IXN Options History — February 2024

In February 2024, IXN traded between $70.58 and $73.72. ATM implied volatility averaged 17.7%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded below realized volatility by 0.7% (HV 20d: 18.4%). Max pain ranged from $57.00 to $57.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.04.

Notable Days

2024-02-15: Highest Volume — 51 contracts
2024-02-13: Largest IV spike — 14.9% change
2024-02-21: Highest IV Rank — 10.4%
2024-02-21: Largest Expected Move — 5.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$72.30	$70.58	$73.72	$70.79	$73.37
Max Pain	$57.00	$57.00	$57.00	$57.00	$57.00
ATM IV	17.7%	15.3%	20.4%	17.9%	17.1%
Expected Move	5.1%	4.7%	5.9%	5.0%	4.9%
HV 20d	18.4%	16.1%	21.3%	17.4%	19.7%
HV 60d	16.5%	15.4%	17.7%	16.1%	17.7%
IV Rank	6.4%	2.9%	10.4%	6.7%	5.6%
IV Percentile	19.0%	6.3%	31.0%	18.3%	16.3%
Term Structure	1.6%	-1.8%	23.1%	0.8%	1.2%
VWIV	18.9%	16.4%	20.8%	19.7%	16.8%
Skew 25d	3.1%	-1.6%	6.5%	6.0%	-0.0%
Skew 10d	1.6%	-3.2%	8.6%	3.7%	-2.9%
Call IV 25d	14.6%	10.9%	19.7%	13.7%	16.4%
Put IV 25d	17.7%	14.7%	21.2%	19.7%	16.3%
Bid-Ask Spread %	97.64	81.05	104.39	99.38	82.53
Gamma HHI	0.20	0.16	0.24	0.16	0.21
Net GEX	48.1K	38.7K	56.4K	56.2K	44.8K
Net DEX	-2.9M	-3.1M	-2.6M	-2.7M	-3.0M
Net VEX	-2.6K	-3.3K	-2.2K	-3.3K	-2.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.04	0.00	0.67	0.00	0.00
Total Volume	5.85	0	51	1	2
Total OI	524.1	507	542	527	521

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
2024-02-01	$70.79	$57.00	17.9%	5.0%	17.4%	6.7%	0.0%	6.0%	0.8%	56.2K	-2.7M	-3.3K	0.00	99.38	N/A	N/A	1	0	462	65
2024-02-02	$71.54	$57.00	15.3%	4.7%	17.4%	2.9%	0.0%	5.7%	1.5%	52.9K	-2.8M	-3.0K	0.00	99.49	N/A	N/A	2	0	463	65
2024-02-05	$71.65	$57.00	16.0%	5.0%	17.2%	4.0%	0.0%	3.6%	-0.2%	53.9K	-2.8M	-3.1K	0.00	100.00	N/A	N/A	0	0	464	65
2024-02-06	$71.23	$57.00	17.3%	5.0%	16.1%	5.9%	0.0%	3.7%	1.6%	50.9K	-2.8M	-2.9K	0.00	100.27	N/A	N/A	0	2	464	65
2024-02-07	$72.48	$57.00	16.7%	4.8%	16.7%	5.0%	0.0%	5.9%	0.5%	45.5K	-2.9M	-2.6K	0.00	101.97	N/A	N/A	1	0	464	67
2024-02-08	$72.79	$57.00	17.7%	5.1%	16.7%	6.4%	19.7%	-0.2%	0.3%	46.9K	-3.0M	-2.5K	0.00	104.10	N/A	N/A	1	0	465	67
2024-02-09	$73.72	$57.00	16.4%	4.7%	16.9%	4.6%	0.0%	2.0%	3.5%	49.2K	-3.1M	-2.4K	0.00	102.98	N/A	N/A	1	0	465	67
2024-02-12	$73.03	$57.00	17.1%	4.9%	17.6%	5.6%	0.0%	2.8%	1.3%	46.9K	-3.0M	-2.4K	0.00	100.63	N/A	N/A	0	0	466	67
2024-02-13	$71.63	$57.00	19.7%	5.6%	19.4%	9.3%	0.0%	4.9%	-0.6%	48.4K	-2.9M	-2.8K	0.00	100.43	N/A	N/A	5	0	466	67
2024-02-14	$72.55	$57.00	17.5%	5.0%	19.4%	6.1%	20.8%	4.4%	1.5%	56.4K	-2.9M	-2.8K	0.00	102.57	N/A	N/A	6	0	470	67
2024-02-15	$72.40	$57.00	18.4%	5.3%	18.0%	7.4%	0.0%	6.5%	-0.2%	49.5K	-3.0M	-2.6K	0.00	103.19	N/A	N/A	51	0	475	67
2024-02-16	$71.91	$57.00	18.0%	5.2%	16.6%	6.9%	0.0%	3.8%	23.1%	44.4K	-2.8M	-2.7K	0.00	103.45	N/A	N/A	1	0	456	67
2024-02-20	$71.13	$57.00	20.2%	5.8%	17.1%	9.9%	19.2%	-1.6%	-1.2%	51.0K	-2.7M	-2.9K	0.67	101.89	N/A	N/A	3	2	444	64
2024-02-21	$70.58	$57.00	20.4%	5.9%	17.3%	10.4%	20.6%	5.6%	-1.8%	52.5K	-2.6M	-2.9K	0.00	104.39	N/A	N/A	18	0	444	66
2024-02-22	$73.19	$57.00	18.8%	5.4%	21.3%	8.0%	0.0%	4.5%	0.0%	41.0K	-2.9M	-2.4K	0.00	100.54	N/A	N/A	0	1	441	66
2024-02-23	$73.04	$57.00	18.1%	5.2%	21.3%	7.0%	0.0%	-0.1%	-1.6%	39.1K	-2.9M	-2.3K	0.00	99.32	N/A	N/A	6	0	441	67
2024-02-26	$73.18	$57.00	17.3%	5.0%	21.0%	5.9%	16.4%	3.2%	1.4%	38.7K	-2.9M	-2.3K	0.00	83.37	N/A	N/A	13	0	444	67
2024-02-27	$73.11	$57.00	17.2%	4.9%	20.8%	5.7%	0.0%	0.4%	1.3%	45.5K	-2.9M	-2.4K	0.00	81.23	N/A	N/A	1	0	453	67
2024-02-28	$72.72	$57.00	17.1%	4.9%	20.7%	5.6%	0.0%	1.8%	-0.1%	48.4K	-2.9M	-2.4K	0.00	81.05	N/A	N/A	0	0	454	67
2024-02-29	$73.37	$57.00	17.1%	4.9%	19.7%	5.6%	16.8%	-0.0%	1.2%	44.8K	-3.0M	-2.2K	0.00	82.53	N/A	N/A	2	0	454	67