IEF Options History — April 2026 In April 2026, IEF traded between $95.05 and $95.91. ATM implied volatility averaged 6.1%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded below realized volatility by 0.6% (HV 20d: 6.7%). Max pain ranged from $95.00 to $96.00. Net GEX was positive for 2 of 14 trading days. Term structure was in contango for 5 of 14 days. Put/call ratio averaged 4.13.
Notable Days 2026-04-01 : Highest Volume — 260,528 contracts2026-04-21 : Largest IV spike — 11.1% change2026-04-01 : Highest IV Rank — 43.6%2026-04-01 : Largest Expected Move — 2.1%Monthly Statistics Metric Avg Min Max Open Close Price $95.45 $95.05 $95.91 $95.05 $95.47 Max Pain $95.93 $95.00 $96.00 $95.00 $96.00 ATM IV 6.1% 5.2% 7.3% 7.3% 5.8% Expected Move 1.7% 1.5% 2.1% 2.1% 1.7% HV 20d 6.7% 5.8% 7.0% 7.0% 5.9% HV 60d 5.6% 5.5% 5.6% 5.6% 5.6% IV Rank 27.5% 15.4% 43.6% 43.6% 27.6% IV Percentile 41.3% 15.9% 74.2% 74.2% 33.7% Term Structure -0.1% -0.3% 0.3% -0.2% -0.1% VWIV 6.3% 5.3% 8.9% 8.9% 6.1% Skew 25d 0.6% 0.2% 1.2% 1.2% 0.7% Skew 10d 1.0% 0.1% 2.4% 2.3% 1.2% Call IV 25d 6.0% 5.1% 7.1% 7.1% 5.7% Put IV 25d 6.6% 5.4% 8.3% 8.3% 6.4% Bid-Ask Spread % 4.96 2.32 10.57 10.57 8.77 Gamma HHI 0.24 0.17 0.35 0.17 0.25 Net GEX -139.6M -270.4M 349.7M -243.3M -236.5M Net DEX 436.1M -40.9M 828.6M 728.4M 546.5M Net VEX -7.4M -9.6M -5.7M -9.0M -6.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.13 0.04 40.66 40.66 3.99 Total Volume 35,103.429 2,715 260,528 260,528 11,447 Total OI 765,702.643 563,988 859,905 859,905 565,703
Daily Data (14 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 Vol Put Vol Call OI Put OI 2026-04-01 $95.05 $95.00 7.3% 2.1% 7.0% 43.6% 8.9% 1.2% -0.2% -243.3M 728.4M -9.0M 40.66 10.57 6,254 254,274 311,076 548,829 2026-04-02 $95.23 $96.00 7.1% 2.0% 7.0% 41.5% 7.4% 0.9% -0.3% -220.2M 708.9M -9.6M 4.78 6.33 6,767 32,321 312,021 529,014 2026-04-06 $95.06 $96.00 6.9% 2.0% 7.0% 37.9% 7.1% 1.2% -0.1% -270.4M 828.6M -8.7M 0.04 4.14 16,562 718 306,080 502,789 2026-04-07 $95.28 $96.00 6.9% 2.0% 6.9% 38.3% 7.1% 0.8% 0.2% -183.3M 571.2M -8.6M 1.92 7.01 2,340 4,496 307,148 501,320 2026-04-08 $95.44 $96.00 6.3% 1.8% 6.9% 29.2% 6.5% 0.8% 0.1% -150.9M 409.7M -8.0M 1.79 4.67 15,780 28,226 308,202 501,661 2026-04-09 $95.45 $96.00 6.0% 1.7% 6.8% 25.2% 6.1% 0.7% 0.1% -141.4M 396.7M -7.5M 0.92 2.84 5,077 4,675 298,513 480,642 2026-04-10 $95.30 $96.00 6.0% 1.7% 6.7% 24.9% 6.2% 0.9% 0.3% -202.0M 570.2M -7.5M 0.52 2.87 12,601 6,587 302,861 481,534 2026-04-13 $95.45 $96.00 6.1% 1.7% 6.7% 27.1% 6.2% 0.4% -0.2% -182.4M 413.0M -7.2M 1.21 2.32 2,483 2,996 298,364 482,945 2026-04-14 $95.78 $96.00 5.5% 1.6% 6.7% 18.3% 5.4% 0.3% -0.1% 16.7M 129.7M -6.8M 0.05 3.51 28,339 1,381 299,485 483,950 2026-04-15 $95.59 $96.00 5.3% 1.5% 6.7% 15.4% 5.6% 0.4% 0.0% -105.8M 236.6M -6.6M 0.38 2.71 4,074 1,556 292,709 484,309 2026-04-16 $95.43 $96.00 5.5% 1.6% 6.5% 20.5% 5.3% 0.5% -0.3% -222.0M 415.4M -6.6M 0.66 6.13 1,640 1,075 294,741 484,728 2026-04-17 $95.91 $96.00 5.3% 1.5% 6.7% 18.8% 5.3% 0.2% -0.2% 349.7M -40.9M -6.2M 0.08 2.90 33,586 2,764 295,108 482,117 2026-04-20 $95.87 $96.00 5.2% 1.5% 5.8% 17.1% 5.4% 0.2% 0.1% -162.6M 190.9M -5.7M 0.80 4.70 1,901 1,528 197,639 366,349 2026-04-21 $95.47 $96.00 5.8% 1.7% 5.9% 27.6% 6.1% 0.7% -0.1% -236.5M 546.5M -6.2M 3.99 8.77 2,296 9,151 198,627 367,076
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