IREN Options History — May 2022

Name: IREN Options Analytics - May 2022
Creator: Options Analysis Suite

In May 2022, IREN traded between $4.76 and $7.66. ATM implied volatility averaged 159.5%. The 30-day expected move averaged 45.1%. Max pain ranged from $2.50 to $7.50. Net GEX was positive for 14 of 15 trading days. Term structure was in contango for 0 of 15 days. Put/call ratio averaged 0.47.

Notable Days

2022-05-16: Highest Volume — 670 contracts
2022-05-16: Largest IV spike — 74.9% change
2022-05-16: Largest Expected Move — 55.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.07	$4.76	$7.66	$7.63	$5.80
Max Pain	$5.17	$2.50	$7.50	$7.50	$5.00
ATM IV	159.5%	110.3%	192.8%	155.9%	182.3%
Expected Move	45.1%	31.6%	55.3%	35.7%	52.3%
Term Structure	-19.1%	-37.4%	-3.3%	-18.9%	-8.0%
VWIV	153.5%	105.1%	198.8%	136.4%	181.4%
Skew 25d	-0.1%	-53.0%	12.4%	5.4%	0.8%
Skew 10d	-1.8%	-97.8%	61.3%	46.8%	-37.9%
Call IV 25d	161.7%	108.9%	231.0%	135.2%	174.3%
Put IV 25d	161.6%	118.4%	199.5%	140.5%	175.1%
Bid-Ask Spread %	71.19	47.66	90.60	89.67	68.63
Gamma HHI	0.30	0.22	0.52	0.36	0.27
Net GEX	493	-80	938	161	775
Net DEX	-59.1K	-134.9K	3.1K	-6.8K	-72.3K
Net VEX	-193	-298	-25	-36	-286
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.06	0.88	0.06	0.40
Total Volume	159.6	35	670	35	137
Total OI	362.8	40	721	40	393

Daily Data (15 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
2022-05-10	$7.63	$7.50	155.9%	35.7%	0.0%	0.0%	136.4%	5.4%	-18.9%	161	-6.8K	-36	0.06	89.67	33	2	38	2
2022-05-11	$6.89	$7.50	129.4%	37.1%	0.0%	0.0%	126.0%	3.3%	-25.4%	126	-5.0K	-29	0.09	77.76	56	5	42	2
2022-05-12	$6.57	$7.50	116.6%	33.4%	0.0%	0.0%	124.9%	6.7%	-7.8%	90	-3.9K	-25	0.88	90.60	32	28	74	6
2022-05-13	$7.66	$7.50	110.3%	31.6%	0.0%	0.0%	105.1%	9.5%	-9.8%	382	-10.4K	-43	0.49	80.87	53	26	73	29
2022-05-16	$4.76	$5.00	192.8%	55.3%	0.0%	0.0%	198.8%	2.0%	-37.4%	-80	3.1K	-48	0.49	53.78	449	221	106	51
2022-05-17	$5.80	$2.50	162.6%	46.6%	0.0%	0.0%	164.3%	8.5%	-25.4%	843	-132.0K	-274	0.19	60.33	272	51	519	183
2022-05-18	$5.60	$2.50	175.0%	50.2%	0.0%	0.0%	169.3%	-1.0%	-32.3%	711	-100.0K	-249	0.59	65.85	95	56	499	184
2022-05-19	$6.60	$2.50	161.5%	46.3%	0.0%	0.0%	167.3%	-0.7%	-11.3%	938	-134.9K	-298	0.48	47.66	122	58	511	207
2022-05-20	$6.13	$5.00	157.5%	45.1%	0.0%	0.0%	166.6%	7.4%	-3.3%	621	-99.4K	-296	0.49	50.82	105	51	468	253
2022-05-23	$5.88	$5.00	164.2%	47.1%	0.0%	0.0%	163.3%	5.4%	-11.9%	661	-72.3K	-291	0.44	75.86	84	37	282	55
2022-05-24	$5.05	$5.00	166.9%	47.8%	0.0%	0.0%	157.2%	-6.5%	-18.5%	563	-51.1K	-252	0.46	71.45	67	31	290	56
2022-05-25	$5.34	$5.00	170.7%	48.9%	0.0%	0.0%	151.5%	-2.4%	-24.9%	616	-58.0K	-268	0.71	75.31	66	47	296	66
2022-05-26	$5.64	$5.00	181.3%	52.0%	0.0%	0.0%	141.6%	-53.0%	-33.1%	245	-74.0K	-221	0.75	75.60	63	47	299	75
2022-05-27	$5.74	$5.00	166.0%	47.6%	0.0%	0.0%	148.6%	12.4%	-19.0%	743	-68.9K	-286	0.61	83.69	62	38	308	75
2022-05-31	$5.80	$5.00	182.3%	52.3%	0.0%	0.0%	181.4%	0.8%	-8.0%	775	-72.3K	-286	0.40	68.63	98	39	315	78