IXN Options History — August 2022

In August 2022, IXN traded between $48.51 and $59.10. ATM implied volatility averaged 40.2%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 1.1% (HV 20d: 39.1%). Max pain ranged from $48.00 to $50.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.28.

Notable Days

  • 2022-08-08: Highest Volume — 165 contracts
  • 2022-08-17: Largest IV spike — 100.7% change
  • 2022-08-17: Highest IV Rank — 71.0%
  • 2022-08-17: Largest Expected Move — 21.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.00$48.51$59.10$51.33$48.57
Max Pain$49.74$48.00$50.00$48.00$50.00
ATM IV40.2%21.6%76.5%43.6%32.5%
Expected Move11.0%6.2%21.9%12.5%9.3%
HV 20d39.1%24.6%56.5%25.0%54.9%
HV 60d35.9%29.5%41.2%34.8%41.0%
IV Rank31.6%11.3%71.0%35.2%23.2%
IV Percentile64.6%28.2%98.8%75.0%45.6%
Term Structure1.8%-10.9%11.7%-10.0%2.9%
VWIV35.8%26.2%56.1%42.9%39.0%
Skew 25d12.0%-4.7%34.4%34.4%-2.6%
Skew 10d17.0%-7.3%85.5%4.5%2.1%
Call IV 25d26.1%16.2%38.5%30.0%37.1%
Put IV 25d38.2%20.2%66.6%64.4%34.5%
Bid-Ask Spread %115.78104.39125.08125.08117.07
Gamma HHI0.620.530.800.610.80
Net GEX-66.1K-90.9K-21.4K-61.6K-90.9K
Net DEX968.9K154.4K1.8M1.1M1.8M
Net VEX-7.2K-8.1K-6.0K-8.1K-6.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.002.000.360.28
Total Volume49.2170165146128
Total OI922.391913929913922

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$51.33$48.0043.6%12.5%25.0%35.2%42.9%34.4%-10.0%-61.6K1.1M-8.1K0.36125.08N/AN/A10739232681
2022-08-02$51.12$48.0044.0%12.6%25.3%35.7%45.8%28.1%-10.9%-60.4K1.2M-8.1K0.31116.03N/AN/A12539232692
2022-08-03$52.39$48.0037.7%10.8%26.1%28.8%44.7%31.9%-2.0%-56.0K981.2K-8.0K0.31120.11N/AN/A12539232692
2022-08-04$52.52$50.0041.8%6.6%25.6%33.3%28.8%-1.8%4.7%-57.6K850.1K-8.0K0.31112.26N/AN/A12539232692
2022-08-05$52.41$50.0040.4%11.9%25.7%31.8%26.4%-4.7%2.4%-60.9K881.8K-7.8K0.31106.10N/AN/A12539232692
2022-08-08$52.05$50.0049.9%10.2%24.9%42.1%29.0%-0.2%1.9%-59.5K925.1K-7.9K0.32111.03N/AN/A12540232692
2022-08-09$51.40$50.0048.0%10.6%24.7%40.0%0.0%7.3%2.2%-64.9K1.0M-7.9K0.00120.36N/AN/A10232693
2022-08-10$52.83$50.0021.6%6.2%25.8%11.3%0.0%-1.2%4.6%-58.2K787.0K-7.6K0.00117.38N/AN/A00233693
2022-08-11$52.56$50.0024.5%7.0%26.2%14.5%0.0%7.1%6.0%-47.5K742.4K-7.7K0.00111.59N/AN/A00233693
2022-08-12$53.57$50.0030.4%8.7%26.3%20.9%26.9%23.8%4.7%-61.0K540.5K-7.0K0.00119.22N/AN/A100233693
2022-08-15$53.95$50.0033.6%9.6%25.9%24.4%0.0%25.3%7.1%-55.5K504.7K-7.0K0.00112.63N/AN/A00233693
2022-08-16$53.81$50.0038.1%10.9%24.6%29.3%56.1%22.3%-1.8%-84.7K433.7K-6.1K0.00104.39N/AN/A01233693
2022-08-17$59.10$50.0076.5%21.9%39.9%71.0%0.0%4.4%1.4%-21.4K154.4K-7.9K0.00120.83N/AN/A10233694
2022-08-18$53.63$50.0038.3%11.0%54.9%29.5%35.6%22.7%-5.0%-83.5K492.6K-6.2K2.00114.53N/AN/A12234694
2022-08-19$52.49$50.0042.4%12.1%55.4%33.9%0.0%6.7%-1.9%-55.7K822.6K-7.2K0.00121.58N/AN/A00235694
2022-08-22$50.95$50.0046.5%13.3%56.5%38.4%0.0%8.4%8.1%-64.4K1.1M-7.2K0.00115.53N/AN/A00224691
2022-08-23$50.98$50.0049.0%14.1%56.2%41.1%29.5%13.3%0.7%-67.0K1.2M-7.0K0.00113.26N/AN/A140224691
2022-08-24$51.10$50.0041.5%11.9%54.0%32.9%0.0%10.2%7.1%-75.8K1.2M-6.9K0.00114.39N/AN/A00226691
2022-08-25$51.75$50.0041.9%12.0%54.1%33.4%26.2%16.1%11.7%-81.4K1.0M-6.8K0.00118.57N/AN/A20226691
2022-08-26$49.77$50.0034.1%9.8%55.5%24.9%0.0%-0.1%-0.1%-80.3K1.3M-6.8K0.00115.01N/AN/A30226691
2022-08-29$49.22$50.0033.2%9.5%55.6%24.0%0.0%9.8%4.0%-83.0K1.5M-6.4K0.00112.01N/AN/A00229691
2022-08-30$48.51$50.0035.4%10.1%55.8%26.3%34.1%15.4%4.4%-88.7K1.7M-6.2K0.00123.92N/AN/A20229691
2022-08-31$48.57$50.0032.5%9.3%54.9%23.2%39.0%-2.6%2.9%-90.9K1.8M-6.0K0.28117.07N/AN/A10028231691