IXN Options History — January 2024

In January 2024, IXN traded between $65.11 and $71.83. ATM implied volatility averaged 16.8%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 1.3% (HV 20d: 18.1%). Max pain ranged from $62.00 to $63.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.58.

Notable Days

2024-01-10: Highest Volume — 118 contracts
2024-01-10: Largest IV spike — 25.1% change
2024-01-17: Highest IV Rank — 8.1%
2024-01-17: Largest Expected Move — 5.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.65	$65.11	$71.83	$66.06	$70.03
Max Pain	$62.20	$62.00	$63.00	$63.00	$62.00
ATM IV	16.8%	13.2%	18.9%	14.6%	17.6%
Expected Move	5.0%	4.1%	5.4%	4.2%	5.0%
HV 20d	18.1%	15.5%	20.5%	16.0%	17.7%
HV 60d	16.6%	16.0%	17.2%	16.8%	16.2%
IV Rank	5.0%	0.0%	8.1%	1.2%	6.3%
IV Percentile	12.4%	0.0%	20.6%	2.4%	15.9%
Term Structure	0.5%	-1.8%	3.7%	3.7%	0.3%
VWIV	17.9%	14.1%	22.2%	15.3%	22.2%
Skew 25d	3.4%	-1.9%	7.4%	0.9%	1.1%
Skew 10d	4.2%	0.5%	8.5%	1.9%	5.7%
Call IV 25d	13.6%	11.2%	16.8%	15.8%	13.8%
Put IV 25d	17.0%	13.9%	20.8%	16.7%	14.9%
Bid-Ask Spread %	105.75	97.24	114.29	111.59	113.80
Gamma HHI	0.17	0.14	0.24	0.16	0.15
Net GEX	47.3K	-95.7K	78.8K	70.7K	62.2K
Net DEX	-2.3M	-2.9M	-1.8M	-2.0M	-2.6M
Net VEX	-3.9K	-4.8K	-2.9K	-4.5K	-3.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.58	0.00	5.56	0.00	1.00
Total Volume	17.048	0	118	1	2
Total OI	559	465	770	465	525

Daily Data (21 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
2024-01-02	$66.06	$63.00	14.6%	4.2%	16.0%	1.2%	0.0%	0.9%	3.7%	70.7K	-2.0M	-4.5K	0.00	111.59	N/A	N/A	1	0	407	58
2024-01-03	$65.53	$63.00	14.3%	4.1%	15.6%	0.7%	15.3%	7.0%	2.5%	70.7K	-1.8M	-4.7K	0.00	114.29	N/A	N/A	2	0	408	58
2024-01-04	$65.29	$0.00	15.3%	5.1%	15.6%	2.2%	0.0%	6.3%	1.2%	73.4K	-1.8M	-4.8K	0.00	101.16	N/A	N/A	2	0	410	58
2024-01-05	$65.11	$0.00	16.3%	5.0%	15.5%	3.6%	0.0%	1.7%	1.0%	75.0K	-1.8M	-4.7K	0.00	97.24	N/A	N/A	0	0	412	58
2024-01-08	$66.66	$0.00	13.2%	4.9%	17.2%	0.0%	0.0%	7.4%	1.6%	73.3K	-2.0M	-4.3K	0.00	102.93	N/A	N/A	1	0	412	58
2024-01-09	$66.60	$0.00	13.7%	4.8%	17.0%	0.7%	0.0%	6.6%	1.5%	75.3K	-2.0M	-4.1K	0.00	103.35	N/A	N/A	12	0	413	58
2024-01-10	$67.16	$0.00	17.1%	4.9%	17.2%	5.6%	0.0%	5.6%	0.8%	78.8K	-2.1M	-4.2K	5.56	106.65	N/A	N/A	18	100	425	58
2024-01-11	$67.44	$0.00	16.8%	4.8%	17.1%	5.1%	0.0%	4.3%	2.5%	56.4K	-2.2M	-4.4K	0.00	103.53	N/A	N/A	0	50	443	158
2024-01-12	$67.78	$0.00	16.5%	4.7%	16.9%	4.7%	0.0%	4.0%	-0.1%	60.0K	-2.3M	-4.0K	0.00	109.80	N/A	N/A	0	64	443	208
2024-01-16	$67.77	$0.00	17.4%	5.0%	16.9%	6.0%	0.0%	4.0%	-0.6%	-51.0K	-2.1M	-4.4K	0.00	103.51	N/A	N/A	1	0	443	322
2024-01-17	$67.30	$0.00	18.9%	5.4%	16.9%	8.1%	0.0%	6.0%	1.4%	-95.7K	-1.9M	-4.7K	0.00	106.60	N/A	N/A	0	50	444	322
2024-01-18	$68.88	$0.00	17.8%	5.1%	18.9%	6.5%	0.0%	4.6%	-0.8%	33.1K	-2.4M	-4.0K	0.00	106.81	N/A	N/A	10	0	444	322
2024-01-19	$70.47	$0.00	17.9%	5.1%	20.5%	6.8%	22.0%	4.4%	1.0%	57.2K	-2.6M	-3.8K	0.14	100.22	N/A	N/A	7	1	448	322
2024-01-22	$70.80	$62.00	18.5%	5.3%	19.7%	7.6%	0.0%	3.7%	-1.5%	49.2K	-2.7M	-3.0K	0.00	106.71	N/A	N/A	0	0	438	61
2024-01-23	$70.94	$62.00	18.3%	5.2%	19.6%	7.2%	0.0%	4.4%	-1.8%	49.2K	-2.7M	-3.0K	0.00	105.48	N/A	N/A	16	0	438	61
2024-01-24	$71.78	$62.00	17.2%	4.9%	19.9%	5.7%	14.1%	-0.2%	-1.4%	45.0K	-2.8M	-2.9K	0.00	98.30	N/A	N/A	13	0	448	61
2024-01-25	$71.83	$62.00	16.9%	4.8%	19.8%	5.3%	16.2%	-1.9%	-0.9%	51.6K	-2.9M	-3.0K	2.00	103.86	N/A	N/A	1	2	460	61
2024-01-26	$71.17	$62.00	17.9%	5.1%	20.3%	6.7%	17.4%	0.8%	0.3%	53.5K	-2.8M	-3.2K	0.00	107.97	N/A	N/A	2	0	461	63
2024-01-29	$71.78	$62.00	18.3%	5.3%	20.4%	7.3%	22.2%	0.3%	0.6%	53.2K	-2.8M	-3.0K	0.00	105.17	N/A	N/A	2	0	463	63
2024-01-30	$71.26	$62.00	18.4%	5.3%	20.5%	7.4%	0.0%	1.2%	-1.4%	52.0K	-2.8M	-3.1K	0.00	111.83	N/A	N/A	0	1	461	63
2024-01-31	$70.03	$62.00	17.6%	5.0%	17.7%	6.3%	0.0%	1.1%	0.3%	62.2K	-2.6M	-3.5K	1.00	113.80	N/A	N/A	1	1	461	64