IXN Options History — March 2023

In March 2023, IXN traded between $48.83 and $54.26. ATM implied volatility averaged 45.3%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 23.7% (HV 20d: 21.6%). Max pain ranged from $46.00 to $52.00. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 9.67.

Notable Days

  • 2023-03-14: Highest Volume — 131 contracts
  • 2023-03-07: Largest IV spike — 96.6% change
  • 2023-03-14: Highest IV Rank — 75.4%
  • 2023-03-01: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.21$48.83$54.26$49.05$54.26
Max Pain$47.17$46.00$52.00$51.00$46.00
ATM IV45.3%23.7%83.1%46.5%36.3%
Expected Move10.8%6.8%13.3%13.3%10.4%
HV 20d21.6%18.8%24.7%24.2%19.9%
HV 60d23.1%21.2%24.3%24.1%21.6%
IV Rank29.1%2.7%75.4%30.6%18.1%
IV Percentile46.5%0.8%98.4%64.3%23.8%
Term Structure-2.6%-8.2%3.9%1.9%-2.6%
VWIV28.7%11.7%37.9%28.1%23.7%
Skew 25d27.9%-1.9%51.9%29.3%39.8%
Skew 10d14.7%-14.7%39.6%-11.8%5.5%
Call IV 25d24.0%12.6%36.6%34.9%23.7%
Put IV 25d51.9%18.4%79.6%64.2%63.5%
Bid-Ask Spread %115.55105.05126.74109.61113.79
Gamma HHI0.310.180.450.180.38
Net GEX-14.2K-31.0K7.4K5.7K-27.4K
Net DEX65.9K-333.5K398.1K-176.1K-333.5K
Net VEX-3.8K-5.4K-1.1K-1.1K-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio9.670.0078.0010.360.00
Total Volume30.043013103
Total OI563.565212762212762

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$49.05$51.0046.5%13.3%24.2%30.6%0.0%29.3%1.9%5.7K-176.1K-1.1K0.00109.61N/AN/A0014864
2023-03-02$49.55$51.0044.9%12.9%21.5%28.6%0.0%37.6%3.7%7.4K-199.4K-1.2K0.00112.57N/AN/A0014864
2023-03-03$50.52$51.0023.7%6.8%22.0%2.7%28.1%51.9%3.9%6.4K-241.7K-1.1K10.36107.72N/AN/A1111414864
2023-03-06$50.78$52.0027.9%10.2%22.0%7.9%0.0%-1.9%-4.6%2.7K-110.3K-2.3K78.00106.34N/AN/A178159178
2023-03-07$50.05$52.0054.9%10.1%22.0%40.9%0.0%9.3%-3.8%-6.9K10.2K-2.9K0.00118.92N/AN/A60160256
2023-03-08$50.49$46.0060.1%10.3%20.5%47.3%0.0%37.5%-4.9%-3.9K51.7K-3.1K39.00115.98N/AN/A278166282
2023-03-09$49.76$46.0058.4%10.1%20.9%45.1%0.0%26.0%-5.3%-17.9K165.9K-3.6K0.00119.83N/AN/A00166360
2023-03-10$48.83$46.0068.0%12.1%21.7%56.9%33.0%17.4%-7.9%-14.0K270.6K-3.7K25.00108.47N/AN/A125166360
2023-03-13$49.55$46.0081.0%10.7%22.5%72.9%0.0%33.3%-4.3%-18.6K257.7K-3.8K0.00124.56N/AN/A00167385
2023-03-14$50.00$46.0083.1%10.8%21.9%75.4%29.4%23.6%-5.5%-15.4K208.1K-3.8K3.85124.87N/AN/A27104167385
2023-03-15$49.95$46.0038.2%11.0%21.7%20.4%37.9%17.9%-4.0%-27.5K398.1K-4.6K0.00115.86N/AN/A10173489
2023-03-16$51.56$46.0036.2%10.4%24.7%18.0%0.0%32.2%0.3%-31.0K167.4K-4.3K0.00110.36N/AN/A120173489
2023-03-17$51.47$46.0039.9%11.4%24.4%22.5%30.1%9.7%-3.1%-25.2K274.9K-4.7K0.29115.97N/AN/A175175489
2023-03-20$51.64$46.0040.5%11.6%23.7%23.3%21.5%21.5%-6.0%-21.0K281.5K-4.5K0.96105.05N/AN/A2524127436
2023-03-21$52.16$46.0037.4%10.7%22.2%19.5%34.5%16.2%-3.8%-19.4K203.8K-4.7K0.89114.77N/AN/A2825152459
2023-03-22$52.21$46.0038.5%11.0%21.9%20.8%25.9%37.3%-8.2%-19.6K126.7K-5.0K0.00116.02N/AN/A70180484
2023-03-23$52.58$46.0035.8%10.2%21.0%17.4%31.4%28.5%3.1%-16.5K97.7K-5.0K4.17110.83N/AN/A625181484
2023-03-24$52.58$46.0036.9%10.6%18.8%18.8%0.0%44.3%-0.9%-16.3K138.5K-5.3K1.79115.48N/AN/A1934187509
2023-03-27$52.30$46.0040.2%11.5%19.0%22.9%0.0%33.5%-2.7%-8.6K94.7K-5.4K0.00126.74N/AN/A00206543
2023-03-28$51.87$46.0040.3%11.5%19.3%22.9%36.7%23.7%-2.4%-19.2K158.3K-5.3K0.00125.84N/AN/A120206543
2023-03-29$53.11$46.0036.1%10.3%20.5%17.8%0.0%35.1%-3.0%-19.2K-155.9K-4.5K0.00121.51N/AN/A00218543
2023-03-30$53.64$46.0036.6%10.5%20.5%18.5%11.7%37.1%-0.4%-22.5K-173.3K-4.6K0.00116.50N/AN/A10218543
2023-03-31$54.26$46.0036.3%10.4%19.9%18.1%23.7%39.8%-2.6%-27.4K-333.5K-4.1K0.00113.79N/AN/A30219543