IXN Options History — November 2024

In November 2024, IXN traded between $80.97 and $85.02. ATM implied volatility averaged 25.2%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 6.3% (HV 20d: 18.9%). Max pain ranged from $80.00 to $83.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 3.44.

Notable Days

2024-11-20: Highest Volume — 178 contracts
2024-11-20: Largest IV drop — 38.3% change
2024-11-19: Highest IV Rank — 67.2%
2024-11-19: Largest Expected Move — 10.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.11	$80.97	$85.02	$81.03	$83.84
Max Pain	$80.15	$80.00	$83.00	$83.00	$80.00
ATM IV	25.2%	15.7%	35.2%	27.9%	15.7%
Expected Move	7.8%	4.5%	10.1%	8.0%	4.5%
HV 20d	18.9%	15.9%	20.2%	19.2%	15.9%
HV 60d	21.1%	18.9%	22.4%	22.4%	19.1%
IV Rank	36.1%	11.5%	67.2%	31.5%	11.5%
IV Percentile	66.4%	9.5%	97.2%	89.3%	9.5%
Term Structure	-1.5%	-10.1%	2.8%	-1.6%	2.4%
VWIV	24.6%	12.1%	39.6%	24.5%	35.8%
Skew 25d	5.3%	-6.0%	16.2%	2.2%	1.5%
Skew 10d	8.8%	-1.1%	24.4%	2.8%	7.7%
Call IV 25d	20.7%	15.4%	30.4%	23.4%	16.9%
Put IV 25d	26.0%	18.5%	36.0%	25.7%	18.5%
Bid-Ask Spread %	151.73	126.55	167.90	143.03	133.36
Gamma HHI	0.18	0.15	0.22	0.15	0.18
Net GEX	28.8K	2.6K	46.5K	28.1K	14.2K
Net DEX	-648.0K	-913.2K	-339.4K	-379.7K	-712.7K
Net VEX	-3.2K	-4.6K	-2.4K	-3.0K	-3.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.44	0.00	22.00	17.00	0.00
Total Volume	16.15	0	178	54	0
Total OI	401.55	328	505	356	505

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
2024-11-01	$81.03	$83.00	27.9%	8.0%	19.2%	31.5%	24.5%	2.2%	-1.6%	28.1K	-379.7K	-3.0K	17.00	143.03	N/A	N/A	3	51	270	86
2024-11-04	$80.97	$80.00	30.7%	9.7%	18.9%	36.9%	0.0%	1.9%	-3.0%	28.0K	-339.4K	-2.8K	0.00	162.95	N/A	N/A	0	0	273	87
2024-11-05	$81.81	$80.00	31.3%	9.6%	18.1%	38.0%	39.6%	5.3%	-2.2%	27.4K	-440.1K	-3.1K	0.10	162.86	N/A	N/A	10	1	271	87
2024-11-06	$83.53	$80.00	21.3%	8.7%	19.2%	27.7%	21.7%	4.1%	-1.9%	33.4K	-685.0K	-3.2K	0.00	162.56	N/A	N/A	2	0	279	88
2024-11-07	$85.02	$80.00	20.4%	8.5%	20.1%	24.9%	30.1%	13.6%	-3.1%	46.5K	-913.2K	-3.1K	0.00	162.95	N/A	N/A	4	0	281	88
2024-11-08	$84.63	$80.00	21.5%	8.4%	20.2%	28.1%	22.9%	1.4%	-3.7%	38.7K	-844.8K	-3.2K	22.00	163.69	N/A	N/A	1	22	278	88
2024-11-11	$83.89	$80.00	26.0%	9.0%	20.0%	40.8%	20.5%	9.1%	-1.4%	32.8K	-782.6K	-3.2K	0.00	163.77	N/A	N/A	1	0	278	88
2024-11-12	$84.00	$80.00	28.7%	8.7%	18.0%	48.8%	0.0%	0.9%	-4.3%	37.1K	-745.5K	-2.9K	0.00	165.34	N/A	N/A	0	0	279	88
2024-11-13	$83.88	$80.00	32.0%	9.2%	18.0%	58.0%	0.0%	10.1%	-0.7%	31.8K	-781.5K	-3.1K	0.00	166.71	N/A	N/A	1	0	279	88
2024-11-14	$83.51	$80.00	32.5%	9.3%	17.8%	59.5%	0.0%	9.3%	-0.5%	34.2K	-703.5K	-2.9K	0.11	165.20	N/A	N/A	9	1	279	88
2024-11-15	$81.75	$80.00	31.7%	9.1%	19.3%	57.3%	31.1%	-6.0%	-10.1%	25.6K	-432.2K	-2.6K	0.00	165.94	N/A	N/A	17	0	284	87
2024-11-18	$82.28	$80.00	34.2%	9.8%	19.5%	64.4%	20.8%	12.7%	2.8%	45.3K	-648.5K	-2.8K	0.00	166.96	N/A	N/A	6	0	269	59
2024-11-19	$82.78	$80.00	35.2%	10.1%	19.6%	67.2%	0.0%	16.2%	-2.7%	42.6K	-745.0K	-3.0K	0.00	167.90	N/A	N/A	5	0	273	59
2024-11-20	$82.46	$80.00	21.7%	6.2%	18.8%	28.7%	0.0%	3.1%	-0.9%	24.4K	-591.6K	-2.4K	13.83	126.55	N/A	N/A	12	166	274	59
2024-11-21	$83.40	$80.00	20.2%	5.8%	19.3%	24.3%	12.1%	8.4%	-0.3%	22.0K	-617.8K	-4.6K	0.00	126.82	N/A	N/A	2	0	280	225
2024-11-22	$83.24	$80.00	19.6%	5.6%	19.1%	22.7%	0.0%	5.7%	-0.9%	2.6K	-542.9K	-4.1K	0.00	131.59	N/A	N/A	0	0	278	225
2024-11-25	$83.36	$80.00	18.1%	5.2%	19.2%	18.4%	18.3%	3.4%	0.5%	31.2K	-736.6K	-4.0K	0.00	129.97	N/A	N/A	4	0	278	225
2024-11-26	$83.89	$80.00	17.5%	5.0%	18.7%	16.6%	18.1%	1.4%	0.4%	19.1K	-745.0K	-3.8K	2.00	134.55	N/A	N/A	1	2	278	225
2024-11-27	$82.91	$80.00	17.6%	5.0%	18.5%	17.0%	35.8%	0.7%	1.1%	11.0K	-573.4K	-3.8K	0.00	131.88	N/A	N/A	2	0	279	226
2024-11-29	$83.84	$80.00	15.7%	4.5%	15.9%	11.5%	0.0%	1.5%	2.4%	14.2K	-712.7K	-3.5K	0.00	133.36	N/A	N/A	0	0	279	226