IXN Options History — July 2024

In July 2024, IXN traded between $77.28 and $87.72. ATM implied volatility averaged 23.9%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 4.0% (HV 20d: 20.0%). Max pain ranged from $74.00 to $85.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.15.

Notable Days

  • 2024-07-22: Highest Volume — 297 contracts
  • 2024-07-10: Largest IV drop — 17.9% change
  • 2024-07-29: Highest IV Rank — 28.5%
  • 2024-07-29: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.22$77.28$87.72$83.36$80.85
Max Pain$79.45$74.00$85.00$74.00$79.00
ATM IV23.9%19.7%29.4%19.7%27.3%
Expected Move6.7%5.6%8.4%5.7%7.8%
HV 20d20.0%15.3%31.0%16.9%31.0%
HV 60d19.1%17.6%22.1%18.8%22.1%
IV Rank19.7%13.0%28.5%13.0%25.2%
IV Percentile65.7%47.2%77.4%47.2%74.6%
Term Structure-0.9%-8.5%3.1%3.1%-0.6%
VWIV27.0%18.7%36.9%23.5%30.4%
Skew 25d2.2%-0.4%6.9%3.9%0.4%
Skew 10d3.0%-4.3%9.8%2.7%-2.7%
Call IV 25d20.3%16.7%26.5%19.3%23.1%
Put IV 25d22.5%18.7%27.8%23.1%23.5%
Bid-Ask Spread %126.76108.61140.14132.15116.86
Gamma HHI0.310.240.450.320.37
Net GEX29.9K16.0K61.6K21.5K59.4K
Net DEX-937.4K-1.1M-591.2K-891.5K-891.2K
Net VEX-1.8K-2.4K-1.3K-1.6K-2.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.001.000.000.00
Total Volume16.591029764
Total OI179.182136231148231

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$83.36$74.0019.7%5.7%16.9%13.0%23.5%3.9%3.1%21.5K-891.5K-1.6K0.00132.15N/AN/A6013612
2024-07-02$83.98$74.0020.2%5.8%16.7%13.7%36.9%2.4%0.9%21.1K-970.2K-1.6K0.00137.34N/AN/A5014212
2024-07-03$85.10$74.0023.6%6.8%17.0%19.1%27.6%3.2%-8.5%19.2K-970.2K-1.4K0.00134.49N/AN/A7013712
2024-07-05$86.01$0.0021.4%5.6%15.4%15.6%0.0%2.5%0.5%19.6K-1.1M-1.4K0.00136.35N/AN/A1014412
2024-07-08$86.42$0.0024.2%5.8%15.3%20.1%25.1%1.4%0.1%19.1K-1.1M-1.5K0.00140.14N/AN/A1014512
2024-07-09$86.34$85.0024.1%5.6%15.4%19.9%0.0%2.0%1.0%20.4K-1.1M-1.5K0.00136.96N/AN/A0014612
2024-07-10$87.72$85.0019.8%5.7%15.9%13.0%0.0%1.9%0.5%18.3K-1.1M-1.3K0.00137.11N/AN/A0014612
2024-07-11$85.95$85.0021.0%6.0%18.1%15.0%0.0%0.3%-0.0%21.2K-1.1M-1.5K0.00127.39N/AN/A0014612
2024-07-12$86.38$85.0021.0%6.0%16.3%15.1%24.9%6.9%-0.3%21.2K-1.1M-1.4K1.00128.09N/AN/A101014612
2024-07-15$86.16$79.0020.7%5.9%16.1%14.5%0.0%1.6%0.9%18.5K-1.1M-1.4K0.00136.47N/AN/A0014622
2024-07-16$86.09$79.0021.3%6.1%16.1%15.5%0.0%1.6%0.7%19.1K-1.1M-1.3K0.00137.99N/AN/A11014622
2024-07-17$82.92$79.0022.5%6.5%20.4%17.5%0.0%0.6%-0.3%21.0K-901.8K-1.6K0.00135.91N/AN/A1014222
2024-07-18$82.44$79.0024.4%7.0%20.5%20.6%0.0%2.3%-1.4%20.5K-857.7K-1.7K1.00127.40N/AN/A1114122
2024-07-19$81.25$79.0024.9%7.1%20.8%21.2%0.0%1.0%-0.8%20.1K-806.9K-1.7K0.00131.57N/AN/A1014023
2024-07-22$82.88$79.0024.4%7.0%22.0%20.4%24.2%2.6%-0.6%16.0K-757.0K-1.6K0.00114.11N/AN/A297012313
2024-07-23$82.72$79.0024.8%7.1%20.9%21.1%0.0%-0.4%-0.9%61.6K-1.1M-2.4K0.00123.07N/AN/A0021113
2024-07-24$79.60$79.0027.6%7.9%24.6%25.7%0.0%2.9%-1.0%48.7K-885.6K-2.4K0.00108.61N/AN/A0021113
2024-07-25$78.88$79.0029.3%8.4%24.7%28.4%0.0%6.8%-3.9%51.7K-787.9K-2.4K0.00111.06N/AN/A0121113
2024-07-26$79.27$79.0028.1%8.1%24.7%26.5%0.0%5.4%-2.4%49.8K-798.2K-2.4K0.00112.26N/AN/A0021114
2024-07-29$79.22$79.0029.4%8.4%24.6%28.5%18.7%-0.1%-2.8%50.7K-791.3K-2.3K0.00112.17N/AN/A6021114
2024-07-30$77.28$79.0026.6%7.6%25.8%23.9%31.6%0.1%-2.8%39.6K-591.2K-2.1K0.00111.12N/AN/A0221714
2024-07-31$80.85$79.0027.3%7.8%31.0%25.2%30.4%0.4%-0.6%59.4K-891.2K-2.3K0.00116.86N/AN/A4021714