IXN Options History — November 2023

In November 2023, IXN traded between $58.96 and $65.78. ATM implied volatility averaged 24.5%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 6.0% (HV 20d: 18.6%). Max pain ranged from $57.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.50.

Notable Days

  • 2023-11-07: Highest Volume — 546 contracts
  • 2023-11-07: Largest IV drop — 57.5% change
  • 2023-11-03: Highest IV Rank — 64.9%
  • 2023-11-01: Largest Expected Move — 18.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.53$58.96$65.78$58.96$65.37
Max Pain$59.86$57.00$60.00$57.00$60.00
ATM IV24.5%13.8%63.3%63.1%16.0%
Expected Move6.5%3.9%18.1%18.1%4.6%
HV 20d18.6%15.7%20.8%18.2%15.7%
HV 60d18.2%17.4%19.0%17.9%17.4%
IV Rank11.8%0.0%64.9%64.6%2.9%
IV Percentile17.4%0.0%96.0%96.0%1.6%
Term Structure1.7%-8.4%15.2%-8.4%0.5%
VWIV21.3%12.9%61.1%18.9%16.0%
Skew 25d3.7%-20.0%12.6%-20.0%-1.4%
Skew 10d5.3%-16.8%38.3%-16.8%-1.5%
Call IV 25d15.8%12.2%29.9%29.9%17.4%
Put IV 25d19.5%9.9%33.2%9.9%16.0%
Bid-Ask Spread %104.4884.32149.60149.60108.48
Gamma HHI0.230.140.370.160.34
Net GEX89.2K10.5K185.9K14.7K185.9K
Net DEX-1.6M-3.1M1.8K1.8K-3.1M
Net VEX-4.5K-6.1K-3.3K-3.4K-6.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.002.410.000.00
Total Volume49.714054641
Total OI746.3334461,0164461,016

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$58.96$57.0063.1%18.1%18.2%64.6%0.0%-20.0%-8.4%14.7K1.8K-3.4K0.00149.60N/AN/A40273173
2023-11-02$60.08$60.0063.0%12.6%19.3%64.5%0.0%2.0%5.9%10.5K-137.3K-3.3K0.02121.28N/AN/A531275173
2023-11-03$60.87$60.0063.3%12.8%18.8%64.9%18.9%12.6%11.9%24.5K-366.8K-3.9K0.00115.77N/AN/A01302174
2023-11-06$61.05$60.0039.1%10.2%18.8%30.5%61.1%11.2%-4.5%23.1K-330.7K-3.9K0.13133.01N/AN/A709303173
2023-11-07$61.88$60.0016.6%5.1%19.2%0.0%21.7%9.4%1.5%48.4K-783.6K-4.2K2.4196.04N/AN/A160386337180
2023-11-08$62.01$60.0018.3%5.3%19.2%2.4%18.8%7.6%1.3%37.2K-922.0K-5.7K0.0095.39N/AN/A20410368
2023-11-09$61.71$60.0017.7%5.1%19.3%1.5%0.0%4.1%0.6%46.7K-985.9K-5.7K0.0097.45N/AN/A00411368
2023-11-10$63.30$60.0019.2%5.5%20.0%3.6%0.0%8.3%1.7%65.4K-1.3M-5.4K0.0097.88N/AN/A00411368
2023-11-13$63.00$60.0019.4%5.5%20.0%3.8%0.0%3.0%0.4%69.7K-1.3M-5.0K0.0096.28N/AN/A01411368
2023-11-14$64.36$60.0017.7%5.1%20.8%1.5%18.9%2.8%0.1%87.1K-1.7M-4.2K0.5094.90N/AN/A63411368
2023-11-15$64.42$60.0017.8%5.1%19.9%1.6%18.1%4.2%-0.1%104.9K-1.8M-4.2K1.0084.32N/AN/A22412365
2023-11-16$64.78$60.0017.0%4.9%19.7%0.5%0.0%5.5%4.9%105.9K-1.9M-3.8K0.0099.70N/AN/A90413366
2023-11-17$64.70$60.0016.0%4.6%18.7%0.0%19.9%4.8%15.2%112.7K-1.9M-4.0K2.40101.16N/AN/A512422366
2023-11-20$65.78$60.0015.8%4.5%19.0%0.0%17.1%2.1%2.6%60.3K-1.8M-3.6K0.0198.17N/AN/A1221378369
2023-11-21$65.07$60.0015.9%4.6%20.0%0.2%0.0%6.7%0.7%131.8K-2.1M-4.7K1.00108.13N/AN/A11494369
2023-11-22$65.41$60.0016.8%4.8%18.5%1.4%16.8%4.1%-0.9%127.1K-2.2M-4.6K0.0097.35N/AN/A05495370
2023-11-24$65.15$60.0016.4%4.7%16.4%0.9%0.0%3.9%0.3%139.8K-2.2M-4.4K0.0095.93N/AN/A010495365
2023-11-27$65.35$60.0015.2%4.4%16.4%0.0%15.6%1.2%1.0%160.1K-2.3M-3.8K0.00100.22N/AN/A210495355
2023-11-28$65.28$60.0017.4%5.0%16.3%3.1%0.0%3.8%-0.4%148.8K-2.4M-4.1K0.00107.22N/AN/A1310515355
2023-11-29$65.58$60.0013.8%3.9%16.3%0.0%12.9%1.3%0.8%168.8K-3.1M-6.0K0.0095.74N/AN/A250646355
2023-11-30$65.37$60.0016.0%4.6%15.7%2.9%16.0%-1.4%0.5%185.9K-3.1M-6.1K0.00108.48N/AN/A10661355