IREN Options History — September 2022 In September 2022, IREN traded between $3.46 and $4.65. ATM implied volatility averaged 117.2%. The 30-day expected move averaged 35.4%. IV traded above realized volatility by 15.4% (HV 20d: 101.8%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.22.
Notable Days 2022-09-13 : Highest Volume — 231 contracts2022-09-12 : Largest IV spike — 79.4% change2022-09-13 : Largest Expected Move — 63.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.10 $3.46 $4.65 $3.99 $3.99 Max Pain $4.40 $2.50 $5.00 $5.00 $2.50 ATM IV 117.2% 74.7% 155.5% 109.4% 155.5% Expected Move 35.4% 25.1% 63.8% 31.4% 44.6% HV 20d 101.8% 88.0% 111.4% 111.4% 93.2% HV 60d 108.4% 104.0% 111.2% 111.2% 105.5% Term Structure -6.8% -176.2% 56.6% 23.0% -176.2% VWIV 125.7% 51.5% 166.6% 108.3% 51.5% Skew 25d -17.9% -231.2% 96.2% 12.0% -0.2% Skew 10d -10.8% -249.0% 165.8% 29.9% 6.4% Call IV 25d 141.8% 95.6% 351.6% 112.3% 124.7% Put IV 25d 123.9% 68.2% 225.4% 124.3% 124.5% Bid-Ask Spread % 83.69 37.22 113.84 96.44 97.71 Gamma HHI 0.49 0.36 0.68 0.45 0.45 Net GEX 1.1K 636 2.4K 863 1.1K Net DEX -79.6K -110.7K -50.6K -76.3K -95.5K Net VEX -359 -420 -245 -339 -396 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.00 1.00 0.32 0.19 Total Volume 80.095 11 231 50 80 Total OI 826.571 694 1,104 708 850
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 2022-09-01 $3.99 $5.00 109.4% 31.4% 111.4% 0.0% 108.3% 12.0% 23.0% 863 -76.3K -339 0.32 96.44 38 12 593 115 2022-09-02 $4.08 $5.00 121.8% 34.9% 109.7% 0.0% 143.0% 96.2% -0.9% 1.0K -75.9K -337 0.00 93.00 18 0 620 127 2022-09-06 $4.09 $5.00 120.1% 28.3% 95.3% 0.0% 166.6% -177.4% 56.6% 636 -50.6K -251 0.64 69.05 42 27 630 128 2022-09-07 $4.27 $5.00 133.8% 34.8% 97.4% 0.0% 142.7% -231.2% 14.9% 717 -58.3K -245 0.31 86.74 88 27 637 128 2022-09-08 $4.12 $5.00 74.7% 33.7% 88.0% 0.0% 0.0% 7.6% -14.1% 758 -65.2K -313 0.28 96.93 29 8 685 130 2022-09-09 $4.64 $5.00 81.4% 27.8% 95.7% 0.0% 96.4% 18.5% 12.6% 2.4K -109.4K -400 0.07 77.93 42 3 700 127 2022-09-12 $4.65 $5.00 146.0% 38.7% 95.6% 0.0% 128.4% 27.6% -9.8% 2.0K -110.7K -395 0.02 66.90 144 3 705 126 2022-09-13 $4.18 $5.00 108.4% 63.8% 101.0% 0.0% 160.5% -56.4% -38.9% 778 -69.4K -330 0.25 103.46 185 46 812 127 2022-09-14 $4.54 $5.00 112.3% 32.2% 107.0% 0.0% 111.6% 16.7% 11.5% 1.2K -92.0K -418 0.04 69.24 185 7 936 168 2022-09-15 $4.38 $5.00 130.2% 37.3% 106.6% 0.0% 0.0% 37.5% -8.7% 1.1K -85.0K -420 1.00 74.15 27 27 928 168 2022-09-16 $4.50 $5.00 127.7% 36.6% 106.5% 0.0% 114.1% -43.4% -9.7% 1.2K -88.5K -418 0.37 81.18 120 44 936 162 2022-09-19 $4.39 $5.00 112.4% 32.2% 99.6% 0.0% 111.5% 2.2% 1.5% 1.3K -95.2K -398 0.03 37.22 39 1 619 75 2022-09-20 $4.06 $5.00 115.7% 33.2% 102.7% 0.0% 125.0% -22.2% 5.8% 1.1K -78.8K -363 0.00 68.44 31 0 637 76 2022-09-21 $4.02 $5.00 118.0% 33.8% 101.0% 0.0% 119.7% -25.1% 15.0% 1.0K -73.5K -327 0.10 89.16 10 1 619 76 2022-09-22 $4.00 $5.00 130.6% 37.4% 100.9% 0.0% 117.2% 11.7% 33.2% 1.1K -85.0K -388 0.13 103.45 15 2 625 77 2022-09-23 $3.55 $5.00 123.7% 35.5% 107.8% 0.0% 151.0% -24.1% -66.6% 891 -55.1K -316 0.04 79.25 53 2 634 78 2022-09-26 $3.46 $2.50 87.5% 25.1% 107.8% 0.0% 145.4% -17.8% 32.8% 817 -64.3K -342 0.14 74.32 95 13 737 79 2022-09-27 $3.63 $2.50 123.7% 35.5% 109.5% 0.0% 122.7% 14.7% -61.0% 1.1K -84.1K -397 0.37 68.84 41 15 749 78 2022-09-28 $3.78 $2.50 104.1% 29.8% 109.7% 0.0% 110.5% -5.0% 9.8% 1.0K -78.2K -379 0.24 110.16 62 15 753 79 2022-09-29 $3.83 $2.50 125.3% 35.9% 92.0% 0.0% 162.2% -17.6% 26.1% 1.0K -80.2K -369 0.18 113.84 72 13 751 78 2022-09-30 $3.99 $2.50 155.5% 44.6% 93.2% 0.0% 51.5% -0.2% -176.2% 1.1K -95.5K -396 0.19 97.71 67 13 772 78
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