IREN Options History — August 2022

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

In August 2022, IREN traded between $4.00 and $6.28. ATM implied volatility averaged 122.3%. The 30-day expected move averaged 36.1%. IV traded above realized volatility by 9.2% (HV 20d: 113.1%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.15.

Notable Days

2022-08-03: Highest Volume — 142 contracts
2022-08-16: Largest IV spike — 56.6% change
2022-08-23: Largest Expected Move — 60.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.10	$4.00	$6.28	$4.02	$4.04
Max Pain	$3.80	$2.50	$5.00	$2.50	$5.00
ATM IV	122.3%	90.4%	212.0%	97.2%	116.1%
Expected Move	36.1%	25.9%	60.8%	27.9%	33.3%
HV 20d	113.1%	104.2%	120.9%	106.2%	113.6%
HV 60d	127.0%	106.4%	158.8%	157.0%	111.8%
Term Structure	5.1%	-55.0%	40.3%	13.2%	8.2%
VWIV	137.0%	93.1%	301.8%	301.8%	131.2%
Skew 25d	8.2%	-72.5%	134.9%	-6.8%	-40.0%
Skew 10d	18.7%	-91.7%	136.0%	14.1%	-32.7%
Call IV 25d	140.8%	71.9%	214.5%	127.3%	145.5%
Put IV 25d	149.0%	105.5%	248.1%	120.5%	105.5%
Bid-Ask Spread %	84.71	43.82	105.66	101.08	80.15
Gamma HHI	0.30	0.19	0.46	0.23	0.32
Net GEX	946	499	1.4K	525	541
Net DEX	-120.0K	-180.0K	-47.2K	-86.6K	-47.2K
Net VEX	-342	-400	-250	-270	-250
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.15	0.00	0.46	0.15	0.46
Total Volume	67.348	10	142	94	142
Total OI	654.348	536	704	651	659

Daily Data (23 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
2022-08-01	$4.02	$2.50	97.2%	27.9%	106.2%	0.0%	301.8%	-6.8%	13.2%	525	-86.6K	-270	0.15	101.08	82	12	522	129
2022-08-02	$4.00	$2.50	106.6%	30.6%	104.2%	0.0%	274.6%	-70.3%	-12.9%	499	-82.8K	-252	0.14	102.71	85	12	541	129
2022-08-03	$4.74	$2.50	107.3%	30.8%	117.6%	0.0%	161.5%	-49.6%	4.7%	1.1K	-132.9K	-333	0.17	101.54	121	21	555	128
2022-08-04	$4.43	$2.50	117.3%	30.7%	114.9%	0.0%	112.5%	9.3%	26.2%	978	-102.6K	-326	0.19	89.74	111	21	558	139
2022-08-05	$4.68	$2.50	135.1%	54.6%	116.0%	0.0%	178.8%	-15.7%	37.3%	1.1K	-107.5K	-294	0.20	105.66	103	21	560	139
2022-08-08	$5.38	$2.50	138.2%	48.3%	120.9%	0.0%	148.7%	-72.5%	31.7%	640	-162.5K	-281	0.25	94.31	89	22	561	139
2022-08-09	$5.28	$2.50	122.6%	36.8%	113.8%	0.0%	106.6%	10.3%	0.3%	719	-149.5K	-331	0.00	103.98	17	0	541	139
2022-08-10	$5.85	$2.50	120.0%	34.4%	116.7%	0.0%	112.7%	45.4%	-6.5%	852	-173.0K	-357	0.09	82.82	45	4	543	139
2022-08-11	$6.28	$2.50	115.1%	33.0%	115.0%	0.0%	114.2%	5.4%	2.2%	924	-180.0K	-400	0.04	70.06	109	4	527	143
2022-08-12	$6.07	$2.50	103.3%	29.6%	117.6%	0.0%	114.9%	0.9%	29.4%	1.4K	-152.8K	-400	0.08	80.79	53	4	497	145
2022-08-15	$5.86	$2.50	90.4%	25.9%	117.9%	0.0%	97.9%	3.4%	40.3%	1.0K	-154.9K	-386	0.18	64.35	67	12	535	147
2022-08-16	$5.81	$5.00	141.6%	40.6%	115.8%	0.0%	127.2%	106.0%	-12.7%	749	-136.8K	-359	0.04	85.45	27	1	512	156
2022-08-17	$5.55	$5.00	114.0%	32.7%	109.4%	0.0%	118.0%	39.7%	4.7%	735	-131.0K	-260	0.03	71.14	38	1	527	156
2022-08-18	$5.71	$5.00	119.5%	34.3%	109.4%	0.0%	113.0%	34.4%	-2.7%	964	-138.5K	-398	0.13	86.49	48	6	547	157
2022-08-19	$5.09	$5.00	157.2%	45.1%	115.5%	0.0%	93.1%	134.9%	-45.1%	824	-107.1K	-343	0.14	97.48	70	10	534	162
2022-08-22	$5.04	$5.00	139.1%	39.9%	111.0%	0.0%	130.5%	28.2%	-12.2%	973	-97.0K	-374	0.11	67.52	9	1	462	74
2022-08-23	$5.24	$5.00	212.0%	60.8%	111.2%	0.0%	156.7%	11.9%	-55.0%	867	-112.7K	-379	0.08	81.72	25	2	467	75
2022-08-24	$5.09	$5.00	106.6%	30.6%	109.3%	0.0%	106.8%	-3.4%	13.6%	1.1K	-106.7K	-391	0.11	79.88	19	2	490	77
2022-08-25	$4.98	$5.00	107.7%	30.9%	109.8%	0.0%	109.6%	-6.2%	15.6%	1.1K	-98.3K	-374	0.01	43.82	76	1	495	79
2022-08-26	$4.84	$5.00	105.7%	30.3%	110.7%	0.0%	104.4%	23.1%	11.1%	1.4K	-107.3K	-387	0.42	67.95	12	5	569	79
2022-08-29	$4.62	$5.00	108.9%	31.2%	112.4%	0.0%	109.3%	-26.2%	7.2%	1.3K	-95.0K	-367	0.46	97.28	13	6	576	81
2022-08-30	$4.80	$5.00	131.5%	37.7%	112.8%	0.0%	127.8%	27.6%	19.5%	1.4K	-97.8K	-347	0.00	92.48	20	0	577	83
2022-08-31	$4.04	$5.00	116.1%	33.3%	113.6%	0.0%	131.2%	-40.0%	8.2%	541	-47.2K	-250	0.46	80.15	97	45	576	83