IXN Options History — September 2022

In September 2022, IXN traded between $42.45 and $49.40. ATM implied volatility averaged 39.7%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded below realized volatility by 8.3% (HV 20d: 48.0%). Max pain ranged from $50.00 to $56.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.20.

Notable Days

  • 2022-09-06: Highest Volume — 145 contracts
  • 2022-09-29: Largest IV spike — 44.5% change
  • 2022-09-29: Highest IV Rank — 44.2%
  • 2022-09-29: Largest Expected Move — 15.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.89$42.45$49.40$47.60$42.45
Max Pain$54.67$50.00$56.00$50.00$56.00
ATM IV39.7%27.7%52.5%30.1%42.4%
Expected Move11.4%8.6%15.1%8.6%12.2%
HV 20d48.0%40.0%58.5%55.1%41.1%
HV 60d41.3%38.8%42.7%41.1%42.4%
IV Rank30.1%16.9%44.2%20.1%33.1%
IV Percentile62.2%34.9%89.7%41.7%68.3%
Term Structure-0.6%-11.9%13.9%7.3%-1.1%
VWIV46.3%30.6%59.0%30.6%59.0%
Skew 25d20.7%-2.1%37.9%4.4%33.0%
Skew 10d24.4%3.8%68.6%9.6%56.3%
Call IV 25d33.4%19.5%56.8%31.3%56.8%
Put IV 25d54.0%22.9%89.8%35.7%89.8%
Bid-Ask Spread %125.38105.95137.04115.74121.87
Gamma HHI0.800.720.880.840.72
Net GEX-59.9K-142.9K-20.5K-91.4K-20.5K
Net DEX1.7M1.3M2.4M2.0M1.3M
Net VEX-4.3K-5.6K-3.0K-5.6K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.000.410.360.29
Total Volume46.9520145080
Total OI739.524509946922521

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$47.60$50.0030.1%8.6%55.1%20.1%0.0%4.4%7.3%-91.4K2.0M-5.6K0.00115.74N/AN/A00231691
2022-09-02$47.06$50.0031.4%9.0%55.2%21.6%0.0%-2.1%13.9%-88.5K2.0M-5.5K0.00114.80N/AN/A010231691
2022-09-06$46.95$0.0036.9%11.4%55.2%27.0%0.0%16.4%-3.9%-82.5K2.2M-5.0K0.36105.95N/AN/A10738231701
2022-09-07$47.67$0.0027.7%10.3%55.6%16.9%0.0%15.6%-1.9%-89.9K2.0M-5.3K0.36115.34N/AN/A10738244701
2022-09-08$47.51$0.0029.2%10.6%54.3%18.5%0.0%29.3%-0.9%-88.4K2.1M-5.2K0.00129.76N/AN/A10244701
2022-09-09$48.79$0.0035.4%9.6%55.5%25.3%0.0%21.3%-2.2%-126.7K1.8M-5.6K0.00133.44N/AN/A10245701
2022-09-12$49.40$0.0043.6%10.1%55.2%34.4%0.0%27.0%-5.0%-142.9K1.6M-5.5K0.00129.55N/AN/A10244701
2022-09-13$46.88$0.0046.2%12.0%57.6%37.2%0.0%19.4%-3.7%-69.2K2.2M-4.8K0.40109.98N/AN/A9638245701
2022-09-14$47.95$0.0037.8%10.8%58.5%28.0%0.0%-0.4%-0.0%-78.5K1.9M-4.7K0.00131.75N/AN/A00245701
2022-09-15$44.45$0.0049.6%14.2%50.7%41.0%0.0%17.5%-11.9%-54.4K2.2M-4.2K0.00132.72N/AN/A00245701
2022-09-16$45.77$0.0041.3%11.8%42.5%31.8%0.0%27.5%3.1%-38.1K2.4M-3.9K0.41137.04N/AN/A9639245701
2022-09-19$46.15$0.0040.6%11.6%42.5%31.0%0.0%31.3%4.1%-37.3K1.3M-4.1K0.00134.55N/AN/A7066443
2022-09-20$46.02$0.0042.2%12.1%41.7%32.8%0.0%31.3%-1.3%-38.5K1.3M-3.9K0.00132.05N/AN/A1073443
2022-09-21$45.29$0.0030.4%8.7%41.8%19.8%30.6%37.9%3.9%-35.8K1.3M-3.9K0.00135.25N/AN/A6074443
2022-09-22$45.14$56.0036.1%10.4%41.7%26.1%0.0%12.8%-0.8%-33.9K1.4M-3.5K0.00135.19N/AN/A0078443
2022-09-23$43.99$56.0043.8%12.5%41.6%34.5%0.0%5.2%-1.2%-32.9K1.4M-3.5K0.00136.27N/AN/A0078443
2022-09-26$43.81$56.0048.7%14.0%40.0%40.0%39.9%30.8%-8.1%-28.1K1.5M-3.2K0.29114.94N/AN/A621878443
2022-09-27$43.70$56.0051.3%14.7%40.0%42.9%40.8%34.3%-2.9%-28.0K1.5M-3.0K0.29123.43N/AN/A621878443
2022-09-28$44.29$56.0036.4%10.4%40.4%26.4%50.6%10.3%4.1%-25.5K1.4M-3.5K0.29123.57N/AN/A621878443
2022-09-29$42.92$56.0052.5%15.1%41.4%44.2%56.9%31.6%-4.5%-27.0K1.4M-3.2K0.29119.76N/AN/A621878443
2022-09-30$42.45$56.0042.4%12.2%41.1%33.1%59.0%33.0%-1.1%-20.5K1.3M-3.3K0.29121.87N/AN/A621878443