IXN Options History — June 2022

In June 2022, IXN traded between $44.45 and $51.87. ATM implied volatility averaged 44.5%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 7.6% (HV 20d: 36.9%). Max pain ranged from $50.00 to $62.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.44.

Notable Days

  • 2022-06-07: Highest Volume — 341 contracts
  • 2022-06-16: Largest IV spike — 50.1% change
  • 2022-06-21: Highest IV Rank — 45.8%
  • 2022-06-21: Largest Expected Move — 15.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.73$44.45$51.87$51.07$45.65
Max Pain$52.43$50.00$62.00$62.00$50.00
ATM IV44.5%28.8%53.2%46.8%32.2%
Expected Move12.0%8.3%15.3%13.4%9.2%
HV 20d36.9%33.7%41.6%41.6%37.2%
HV 60d35.2%33.6%36.7%34.7%36.2%
IV Rank36.4%19.3%45.8%39.0%23.0%
IV Percentile81.0%58.7%92.5%87.3%59.9%
Term Structure-1.8%-10.0%4.6%-1.5%0.6%
VWIV51.3%39.7%65.3%62.7%65.3%
Skew 25d17.4%-7.9%78.3%78.3%25.8%
Skew 10d28.6%-13.8%129.8%129.8%63.9%
Call IV 25d36.8%27.2%46.8%41.4%41.8%
Put IV 25d54.2%30.6%119.7%119.7%67.6%
Bid-Ask Spread %117.93105.89129.05120.07126.07
Gamma HHI0.560.420.690.480.67
Net GEX-90.9K-176.5K-41.1K-160.3K-48.4K
Net DEX3.5M1.7M5.1M4.3M1.9M
Net VEX-9.3K-12.3K-7.4K-12.1K-7.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.170.640.560.17
Total Volume289.619204341338210
Total OI1,380.0958381,7181,708846

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$51.07$62.0046.8%13.4%41.6%39.0%62.7%78.3%-1.5%-160.3K4.3M-12.1K0.56120.07N/AN/A2171213251,383
2022-06-02$51.87$50.0045.5%10.1%40.0%37.6%46.6%8.8%-4.3%-176.5K3.9M-12.3K0.56105.89N/AN/A2171213251,384
2022-06-03$50.71$50.0050.0%10.9%36.6%42.4%47.3%17.9%-3.4%-151.7K4.3M-12.0K0.56109.00N/AN/A2171213251,384
2022-06-06$50.76$50.0053.1%10.7%36.6%45.7%45.3%16.5%-2.1%-155.9K4.4M-11.5K0.56109.19N/AN/A2171223251,384
2022-06-07$51.28$53.0052.9%10.7%33.9%45.5%47.4%19.6%-4.1%-163.5K4.1M-11.6K0.56108.35N/AN/A2191223251,384
2022-06-08$50.78$53.0036.9%10.6%33.9%28.3%39.7%14.1%-2.7%-161.2K4.4M-11.2K0.56106.80N/AN/A2191223271,384
2022-06-09$49.45$53.0044.2%12.7%33.7%36.1%40.4%15.6%-10.0%-118.4K4.6M-10.4K0.56110.73N/AN/A2191223271,384
2022-06-10$47.65$53.0044.5%12.7%35.8%36.4%42.4%-6.4%-0.7%-108.6K4.6M-10.0K0.56118.74N/AN/A2191223271,380
2022-06-13$45.29$53.0049.2%14.1%36.4%41.6%50.4%0.1%0.5%-55.3K5.0M-8.1K0.55107.14N/AN/A2191213271,380
2022-06-14$45.50$53.0048.3%13.9%36.4%40.5%50.8%29.1%-2.3%-76.5K4.9M-8.2K0.61112.78N/AN/A2021243271,382
2022-06-15$46.54$53.0028.8%8.3%36.1%19.3%48.3%25.8%4.6%-86.3K5.0M-8.4K0.62121.34N/AN/A1991233301,385
2022-06-16$44.45$53.0043.3%12.4%36.5%35.0%50.8%28.0%-8.5%-45.8K5.1M-7.6K0.64125.24N/AN/A2011283301,387
2022-06-17$45.11$53.0044.1%12.7%37.1%35.9%54.0%29.3%-8.4%-41.1K5.1M-7.6K0.64125.56N/AN/A2011283281,390
2022-06-21$46.11$53.0053.2%15.3%38.0%45.8%55.1%3.9%-1.9%-46.9K1.8M-8.1K0.51125.83N/AN/A17287165674
2022-06-22$45.79$53.0048.9%14.0%36.8%41.0%53.5%-7.9%1.5%-48.1K1.9M-7.6K0.19122.36N/AN/A17232165674
2022-06-23$46.23$53.0051.1%14.6%37.1%43.4%54.3%0.5%1.9%-48.7K1.8M-8.1K0.19125.41N/AN/A17232165673
2022-06-24$47.64$53.0046.4%13.3%38.7%38.4%50.5%22.4%-1.3%-53.2K1.8M-8.2K0.18129.05N/AN/A17932171673
2022-06-27$47.74$50.0047.9%13.7%37.7%40.0%53.2%22.9%0.1%-56.4K1.7M-8.4K0.18122.37N/AN/A17932172673
2022-06-28$46.37$50.0034.0%9.8%37.1%25.0%56.2%1.3%0.9%-52.2K1.8M-8.0K0.17120.03N/AN/A17931172674
2022-06-29$46.28$50.0033.1%9.5%37.0%24.0%63.1%19.2%3.5%-53.2K1.8M-7.8K0.17124.64N/AN/A17931172674
2022-06-30$45.65$50.0032.2%9.2%37.2%23.0%65.3%25.8%0.6%-48.4K1.9M-7.4K0.17126.07N/AN/A17931172674