IXN Options History — December 2024

In December 2024, IXN traded between $84.66 and $87.79. ATM implied volatility averaged 18.5%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 2.2% (HV 20d: 16.3%). Max pain ranged from $80.00 to $86.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.24.

Notable Days

  • 2024-12-13: Highest Volume — 51 contracts
  • 2024-12-18: Largest IV spike — 29.7% change
  • 2024-12-18: Highest IV Rank — 34.3%
  • 2024-12-18: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$86.15$84.66$87.79$84.88$84.84
Max Pain$85.10$80.00$86.00$80.00$86.00
ATM IV18.5%16.0%23.7%16.8%19.4%
Expected Move5.2%4.6%6.8%4.8%5.6%
HV 20d16.3%12.9%18.6%16.3%18.5%
HV 60d17.7%16.8%18.5%18.5%17.8%
IV Rank19.4%12.2%34.3%14.8%22.1%
IV Percentile29.1%6.0%71.0%13.5%38.5%
Term Structure1.0%-3.6%2.4%-0.5%0.4%
VWIV17.5%10.4%23.8%16.0%23.8%
Skew 25d2.4%0.3%9.3%0.6%1.5%
Skew 10d7.1%2.0%13.4%6.4%2.0%
Call IV 25d15.6%12.4%18.2%17.7%18.2%
Put IV 25d18.0%15.7%24.4%18.3%19.6%
Bid-Ask Spread %140.57126.71152.28131.51145.40
Gamma HHI0.230.170.360.210.23
Net GEX20.3K-33.9K79.3K-5.8K-4.4K
Net DEX-730.0K-1.4M-61.7K-916.2K-289.7K
Net VEX-2.6K-3.3K-1.9K-3.2K-2.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.001.000.000.67
Total Volume5.61905140
Total OI430.619258526505286

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$84.88$80.0016.8%4.8%16.3%14.8%16.0%0.6%-0.5%-5.8K-916.2K-3.2K0.00131.51N/AN/A40279226
2024-12-03$85.03$80.0017.1%4.9%16.3%15.5%0.0%1.9%0.3%31.1K-922.4K-3.3K0.00140.14N/AN/A00279229
2024-12-04$86.40$80.0017.3%5.0%16.7%16.2%15.1%2.5%0.9%50.4K-1.2M-3.2K1.00134.68N/AN/A11279229
2024-12-05$86.28$0.0017.4%4.9%15.4%16.4%16.7%2.1%1.9%47.5K-1.1M-3.1K0.00143.87N/AN/A08280228
2024-12-06$86.60$86.0017.3%4.6%14.2%16.1%17.5%1.6%2.2%51.5K-1.2M-2.6K0.00146.57N/AN/A80280236
2024-12-09$86.19$86.0019.3%4.9%14.2%21.7%0.0%1.4%2.0%39.7K-1.1M-2.9K0.00146.13N/AN/A20283236
2024-12-10$85.34$86.0019.3%4.9%14.3%21.8%0.0%1.7%2.4%20.6K-960.3K-3.1K1.00137.94N/AN/A11285236
2024-12-11$86.68$86.0018.7%5.4%15.2%20.2%20.2%1.6%-1.0%47.3K-1.2M-2.7K0.00140.15N/AN/A10286237
2024-12-12$86.23$86.0016.9%4.9%15.4%15.1%0.0%3.7%2.2%39.0K-1.1M-2.8K0.00148.79N/AN/A00288237
2024-12-13$86.84$86.0017.3%4.9%15.3%16.0%0.0%2.6%2.2%51.0K-1.3M-2.6K0.00137.86N/AN/A510288237
2024-12-16$87.79$86.0017.3%5.0%12.9%16.1%0.0%2.2%2.4%79.3K-1.4M-2.3K0.00140.91N/AN/A10289237
2024-12-17$87.26$86.0018.3%5.2%13.3%18.8%17.8%2.4%2.1%60.7K-518.3K-2.3K0.00142.22N/AN/A02193237
2024-12-18$84.66$86.0023.7%6.8%17.7%34.3%0.0%0.3%-3.6%-31.8K-61.7K-3.0K0.00126.71N/AN/A20193239
2024-12-19$84.75$86.0021.8%6.2%17.6%28.9%19.6%1.9%-0.6%-33.9K-79.3K-2.9K0.20129.85N/AN/A51193239
2024-12-20$85.67$86.0020.9%6.0%17.6%26.4%0.0%9.3%-1.5%-10.3K-214.2K-2.5K0.00130.17N/AN/A10193240
2024-12-23$86.69$86.0019.1%5.5%17.9%21.2%18.1%0.6%1.0%-5.5K-281.4K-2.4K0.00137.50N/AN/A5077181
2024-12-24$87.28$86.0017.2%4.9%18.0%15.8%0.0%5.1%1.8%3.1K-401.3K-1.9K0.00152.28N/AN/A01082181
2024-12-26$87.74$86.0016.0%4.6%18.0%12.2%10.4%4.3%2.1%941-407.0K-1.9K0.50149.37N/AN/A2182191
2024-12-27$86.25$86.0018.2%5.2%18.6%18.7%0.0%1.5%1.5%-1.3K-318.0K-2.3K0.00144.24N/AN/A0084192
2024-12-30$85.85$86.0018.7%5.4%18.4%20.1%23.8%1.7%1.9%-2.4K-284.1K-2.3K0.67145.72N/AN/A6484192
2024-12-31$84.84$86.0019.4%5.6%18.5%22.1%0.0%1.5%0.4%-4.4K-289.7K-2.3K0.00145.40N/AN/A0090196