IXN Options History — March 2024

In March 2024, IXN traded between $73.04 and $75.56. ATM implied volatility averaged 18.8%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded below realized volatility by 2.8% (HV 20d: 21.7%). Max pain ranged from $57.00 to $74.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.16.

Notable Days

2024-03-07: Highest Volume — 16 contracts
2024-03-11: Largest IV spike — 32.8% change
2024-03-11: Highest IV Rank — 15.0%
2024-03-19: Largest Expected Move — 5.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$74.60	$73.04	$75.56	$74.78	$74.87
Max Pain	$70.35	$57.00	$74.00	$57.00	$70.00
ATM IV	18.8%	15.7%	23.7%	15.7%	16.6%
Expected Move	5.3%	4.5%	5.9%	4.5%	4.7%
HV 20d	21.7%	19.0%	24.0%	20.4%	19.0%
HV 60d	19.3%	17.8%	20.0%	17.8%	18.6%
IV Rank	8.6%	3.5%	15.0%	3.5%	5.5%
IV Percentile	27.3%	8.3%	40.5%	8.3%	13.1%
Term Structure	0.7%	-1.4%	2.1%	2.0%	1.6%
VWIV	16.6%	12.5%	18.9%	15.6%	17.2%
Skew 25d	4.0%	-1.0%	10.5%	3.6%	1.8%
Skew 10d	1.2%	-2.8%	4.7%	4.7%	-1.5%
Call IV 25d	14.7%	11.9%	18.6%	12.3%	12.8%
Put IV 25d	18.8%	13.8%	22.4%	15.8%	14.6%
Bid-Ask Spread %	95.75	82.63	116.29	100.11	116.29
Gamma HHI	0.19	0.15	0.23	0.22	0.15
Net GEX	37.3K	29.3K	47.3K	38.3K	37.2K
Net DEX	-2.4M	-3.2M	-1.5M	-3.1M	-1.7M
Net VEX	-2.2K	-2.5K	-1.8K	-2.0K	-1.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.00	2.33	0.00	0.00
Total Volume	3.9	0	16	4	0
Total OI	424.75	266	564	522	283

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
2024-03-01	$74.78	$57.00	15.7%	4.5%	20.4%	3.5%	15.6%	3.6%	2.0%	38.3K	-3.1M	-2.0K	0.00	100.11	N/A	N/A	4	0	455	67
2024-03-04	$75.03	$74.00	17.9%	5.0%	20.2%	6.8%	0.0%	1.6%	1.0%	37.4K	-3.2M	-1.8K	2.33	90.13	N/A	N/A	3	7	456	67
2024-03-05	$73.04	$74.00	20.4%	5.5%	22.7%	10.3%	0.0%	1.4%	0.4%	38.7K	-2.9M	-2.4K	0.00	82.63	N/A	N/A	1	0	456	84
2024-03-06	$73.94	$74.00	18.5%	5.5%	22.9%	7.5%	0.0%	5.1%	0.6%	36.9K	-3.0M	-2.2K	0.00	87.64	N/A	N/A	0	0	457	84
2024-03-07	$75.33	$74.00	20.1%	5.6%	23.0%	9.8%	0.0%	3.2%	-0.4%	32.4K	-3.1M	-2.0K	0.00	87.15	N/A	N/A	16	0	457	84
2024-03-08	$74.31	$74.00	17.8%	5.7%	23.6%	6.6%	0.0%	3.7%	1.0%	38.8K	-3.1M	-2.4K	0.00	82.84	N/A	N/A	14	0	468	84
2024-03-11	$73.78	$74.00	23.7%	5.7%	23.4%	15.0%	0.0%	1.6%	0.3%	39.3K	-3.0M	-2.5K	0.00	83.08	N/A	N/A	1	0	474	84
2024-03-12	$75.19	$74.00	22.3%	5.5%	24.0%	12.9%	18.9%	5.3%	0.9%	46.8K	-3.2M	-2.3K	0.00	88.17	N/A	N/A	1	0	474	84
2024-03-13	$74.55	$74.00	18.9%	5.4%	23.1%	8.2%	18.7%	7.4%	0.3%	42.2K	-3.2M	-2.2K	0.00	93.51	N/A	N/A	2	0	474	84
2024-03-14	$74.35	$67.00	18.6%	5.3%	22.8%	7.7%	12.5%	7.3%	1.8%	47.3K	-3.1M	-2.2K	0.00	91.36	N/A	N/A	12	0	474	84
2024-03-15	$73.41	$67.00	20.2%	5.8%	23.3%	11.5%	0.0%	7.2%	0.3%	44.6K	-3.0M	-2.5K	0.00	94.53	N/A	N/A	0	1	480	84
2024-03-18	$74.07	$67.00	20.3%	5.8%	23.3%	11.7%	0.0%	2.0%	-0.8%	33.1K	-1.5M	-2.3K	0.00	90.65	N/A	N/A	0	0	254	12
2024-03-19	$74.07	$67.00	20.4%	5.9%	22.8%	11.9%	0.0%	10.5%	0.7%	33.9K	-1.5M	-2.4K	0.00	95.04	N/A	N/A	1	0	254	12
2024-03-20	$74.92	$70.00	19.1%	5.5%	22.7%	9.8%	0.0%	7.1%	0.2%	31.2K	-1.6M	-2.1K	0.00	97.06	N/A	N/A	4	0	255	14
2024-03-21	$75.53	$70.00	17.4%	5.0%	19.2%	6.9%	17.2%	-1.0%	0.8%	29.3K	-1.7M	-1.9K	0.00	98.89	N/A	N/A	8	0	259	14
2024-03-22	$75.56	$70.00	16.9%	4.9%	19.1%	6.1%	0.0%	3.3%	1.1%	33.3K	-1.7M	-2.0K	0.00	107.18	N/A	N/A	0	0	266	14
2024-03-25	$75.43	$70.00	17.7%	5.1%	19.2%	7.3%	0.0%	5.9%	2.1%	34.0K	-1.7M	-2.0K	0.00	106.93	N/A	N/A	1	0	266	14
2024-03-26	$74.94	$70.00	17.3%	5.0%	19.4%	6.8%	0.0%	-0.5%	-1.4%	35.5K	-1.7M	-1.9K	0.00	111.09	N/A	N/A	1	0	267	14
2024-03-27	$74.89	$70.00	17.2%	4.9%	19.2%	6.5%	0.0%	4.6%	1.1%	36.5K	-1.7M	-2.0K	0.00	110.69	N/A	N/A	1	0	268	14
2024-03-28	$74.87	$70.00	16.6%	4.7%	19.0%	5.5%	0.0%	1.8%	1.6%	37.2K	-1.7M	-1.9K	0.00	116.29	N/A	N/A	0	0	269	14