IXN Options History — July 2022

In July 2022, IXN traded between $45.60 and $51.56. ATM implied volatility averaged 43.9%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 14.6% (HV 20d: 29.3%). Max pain ranged from $44.00 to $50.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.26.

Notable Days

  • 2022-07-06: Highest Volume — 233 contracts
  • 2022-07-07: Largest IV spike — 86.8% change
  • 2022-07-11: Highest IV Rank — 84.0%
  • 2022-07-26: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.90$45.60$51.56$45.60$51.56
Max Pain$47.89$44.00$50.00$50.00$48.00
ATM IV43.9%28.9%88.5%32.7%34.0%
Expected Move11.4%8.7%12.8%9.4%9.8%
HV 20d29.3%22.6%37.2%36.4%24.9%
HV 60d35.6%34.6%36.2%36.0%35.5%
IV Rank35.6%19.3%84.0%23.4%24.8%
IV Percentile72.9%54.8%99.2%60.7%57.9%
Term Structure-7.7%-17.0%6.2%6.2%-7.3%
VWIV39.5%30.9%70.2%70.2%35.5%
Skew 25d28.4%15.0%38.9%30.6%31.3%
Skew 10d39.8%19.4%60.3%60.3%41.1%
Call IV 25d29.7%25.9%37.7%35.3%27.4%
Put IV 25d58.0%48.9%65.9%65.9%58.6%
Bid-Ask Spread %121.8895.74149.41128.05125.09
Gamma HHI0.660.580.760.680.59
Net GEX-60.8K-71.9K-51.0K-51.0K-59.3K
Net DEX1.7M1.1M2.0M2.0M1.1M
Net VEX-7.7K-8.4K-6.9K-7.2K-8.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.150.400.160.36
Total Volume155.9599233228146
Total OI878.95846913846913

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$45.60$50.0032.7%9.4%36.4%23.4%70.2%30.6%6.2%-51.0K2.0M-7.2K0.16128.05N/AN/A19731172674
2022-07-05$45.86$0.0028.9%11.5%36.1%19.3%0.0%23.4%-5.6%-55.6K2.0M-6.9K0.16114.11N/AN/A19731190674
2022-07-06$46.48$0.0033.2%8.7%36.6%24.0%35.0%35.0%-6.0%-59.2K1.9M-7.5K0.1595.74N/AN/A20231190674
2022-07-07$47.37$48.0062.1%11.7%37.2%55.3%38.2%18.4%-13.4%-65.5K1.8M-7.8K0.15113.70N/AN/A20231194674
2022-07-08$47.49$48.0063.6%11.6%37.2%56.9%36.3%34.2%-8.6%-59.5K1.7M-8.0K0.24109.86N/AN/A13031194674
2022-07-11$46.71$48.0088.5%12.0%36.6%84.0%38.2%28.9%-1.1%-61.3K1.9M-7.5K0.24106.15N/AN/A13031206674
2022-07-12$46.03$48.0046.4%12.3%34.6%38.3%39.3%29.4%-7.2%-54.4K1.9M-7.3K0.24115.64N/AN/A13031206674
2022-07-13$46.15$48.0044.1%12.6%29.3%35.7%30.9%38.9%-4.4%-54.1K1.9M-7.1K0.25109.29N/AN/A13032206674
2022-07-14$46.44$44.0041.8%12.0%29.4%33.3%37.1%32.5%-9.1%-55.9K1.9M-7.2K0.27123.54N/AN/A12734206675
2022-07-15$47.23$48.0043.7%12.5%28.9%35.3%42.6%32.3%-11.8%-68.2K1.9M-7.5K0.40119.20N/AN/A8634202677
2022-07-18$46.95$48.0040.1%11.5%23.2%31.4%35.3%33.7%-15.5%-64.8K1.8M-7.3K0.16149.41N/AN/A8514201656
2022-07-19$48.37$48.0037.8%10.8%24.8%28.9%38.2%22.5%-5.2%-62.4K1.6M-7.8K0.16129.13N/AN/A8914201656
2022-07-20$49.12$48.0039.5%11.3%24.3%30.8%37.7%27.9%-6.1%-62.7K1.5M-8.1K0.16122.79N/AN/A8914212656
2022-07-21$49.66$48.0037.2%10.7%24.1%28.3%31.8%28.5%-6.6%-63.4K1.4M-8.1K0.28122.06N/AN/A8925212656
2022-07-22$49.15$48.0040.3%11.6%24.6%31.7%40.7%17.8%-6.9%-64.6K1.5M-8.1K0.39130.18N/AN/A8935212667
2022-07-25$48.80$48.0044.1%12.6%22.6%35.8%44.9%31.2%-17.0%-71.9K1.6M-7.8K0.35128.16N/AN/A10737212678
2022-07-26$48.07$48.0044.7%12.8%23.3%36.4%42.0%15.0%-11.5%-60.9K1.6M-7.9K0.36132.44N/AN/A10739232679
2022-07-27$50.27$48.0039.2%11.2%25.6%30.5%37.3%28.5%-6.9%-69.3K1.4M-7.9K0.36132.77N/AN/A10739232681
2022-07-28$50.74$48.0036.0%10.3%25.5%27.0%38.6%27.5%-9.1%-51.5K1.2M-8.4K0.36130.28N/AN/A10739232681
2022-07-29$51.56$48.0034.0%9.8%24.9%24.8%35.5%31.3%-7.3%-59.3K1.1M-8.3K0.36125.09N/AN/A10739232681