IXN Options History — October 2022

In October 2022, IXN traded between $41.63 and $46.00. ATM implied volatility averaged 50.8%, placing in the 42.0% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 13.4% (HV 20d: 37.4%). Max pain ranged from $43.00 to $56.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.60.

Notable Days

  • 2022-10-13: Highest Volume — 114 contracts
  • 2022-10-13: Largest IV drop — 20.1% change
  • 2022-10-11: Highest IV Rank — 61.2%
  • 2022-10-12: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.80$41.63$46.00$43.56$45.51
Max Pain$44.86$43.00$56.00$56.00$43.00
ATM IV50.8%40.2%68.0%50.5%46.4%
Expected Move13.7%11.5%16.1%14.5%13.3%
HV 20d37.4%31.8%45.0%42.5%34.3%
HV 60d43.8%42.8%44.5%42.8%44.4%
IV Rank42.0%30.2%61.2%41.9%36.3%
IV Percentile81.2%53.6%97.6%86.5%71.0%
Term Structure-4.2%-9.9%0.3%-0.0%-5.6%
VWIV39.7%31.5%62.7%62.7%48.3%
Skew 25d5.2%-16.6%30.3%30.3%20.7%
Skew 10d24.4%-18.6%72.1%72.1%31.9%
Call IV 25d46.3%38.7%52.1%51.5%50.8%
Put IV 25d51.6%31.1%81.8%81.8%71.5%
Bid-Ask Spread %108.3398.31124.54124.54113.01
Gamma HHI0.650.560.720.720.65
Net GEX-26.8K-35.3K-19.4K-25.3K-32.1K
Net DEX1.4M1.3M1.6M1.5M1.3M
Net VEX-2.9K-3.8K-1.9K-2.7K-3.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.540.690.590.63
Total Volume107.42998114113103
Total OI561.19521566521565

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$43.56$56.0050.5%14.5%42.5%41.9%62.7%30.3%-0.0%-25.3K1.5M-2.7K0.59124.54N/AN/A714278443
2022-10-04$44.95$56.0050.5%14.5%44.4%42.0%42.5%21.6%-4.9%-30.3K1.3M-3.7K0.58118.53N/AN/A714199466
2022-10-05$45.46$56.0054.1%15.5%44.2%45.9%42.4%18.0%-1.1%-35.3K1.4M-3.6K0.57117.53N/AN/A724199466
2022-10-06$44.96$43.0053.3%11.7%44.3%45.0%35.6%24.2%-3.3%-29.8K1.3M-3.8K0.57106.61N/AN/A7241100466
2022-10-07$43.08$43.0060.0%12.8%45.0%52.4%49.0%23.1%-2.1%-28.2K1.4M-3.2K0.57104.91N/AN/A7241100466
2022-10-10$42.52$43.0062.0%13.5%44.5%54.6%35.5%15.8%0.3%-20.3K1.6M-2.2K0.5698.31N/AN/A7240100466
2022-10-11$41.63$43.0068.0%13.4%41.6%61.2%51.8%21.8%-1.9%-19.4K1.3M-3.2K0.56107.23N/AN/A7240100461
2022-10-12$41.70$43.0056.0%16.1%40.4%48.0%33.6%-6.8%-3.4%-19.8K1.5M-2.6K0.55105.52N/AN/A7340100461
2022-10-13$42.83$43.0044.7%12.8%32.9%35.6%31.5%-8.4%-3.1%-23.1K1.4M-2.9K0.56111.73N/AN/A7341101461
2022-10-14$41.75$43.0049.3%14.1%31.8%40.6%34.6%-9.7%-2.6%-20.6K1.4M-2.6K0.55104.16N/AN/A7340101459
2022-10-17$42.94$43.0045.2%13.0%33.6%36.1%32.1%-13.6%-1.7%-20.2K1.6M-1.9K0.5498.97N/AN/A7440101459
2022-10-18$43.15$43.0050.1%14.4%33.7%41.5%35.1%-11.4%-7.4%-24.4K1.4M-2.8K0.69103.78N/AN/A5840104459
2022-10-19$42.90$43.0047.4%13.6%33.4%38.5%34.0%-11.7%-2.2%-23.1K1.5M-2.3K0.6799.90N/AN/A6040104459
2022-10-20$43.01$43.0049.2%14.1%33.4%40.2%35.8%-16.6%-7.2%-23.8K1.4M-2.9K0.66106.01N/AN/A6140103459
2022-10-21$44.24$43.0040.2%11.5%33.9%30.2%32.1%-10.1%-7.0%-26.9K1.5M-2.5K0.65112.61N/AN/A6240104459
2022-10-24$44.74$43.0046.5%13.3%34.1%36.5%36.2%-14.1%-6.2%-30.1K1.4M-2.8K0.65104.47N/AN/A6240101459
2022-10-25$45.59$43.0047.0%13.5%34.6%37.0%46.9%11.3%-5.6%-32.1K1.4M-3.0K0.65107.98N/AN/A6240105459
2022-10-26$44.93$43.0050.5%14.5%34.8%40.9%41.5%21.4%-7.9%-33.3K1.4M-2.8K0.65108.95N/AN/A6240105459
2022-10-27$44.38$43.0050.7%14.5%33.1%41.1%38.2%-13.2%-9.9%-30.3K1.4M-2.7K0.65103.17N/AN/A6240105459
2022-10-28$46.00$43.0046.4%13.3%34.9%36.3%34.5%17.1%-4.9%-34.2K1.4M-2.9K0.65116.93N/AN/A6240105459
2022-10-31$45.51$43.0046.4%13.3%34.3%36.3%48.3%20.7%-5.6%-32.1K1.3M-3.0K0.63113.01N/AN/A6340105460