IXN Options History — December 2022

In December 2022, IXN traded between $43.78 and $49.38. ATM implied volatility averaged 45.3%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 14.6% (HV 20d: 30.6%). Max pain ranged from $46.00 to $50.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.76.

Notable Days

  • 2022-12-06: Highest Volume — 34 contracts
  • 2022-12-07: Largest IV spike — 69.4% change
  • 2022-12-12: Highest IV Rank — 81.7%
  • 2022-12-01: Largest Expected Move — 13.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.53$43.78$49.38$49.38$44.67
Max Pain$46.52$46.00$50.00$50.00$46.00
ATM IV45.3%26.6%88.0%46.1%42.0%
Expected Move11.3%7.6%13.2%13.2%12.0%
HV 20d30.6%25.0%38.6%38.6%26.2%
HV 60d35.0%33.1%38.9%38.9%33.5%
IV Rank30.2%7.8%81.7%31.2%26.3%
IV Percentile56.8%8.3%98.8%67.1%51.2%
Term Structure0.2%-7.0%7.9%7.2%7.9%
VWIV36.4%28.6%46.9%35.7%33.8%
Skew 25d27.8%7.4%45.9%45.9%15.1%
Skew 10d31.2%3.5%51.4%48.0%47.8%
Call IV 25d24.2%15.1%31.8%25.5%28.4%
Put IV 25d52.0%35.1%76.4%71.4%43.5%
Bid-Ask Spread %133.64114.95147.65121.75147.65
Gamma HHI0.460.140.880.880.14
Net GEX-43.4K-160.9K5.0K-129.6K4.3K
Net DEX744.3K-88.8K1.9M1.1M-82.6K
Net VEX-1.5K-2.3K-919-2.3K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.008.000.000.33
Total Volume4.14303410
Total OI400.571130616577137

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$49.38$50.0046.1%13.2%38.6%31.2%35.7%45.9%7.2%-129.6K1.1M-2.3K0.00121.75N/AN/A10100477
2022-12-02$48.83$50.0026.6%7.6%36.9%7.8%0.0%11.6%7.8%-124.9K1.2M-2.1K0.00115.99N/AN/A00101477
2022-12-05$48.01$49.0033.5%10.7%37.7%16.1%46.9%27.0%-2.3%-96.6K1.3M-1.9K0.00127.74N/AN/A03101477
2022-12-06$47.11$46.0035.6%10.6%38.3%18.6%0.0%33.9%-1.8%-65.0K1.6M-1.4K0.03130.76N/AN/A331101479
2022-12-07$46.91$46.0060.3%11.0%38.2%48.3%0.0%33.8%-1.9%-44.3K1.5M-1.9K0.00127.39N/AN/A00134479
2022-12-08$47.52$46.0054.7%10.0%36.9%41.6%0.0%25.9%-0.5%-53.4K1.4M-2.0K0.00114.95N/AN/A40134479
2022-12-09$47.55$46.0061.9%9.5%26.6%50.3%28.6%36.7%7.3%-80.7K1.4M-2.0K0.00132.08N/AN/A10136479
2022-12-12$48.07$46.0088.0%10.4%25.0%81.7%0.0%39.0%-1.8%-55.1K1.0M-1.9K0.00134.97N/AN/A01137479
2022-12-13$48.75$46.0044.2%10.7%25.4%29.0%37.0%38.6%-3.0%-160.9K1.2M-1.9K0.00127.72N/AN/A10127480
2022-12-14$48.19$46.0038.0%10.9%25.5%21.5%0.0%36.2%-3.9%-85.3K1.2M-1.7K0.00131.14N/AN/A200126480
2022-12-15$46.39$46.0039.6%11.4%28.4%23.4%0.0%11.0%-7.0%-56.9K1.5M-1.5K0.00143.48N/AN/A10136480
2022-12-16$46.06$46.0041.7%12.0%28.5%26.0%33.8%7.4%-2.8%3.9K1.9M-1.1K8.00145.67N/AN/A18136480
2022-12-19$45.16$46.0043.0%12.3%29.0%27.5%0.0%20.9%-2.9%4.3K-72.6K-1.0K0.00140.91N/AN/A009931
2022-12-20$45.43$46.0044.1%12.7%28.9%28.9%0.0%26.6%0.4%4.2K-71.0K-1.0K0.00131.53N/AN/A009931
2022-12-21$46.05$46.0037.4%10.7%28.7%20.8%0.0%30.4%2.3%5.0K-83.7K-1.1K0.00141.89N/AN/A109931
2022-12-22$44.74$46.0043.1%12.3%29.8%27.6%0.0%29.7%0.4%3.6K-45.0K-9190.00132.44N/AN/A509931
2022-12-23$44.86$46.0044.8%12.8%29.9%29.7%0.0%37.1%-3.5%4.0K-64.6K-9710.00128.35N/AN/A0010431
2022-12-27$44.65$46.0044.5%12.8%29.0%29.3%0.0%10.2%3.8%4.1K-66.2K-9690.00141.58N/AN/A0010431
2022-12-28$43.78$46.0038.2%11.0%29.5%21.7%0.0%44.5%-0.8%3.8K-56.9K-9640.00144.90N/AN/A0210431
2022-12-29$45.06$46.0043.3%12.4%26.7%27.8%0.0%22.2%-0.5%4.4K-88.8K-1.0K0.33143.66N/AN/A3110431
2022-12-30$44.67$46.0042.0%12.0%26.2%26.3%0.0%15.1%7.9%4.3K-82.6K-1.0K0.00147.65N/AN/A0010532