IXN Options History — June 2024

In June 2024, IXN traded between $76.83 and $84.77. ATM implied volatility averaged 20.4%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 3.0% (HV 20d: 17.4%). Max pain ranged from $55.00 to $79.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.07.

Notable Days

2024-06-25: Highest Volume — 51 contracts
2024-06-11: Largest IV drop — 28.5% change
2024-06-10: Highest IV Rank — 20.5%
2024-06-04: Largest Expected Move — 6.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$81.55	$76.83	$84.77	$76.83	$83.31
Max Pain	$71.67	$55.00	$79.00	$55.00	$74.00
ATM IV	20.4%	17.0%	24.4%	21.8%	20.0%
Expected Move	5.6%	4.9%	6.5%	6.2%	5.7%
HV 20d	17.4%	14.5%	20.0%	14.8%	17.4%
HV 60d	18.3%	17.6%	19.1%	17.8%	19.1%
IV Rank	14.1%	8.6%	20.5%	16.2%	13.4%
IV Percentile	46.9%	17.1%	62.3%	54.8%	47.6%
Term Structure	-0.6%	-6.2%	2.2%	-4.0%	-0.4%
VWIV	19.6%	13.3%	30.6%	21.6%	30.6%
Skew 25d	1.0%	-7.8%	5.3%	-5.9%	0.3%
Skew 10d	3.6%	-2.0%	7.6%	2.4%	2.2%
Call IV 25d	20.5%	17.1%	25.4%	21.6%	20.9%
Put IV 25d	21.5%	14.9%	27.9%	15.8%	21.2%
Bid-Ask Spread %	133.68	117.98	147.97	117.98	131.14
Gamma HHI	0.27	0.12	0.43	0.28	0.31
Net GEX	28.3K	9.8K	59.2K	58.1K	20.9K
Net DEX	-1.4M	-2.3M	-547.4K	-2.0M	-864.2K
Net VEX	-1.0K	-1.7K	-603	-1.4K	-1.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.07	0.00	0.67	0.00	0.00
Total Volume	8.263	0	51	0	5
Total OI	228.526	94	347	346	143

Daily Data (19 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
2024-06-03	$76.83	$55.00	21.8%	6.2%	14.8%	16.2%	0.0%	-5.9%	-4.0%	58.1K	-2.0M	-1.4K	0.00	117.98	N/A	N/A	0	0	320	26
2024-06-04	$77.13	$55.00	22.6%	6.5%	14.5%	17.6%	0.0%	-7.8%	-2.3%	57.7K	-2.1M	-1.4K	0.00	120.15	N/A	N/A	0	0	320	26
2024-06-05	$79.09	$55.00	19.4%	5.6%	16.6%	12.4%	21.6%	2.5%	-5.7%	59.2K	-2.3M	-1.1K	0.00	120.95	N/A	N/A	17	0	320	26
2024-06-06	$79.08	$0.00	22.7%	5.1%	16.6%	17.8%	16.9%	2.4%	2.2%	41.9K	-2.2M	-1.3K	0.00	147.28	N/A	N/A	2	0	319	26
2024-06-07	$79.14	$79.00	22.9%	5.2%	16.5%	18.0%	0.0%	2.4%	1.7%	43.5K	-2.3M	-1.2K	0.00	147.97	N/A	N/A	0	0	321	26
2024-06-10	$79.31	$79.00	24.4%	5.4%	16.5%	20.5%	0.0%	-0.2%	2.1%	43.4K	-2.3M	-1.1K	0.00	145.94	N/A	N/A	0	0	321	26
2024-06-11	$80.13	$79.00	17.4%	5.2%	16.7%	9.3%	13.3%	1.6%	2.1%	38.3K	-1.2M	-1.0K	0.67	138.38	N/A	N/A	15	10	169	26
2024-06-12	$82.14	$74.00	17.0%	4.9%	18.2%	8.6%	16.7%	1.6%	0.6%	22.4K	-1.3M	-740	0.00	131.68	N/A	N/A	7	0	173	36
2024-06-13	$83.00	$74.00	17.4%	5.0%	17.1%	9.2%	0.0%	1.6%	1.6%	18.8K	-1.3M	-698	0.00	138.16	N/A	N/A	5	0	169	36
2024-06-14	$83.19	$74.00	19.1%	5.5%	16.9%	12.0%	0.0%	2.1%	0.4%	18.8K	-1.3M	-705	0.00	138.84	N/A	N/A	0	0	174	36
2024-06-17	$84.54	$74.00	19.0%	5.5%	17.1%	11.8%	0.0%	2.2%	1.4%	12.7K	-1.4M	-603	0.00	128.63	N/A	N/A	0	0	170	36
2024-06-18	$84.77	$74.00	20.1%	5.8%	17.0%	13.5%	0.0%	0.6%	1.3%	12.2K	-1.4M	-603	0.00	134.49	N/A	N/A	1	0	170	36
2024-06-20	$83.99	$74.00	20.3%	5.8%	17.7%	13.9%	16.3%	2.6%	0.2%	12.3K	-1.4M	-654	0.00	127.48	N/A	N/A	40	0	171	36
2024-06-21	$83.43	$74.00	20.3%	5.8%	18.0%	13.9%	0.0%	0.2%	-1.2%	16.0K	-1.3M	-733	0.00	131.55	N/A	N/A	4	0	174	36
2024-06-24	$81.85	$74.00	22.6%	6.5%	19.8%	17.6%	0.0%	0.3%	-6.2%	9.8K	-547.4K	-801	0.00	129.61	N/A	N/A	0	0	82	12
2024-06-25	$82.86	$74.00	19.6%	5.6%	20.0%	12.8%	22.1%	3.0%	0.2%	11.7K	-570.8K	-722	0.00	132.28	N/A	N/A	51	0	82	12
2024-06-26	$82.65	$74.00	20.5%	5.9%	20.0%	14.2%	0.0%	5.3%	-2.0%	20.2K	-829.6K	-1.7K	0.00	137.64	N/A	N/A	0	0	131	12
2024-06-27	$83.00	$74.00	20.7%	5.9%	19.9%	14.6%	0.0%	4.3%	-3.7%	20.1K	-844.7K	-1.7K	0.00	139.79	N/A	N/A	0	0	131	12
2024-06-28	$83.31	$74.00	20.0%	5.7%	17.4%	13.4%	30.6%	0.3%	-0.4%	20.9K	-864.2K	-1.6K	0.00	131.14	N/A	N/A	5	0	131	12