5M-12.1K4.5398.26N/AN/A883992271,609
2022-01-19$59.57$60.0027.2%7.8%21.4%27.9%27.0%7.0%0.3%-210.5K1.6M-12.2K4.60102.32N/AN/A884052271,613
2022-01-20$58.79$60.0027.1%7.8%19.7%27.7%26.3%4.3%-0.5%-244.1K1.8M-12.8K4.6797.39N/AN/A884112271,619
2022-01-21$57.59$60.0027.6%7.9%19.5%28.5%23.9%6.1%-1.5%-263.4K2.5M-14.1K4.56107.85N/AN/A904102271,625
2022-01-24$56.97$60.0034.6%9.9%18.6%40.4%25.9%19.6%-2.9%-258.3K3.2M-14.3K4.6697.87N/AN/A894152231,625
2022-01-25$56.62$60.0032.6%9.3%16.9%36.9%25.7%7.3%-0.9%-277.5K3.4M-14.4K5.14114.02N/AN/A814162231,635
2022-01-26$56.33$60.0034.4%9.9%16.8%40.1%32.7%-0.3%-2.5%-275.9K3.4M-14.0K5.15127.89N/AN/A814172251,602
2022-01-27$56.04$60.0034.1%9.8%16.7%39.6%26.8%4.3%-4.7%-293.1K3.7M-14.1K3.17104.77N/AN/A812572251,635
2022-01-28$57.35$60.0031.0%8.9%19.9%34.2%25.7%15.7%-3.3%-307.3K3.2M-13.7K2.95112.58N/AN/A872572251,655
2022-01-31$59.16$60.0026.6%7.6%23.9%26.8%22.7%7.6%-1.4%-303.0K1.9M-11.2K2.19111.71N/AN/A811772321,650