IXN Options History — October 2024

In October 2024, IXN traded between $80.78 and $84.71. ATM implied volatility averaged 24.3%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 5.5% (HV 20d: 18.8%). Max pain ranged from $75.00 to $83.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.72.

Notable Days

  • 2024-10-23: Highest Volume — 50 contracts
  • 2024-10-31: Largest IV spike — 37.3% change
  • 2024-10-31: Highest IV Rank — 33.3%
  • 2024-10-31: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.86$80.78$84.71$80.78$80.98
Max Pain$82.17$75.00$83.00$75.00$83.00
ATM IV24.3%21.4%30.0%23.4%30.0%
Expected Move7.0%6.3%8.6%6.7%8.6%
HV 20d18.8%16.0%22.1%22.0%19.6%
HV 60d27.9%22.4%30.3%30.2%23.0%
IV Rank22.1%15.7%33.3%18.9%33.3%
IV Percentile72.9%58.3%93.7%66.3%93.7%
Term Structure-0.3%-5.7%9.6%-0.2%9.6%
VWIV22.6%13.4%30.2%24.5%30.2%
Skew 25d4.0%-1.3%11.7%3.4%4.2%
Skew 10d5.4%-1.7%11.9%9.6%3.7%
Call IV 25d18.5%13.5%22.6%19.3%22.1%
Put IV 25d22.5%19.0%26.4%22.8%26.4%
Bid-Ask Spread %119.4197.71141.80121.39129.44
Gamma HHI0.190.150.220.220.17
Net GEX42.3K25.2K54.3K40.8K37.3K
Net DEX-819.2K-1.0M-551.8K-744.7K-551.8K
Net VEX-2.8K-3.7K-2.2K-2.5K-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.720.006.006.003.00
Total Volume8.43505074
Total OI246.304206352206352

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$80.78$75.0023.4%6.7%22.0%18.9%24.5%3.4%-0.2%40.8K-744.7K-2.5K6.00121.39N/AN/A161979
2024-10-02$81.40$81.0022.4%6.4%22.1%17.3%0.0%3.5%1.6%41.3K-729.1K-2.4K0.00123.91N/AN/A5019815
2024-10-03$81.00$82.0023.3%7.1%22.1%18.7%0.0%11.7%-0.2%40.4K-765.8K-2.6K0.0097.71N/AN/A0020315
2024-10-04$81.90$82.0021.4%7.1%19.8%15.7%19.6%4.5%-0.3%41.6K-802.1K-2.6K0.00100.08N/AN/A1020315
2024-10-07$81.16$82.0024.2%7.3%20.2%20.1%0.0%7.7%-0.0%40.5K-789.4K-2.5K0.00101.96N/AN/A0020415
2024-10-08$82.66$82.0025.2%6.9%20.7%21.8%0.0%7.4%-0.4%44.0K-858.3K-2.6K0.00102.06N/AN/A0020415
2024-10-09$83.59$82.0023.3%6.7%18.5%18.8%24.2%2.1%-0.4%46.6K-929.4K-2.6K0.00101.62N/AN/A2020415
2024-10-10$83.31$82.0024.3%7.0%18.1%20.2%0.0%2.1%-0.6%46.0K-915.6K-2.5K0.00108.67N/AN/A1020415
2024-10-11$83.69$82.0023.5%6.7%18.1%21.5%24.7%0.7%0.1%46.1K-945.6K-2.6K0.00109.36N/AN/A0120515
2024-10-14$84.71$82.0023.8%6.8%18.2%22.1%0.0%-1.3%-0.5%53.4K-1.0M-2.5K0.71114.13N/AN/A7520516
2024-10-15$82.75$82.0024.1%6.9%20.3%22.6%15.8%0.4%-1.1%45.0K-863.9K-2.3K1.00109.83N/AN/A1119815
2024-10-16$82.78$83.0024.5%7.0%20.3%23.3%13.4%8.1%-0.7%44.9K-837.4K-2.3K0.00116.62N/AN/A12019816
2024-10-17$83.57$83.0022.9%6.6%17.8%20.4%20.9%-1.1%0.3%50.5K-944.0K-2.5K0.00116.55N/AN/A12020816
2024-10-18$83.67$83.0023.3%6.7%17.6%21.2%0.0%2.8%-0.7%54.3K-1.0M-2.6K0.27125.04N/AN/A11322016
2024-10-21$83.73$83.0023.1%6.6%17.6%20.7%21.8%2.9%-0.3%51.5K-890.6K-2.2K0.00117.60N/AN/A2021811
2024-10-22$84.04$83.0023.4%6.7%17.5%21.3%0.0%3.9%-1.9%46.2K-956.2K-2.6K0.00137.71N/AN/A1022111
2024-10-23$82.72$83.0026.4%7.6%18.5%26.7%0.0%5.8%-5.7%46.2K-853.7K-2.7K0.00125.71N/AN/A05022111
2024-10-24$82.89$83.0024.6%7.1%17.3%23.5%0.0%4.6%-3.1%33.2K-635.7K-3.4K0.00140.73N/AN/A0022161
2024-10-25$83.41$83.0027.5%7.9%16.9%28.7%28.5%8.2%-1.5%37.9K-757.4K-3.4K0.00134.80N/AN/A02222161
2024-10-28$83.40$83.0026.7%7.7%16.8%27.3%24.0%7.5%-2.3%25.2K-609.6K-3.4K0.00141.80N/AN/A41022183
2024-10-29$84.44$83.0025.2%7.2%16.0%24.6%24.4%0.8%-1.1%32.6K-746.8K-3.3K0.50132.08N/AN/A2126283
2024-10-30$83.22$83.0021.9%6.3%16.9%18.5%21.4%3.3%1.5%28.5K-683.6K-3.6K0.00137.74N/AN/A2026484
2024-10-31$80.98$83.0030.0%8.6%19.6%33.3%30.2%4.2%9.6%37.3K-551.8K-3.7K3.00129.44N/AN/A1326884