IXN Options History — March 2022

In March 2022, IXN traded between $51.78 and $59.64. ATM implied volatility averaged 46.8%, placing in the 61.2% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 14.1% (HV 20d: 32.7%). Max pain ranged from $56.67 to $62.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.70.

Notable Days

  • 2022-03-16: Highest Volume — 973 contracts
  • 2022-03-08: Largest IV drop — 22.8% change
  • 2022-03-07: Highest IV Rank — 88.7%
  • 2022-03-08: Largest Expected Move — 22.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.65$51.78$59.64$55.14$58.32
Max Pain$58.50$56.67$62.00$56.67$60.00
ATM IV46.8%34.1%63.0%58.1%44.9%
Expected Move13.3%8.3%22.2%16.6%10.2%
HV 20d32.7%28.2%34.9%28.2%32.4%
HV 60d27.4%25.2%29.0%25.8%29.0%
IV Rank61.2%39.5%88.7%80.3%58.0%
IV Percentile94.3%87.7%99.6%99.6%93.3%
Term Structure-6.8%-14.2%-0.7%-13.5%-5.4%
VWIV47.9%26.8%78.0%55.6%30.0%
Skew 25d27.7%16.7%34.9%29.3%29.7%
Skew 10d44.2%10.9%87.3%51.4%42.2%
Call IV 25d37.7%28.4%47.6%47.6%36.4%
Put IV 25d65.4%51.3%78.0%76.9%66.2%
Bid-Ask Spread %109.6681.52141.28117.84100.52
Gamma HHI0.390.320.760.330.40
Net GEX-207.9K-1.3M199.3K-273.7K123.1K
Net DEX2.6M-2.0M7.3M4.2M-1.2M
Net VEX-10.4K-12.9K-8.1K-9.9K-10.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.371.211.210.39
Total Volume566.957386973386413
Total OI2,081.2611,4533,2052,0821,521

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$55.14$56.6758.1%16.6%28.2%80.3%55.6%29.3%-13.5%-273.7K4.2M-9.9K1.21117.84N/AN/A1752114041,678
2022-03-02$56.52$56.6751.1%14.6%29.8%68.4%51.4%27.9%-4.9%-335.6K3.4M-9.3K0.71125.76N/AN/A3812724081,678
2022-03-03$55.52$56.6757.6%16.5%29.9%79.6%53.4%18.9%-7.9%-279.2K3.7M-11.1K0.79123.67N/AN/A3432725091,698
2022-03-04$54.29$56.6760.0%17.2%29.4%83.5%59.9%26.4%-8.3%-256.5K4.5M-10.7K0.79122.16N/AN/A3432725111,698
2022-03-07$52.65$56.6763.0%18.1%30.6%88.7%67.3%31.0%-4.5%-248.9K5.4M-8.8K0.79127.07N/AN/A3432725111,698
2022-03-08$52.45$56.6748.6%22.2%30.6%64.2%78.0%34.9%-10.4%-248.4K5.6M-8.1K1.03125.32N/AN/A3423525121,698
2022-03-09$54.57$56.6745.0%18.2%34.3%58.1%59.9%30.1%-9.8%-418.6K4.9M-9.6K1.17127.37N/AN/A3604205151,778
2022-03-10$53.44$56.6752.2%20.0%33.3%70.3%67.2%28.4%-9.5%-335.4K6.1M-10.4K0.97123.15N/AN/A3603485361,926
2022-03-11$52.74$56.6749.8%20.5%32.8%66.3%73.6%29.4%-4.0%-301.7K6.5M-10.7K0.97128.46N/AN/A3603485362,002
2022-03-14$51.78$62.0045.1%12.5%32.1%58.3%35.4%30.9%-8.3%-261.8K7.3M-9.7K0.9894.92N/AN/A3323255362,078
2022-03-15$53.18$62.0054.4%11.7%34.0%74.1%34.4%28.1%-14.2%-375.2K7.0M-10.3K0.9893.15N/AN/A3323255372,126
2022-03-16$54.81$62.0043.4%10.7%34.5%55.4%32.1%29.4%-9.0%-412.2K5.4M-10.5K0.5791.56N/AN/A6213525362,126
2022-03-17$55.51$0.0034.1%10.6%34.9%39.5%0.0%16.7%-0.7%-671.2K3.8M-12.9K0.82141.28N/AN/A3562939562,205
2022-03-18$56.75$0.0040.4%10.3%34.7%50.2%0.0%29.0%-6.4%-1.3M-143.2K-11.5K0.8784.33N/AN/A3402979802,225
2022-03-21$56.36$0.0043.7%10.6%34.6%55.9%0.0%30.4%-6.1%51.8K-240.4K-11.5K0.3997.46N/AN/A295115834619
2022-03-22$57.34$0.0042.1%9.7%34.8%53.2%0.0%34.1%-5.2%76.2K-565.7K-11.4K0.4081.52N/AN/A288115834619
2022-03-23$56.75$0.0041.8%9.3%33.9%52.6%0.0%24.2%-5.3%65.2K-472.1K-11.3K0.40111.98N/AN/A288115837619
2022-03-24$57.71$0.0039.2%9.7%33.7%48.3%0.0%30.4%-2.5%104.1K-750.2K-10.4K0.4092.48N/AN/A289115837619
2022-03-25$57.50$0.0042.1%10.5%33.2%53.2%26.8%24.1%-6.5%105.8K-687.7K-10.7K0.37112.03N/AN/A308115838619
2022-03-28$58.21$60.0041.8%9.7%33.3%52.7%27.3%30.7%-7.6%114.7K-1.2M-9.9K0.38101.44N/AN/A299115857619
2022-03-29$59.64$60.0037.4%8.6%33.3%45.2%29.0%19.8%-3.3%199.3K-2.0M-8.9K0.3996.05N/AN/A296115858619
2022-03-30$58.73$60.0040.7%8.3%33.0%50.8%32.6%23.5%-1.7%138.9K-1.4M-10.9K0.39102.69N/AN/A297115900619
2022-03-31$58.32$60.0044.9%10.2%32.4%58.0%30.0%29.7%-5.4%123.1K-1.2M-10.8K0.39100.52N/AN/A298115902619