IXN Options History — January 2023

In January 2023, IXN traded between $44.03 and $50.02. ATM implied volatility averaged 43.9%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 19.1% (HV 20d: 24.8%). Max pain ranged from $42.00 to $46.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 12.69.

Notable Days

2023-01-25: Highest Volume — 92 contracts
2023-01-06: Largest IV spike — 38.2% change
2023-01-06: Highest IV Rank — 45.2%
2023-01-31: Largest Expected Move — 14.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.34	$44.03	$50.02	$44.42	$49.33
Max Pain	$42.44	$42.00	$46.00	$46.00	$42.00
ATM IV	43.9%	35.7%	57.7%	46.6%	50.4%
Expected Move	11.9%	10.2%	14.4%	13.4%	14.4%
HV 20d	24.8%	19.8%	28.5%	26.1%	19.8%
HV 60d	31.4%	29.8%	33.4%	33.4%	29.8%
IV Rank	28.0%	17.7%	45.2%	31.9%	35.5%
IV Percentile	54.3%	27.8%	90.9%	69.4%	78.2%
Term Structure	-8.1%	-14.9%	-1.3%	-1.3%	-14.8%
VWIV	22.7%	18.5%	32.3%	20.1%	20.1%
Skew 25d	25.9%	3.3%	51.0%	23.1%	27.8%
Skew 10d	19.8%	-11.3%	45.6%	45.6%	6.5%
Call IV 25d	27.2%	20.3%	37.7%	32.6%	37.7%
Put IV 25d	53.2%	29.3%	71.3%	55.7%	65.5%
Bid-Ask Spread %	126.30	115.84	144.82	142.89	115.84
Gamma HHI	0.16	0.12	0.21	0.14	0.12
Net GEX	1.4K	-6.4K	11.2K	4.0K	2.9K
Net DEX	-98.3K	-253.1K	11.2K	-63.1K	-221.1K
Net VEX	-1.4K	-1.8K	-870	-981	-1.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	12.69	0.00	91.00	0.00	1.00
Total Volume	10.55	0	92	0	2
Total OI	236.2	137	338	137	338

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-01-03	$44.42	$46.00	46.6%	13.4%	26.1%	31.9%	0.0%	23.1%	-1.3%	4.0K	-63.1K	-981	0.00	142.89	N/A	N/A	0	0	105	32
2023-01-04	$44.44	$46.00	46.0%	13.2%	25.7%	31.2%	0.0%	15.6%	-8.2%	4.0K	-61.6K	-945	0.00	144.82	N/A	N/A	4	0	105	32
2023-01-05	$44.03	$0.00	41.8%	12.1%	25.2%	26.0%	0.0%	34.3%	-5.7%	3.6K	-41.0K	-870	0.00	118.53	N/A	N/A	1	0	109	32
2023-01-06	$45.48	$0.00	57.7%	10.7%	28.2%	45.2%	20.1%	25.8%	-5.3%	4.6K	-72.8K	-954	73.00	117.51	N/A	N/A	1	73	109	33
2023-01-09	$46.10	$42.00	54.3%	11.2%	28.3%	41.0%	0.0%	15.9%	-5.4%	-787	11.2K	-1.4K	0.00	126.14	N/A	N/A	6	0	110	106
2023-01-10	$46.14	$42.00	53.3%	11.1%	28.3%	39.8%	0.0%	3.3%	-5.5%	-2.4K	8.4K	-1.4K	0.00	126.31	N/A	N/A	6	0	113	106
2023-01-11	$46.80	$42.00	38.5%	11.0%	28.5%	22.1%	0.0%	20.7%	-4.9%	-5.5K	-26.2K	-1.4K	0.00	121.96	N/A	N/A	7	0	119	106
2023-01-12	$47.30	$42.00	38.0%	10.9%	28.3%	21.5%	32.3%	18.1%	-6.4%	-1.1K	-56.5K	-1.5K	0.00	125.22	N/A	N/A	9	0	126	106
2023-01-13	$47.64	$42.00	35.7%	10.2%	28.2%	17.7%	0.0%	22.6%	-6.2%	-747	-81.0K	-1.5K	0.00	127.42	N/A	N/A	0	0	135	106
2023-01-17	$47.77	$42.00	36.9%	10.6%	24.4%	19.1%	0.0%	27.8%	-6.2%	1.7K	-95.3K	-1.5K	0.00	134.27	N/A	N/A	0	0	135	106
2023-01-18	$47.37	$42.00	42.1%	12.1%	24.5%	25.5%	0.0%	30.8%	-9.4%	1.2K	-87.9K	-1.5K	0.00	125.94	N/A	N/A	0	0	135	106
2023-01-19	$46.94	$42.00	41.7%	12.0%	23.5%	24.9%	0.0%	20.3%	-7.4%	-1.7K	-44.4K	-1.4K	0.00	126.07	N/A	N/A	0	0	135	106
2023-01-20	$47.85	$42.00	38.3%	11.0%	24.3%	20.7%	0.0%	28.6%	-7.7%	-2.3K	-89.1K	-1.3K	0.00	130.87	N/A	N/A	0	0	135	106
2023-01-23	$48.98	$42.00	38.7%	11.1%	25.1%	21.3%	0.0%	24.8%	-5.1%	8.5K	-179.9K	-1.3K	0.00	129.05	N/A	N/A	5	0	133	105
2023-01-24	$48.80	$42.00	40.9%	11.7%	22.3%	23.9%	0.0%	30.8%	-11.3%	5.1K	-190.3K	-1.3K	0.00	128.73	N/A	N/A	0	0	138	105
2023-01-25	$48.87	$42.00	43.2%	12.4%	22.3%	26.7%	18.5%	29.7%	-12.7%	1.3K	-170.5K	-1.4K	91.00	117.14	N/A	N/A	1	91	138	105
2023-01-26	$49.49	$42.00	43.4%	12.4%	22.2%	27.0%	0.0%	51.0%	-14.0%	1.0K	-125.2K	-1.8K	0.00	121.03	N/A	N/A	3	0	138	196
2023-01-27	$50.02	$42.00	41.8%	12.0%	20.3%	25.0%	0.0%	29.1%	-9.6%	11.2K	-253.1K	-1.4K	0.00	122.37	N/A	N/A	1	0	141	196
2023-01-30	$49.09	$42.00	49.3%	14.1%	20.4%	34.3%	0.0%	38.8%	-14.9%	-6.4K	-126.4K	-1.7K	0.00	123.94	N/A	N/A	1	0	141	196
2023-01-31	$49.33	$42.00	50.4%	14.4%	19.8%	35.5%	20.1%	27.8%	-14.8%	2.9K	-221.1K	-1.4K	1.00	115.84	N/A	N/A	1	1	142	196