IXN Options History — July 2023

In July 2023, IXN traded between $61.12 and $64.59. ATM implied volatility averaged 28.9%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 12.3% (HV 20d: 16.5%). Max pain ranged from $54.00 to $63.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 8.74.

Notable Days

2023-07-21: Highest Volume — 78 contracts
2023-07-27: Largest IV spike — 76.3% change
2023-07-10: Highest IV Rank — 36.7%
2023-07-05: Largest Expected Move — 10.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.66	$61.12	$64.59	$62.10	$63.16
Max Pain	$61.60	$54.00	$63.00	$54.00	$63.00
ATM IV	28.9%	18.5%	44.1%	36.1%	20.6%
Expected Move	7.6%	5.3%	10.9%	10.3%	5.9%
HV 20d	16.5%	15.3%	17.9%	17.4%	16.8%
HV 60d	18.7%	18.2%	19.4%	18.5%	18.9%
IV Rank	15.0%	0.1%	36.7%	25.2%	3.2%
IV Percentile	20.7%	0.4%	68.3%	32.1%	2.8%
Term Structure	0.2%	-5.2%	3.7%	-4.8%	3.7%
VWIV	18.5%	7.3%	24.3%	7.3%	24.3%
Skew 25d	28.0%	10.6%	39.1%	26.0%	39.1%
Skew 10d	27.5%	14.5%	42.0%	32.0%	42.0%
Call IV 25d	17.5%	13.2%	25.0%	19.2%	13.2%
Put IV 25d	45.4%	32.6%	52.3%	45.3%	52.3%
Bid-Ask Spread %	118.85	109.06	129.85	122.89	125.86
Gamma HHI	0.23	0.15	0.40	0.26	0.24
Net GEX	59.1K	18.9K	103.9K	69.8K	23.4K
Net DEX	-1.0M	-1.8M	-166.7K	-1.2M	-237.8K
Net VEX	-2.4K	-4.3K	-1.5K	-1.6K	-4.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	8.74	0.00	77.00	0.00	5.00
Total Volume	21.1	0	78	2	12
Total OI	392.6	334	501	334	423

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
2023-07-03	$62.10	$54.00	36.1%	10.3%	17.4%	25.2%	0.0%	26.0%	-4.8%	69.8K	-1.2M	-1.6K	0.00	122.89	N/A	N/A	2	0	292	42
2023-07-05	$61.75	$54.00	38.2%	10.9%	17.4%	28.2%	0.0%	33.9%	-2.4%	81.1K	-1.2M	-1.6K	0.00	122.25	N/A	N/A	0	0	293	42
2023-07-06	$61.30	$58.00	38.9%	8.4%	17.7%	29.3%	0.0%	21.3%	-2.8%	80.8K	-1.1M	-1.5K	6.00	114.61	N/A	N/A	2	12	293	42
2023-07-07	$61.39	$58.00	42.9%	8.9%	15.9%	35.0%	7.3%	30.4%	2.5%	70.9K	-1.1M	-1.9K	16.00	112.70	N/A	N/A	1	16	295	54
2023-07-10	$61.12	$63.00	44.1%	8.7%	15.6%	36.7%	0.0%	20.3%	-2.0%	87.0K	-1.0M	-1.8K	0.00	113.08	N/A	N/A	0	0	305	70
2023-07-11	$61.38	$63.00	43.7%	8.5%	15.6%	36.0%	0.0%	23.8%	1.8%	79.4K	-1.1M	-1.7K	0.00	120.26	N/A	N/A	13	0	305	70
2023-07-12	$62.34	$63.00	30.4%	8.7%	15.3%	17.1%	0.0%	28.5%	3.3%	68.2K	-1.3M	-1.9K	0.00	113.38	N/A	N/A	2	0	318	70
2023-07-13	$63.36	$63.00	18.6%	5.3%	16.1%	0.3%	0.0%	24.3%	1.1%	103.9K	-1.5M	-1.7K	0.62	109.06	N/A	N/A	21	13	319	70
2023-07-14	$63.13	$63.00	19.6%	5.6%	16.1%	1.7%	21.7%	27.0%	2.0%	83.5K	-1.5M	-2.0K	0.00	115.67	N/A	N/A	58	0	339	80
2023-07-17	$63.89	$63.00	30.6%	8.8%	15.7%	17.6%	20.7%	26.7%	1.6%	89.1K	-1.8M	-1.8K	0.67	113.10	N/A	N/A	27	18	366	80
2023-07-18	$64.59	$63.00	30.0%	8.6%	15.6%	16.7%	0.0%	10.6%	-5.2%	64.6K	-1.6M	-2.1K	0.04	114.78	N/A	N/A	23	1	364	97
2023-07-19	$64.21	$63.00	31.2%	9.0%	15.5%	18.5%	24.3%	25.0%	-1.5%	61.3K	-1.6M	-2.1K	0.00	115.47	N/A	N/A	19	0	357	98
2023-07-20	$62.69	$63.00	20.3%	5.8%	17.2%	2.8%	0.0%	28.5%	1.5%	86.8K	-1.3M	-2.1K	1.00	122.78	N/A	N/A	6	6	363	98
2023-07-21	$62.55	$63.00	20.5%	5.9%	17.2%	3.0%	0.0%	24.7%	0.6%	35.5K	-1.6M	-2.4K	77.00	123.74	N/A	N/A	1	77	398	103
2023-07-24	$62.67	$63.00	21.0%	6.0%	16.8%	3.8%	0.0%	29.0%	2.0%	19.8K	-207.8K	-3.3K	2.00	119.02	N/A	N/A	6	12	182	152
2023-07-25	$63.44	$63.00	21.2%	6.1%	17.0%	4.0%	0.0%	30.3%	2.4%	18.9K	-277.7K	-3.4K	0.00	116.27	N/A	N/A	1	0	188	163
2023-07-26	$62.59	$63.00	18.5%	5.3%	17.0%	0.1%	0.0%	34.1%	-1.1%	20.3K	-174.9K	-3.4K	16.00	127.91	N/A	N/A	1	16	188	163
2023-07-27	$62.31	$63.00	32.6%	9.3%	17.1%	20.4%	0.0%	37.4%	3.7%	18.9K	-166.7K	-3.7K	33.00	129.85	N/A	N/A	1	33	189	179
2023-07-28	$63.31	$63.00	19.1%	5.5%	17.9%	1.0%	0.0%	38.8%	-1.8%	19.2K	-174.3K	-4.1K	0.00	124.38	N/A	N/A	22	0	190	212
2023-07-31	$63.16	$63.00	20.6%	5.9%	16.8%	3.2%	0.0%	39.1%	3.7%	23.4K	-237.8K	-4.3K	5.00	125.86	N/A	N/A	2	10	211	212