IXN Options History — June 2023

In June 2023, IXN traded between $58.66 and $62.65. ATM implied volatility averaged 36.5%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 15.9% (HV 20d: 20.7%). Max pain ranged from $45.00 to $54.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.86.

Notable Days

  • 2023-06-15: Highest Volume — 63 contracts
  • 2023-06-13: Largest IV drop — 57.2% change
  • 2023-06-12: Highest IV Rank — 61.7%
  • 2023-06-02: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.76$58.66$62.65$59.70$62.30
Max Pain$52.48$45.00$54.00$45.00$54.00
ATM IV36.5%26.4%61.7%36.8%33.8%
Expected Move8.9%7.0%11.4%10.5%9.7%
HV 20d20.7%16.4%23.1%22.1%17.4%
HV 60d18.6%18.2%19.2%19.2%18.6%
IV Rank25.9%11.4%61.7%26.3%22.0%
IV Percentile33.5%4.8%95.6%31.0%24.2%
Term Structure-2.4%-8.7%4.9%-1.1%-3.0%
VWIV30.6%23.0%39.9%26.9%28.7%
Skew 25d20.0%-11.5%35.3%29.6%20.5%
Skew 10d29.7%11.2%48.3%29.7%24.2%
Call IV 25d21.2%14.7%28.3%22.5%21.5%
Put IV 25d41.2%15.6%52.2%52.1%41.9%
Bid-Ask Spread %114.49107.96122.08109.23122.08
Gamma HHI0.230.180.320.220.28
Net GEX56.8K10.1K89.2K45.5K66.9K
Net DEX-1.1M-1.4M-670.6K-1.4M-1.3M
Net VEX-1.8K-2.2K-897-1.8K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.0012.500.000.00
Total Volume7.8106310
Total OI574.952301820813334

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$59.70$45.0036.8%10.5%22.1%26.3%26.9%29.6%-1.1%45.5K-1.4M-1.8K0.00109.23N/AN/A10313500
2023-06-02$60.12$45.0039.9%11.4%21.7%30.7%0.0%24.0%-8.7%48.6K-1.4M-1.8K0.00108.07N/AN/A10313500
2023-06-05$59.80$52.0039.6%7.8%20.6%30.3%30.7%25.7%-1.7%44.5K-1.4M-1.8K0.33113.87N/AN/A62312500
2023-06-06$59.81$52.0039.0%7.0%20.5%29.4%0.0%17.1%3.0%57.7K-1.3M-1.8K0.00115.39N/AN/A10306502
2023-06-07$58.66$52.0042.6%7.5%21.8%34.6%0.0%21.1%-4.2%40.3K-687.5K-1.8K0.00114.40N/AN/A10215502
2023-06-08$59.41$52.0048.7%7.4%21.9%43.3%0.0%21.3%-0.3%41.4K-739.4K-1.8K0.00109.14N/AN/A00215502
2023-06-09$59.72$52.0050.4%8.0%21.5%45.6%33.5%23.2%-3.2%46.5K-792.6K-1.8K0.00113.34N/AN/A10215502
2023-06-12$60.77$52.0061.7%8.4%21.7%61.7%38.6%23.9%-4.6%22.6K-670.6K-2.1K0.00110.61N/AN/A80215502
2023-06-13$61.27$52.0026.4%8.6%21.7%11.4%27.6%10.6%-2.3%56.4K-1.0M-1.4K12.50111.26N/AN/A225223502
2023-06-14$61.67$54.0028.4%8.1%21.7%14.3%39.9%22.7%-2.7%10.1K-1.2M-8970.00113.26N/AN/A80225527
2023-06-15$62.65$54.0029.4%8.4%21.9%15.8%23.0%28.0%4.9%36.6K-1.2M-1.4K0.05107.96N/AN/A603232527
2023-06-16$62.12$54.0030.6%8.8%21.9%17.4%28.6%10.9%-3.7%55.6K-1.3M-1.9K0.00115.67N/AN/A90290530
2023-06-20$61.62$54.0030.5%8.8%22.3%17.3%0.0%5.7%-1.4%74.7K-1.1M-1.7K0.00113.62N/AN/A1026041
2023-06-21$60.81$54.0031.3%9.0%23.1%18.5%0.0%-11.5%-3.0%66.9K-1.0M-1.5K0.00110.43N/AN/A1026141
2023-06-22$61.13$54.0030.8%8.8%22.3%17.7%28.6%26.0%-2.4%66.8K-927.8K-2.0K0.00116.94N/AN/A31026141
2023-06-23$60.61$54.0031.8%9.1%22.2%19.1%0.0%27.9%-2.4%83.3K-956.3K-2.1K0.00117.97N/AN/A0129141
2023-06-26$60.24$54.0033.1%9.5%18.0%21.0%0.0%12.9%-3.6%89.2K-960.7K-1.9K0.00119.27N/AN/A0029142
2023-06-27$61.26$54.0034.0%9.7%16.6%22.2%0.0%35.3%-4.5%65.9K-984.6K-2.2K0.00119.99N/AN/A0029142
2023-06-28$61.13$54.0034.5%9.9%16.6%23.0%28.7%25.2%-2.8%85.8K-1.1M-1.8K0.00120.25N/AN/A2029142
2023-06-29$61.17$54.0033.7%9.7%16.4%21.8%0.0%19.5%-2.5%86.9K-1.1M-1.8K0.00121.54N/AN/A0029242
2023-06-30$62.30$54.0033.8%9.7%17.4%22.0%0.0%20.5%-3.0%66.9K-1.3M-1.6K0.00122.08N/AN/A0029242