IXN Options History — February 2022

In February 2022, IXN traded between $54.41 and $60.10. ATM implied volatility averaged 31.0%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 3.7% (HV 20d: 27.3%). Max pain ranged from $56.67 to $60.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 1.62.

Notable Days

  • 2022-02-25: Highest Volume — 410 contracts
  • 2022-02-23: Largest IV spike — 44.8% change
  • 2022-02-28: Highest IV Rank — 67.2%
  • 2022-02-28: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.64$54.41$60.10$59.61$56.16
Max Pain$58.33$56.67$60.00$60.00$56.67
ATM IV31.0%21.3%50.4%24.4%50.4%
Expected Move8.9%6.2%14.4%7.0%14.4%
HV 20d27.3%24.1%31.3%24.1%30.2%
HV 60d24.0%22.1%25.5%22.1%25.5%
IV Rank34.3%17.7%67.2%23.2%67.2%
IV Percentile84.5%61.9%99.2%77.4%99.2%
Term Structure-1.7%-8.2%1.7%-0.8%-6.8%
VWIV30.9%20.8%49.2%24.1%49.2%
Skew 25d16.3%2.4%41.8%2.9%41.8%
Skew 10d14.5%2.2%39.9%3.7%39.9%
Call IV 25d22.1%15.9%35.6%22.6%27.3%
Put IV 25d38.4%22.4%69.1%25.5%69.1%
Bid-Ask Spread %110.0594.47126.22120.77122.32
Gamma HHI0.340.290.380.330.33
Net GEX-323.3K-412.7K-225.7K-274.2K-323.5K
Net DEX2.6M861.5K5.0M1.5M3.6M
Net VEX-10.4K-12.0K-8.0K-10.4K-10.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.620.922.752.161.18
Total Volume341.684259410259390
Total OI1,935.1581,8942,0821,8942,082

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$59.61$60.0024.4%7.0%24.1%23.2%24.1%2.9%-0.8%-274.2K1.5M-10.4K2.16120.77N/AN/A821772441,650
2022-02-02$60.09$60.0023.9%6.9%24.5%22.3%23.5%2.4%-0.1%-240.6K1.2M-9.8K0.93125.24N/AN/A1901772451,650
2022-02-03$58.42$58.3327.7%7.5%24.7%28.7%27.2%11.2%-0.4%-274.6K2.0M-11.7K0.9399.44N/AN/A1901772451,650
2022-02-04$58.77$58.3323.8%7.4%24.8%22.0%26.2%12.0%-0.6%-290.2K2.0M-11.4K0.9294.47N/AN/A1951792451,650
2022-02-07$58.29$58.3327.6%7.4%24.8%28.5%26.1%8.1%0.0%-297.0K2.0M-11.0K0.9898.07N/AN/A1951922501,665
2022-02-08$58.76$58.3321.3%6.7%25.0%17.7%25.3%11.7%1.1%-326.3K1.9M-10.4K0.9297.04N/AN/A2131962501,665
2022-02-09$60.10$58.3321.7%6.2%25.8%18.5%20.8%4.1%1.7%-225.7K861.5K-8.0K0.97102.14N/AN/A2021962501,669
2022-02-10$58.68$58.3328.2%8.1%26.7%29.5%25.1%4.9%-1.0%-284.9K1.6M-10.0K1.0496.50N/AN/A1901982501,665
2022-02-11$57.08$58.3330.1%8.6%27.3%32.9%29.2%25.4%-0.9%-344.1K3.0M-12.0K1.05116.41N/AN/A1891982561,667
2022-02-14$56.91$58.3328.8%8.3%27.2%30.6%28.0%8.8%-1.4%-412.7K3.3M-11.3K2.43112.30N/AN/A811972571,672
2022-02-15$58.40$58.3326.0%7.5%28.1%25.9%26.7%12.4%-0.9%-333.9K2.0M-9.8K2.43103.42N/AN/A811972591,672
2022-02-16$58.52$58.3323.5%6.7%28.0%21.5%26.2%11.1%0.2%-354.0K1.8M-9.2K2.48104.52N/AN/A801982601,672
2022-02-17$56.92$58.3328.5%8.2%29.3%30.1%27.2%15.7%-2.5%-364.6K2.8M-10.5K2.41101.04N/AN/A821982591,672
2022-02-18$56.33$58.3328.3%8.1%28.6%29.8%27.4%6.9%-0.3%-409.4K3.4M-10.8K2.08101.71N/AN/A951982611,672
2022-02-22$55.68$58.3331.8%9.1%28.6%35.6%42.6%32.4%-3.5%-394.1K4.1M-10.5K2.75125.50N/AN/A762092651,654
2022-02-23$54.41$58.3346.0%13.2%29.6%59.8%41.1%21.9%-2.6%-335.8K5.0M-9.9K2.75120.96N/AN/A762092691,674
2022-02-24$55.50$58.3350.2%14.4%30.6%66.9%45.6%35.5%-8.2%-298.0K4.5M-10.1K1.26126.22N/AN/A1682112691,675
2022-02-25$56.53$56.6746.8%13.4%31.3%61.1%45.7%39.8%-6.1%-358.4K3.5M-10.6K1.06122.89N/AN/A1992113801,678
2022-02-28$56.16$56.6750.4%14.4%30.2%67.2%49.2%41.8%-6.8%-323.5K3.6M-10.0K1.18122.32N/AN/A1792114041,678