IXN Options History — August 2024

In August 2024, IXN traded between $72.59 and $82.95. ATM implied volatility averaged 31.3%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 5.8% (HV 20d: 37.0%). Max pain ranged from $65.00 to $79.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.61.

Notable Days

  • 2024-08-05: Highest Volume — 21 contracts
  • 2024-08-14: Largest IV drop — 25.1% change
  • 2024-08-05: Highest IV Rank — 56.3%
  • 2024-08-05: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$79.11$72.59$82.95$77.36$80.92
Max Pain$66.73$65.00$79.00$79.00$70.00
ATM IV31.3%22.8%46.7%33.1%22.8%
Expected Move8.4%6.5%11.7%9.5%6.5%
HV 20d37.0%27.9%40.9%33.8%27.9%
HV 60d27.2%23.9%28.4%23.9%27.7%
IV Rank31.5%17.9%56.3%34.5%17.9%
IV Percentile78.5%62.3%92.5%81.7%62.3%
Term Structure-2.5%-8.1%13.9%-3.4%0.2%
VWIV26.3%20.4%34.4%34.4%31.1%
Skew 25d4.8%-9.7%15.9%-9.7%0.9%
Skew 10d4.2%-7.2%13.1%-7.2%5.5%
Call IV 25d21.6%15.6%32.7%32.7%20.4%
Put IV 25d26.4%20.8%44.0%23.0%21.3%
Bid-Ask Spread %108.8290.16120.50113.84115.35
Gamma HHI0.240.160.600.270.19
Net GEX43.1K23.3K114.3K44.1K42.7K
Net DEX-801.6K-1.1M-384.4K-668.1K-1.0M
Net VEX-2.3K-3.1K-1.8K-2.3K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.004.000.004.00
Total Volume5.18202150
Total OI228.864152261233248

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$77.36$79.0033.1%9.5%33.8%34.5%0.0%-9.7%-3.4%44.1K-668.1K-2.3K0.00113.84N/AN/A5021914
2024-08-02$75.33$79.0037.4%10.7%34.1%41.4%0.0%9.5%-4.7%34.2K-498.1K-2.1K0.08105.37N/AN/A12122414
2024-08-05$72.59$65.0046.7%11.7%35.5%56.3%0.0%15.9%-8.1%27.0K-384.4K-2.1K0.0599.37N/AN/A20122415
2024-08-06$74.55$65.0044.4%11.3%37.6%52.7%34.4%1.9%-6.9%35.2K-463.6K-2.1K0.00120.50N/AN/A1023414
2024-08-07$73.55$65.0042.7%10.1%36.6%49.9%0.0%10.7%-5.9%32.9K-478.6K-2.2K0.0090.16N/AN/A0024414
2024-08-08$75.59$65.0038.1%9.4%38.5%42.5%0.0%8.0%-4.8%36.2K-528.7K-2.3K0.00110.55N/AN/A0024414
2024-08-09$76.10$65.0034.9%9.1%38.6%37.4%26.5%13.0%-3.9%36.5K-563.8K-2.2K2.0098.89N/AN/A1224414
2024-08-12$76.43$65.0039.5%8.1%38.7%44.8%27.7%5.5%-3.3%37.8K-614.5K-2.2K0.00105.82N/AN/A0224414
2024-08-13$78.84$65.0035.4%8.0%40.9%38.1%20.4%9.8%-2.5%49.5K-771.6K-2.2K0.00111.94N/AN/A0124416
2024-08-14$79.06$65.0026.5%7.6%39.0%23.9%0.0%8.4%-2.0%53.5K-792.8K-2.1K0.00105.43N/AN/A0624417
2024-08-15$81.41$65.0025.1%7.2%40.6%21.5%0.0%6.7%13.9%106.4K-1.0M-2.0K0.00107.96N/AN/A5024411
2024-08-16$81.54$65.0023.7%6.8%40.2%19.4%0.0%2.9%-0.5%114.3K-1.0M-2.0K0.00112.00N/AN/A0024511
2024-08-19$82.50$65.0029.1%8.4%39.8%28.1%22.2%1.5%-6.1%23.3K-866.9K-1.8K0.10111.26N/AN/A1011439
2024-08-20$82.69$65.0024.6%7.1%39.8%20.9%0.0%3.5%-1.2%28.2K-926.5K-2.1K0.00111.34N/AN/A0015910
2024-08-21$82.95$65.0025.4%7.3%37.1%22.1%0.0%4.4%-1.4%27.8K-946.7K-2.1K0.00111.19N/AN/A0016010
2024-08-22$81.10$65.0027.0%7.8%38.0%24.7%24.4%-0.0%-2.4%29.5K-871.5K-2.2K0.07108.91N/AN/A14116010
2024-08-23$82.35$65.0026.2%7.5%38.3%23.4%25.3%1.1%-1.2%28.1K-984.8K-2.2K0.00107.36N/AN/A19017011
2024-08-26$81.37$65.0027.0%7.7%38.6%24.7%0.0%1.0%-1.5%30.7K-978.7K-2.2K0.00110.44N/AN/A5017411
2024-08-27$82.05$65.0027.3%7.8%37.4%25.1%25.0%3.6%-1.9%44.4K-1.1M-3.1K1.00110.10N/AN/A1123411
2024-08-28$81.28$65.0027.8%8.0%34.1%25.9%31.1%2.3%-3.6%43.7K-1.1M-3.1K4.00109.45N/AN/A1423312
2024-08-29$80.83$70.0023.4%6.7%29.9%18.9%0.0%5.1%-3.6%42.7K-1.0M-2.9K0.00116.90N/AN/A0023216
2024-08-30$80.92$70.0022.8%6.5%27.9%17.9%0.0%0.9%0.2%42.7K-1.0M-2.9K0.00115.35N/AN/A0023216