IREN Options History — June 2022 In June 2022, IREN traded between $3.10 and $5.94. ATM implied volatility averaged 147.7%. The 30-day expected move averaged 42.1%. IV traded below realized volatility by 12.1% (HV 20d: 159.9%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.59.
Notable Days 2022-06-02 : Highest Volume — 208 contracts2022-06-29 : Largest IV spike — 37.7% change2022-06-15 : Largest Expected Move — 49.6%Monthly Statistics Metric Avg Min Max Open Close Price $4.20 $3.10 $5.94 $5.73 $3.32 Max Pain $6.55 $2.50 $7.50 $5.00 $2.50 ATM IV 147.7% 110.0% 181.2% 167.1% 139.7% Expected Move 42.1% 31.5% 49.6% 47.9% 40.0% HV 20d 159.9% 88.9% 255.1% 255.1% 97.6% Term Structure -4.7% -50.7% 42.4% -7.8% 28.1% VWIV 165.1% 116.6% 250.4% 147.0% 155.9% Skew 25d 6.8% -139.6% 66.5% 27.6% 3.7% Skew 10d -4.1% -144.3% 78.6% 30.7% -3.0% Call IV 25d 158.4% 112.5% 313.1% 145.3% 132.5% Put IV 25d 165.2% 132.3% 232.8% 172.9% 136.1% Bid-Ask Spread % 83.13 59.21 114.38 84.12 101.60 Gamma HHI 0.27 0.19 0.38 0.29 0.29 Net GEX 430 55 1.0K 894 232 Net DEX -48.2K -130.5K -42 -72.6K -39.1K Net VEX -219 -306 -145 -288 -242 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.15 1.43 0.40 1.43 Total Volume 128.429 84 208 137 119 Total OI 542.19 384 664 413 567
Daily Data (21 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 2022-06-01 $5.73 $5.00 167.1% 47.9% 255.1% 0.0% 147.0% 27.6% -7.8% 894 -72.6K -288 0.40 84.12 98 39 336 77 2022-06-02 $5.94 $7.50 144.3% 46.4% 247.4% 0.0% 151.2% -9.0% -26.6% 975 -75.7K -280 0.16 69.63 179 29 336 77 2022-06-03 $5.38 $7.50 181.2% 43.0% 241.7% 0.0% 157.7% 5.5% 8.3% 897 -112.2K -306 0.41 82.68 71 29 454 86 2022-06-06 $5.53 $7.50 162.9% 44.2% 235.1% 0.0% 140.4% -139.6% -5.5% 374 -130.5K -272 0.41 65.87 71 29 475 86 2022-06-07 $5.20 $7.50 141.2% 41.5% 229.1% 0.0% 147.0% -2.8% -2.5% 942 -104.7K -296 0.44 77.21 72 32 475 86 2022-06-08 $5.29 $7.50 136.1% 39.0% 223.3% 0.0% 116.6% 66.5% 6.8% 946 -109.4K -290 0.31 80.13 94 29 484 88 2022-06-09 $4.91 $7.50 140.0% 40.1% 222.2% 0.0% 143.5% 49.3% -13.7% 1.0K -96.5K -292 1.07 63.37 74 79 515 89 2022-06-10 $4.87 $7.50 138.3% 39.7% 221.9% 0.0% 163.4% 47.0% -4.8% 456 -78.3K -300 0.15 59.21 151 23 516 148 2022-06-13 $4.04 $7.50 165.2% 47.4% 220.5% 0.0% 195.7% -8.7% -16.4% 316 -11.9K -194 0.30 70.07 87 26 483 147 2022-06-14 $3.87 $7.50 157.2% 45.1% 145.9% 0.0% 247.4% 1.1% -13.2% 280 -42 -159 0.26 78.67 87 23 451 148 2022-06-15 $3.84 $7.50 173.1% 49.6% 123.6% 0.0% 250.4% 8.8% -50.7% 273 -3.4K -167 0.24 72.51 100 24 453 148 2022-06-16 $3.83 $7.50 158.9% 45.5% 123.6% 0.0% 172.6% 4.5% -12.5% 293 -1.4K -166 1.24 102.34 91 113 463 150 2022-06-17 $3.63 $7.50 147.2% 42.2% 103.3% 0.0% 158.8% 4.0% 36.5% 120 -15.5K -180 0.75 88.07 100 75 463 181 2022-06-21 $3.57 $7.50 138.3% 39.6% 102.0% 0.0% 155.7% -1.5% -11.4% 116 -20.2K -170 0.22 73.86 86 19 244 140 2022-06-22 $3.30 $7.50 129.4% 37.1% 103.6% 0.0% 159.3% 8.4% -26.1% 214 -18.1K -160 0.89 92.77 53 47 275 143 2022-06-23 $3.14 $7.50 151.1% 43.3% 93.3% 0.0% 158.6% 10.1% 12.0% 186 -11.7K -145 0.59 92.27 76 45 287 163 2022-06-24 $3.14 $5.00 135.1% 38.7% 88.9% 0.0% 155.8% 29.5% 14.8% 62 -25.6K -155 0.60 114.38 72 43 329 167 2022-06-27 $3.39 $5.00 134.4% 38.5% 91.9% 0.0% 147.8% -0.2% -27.2% 229 -25.2K -208 0.90 88.40 67 60 346 165 2022-06-28 $3.10 $5.00 110.0% 31.5% 93.1% 0.0% 137.7% 33.7% 42.4% 55 -22.7K -172 0.74 92.16 58 43 370 207 2022-06-29 $3.17 $2.50 151.4% 43.4% 93.9% 0.0% 204.8% 4.1% -29.1% 167 -38.0K -153 0.83 96.39 46 38 382 186 2022-06-30 $3.32 $2.50 139.7% 40.0% 97.6% 0.0% 155.9% 3.7% 28.1% 232 -39.1K -242 1.43 101.60 49 70 387 180
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