IXN Options History — November 2022

In November 2022, IXN traded between $42.66 and $48.88. ATM implied volatility averaged 40.2%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 3.1% (HV 20d: 37.1%). Max pain ranged from $43.00 to $50.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.61.

Notable Days

  • 2022-11-01: Highest Volume — 103 contracts
  • 2022-11-25: Largest IV spike — 59.1% change
  • 2022-11-08: Highest IV Rank — 49.6%
  • 2022-11-01: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.53$42.66$48.88$45.18$48.88
Max Pain$49.33$43.00$50.00$43.00$50.00
ATM IV40.2%21.5%59.3%55.3%24.3%
Expected Move10.7%6.2%15.8%15.8%7.0%
HV 20d37.1%31.4%40.7%32.6%40.4%
HV 60d40.7%37.8%45.0%44.4%38.9%
IV Rank27.2%5.0%49.6%46.2%5.0%
IV Percentile48.6%2.8%93.3%90.5%4.8%
Term Structure-0.9%-16.9%9.9%-16.9%3.0%
VWIV38.4%27.1%69.7%69.7%31.0%
Skew 25d16.3%-14.6%52.6%50.7%4.4%
Skew 10d29.4%-22.4%65.4%31.8%38.3%
Call IV 25d32.5%21.8%45.0%33.2%25.0%
Put IV 25d48.9%25.1%83.9%83.9%29.4%
Bid-Ask Spread %112.2899.08129.07120.90117.47
Gamma HHI0.730.590.900.640.90
Net GEX-58.3K-137.6K-21.1K-30.5K-137.6K
Net DEX1.4M1.2M1.6M1.3M1.3M
Net VEX-2.4K-3.0K-1.8K-3.0K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.530.720.630.72
Total Volume7401031030
Total OI571.238560577566577

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$45.18$43.0055.3%15.8%32.6%46.2%69.7%50.7%-16.9%-30.5K1.3M-3.0K0.63120.90N/AN/A6340106460
2022-11-02$43.93$43.0054.3%15.6%33.8%45.1%38.3%-14.0%-11.6%-28.0K1.4M-2.6K0.63119.41N/AN/A6340106462
2022-11-03$42.66$50.0056.2%12.7%35.1%47.3%38.0%4.1%-3.3%-21.1K1.6M-1.9K0.63119.06N/AN/A6340105462
2022-11-04$43.28$50.0055.5%12.1%32.1%46.6%41.8%-8.9%-3.7%-23.6K1.5M-2.3K0.54107.81N/AN/A6334105462
2022-11-07$44.08$50.0056.9%11.6%32.4%48.1%42.5%-14.6%-2.5%-24.3K1.6M-1.8K0.54107.01N/AN/A6334105467
2022-11-08$44.70$50.0059.3%12.2%31.4%49.6%42.7%-9.5%-2.1%-29.8K1.5M-2.3K0.54108.41N/AN/A6334104467
2022-11-09$43.60$50.0044.6%12.8%33.0%32.7%43.6%-9.0%-4.1%-25.9K1.5M-2.1K0.54106.45N/AN/A6334104467
2022-11-10$46.90$50.0040.3%11.5%40.7%27.7%40.5%19.8%-1.9%-40.7K1.3M-2.8K0.53116.33N/AN/A6434104467
2022-11-11$48.18$50.0044.0%12.6%39.9%32.0%34.6%37.7%-1.7%-57.5K1.2M-3.0K0.55103.05N/AN/A6435105467
2022-11-14$47.92$50.0040.5%11.6%39.3%28.0%38.2%35.5%-1.1%-57.8K1.3M-2.9K0.53110.59N/AN/A6434105468
2022-11-15$48.46$50.0042.6%12.2%39.3%30.5%38.2%36.4%-7.7%-60.9K1.2M-2.9K0.65107.02N/AN/A5234105468
2022-11-16$47.74$50.0030.5%8.7%39.8%16.5%31.7%0.2%1.0%-71.2K1.3M-2.7K0.6999.08N/AN/A5236105468
2022-11-17$47.66$50.0028.8%8.2%39.9%14.5%33.2%-3.8%5.6%-66.4K1.3M-2.7K0.69103.06N/AN/A5236105470
2022-11-18$47.89$50.0027.8%8.0%39.0%13.4%30.9%29.0%4.7%-72.2K1.3M-2.6K0.69109.70N/AN/A5236105470
2022-11-21$47.23$50.0030.0%8.6%39.4%15.2%31.0%43.5%0.5%-63.0K1.5M-2.1K0.60113.57N/AN/A432698462
2022-11-22$48.02$50.0021.5%6.2%39.2%5.5%27.1%6.4%9.9%-91.7K1.5M-1.9K0.60105.80N/AN/A4326100467
2022-11-23$48.49$50.0026.1%7.5%38.8%10.7%31.0%3.6%6.0%-91.0K1.2M-2.5K0.72110.77N/AN/A4331100467
2022-11-25$48.30$50.0041.5%11.9%38.4%28.6%0.0%33.0%1.8%-89.6K1.3M-2.5K0.00129.07N/AN/A00100477
2022-11-28$47.17$50.0032.4%9.3%37.7%14.7%0.0%46.1%2.4%-75.9K1.5M-2.1K0.00118.05N/AN/A00100477
2022-11-29$46.78$50.0031.9%9.1%37.6%14.1%0.0%52.6%2.0%-66.2K1.6M-1.8K0.00125.23N/AN/A00100477
2022-11-30$48.88$50.0024.3%7.0%40.4%5.0%0.0%4.4%3.0%-137.6K1.3M-2.2K0.00117.47N/AN/A00100477