IXN Options History — February 2023 In February 2023, IXN traded between $48.92 and $52.01. ATM implied volatility averaged 37.3%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 14.7% (HV 20d: 22.6%). Max pain ranged from $42.00 to $51.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.30.
Notable Days 2023-02-17 : Highest Volume — 27 contracts2023-02-21 : Largest IV spike — 52.6% change2023-02-07 : Highest IV Rank — 36.2%2023-02-28 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $50.68 $48.92 $52.01 $50.92 $49.28 Max Pain $49.89 $42.00 $51.00 $42.00 $51.00 ATM IV 37.3% 24.9% 50.9% 40.7% 49.6% Expected Move 9.7% 7.1% 14.2% 11.7% 14.2% HV 20d 22.6% 20.5% 25.3% 21.5% 24.3% HV 60d 26.5% 24.1% 29.7% 29.7% 24.1% IV Rank 19.4% 4.1% 36.2% 23.8% 34.4% IV Percentile 35.1% 2.0% 80.2% 40.5% 75.0% Term Structure 0.5% -10.5% 6.7% -10.5% 1.8% VWIV 30.6% 21.0% 54.7% 32.0% 35.7% Skew 25d 30.5% -9.7% 49.1% 32.5% 49.1% Skew 10d 30.6% -0.7% 54.9% 28.5% 54.9% Call IV 25d 25.0% 20.3% 33.7% 26.8% 26.4% Put IV 25d 55.6% 19.9% 75.5% 59.2% 75.5% Bid-Ask Spread % 110.13 103.72 122.20 122.20 117.55 Gamma HHI 0.16 0.12 0.20 0.16 0.17 Net GEX 11.9K 5.3K 21.3K 12.9K 6.1K Net DEX -299.4K -394.6K -186.0K -309.7K -194.9K Net VEX -1.4K -1.5K -1.2K -1.3K -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.30 0.00 1.00 0.29 0.00 Total Volume 4.105 0 27 9 2 Total OI 312.316 209 368 340 210
Daily Data (19 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 2023-02-01 $50.92 $42.00 40.7% 11.7% 21.5% 23.8% 32.0% 32.5% -10.5% 12.9K -309.7K -1.3K 0.29 122.20 N/A N/A 7 2 143 197 2023-02-02 $51.71 $50.00 47.6% 7.4% 21.6% 32.2% 30.8% 38.1% -1.2% 15.9K -362.7K -1.5K 0.00 105.93 N/A N/A 10 0 149 197 2023-02-03 $51.45 $50.00 38.0% 7.7% 21.2% 20.5% 0.0% 36.4% -0.3% 13.7K -359.3K -1.5K 0.00 104.19 N/A N/A 0 0 155 197 2023-02-06 $50.70 $50.00 34.4% 7.7% 20.5% 16.0% 54.7% 38.0% -3.5% 13.9K -314.2K -1.5K 0.00 104.79 N/A N/A 0 11 155 197 2023-02-07 $51.87 $50.00 50.9% 7.1% 21.3% 36.2% 0.0% 36.3% -0.8% 18.6K -394.6K -1.4K 0.00 106.47 N/A N/A 0 0 155 208 2023-02-08 $51.34 $50.00 28.1% 8.1% 22.0% 8.4% 0.0% 33.8% -2.6% 14.9K -354.5K -1.5K 0.00 107.79 N/A N/A 0 0 155 209 2023-02-09 $51.17 $50.00 28.9% 8.3% 21.9% 9.3% 0.0% 36.8% -2.5% 15.5K -339.3K -1.4K 0.00 107.47 N/A N/A 0 0 155 209 2023-02-10 $50.84 $50.00 28.2% 8.1% 22.1% 8.2% 21.0% 35.5% -2.3% 14.0K -322.4K -1.4K 0.00 106.06 N/A N/A 0 1 155 209 2023-02-13 $51.66 $50.00 26.4% 7.6% 22.5% 5.9% 0.0% 24.3% 0.3% 15.9K -376.6K -1.3K 0.00 107.31 N/A N/A 1 0 155 209 2023-02-14 $52.01 $50.00 24.9% 7.1% 22.6% 4.1% 22.8% 29.3% 2.9% 5.3K -296.1K -1.5K 0.25 109.64 N/A N/A 4 1 156 209 2023-02-15 $51.80 $50.00 25.7% 7.4% 22.3% 5.1% 0.0% 28.9% -0.2% 13.2K -394.2K -1.3K 0.00 103.72 N/A N/A 0 1 158 209 2023-02-16 $51.19 $50.00 25.9% 7.4% 22.5% 5.4% 24.5% 30.8% 0.3% 21.3K -370.6K -1.3K 0.17 109.97 N/A N/A 6 1 158 210 2023-02-17 $50.45 $50.00 29.9% 8.6% 22.8% 10.2% 23.1% 41.8% 5.0% 8.9K -304.0K -1.3K 0.00 113.46 N/A N/A 27 0 158 210 2023-02-21 $49.34 $51.00 45.6% 13.1% 23.0% 29.4% 0.0% 26.5% 6.7% 7.0K -202.6K -1.3K 0.00 113.84 N/A N/A 0 0 147 62 2023-02-22 $48.99 $51.00 47.1% 13.5% 23.1% 31.3% 0.0% 32.8% 4.0% 6.3K -186.4K -1.3K 0.00 111.32 N/A N/A 0 0 147 62 2023-02-23 $50.04 $51.00 43.5% 12.5% 24.3% 26.9% 0.0% 3.8% 5.9% 9.2K -230.3K -1.3K 1.00 114.68 N/A N/A 1 1 147 62 2023-02-24 $48.92 $51.00 46.8% 13.4% 25.3% 30.9% 0.0% 35.3% 0.4% 6.2K -190.3K -1.3K 1.00 115.03 N/A N/A 1 1 147 63 2023-02-27 $49.33 $51.00 47.0% 13.5% 25.2% 31.2% 0.0% -9.7% 5.4% 7.6K -186.0K -1.3K 0.00 110.99 N/A N/A 0 0 146 64 2023-02-28 $49.28 $51.00 49.6% 14.2% 24.3% 34.4% 35.7% 49.1% 1.8% 6.1K -194.9K -1.2K 0.00 117.55 N/A N/A 2 0 146 64
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