IXN Options History — September 2023

In September 2023, IXN traded between $57.05 and $62.43. ATM implied volatility averaged 32.7%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 14.5% (HV 20d: 18.2%). Max pain ranged from $59.00 to $60.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.32.

Notable Days

  • 2023-09-13: Highest Volume — 13 contracts
  • 2023-09-12: Largest IV spike — 173.9% change
  • 2023-09-12: Highest IV Rank — 74.6%
  • 2023-09-25: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.57$57.05$62.43$62.03$57.82
Max Pain$59.05$59.00$60.00$60.00$59.00
ATM IV32.7%21.6%70.1%35.2%35.4%
Expected Move9.0%6.2%11.4%10.1%10.1%
HV 20d18.2%15.0%19.9%18.2%15.2%
HV 60d17.7%17.5%17.9%17.7%17.7%
IV Rank21.4%5.6%74.6%25.0%25.2%
IV Percentile29.2%6.0%98.8%34.9%39.3%
Term Structure2.0%-2.8%7.2%1.3%4.1%
VWIV30.6%17.1%48.4%17.1%38.9%
Skew 25d6.8%-6.5%25.3%9.0%-6.5%
Skew 10d4.0%-11.4%26.2%26.2%-7.0%
Call IV 25d19.2%14.3%24.4%20.5%19.5%
Put IV 25d26.0%11.1%43.9%29.5%13.0%
Bid-Ask Spread %124.70110.80138.53121.93138.53
Gamma HHI0.250.160.340.180.32
Net GEX-14.6K-26.5K-709-9.4K-17.7K
Net DEX137.2K-178.1K420.1K-178.1K327.7K
Net VEX-3.5K-3.8K-3.1K-3.7K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.002.000.000.13
Total Volume3.501310
Total OI386329447426344

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$62.03$60.0035.2%10.1%18.2%25.0%0.0%9.0%1.3%-9.4K-178.1K-3.7K0.00121.93N/AN/A10195231
2023-09-05$62.43$59.0040.0%8.3%18.3%31.7%0.0%13.7%-2.8%-709-145.4K-3.8K0.00110.80N/AN/A00196231
2023-09-06$61.48$59.0021.7%8.1%19.0%5.8%0.0%25.3%-2.0%-12.6K-101.9K-3.7K0.00122.82N/AN/A00196231
2023-09-07$60.74$59.0022.3%8.1%19.2%6.6%0.0%18.9%2.2%-17.0K15.2K-3.7K0.00118.33N/AN/A40196231
2023-09-08$60.66$59.0021.7%8.2%19.2%5.7%0.0%19.5%-2.8%-17.5K6.8K-3.6K0.00117.13N/AN/A00197231
2023-09-11$61.05$59.0025.6%8.0%19.1%11.3%17.1%-4.7%-0.9%-18.2K-34.1K-3.5K1.00118.72N/AN/A11197231
2023-09-12$60.12$59.0070.1%8.6%19.6%74.6%0.0%25.3%0.6%-10.4K97.7K-3.5K0.00118.82N/AN/A50198232
2023-09-13$60.20$59.0032.1%9.2%19.1%20.6%0.0%15.9%1.0%-13.8K96.0K-3.5K0.00114.24N/AN/A130201232
2023-09-14$60.74$59.0026.4%7.6%19.2%12.4%0.0%2.1%2.9%-26.5K-45.2K-3.6K0.00127.86N/AN/A110214232
2023-09-15$59.61$59.0028.0%8.0%19.9%14.8%0.0%-0.4%2.4%-3.9K185.8K-3.5K0.00126.64N/AN/A60215232
2023-09-18$59.70$59.0030.7%8.8%19.8%18.6%17.9%-5.1%7.2%-14.9K166.0K-3.5K0.33130.07N/AN/A62137192
2023-09-19$59.76$59.0032.5%9.3%19.1%21.1%0.0%-1.0%1.5%-17.3K148.9K-3.5K2.00126.71N/AN/A12141194
2023-09-20$58.96$59.0021.6%6.2%19.6%5.6%0.0%3.2%2.0%-15.7K196.9K-3.6K0.33128.00N/AN/A31142196
2023-09-21$58.05$59.0035.5%10.2%18.6%25.4%48.4%1.9%5.6%-15.5K276.7K-3.5K0.00121.83N/AN/A02143197
2023-09-22$58.11$59.0034.3%9.8%16.9%23.6%0.0%8.1%6.3%-15.1K278.6K-3.5K0.00129.02N/AN/A00143199
2023-09-25$58.09$59.0039.7%11.4%16.4%31.3%0.0%-0.1%4.2%-14.9K298.1K-3.4K0.00128.45N/AN/A10143199
2023-09-26$57.05$59.0033.5%9.6%17.1%22.6%38.9%11.1%3.4%-15.2K420.1K-3.1K0.13132.43N/AN/A81144199
2023-09-27$57.10$59.0033.4%9.6%15.0%22.3%0.0%3.2%0.0%-17.4K385.0K-3.2K0.00131.48N/AN/A01144200
2023-09-28$57.63$59.0034.5%9.9%15.4%23.9%0.0%-2.8%3.1%-18.1K349.3K-3.3K0.00130.12N/AN/A00144200
2023-09-29$57.82$59.0035.4%10.1%15.2%25.2%0.0%-6.5%4.1%-17.7K327.7K-3.2K0.00138.53N/AN/A00144200