IXN Options History — April 2024

In April 2024, IXN traded between $68.63 and $75.23. ATM implied volatility averaged 21.0%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 4.4% (HV 20d: 16.6%). Max pain ranged from $70.00 to $74.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.23.

Notable Days

  • 2024-04-02: Highest Volume — 32 contracts
  • 2024-04-17: Largest IV drop — 16.8% change
  • 2024-04-16: Highest IV Rank — 20.6%
  • 2024-04-16: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.52$68.63$75.23$74.94$71.09
Max Pain$71.36$70.00$74.00$70.00$70.00
ATM IV21.0%17.4%25.7%18.3%23.7%
Expected Move6.0%5.0%7.4%5.2%6.8%
HV 20d16.6%10.9%21.3%17.8%21.3%
HV 60d19.0%18.2%20.0%18.4%19.8%
IV Rank12.8%7.0%20.6%8.3%17.2%
IV Percentile43.1%22.2%53.6%29.4%53.6%
Term Structure-1.9%-8.1%1.0%-0.1%-7.6%
VWIV19.9%12.0%26.3%18.4%19.8%
Skew 25d5.3%-0.5%12.4%1.3%1.4%
Skew 10d3.4%-5.0%12.6%-2.3%1.3%
Call IV 25d17.1%12.5%24.5%13.8%24.5%
Put IV 25d22.3%14.9%26.9%15.1%25.9%
Bid-Ask Spread %114.7980.19153.32110.94145.85
Gamma HHI0.180.140.270.150.18
Net GEX47.9K37.2K54.3K37.2K48.6K
Net DEX-1.5M-1.7M-1.1M-1.7M-1.5M
Net VEX-2.2K-2.6K-1.9K-1.9K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.001.000.250.29
Total Volume5.13603250
Total OI314.136283322283316

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$74.94$70.0018.3%5.2%17.8%8.3%18.4%1.3%-0.1%37.2K-1.7M-1.9K0.25110.94N/AN/A4126914
2024-04-02$74.49$74.0018.7%5.4%17.9%9.1%19.0%0.5%0.4%37.8K-1.6M-2.0K0.03116.33N/AN/A31127115
2024-04-03$74.69$74.0017.4%5.0%14.9%7.0%0.0%4.6%0.6%48.4K-1.7M-2.2K0.00115.22N/AN/A1030116
2024-04-04$73.63$72.0019.8%5.7%15.3%10.9%0.0%6.1%-0.3%47.9K-1.6M-2.3K1.0080.19N/AN/A3330016
2024-04-05$74.19$72.0018.2%5.4%13.9%8.2%0.0%7.8%1.0%48.3K-1.6M-2.4K0.0082.49N/AN/A0030219
2024-04-08$74.18$72.0019.4%5.6%13.0%10.2%18.6%6.9%-0.6%47.8K-1.6M-2.2K0.0083.72N/AN/A1030219
2024-04-09$74.16$72.0019.6%5.6%12.8%10.5%0.0%4.1%0.8%48.2K-1.6M-2.3K0.0084.02N/AN/A0030319
2024-04-10$73.67$72.0019.0%5.5%10.9%9.6%0.0%8.3%0.5%47.4K-1.6M-2.2K0.0088.62N/AN/A8030319
2024-04-11$75.23$72.0019.0%5.5%13.0%9.6%0.0%4.1%0.4%51.3K-1.7M-2.2K0.0089.40N/AN/A2030319
2024-04-12$73.88$72.0021.5%6.2%14.6%13.7%0.0%4.9%-0.8%47.8K-1.6M-2.3K0.0084.45N/AN/A0030319
2024-04-15$72.48$72.0022.5%6.4%15.4%15.3%0.0%12.4%-1.6%45.8K-1.5M-2.4K0.0084.38N/AN/A0030319
2024-04-16$72.69$72.0025.7%7.4%15.1%20.6%0.0%7.2%-8.1%42.6K-1.5M-2.3K0.3390.85N/AN/A6230319
2024-04-17$71.54$72.0021.4%6.1%16.0%13.4%12.0%6.3%-1.2%49.4K-1.4M-2.3K0.00140.77N/AN/A3030317
2024-04-18$70.69$72.0021.3%6.1%15.6%13.4%20.6%2.8%-1.1%50.6K-1.3M-2.3K0.00140.78N/AN/A9030417
2024-04-19$68.63$70.0023.1%6.6%17.7%16.3%26.3%-0.5%-2.1%54.3K-1.1M-2.6K0.50131.64N/AN/A6330317
2024-04-22$69.47$70.0022.4%6.4%18.6%15.1%0.0%2.6%-5.4%52.8K-1.2M-2.4K0.00138.17N/AN/A13028616
2024-04-23$70.58$70.0022.8%6.5%19.9%15.8%22.9%7.9%-5.7%49.2K-1.4M-2.2K0.00140.74N/AN/A5028816
2024-04-24$70.79$70.0022.1%6.3%20.0%14.7%21.9%1.9%-4.2%50.4K-1.4M-2.1K1.00141.57N/AN/A1129316
2024-04-25$70.72$70.0021.4%6.1%20.0%13.5%19.8%4.3%-2.4%49.9K-1.4M-2.1K0.29135.21N/AN/A7229417
2024-04-26$71.87$70.0021.2%6.1%21.1%13.2%0.0%10.4%-1.2%47.8K-1.5M-2.0K0.00146.81N/AN/A0029719
2024-04-29$71.94$70.0022.9%6.6%21.1%16.0%0.0%10.2%-3.4%50.6K-1.5M-2.1K0.00153.32N/AN/A0029719
2024-04-30$71.09$70.0023.7%6.8%21.3%17.2%0.0%1.4%-7.6%48.6K-1.5M-1.9K0.00145.85N/AN/A0029719