IREN Options History — July 2022 In July 2022, IREN traded between $3.13 and $4.03. ATM implied volatility averaged 143.9%. The 30-day expected move averaged 35.7%. IV traded above realized volatility by 38.7% (HV 20d: 105.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.48.
Notable Days 2022-07-05 : Highest Volume — 128 contracts2022-07-07 : Largest IV spike — 62.6% change2022-07-12 : Largest Expected Move — 47.9%Monthly Statistics Metric Avg Min Max Open Close Price $3.58 $3.13 $4.03 $3.59 $4.01 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 143.9% 84.6% 232.9% 151.4% 120.6% Expected Move 35.7% 24.2% 47.9% 43.4% 34.6% HV 20d 105.2% 93.3% 114.3% 102.3% 109.3% HV 60d 162.9% 158.4% 166.6% 165.5% 158.4% Term Structure -7.8% -165.7% 146.8% -7.5% -14.2% VWIV 147.0% 95.0% 208.0% 162.6% 133.4% Skew 25d -6.5% -59.8% 26.7% 12.0% -4.4% Skew 10d -14.0% -79.5% 59.5% 59.1% -21.3% Call IV 25d 127.8% 89.7% 200.5% 112.4% 123.7% Put IV 25d 121.3% 73.1% 208.2% 124.4% 119.4% Bid-Ask Spread % 94.57 81.72 107.78 93.93 103.21 Gamma HHI 0.32 0.26 0.43 0.31 0.34 Net GEX 366 86 676 292 676 Net DEX -54.7K -88.2K -35.6K -45.6K -88.2K Net VEX -223 -294 -113 -233 -294 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.14 1.51 1.23 0.14 Total Volume 89.9 49 128 127 98 Total OI 596.45 477 704 596 630
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 Vol Put Vol Call OI Put OI 2022-07-01 $3.59 $2.50 151.4% 43.4% 102.3% 0.0% 162.6% 12.0% -7.5% 292 -45.6K -233 1.23 93.93 57 70 394 202 2022-07-05 $3.41 $2.50 188.8% 38.8% 99.0% 0.0% 170.5% 7.7% -10.5% 210 -48.0K -170 1.51 86.04 51 77 399 201 2022-07-06 $3.30 $2.50 143.2% 37.8% 97.3% 0.0% 202.8% -56.0% 0.3% 193 -44.2K -155 0.74 87.97 50 37 415 233 2022-07-07 $3.72 $2.50 232.9% 31.9% 109.0% 0.0% 150.5% 11.4% 42.4% 311 -51.8K -230 0.86 94.05 44 38 417 234 2022-07-08 $3.80 $2.50 191.1% 34.4% 109.2% 0.0% 116.8% -2.5% 16.4% 303 -54.6K -214 0.80 99.07 46 37 423 236 2022-07-11 $3.56 $2.50 216.3% 35.7% 108.6% 0.0% 135.6% 16.5% 27.1% 289 -47.8K -214 0.25 94.53 76 19 434 236 2022-07-12 $3.23 $2.50 203.4% 47.9% 112.3% 0.0% 208.0% 13.4% -82.2% 296 -48.0K -233 0.24 102.04 78 19 458 237 2022-07-13 $3.24 $2.50 125.4% 36.0% 93.7% 0.0% 126.2% -1.0% 26.7% 298 -43.7K -205 0.47 102.96 78 37 467 237 2022-07-14 $3.13 $2.50 135.6% 38.9% 93.3% 0.0% 131.4% 12.3% -62.7% 279 -39.3K -200 0.63 99.31 59 37 467 218 2022-07-15 $3.24 $2.50 161.8% 46.4% 94.7% 0.0% 178.9% -8.8% -165.7% 86 -35.6K -113 0.62 107.78 61 38 469 217 2022-07-18 $3.14 $2.50 110.7% 31.7% 95.0% 0.0% 124.3% -8.2% 146.8% 297 -41.2K -197 0.32 102.52 37 12 363 114 2022-07-19 $3.47 $2.50 147.5% 42.3% 101.1% 0.0% 164.3% 12.0% -74.9% 349 -45.5K -224 0.34 103.44 38 13 368 114 2022-07-20 $4.01 $2.50 84.6% 24.2% 113.5% 0.0% 119.2% 26.7% 20.6% 478 -73.1K -250 0.22 82.17 78 17 380 115 2022-07-21 $4.03 $2.50 116.1% 33.3% 109.0% 0.0% 142.4% -30.9% -2.2% 497 -68.9K -273 0.23 82.07 62 14 393 120 2022-07-22 $3.77 $2.50 110.3% 31.6% 110.4% 0.0% 170.0% -34.8% -7.2% 501 -63.0K -257 0.28 96.87 64 18 406 120 2022-07-25 $3.50 $2.50 90.5% 25.9% 114.3% 0.0% 124.6% -59.8% -36.0% 404 -50.8K -233 0.16 81.72 70 11 417 121 2022-07-26 $3.53 $2.50 135.8% 38.9% 111.2% 0.0% 136.1% -15.2% -10.2% 418 -51.8K -234 0.31 83.35 55 17 414 122 2022-07-27 $3.86 $2.50 93.5% 26.8% 109.8% 0.0% 95.0% 3.0% 36.1% 519 -67.0K -234 0.16 94.77 77 12 423 129 2022-07-28 $3.99 $2.50 117.6% 33.7% 110.0% 0.0% 147.2% -22.6% 0.5% 623 -86.8K -292 0.14 93.61 84 12 457 129 2022-07-29 $4.01 $2.50 120.6% 34.6% 109.3% 0.0% 133.4% -4.4% -14.2% 676 -88.2K -294 0.14 103.21 86 12 501 129
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