IXN Options History — September 2024

In September 2024, IXN traded between $75.22 and $83.41. ATM implied volatility averaged 24.5%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded below realized volatility by 2.5% (HV 20d: 27.0%). Max pain ranged from $70.00 to $75.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.97.

Notable Days

2024-09-17: Highest Volume — 10 contracts
2024-09-11: Largest IV drop — 15.0% change
2024-09-09: Highest IV Rank — 34.3%
2024-09-06: Largest Expected Move — 8.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$79.90	$75.22	$83.41	$77.45	$82.10
Max Pain	$74.60	$70.00	$75.00	$70.00	$75.00
ATM IV	24.5%	19.1%	33.0%	27.8%	21.9%
Expected Move	6.8%	5.5%	8.3%	8.0%	6.3%
HV 20d	27.0%	25.8%	29.3%	29.3%	26.7%
HV 60d	29.7%	29.1%	30.2%	29.1%	30.1%
IV Rank	20.6%	11.9%	34.3%	26.0%	16.5%
IV Percentile	65.0%	41.3%	84.1%	78.2%	59.9%
Term Structure	0.0%	-5.2%	3.9%	-5.2%	1.7%
VWIV	22.6%	20.0%	25.5%	24.7%	20.2%
Skew 25d	4.4%	0.7%	11.2%	11.2%	6.4%
Skew 10d	7.4%	2.1%	11.2%	6.5%	4.7%
Call IV 25d	18.4%	15.0%	23.1%	22.2%	15.0%
Put IV 25d	22.8%	18.9%	33.3%	33.3%	21.4%
Bid-Ask Spread %	119.94	100.18	141.37	117.78	124.09
Gamma HHI	0.19	0.13	0.28	0.16	0.23
Net GEX	39.0K	35.1K	43.7K	39.2K	43.7K
Net DEX	-830.6K	-1.1M	-554.7K	-808.0K	-830.9K
Net VEX	-2.6K	-2.7K	-2.4K	-2.7K	-2.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.97	0.00	5.00	5.00	0.00
Total Volume	3.65	0	10	6	0
Total OI	241.15	189	263	248	206

Daily Data (20 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
2024-09-03	$77.45	$70.00	27.8%	8.0%	29.3%	26.0%	24.7%	11.2%	-5.2%	39.2K	-808.0K	-2.7K	5.00	117.78	N/A	N/A	1	5	232	16
2024-09-04	$77.34	$72.00	28.9%	8.3%	28.0%	27.7%	25.5%	2.7%	-2.0%	37.9K	-719.1K	-2.7K	0.00	114.58	N/A	N/A	2	0	233	20
2024-09-05	$77.10	$75.00	29.5%	7.7%	27.5%	28.6%	0.0%	9.7%	-0.3%	37.5K	-721.7K	-2.7K	3.00	100.18	N/A	N/A	1	3	235	22
2024-09-06	$75.22	$75.00	31.7%	8.3%	27.4%	32.2%	0.0%	10.1%	-1.5%	35.9K	-554.7K	-2.6K	0.29	107.89	N/A	N/A	7	2	236	22
2024-09-09	$76.03	$75.00	33.0%	8.1%	27.6%	34.3%	0.0%	8.4%	-1.6%	36.6K	-606.9K	-2.5K	1.00	104.27	N/A	N/A	1	1	237	24
2024-09-10	$76.95	$75.00	29.1%	7.5%	27.9%	28.1%	0.0%	3.6%	-0.2%	37.5K	-683.0K	-2.6K	0.33	118.71	N/A	N/A	3	1	236	24
2024-09-11	$79.27	$75.00	24.8%	7.1%	27.7%	21.1%	0.0%	7.7%	-0.3%	38.3K	-826.1K	-2.5K	3.00	119.24	N/A	N/A	1	3	234	25
2024-09-12	$80.43	$75.00	24.0%	6.9%	28.1%	19.9%	0.0%	3.1%	-0.7%	38.3K	-944.8K	-2.7K	0.00	118.12	N/A	N/A	0	1	234	27
2024-09-13	$80.80	$75.00	22.7%	6.5%	26.1%	17.7%	0.0%	4.3%	0.6%	37.5K	-980.8K	-2.7K	0.00	117.30	N/A	N/A	0	1	234	28
2024-09-16	$80.25	$75.00	23.6%	6.8%	26.2%	19.3%	0.0%	3.4%	-0.6%	36.3K	-910.5K	-2.5K	0.00	122.17	N/A	N/A	2	0	234	28
2024-09-17	$79.94	$75.00	23.9%	6.8%	25.8%	19.7%	0.0%	1.3%	-2.0%	35.8K	-907.4K	-2.6K	0.00	114.83	N/A	N/A	10	0	234	28
2024-09-18	$79.81	$75.00	23.6%	6.8%	25.8%	19.2%	0.0%	2.4%	-2.7%	35.1K	-911.9K	-2.5K	0.00	136.76	N/A	N/A	4	0	234	28
2024-09-19	$82.18	$75.00	22.2%	6.4%	28.0%	17.0%	0.0%	3.6%	0.3%	41.5K	-1.1M	-2.5K	0.00	117.69	N/A	N/A	0	0	235	28
2024-09-20	$81.78	$75.00	21.0%	6.0%	26.8%	15.0%	0.0%	2.7%	2.0%	40.2K	-1.1M	-2.5K	0.00	121.44	N/A	N/A	0	7	235	28
2024-09-23	$81.50	$75.00	20.9%	6.0%	26.3%	14.8%	20.0%	0.7%	1.5%	37.9K	-748.3K	-2.4K	0.00	127.18	N/A	N/A	8	0	182	7
2024-09-24	$82.07	$75.00	20.1%	5.8%	26.0%	13.6%	0.0%	1.7%	2.6%	41.8K	-793.1K	-2.5K	0.00	123.03	N/A	N/A	0	0	190	7
2024-09-25	$81.92	$75.00	19.1%	5.5%	25.9%	11.9%	0.0%	1.1%	3.1%	42.1K	-798.8K	-2.4K	1.00	128.65	N/A	N/A	2	2	190	7
2024-09-26	$83.41	$75.00	20.5%	5.9%	26.4%	14.1%	20.2%	2.2%	3.9%	43.2K	-884.0K	-2.6K	0.00	141.37	N/A	N/A	1	0	192	9
2024-09-27	$82.43	$75.00	21.6%	6.2%	26.7%	16.0%	0.0%	1.6%	1.9%	42.9K	-838.4K	-2.5K	0.00	123.41	N/A	N/A	4	0	193	9
2024-09-30	$82.10	$75.00	21.9%	6.3%	26.7%	16.5%	0.0%	6.4%	1.7%	43.7K	-830.9K	-2.5K	0.00	124.09	N/A	N/A	0	0	197	9