IXN Options History — May 2024

In May 2024, IXN traded between $70.43 and $78.52. ATM implied volatility averaged 21.2%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 2.0% (HV 20d: 19.2%). Max pain ranged from $55.00 to $70.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.59.

Notable Days

  • 2024-05-15: Highest Volume — 57 contracts
  • 2024-05-28: Largest IV spike — 55.3% change
  • 2024-05-14: Highest IV Rank — 26.7%
  • 2024-05-02: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$75.24$70.43$78.52$70.43$75.89
Max Pain$57.05$55.00$70.00$70.00$55.00
ATM IV21.2%11.7%29.4%23.8%18.2%
Expected Move5.2%3.3%6.9%6.8%5.2%
HV 20d19.2%14.3%23.9%21.4%17.1%
HV 60d19.3%18.1%20.5%19.8%18.1%
IV Rank13.7%0.0%26.7%17.4%10.5%
IV Percentile38.9%0.0%64.3%54.4%33.7%
Term Structure-0.6%-6.8%5.8%-6.8%-0.1%
VWIV18.3%10.7%44.4%23.8%18.0%
Skew 25d-0.7%-8.0%6.8%1.1%6.6%
Skew 10d0.6%-5.3%6.4%5.6%1.1%
Call IV 25d18.9%13.0%26.7%26.3%15.9%
Put IV 25d18.2%10.3%28.7%27.4%22.4%
Bid-Ask Spread %125.45116.58153.62143.37118.10
Gamma HHI0.180.110.280.220.28
Net GEX36.8K20.2K51.8K51.8K47.1K
Net DEX-1.9M-2.4M-1.4M-1.4M-1.9M
Net VEX-1.4K-2.0K-924-2.0K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.0010.000.000.00
Total Volume13.727057222
Total OI327293408316331

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$70.43$70.0023.8%6.8%21.4%17.4%23.8%1.1%-6.8%51.8K-1.4M-2.0K0.00143.37N/AN/A2029719
2024-05-02$70.89$70.0024.1%6.9%21.2%18.0%0.0%2.0%-6.7%49.9K-1.4M-1.9K0.00145.97N/AN/A12029719
2024-05-03$72.94$70.0023.6%6.8%23.6%17.2%0.0%6.0%-4.3%50.4K-1.6M-1.9K0.00153.62N/AN/A2030019
2024-05-06$73.70$55.0021.2%4.9%23.9%13.2%0.0%-2.9%2.3%48.9K-1.7M-1.6K0.00122.02N/AN/A0030019
2024-05-07$73.72$55.0026.9%5.1%23.9%22.6%15.9%-2.3%0.7%44.4K-1.7M-1.6K10.00127.26N/AN/A11030019
2024-05-08$73.70$55.0027.1%5.1%23.8%22.9%0.0%-4.5%1.7%42.4K-1.7M-1.6K0.00127.23N/AN/A0030129
2024-05-09$73.59$55.0029.2%5.1%22.5%26.4%13.0%-5.5%0.8%42.8K-1.7M-1.6K0.00129.73N/AN/A14030129
2024-05-10$73.85$55.0029.2%5.1%21.6%26.4%0.0%-1.3%-0.1%38.8K-1.7M-1.5K0.00128.39N/AN/A50030129
2024-05-13$74.17$55.0028.7%5.2%20.4%25.5%0.0%1.2%0.2%35.0K-2.1M-1.4K0.00127.74N/AN/A51035129
2024-05-14$74.91$55.0029.4%4.1%20.7%26.7%15.8%6.8%1.9%35.7K-2.4M-1.2K0.00120.30N/AN/A12037929
2024-05-15$76.58$55.0017.2%4.9%20.8%6.6%21.1%3.2%2.2%42.9K-2.2M-1.2K0.00116.58N/AN/A57033529
2024-05-16$76.22$55.0014.8%4.2%20.3%2.6%17.1%1.7%5.8%44.2K-2.2M-1.2K0.00121.65N/AN/A5033829
2024-05-17$75.97$55.0017.6%5.0%16.3%7.3%0.0%2.5%-0.9%44.6K-2.2M-1.2K0.00122.79N/AN/A1034329
2024-05-20$76.80$55.0017.6%5.0%16.2%7.3%13.0%-2.1%-0.4%22.0K-1.9M-1.0K0.00120.57N/AN/A4026825
2024-05-21$76.89$55.0017.9%5.1%15.7%7.8%10.7%-6.0%-1.2%24.7K-1.9M-1.1K0.00120.92N/AN/A0127225
2024-05-22$76.87$55.0017.9%5.1%15.8%7.8%0.0%-6.7%-1.6%24.2K-1.9M-1.1K0.00120.37N/AN/A0027226
2024-05-23$77.13$55.0017.9%5.1%15.7%7.7%13.6%-8.0%-3.0%23.5K-1.9M-1.1K0.00117.29N/AN/A1027226
2024-05-24$77.86$55.0011.7%3.3%15.2%0.0%0.0%-2.3%1.9%22.2K-2.0M-1.0K0.00116.83N/AN/A0027326
2024-05-28$78.52$55.0018.1%5.2%15.2%10.4%44.4%-2.2%-3.0%20.2K-2.0M-9240.00118.22N/AN/A25027326
2024-05-29$78.25$55.0013.6%3.9%14.3%3.1%17.2%2.3%-0.6%21.5K-2.0M-1.0K0.00120.80N/AN/A11027326
2024-05-30$76.50$55.0020.9%6.0%16.6%14.9%14.8%-4.3%-2.5%32.9K-1.9M-1.3K0.00120.23N/AN/A21028426
2024-05-31$75.89$55.0018.2%5.2%17.1%10.5%18.0%6.6%-0.1%47.1K-1.9M-1.3K0.00118.10N/AN/A22030526