IXN Options History — August 2023

In August 2023, IXN traded between $58.23 and $63.37. ATM implied volatility averaged 32.5%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 14.4% (HV 20d: 18.1%). Max pain ranged from $60.00 to $63.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 1.10.

Notable Days

  • 2023-08-17: Highest Volume — 30 contracts
  • 2023-08-02: Largest IV spike — 87.2% change
  • 2023-08-07: Highest IV Rank — 35.0%
  • 2023-08-02: Largest Expected Move — 10.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.24$58.23$63.37$63.37$62.07
Max Pain$60.30$60.00$63.00$63.00$60.00
ATM IV32.5%17.6%42.8%20.2%37.2%
Expected Move8.7%5.1%10.8%5.8%10.7%
HV 20d18.1%15.5%20.7%16.8%18.8%
HV 60d18.6%17.1%19.2%18.8%18.2%
IV Rank20.5%0.0%35.0%2.6%27.8%
IV Percentile29.5%0.0%65.1%2.0%45.2%
Term Structure1.4%-5.2%9.7%0.0%-1.9%
VWIV26.3%6.5%43.4%40.9%33.4%
Skew 25d23.0%2.3%46.0%39.3%6.7%
Skew 10d31.9%-3.3%45.0%38.4%31.1%
Call IV 25d19.7%14.1%25.9%14.1%22.7%
Put IV 25d42.7%17.4%64.5%53.4%29.4%
Bid-Ask Spread %113.53105.21129.08124.80119.11
Gamma HHI0.200.170.270.230.18
Net GEX2.6K-9.1K25.0K25.0K-5.7K
Net DEX99.0K-237.9K310.7K-237.9K-167.0K
Net VEX-3.9K-4.3K-3.6K-4.3K-3.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.0012.000.000.00
Total Volume7.56503012
Total OI426.522381482424428

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$63.37$63.0020.2%5.8%16.8%2.6%0.0%39.3%0.0%25.0K-237.9K-4.3K0.00124.80N/AN/A01212212
2023-08-02$61.81$63.0037.8%10.8%19.0%27.9%0.0%46.0%-0.4%14.1K-83.9K-4.3K0.00129.08N/AN/A00212213
2023-08-03$61.44$60.0039.6%6.1%19.0%30.4%40.9%17.0%1.4%12.3K7.8K-4.2K0.00105.21N/AN/A01212213
2023-08-04$60.65$60.0039.5%8.7%19.5%30.3%31.3%23.1%-5.2%9.3K85.2K-4.2K0.00111.69N/AN/A02212214
2023-08-07$60.75$60.0042.8%8.0%19.5%35.0%0.0%20.6%-0.5%7.9K150.8K-3.9K0.00113.78N/AN/A150212215
2023-08-08$60.35$60.0039.9%8.4%19.5%30.9%0.0%21.5%-2.8%7.8K130.9K-4.1K0.00112.82N/AN/A00225215
2023-08-09$59.80$60.0031.0%8.9%18.7%18.1%0.0%26.5%-2.2%2.7K209.6K-3.9K0.00113.83N/AN/A00225215
2023-08-10$59.61$60.0030.1%8.6%17.4%16.8%0.0%18.7%-2.1%3.9K199.4K-3.9K0.00110.65N/AN/A200225215
2023-08-11$59.20$60.0032.6%9.3%17.5%20.4%0.0%3.3%-3.3%8.8K247.8K-3.8K0.00110.71N/AN/A120245215
2023-08-14$59.90$60.0033.6%9.6%17.5%21.9%6.5%15.1%3.0%10.8K80.8K-4.0K0.00111.76N/AN/A023245215
2023-08-15$59.25$61.0033.8%9.7%16.8%22.2%0.0%21.3%1.0%5.4K249.9K-4.1K0.00112.14N/AN/A03245237
2023-08-16$59.00$60.0032.4%9.3%16.8%20.2%0.0%24.2%-0.6%6.8K206.9K-4.0K0.00112.60N/AN/A00245223
2023-08-17$58.23$60.0035.3%10.1%15.5%24.4%19.1%23.5%1.7%2.2K310.7K-3.8K0.00116.30N/AN/A300245223
2023-08-18$58.57$60.0032.9%9.4%15.9%20.9%21.9%19.4%2.0%-4.2K241.7K-3.6K0.00115.22N/AN/A02245207
2023-08-21$59.49$60.0033.0%9.5%17.2%21.0%24.5%26.9%3.4%-8.8K213.7K-3.6K0.00111.32N/AN/A150173208
2023-08-22$59.29$60.0035.7%10.2%16.3%24.9%0.0%10.9%2.6%-3.3K151.2K-3.8K0.00115.00N/AN/A40181208
2023-08-23$60.58$60.0020.5%5.9%18.0%3.1%24.2%40.7%3.6%-5.7K42.8K-3.7K0.00110.15N/AN/A20181208
2023-08-24$59.20$60.0035.7%10.2%19.6%24.9%0.0%14.7%6.6%-3.5K138.2K-3.8K0.00114.52N/AN/A00183208
2023-08-25$59.79$60.0035.1%10.1%18.9%24.0%43.4%37.3%5.0%-2.6K125.9K-3.7K0.00110.64N/AN/A10183208
2023-08-28$60.16$60.0017.6%5.1%19.2%0.0%17.6%30.7%9.7%-7.5K65.9K-3.6K1.00109.31N/AN/A11184208
2023-08-29$61.36$60.0018.3%5.3%20.7%1.0%0.0%2.3%6.2%-6.0K-43.6K-3.6K12.00111.24N/AN/A224184209
2023-08-30$61.66$60.0033.6%9.6%18.8%22.7%0.0%38.4%5.7%-9.1K-49.5K-3.8K0.18109.29N/AN/A112186233
2023-08-31$62.07$60.0037.2%10.7%18.8%27.8%33.4%6.7%-1.9%-5.7K-167.0K-3.8K0.00119.11N/AN/A20197231