IXN Options History — April 2022

In April 2022, IXN traded between $50.99 and $58.76. ATM implied volatility averaged 48.6%, placing in the 49.0% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 19.6% (HV 20d: 29.0%). Max pain ranged from $51.00 to $60.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.89.

Notable Days

  • 2022-04-28: Highest Volume — 663 contracts
  • 2022-04-11: Largest IV spike — 71.3% change
  • 2022-04-11: Highest IV Rank — 100.0%
  • 2022-04-26: Largest Expected Move — 16.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.31$50.99$58.76$57.34$51.62
Max Pain$57.05$51.00$60.00$60.00$51.00
ATM IV48.6%28.9%103.2%46.6%33.4%
Expected Move10.9%8.3%16.0%10.6%9.6%
HV 20d29.0%26.9%32.0%31.9%32.0%
HV 60d30.0%28.7%31.5%28.7%31.5%
IV Rank49.0%19.6%100.0%60.8%24.4%
IV Percentile89.6%75.4%100.0%94.4%77.4%
Term Structure-4.8%-12.0%-0.7%-5.1%-1.3%
VWIV29.1%20.0%40.8%29.9%32.9%
Skew 25d24.8%8.4%44.7%30.4%30.3%
Skew 10d30.8%18.6%50.0%46.4%37.8%
Call IV 25d29.8%21.9%40.4%35.9%39.5%
Put IV 25d54.5%40.1%73.2%66.3%69.8%
Bid-Ask Spread %117.78101.80128.76101.80117.66
Gamma HHI0.460.320.670.400.49
Net GEX-5.7K-109.2K141.1K122.2K-103.5K
Net DEX997.3K-1.6M2.9M-797.8K2.8M
Net VEX-9.6K-13.0K-7.3K-10.3K-12.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.202.690.391.36
Total Volume399.456663413432
Total OI1,377.59531,5631,5221,452

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$57.34$60.0046.6%10.6%31.9%60.8%29.9%30.4%-5.1%122.2K-797.8K-10.3K0.39101.80N/AN/A298115903619
2022-04-04$58.76$60.0050.6%9.2%30.2%67.6%30.1%19.7%-4.8%141.1K-1.6M-10.2K0.34111.39N/AN/A27996903619
2022-04-05$57.52$60.0048.6%9.6%31.5%64.2%26.8%30.4%-2.6%109.0K-967.2K-10.2K0.34109.41N/AN/A28096904620
2022-04-06$56.23$59.0054.7%10.6%30.0%74.6%26.1%14.5%-8.6%91.5K-200.6K-9.8K0.40109.08N/AN/A280113905641
2022-04-07$56.42$59.0051.3%10.2%28.8%68.9%26.3%16.5%-6.3%104.4K-168.8K-9.2K0.41112.35N/AN/A279113905642
2022-04-08$55.51$59.0053.4%9.8%29.1%72.4%20.0%15.7%-3.7%65.8K149.2K-9.5K0.41118.09N/AN/A279114905644
2022-04-11$54.04$59.0091.5%11.7%30.0%100.0%21.0%8.4%-4.6%28.0K698.9K-8.8K0.41122.49N/AN/A280114905645
2022-04-12$53.73$59.00103.2%10.7%28.7%100.0%23.8%17.8%-0.7%31.2K727.8K-8.6K0.47121.13N/AN/A260123907645
2022-04-13$54.89$59.0029.9%8.6%27.6%20.7%21.9%26.9%-3.1%52.2K333.9K-8.5K0.47128.76N/AN/A260123907655
2022-04-14$53.59$59.0036.3%10.4%28.5%27.5%25.7%17.2%-1.2%-18.5K1.1M-7.6K0.48124.40N/AN/A261124907656
2022-04-18$53.28$59.0028.9%8.3%27.1%19.6%28.5%37.3%-1.4%-74.8K1.4M-7.3K0.33114.21N/AN/A19765358595
2022-04-19$54.36$56.0033.4%9.6%28.2%24.4%28.6%34.8%-3.1%-70.5K1.2M-7.5K0.37124.76N/AN/A17865369595
2022-04-20$54.56$56.0032.8%9.4%27.4%23.8%33.6%27.6%-7.6%-66.7K1.2M-7.6K0.37124.20N/AN/A17865370595
2022-04-21$53.56$56.0040.3%11.6%27.9%31.9%36.7%22.3%-6.5%-57.4K1.3M-7.3K0.57122.69N/AN/A178102370595
2022-04-22$52.41$56.0041.4%11.9%27.6%33.2%38.1%22.2%-8.0%-57.3K1.7M-7.4K2.69122.16N/AN/A178478370655
2022-04-25$52.61$56.0047.9%13.7%27.8%40.2%27.7%35.5%-12.0%-108.6K2.7M-12.9K2.67121.46N/AN/A1794783701,074
2022-04-26$50.99$56.0055.9%16.0%28.6%48.8%33.8%25.1%-3.3%-97.3K2.9M-12.4K2.63115.31N/AN/A1824783721,074
2022-04-27$51.44$51.0039.8%11.4%26.9%31.4%40.8%44.7%-2.5%-96.4K2.8M-12.5K0.20117.43N/AN/A513751,074
2022-04-28$53.27$51.0052.1%14.9%30.6%44.6%30.6%17.7%-9.5%-109.2K2.5M-13.0K2.60116.90N/AN/A1844793751,075
2022-04-29$51.62$51.0033.4%9.6%32.0%24.4%32.9%30.3%-1.3%-103.5K2.8M-12.2K1.36117.66N/AN/A1832493771,075