IXN Options History — December 2023 In December 2023, IXN traded between $64.83 and $68.53. ATM implied volatility averaged 16.2%, placing in the 3.3% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 3.8% (HV 20d: 12.4%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-15 : Highest Volume — 27 contracts2023-12-11 : Largest IV spike — 42.7% change2023-12-11 : Highest IV Rank — 16.2%2023-12-04 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $67.02 $64.83 $68.53 $65.72 $68.22 Max Pain $63.25 $60.00 $65.00 $60.00 $63.00 ATM IV 16.2% 14.0% 25.8% 14.0% 14.0% Expected Move 4.3% 4.0% 4.8% 4.0% 4.0% HV 20d 12.4% 10.0% 15.7% 14.8% 10.5% HV 60d 16.4% 15.2% 17.4% 17.2% 15.2% IV Rank 3.3% 0.3% 16.2% 0.3% 0.3% IV Percentile 3.9% 0.4% 18.7% 0.4% 0.8% Term Structure 2.2% -0.1% 3.5% -0.1% 2.8% VWIV 15.9% 13.8% 19.5% 15.2% 15.7% Skew 25d 2.3% -1.0% 6.9% -1.0% 1.4% Skew 10d 2.6% -5.7% 10.9% -5.7% 4.2% Call IV 25d 12.8% 10.8% 16.0% 14.8% 12.2% Put IV 25d 15.0% 10.9% 20.0% 13.7% 13.6% Bid-Ask Spread % 105.32 83.66 119.78 111.57 119.78 Gamma HHI 0.25 0.16 0.43 0.38 0.16 Net GEX 117.3K 56.7K 237.5K 186.6K 60.9K Net DEX -2.8M -4.0M -2.1M -3.1M -2.2M Net VEX -4.8K -6.1K -3.9K -6.0K -4.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 4.05 0 27 0 1 Total OI 769.95 449 1,033 1,015 465
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 2023-12-01 $65.72 $60.00 14.0% 4.0% 14.8% 0.3% 0.0% -1.0% -0.1% 186.6K -3.1M -6.0K 0.00 111.57 N/A N/A 0 0 660 355 2023-12-04 $64.91 $63.00 17.2% 4.8% 15.6% 4.6% 0.0% 6.9% 2.2% 193.4K -2.8M -6.0K 0.00 83.66 N/A N/A 12 0 660 355 2023-12-05 $65.19 $63.00 17.2% 4.7% 15.6% 4.6% 0.0% 4.2% 3.3% 203.0K -3.0M -6.1K 0.00 99.14 N/A N/A 0 0 668 355 2023-12-06 $64.83 $63.00 15.7% 4.7% 15.4% 2.6% 0.0% 0.8% 1.2% 218.9K -3.0M -6.0K 0.00 91.63 N/A N/A 3 0 668 355 2023-12-07 $65.54 $63.00 15.5% 4.6% 15.7% 2.3% 0.0% 1.9% 3.0% 237.5K -3.1M -5.9K 0.00 93.58 N/A N/A 0 0 670 355 2023-12-08 $66.04 $63.00 18.1% 4.4% 15.5% 5.8% 0.0% 3.1% 3.5% 174.8K -3.3M -5.6K 0.00 107.36 N/A N/A 0 0 670 356 2023-12-11 $66.47 $63.00 25.8% 4.4% 13.2% 16.2% 15.2% 0.1% 2.9% 162.3K -3.5M -5.2K 0.00 104.16 N/A N/A 0 2 670 356 2023-12-12 $66.83 $65.00 20.6% 4.2% 13.0% 9.1% 15.4% 0.8% 3.1% 150.4K -3.7M -4.9K 0.00 95.80 N/A N/A 5 0 670 358 2023-12-13 $67.46 $65.00 15.0% 4.3% 11.3% 1.6% 0.0% 3.8% 2.3% 116.1K -3.9M -4.3K 0.00 106.06 N/A N/A 1 0 675 358 2023-12-14 $67.50 $65.00 14.5% 4.2% 11.3% 1.1% 0.0% 3.1% 1.3% 96.5K -3.9M -4.5K 0.00 104.05 N/A N/A 2 0 674 358 2023-12-15 $67.89 $65.00 14.6% 4.2% 11.3% 1.1% 19.5% 1.3% 2.2% 73.0K -4.0M -4.4K 0.00 111.51 N/A N/A 27 0 675 358 2023-12-18 $67.92 $63.00 14.9% 4.3% 11.3% 1.6% 0.0% 2.4% 1.2% 58.1K -2.1M -4.0K 0.00 110.84 N/A N/A 0 0 391 58 2023-12-19 $68.05 $63.00 14.7% 4.2% 10.0% 1.4% 13.8% -0.8% 1.4% 56.7K -2.1M -3.9K 0.00 114.89 N/A N/A 9 0 391 58 2023-12-20 $67.17 $63.00 14.9% 4.3% 10.4% 1.7% 0.0% 4.1% 2.4% 61.5K -2.1M -4.4K 0.00 96.12 N/A N/A 0 0 400 58 2023-12-21 $67.75 $63.00 15.6% 4.5% 10.6% 2.7% 15.7% 1.6% 1.7% 60.1K -2.1M -4.3K 0.00 103.87 N/A N/A 1 0 400 58 2023-12-22 $67.86 $63.00 15.3% 4.4% 10.4% 2.1% 0.0% 4.0% 2.3% 59.1K -2.1M -4.4K 0.00 107.18 N/A N/A 11 0 401 58 2023-12-26 $68.30 $63.00 15.8% 4.5% 10.5% 2.9% 0.0% 2.5% 3.3% 58.8K -2.1M -4.2K 0.00 114.47 N/A N/A 3 0 402 58 2023-12-27 $68.27 $63.00 15.5% 4.4% 10.5% 2.5% 0.0% 2.1% 1.8% 59.5K -2.2M -4.0K 0.00 113.75 N/A N/A 0 0 403 58 2023-12-28 $68.53 $63.00 14.1% 4.0% 10.4% 0.5% 0.0% 2.6% 2.0% 58.6K -2.2M -4.0K 0.00 116.98 N/A N/A 4 0 403 58 2023-12-29 $68.22 $63.00 14.0% 4.0% 10.5% 0.3% 0.0% 1.4% 2.8% 60.9K -2.2M -4.1K 0.00 119.78 N/A N/A 1 0 407 58
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