IREN Options History — October 2022

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

In October 2022, IREN traded between $2.89 and $4.47. ATM implied volatility averaged 148.3%. The 30-day expected move averaged 38.9%. IV traded above realized volatility by 48.3% (HV 20d: 100.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.49.

Notable Days

2022-10-31: Highest Volume — 106 contracts
2022-10-24: Largest IV spike — 80.4% change
2022-10-24: Largest Expected Move — 91.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.57	$2.89	$4.47	$4.03	$3.34
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	148.3%	104.2%	319.5%	111.8%	106.3%
Expected Move	38.9%	27.9%	91.6%	32.1%	30.5%
HV 20d	100.0%	90.1%	114.4%	92.9%	114.4%
HV 60d	105.6%	102.9%	109.8%	105.4%	104.4%
Term Structure	16.8%	-82.2%	269.0%	9.7%	27.0%
VWIV	145.3%	116.2%	241.4%	179.2%	126.2%
Skew 25d	-10.3%	-153.1%	133.4%	24.5%	-8.8%
Skew 10d	-9.1%	-166.9%	110.5%	54.7%	3.4%
Call IV 25d	146.9%	83.6%	340.9%	100.0%	83.6%
Put IV 25d	136.6%	60.3%	420.4%	124.6%	74.8%
Bid-Ask Spread %	100.19	73.15	125.29	88.70	105.82
Gamma HHI	0.50	0.30	0.91	0.47	0.53
Net GEX	715	-6	1.7K	1.1K	110
Net DEX	-59.6K	-123.4K	-33.4K	-91.6K	-34.6K
Net VEX	-242	-442	-1	-390	-36
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.49	0.15	1.32	0.25	1.21
Total Volume	69.762	31	106	66	106
Total OI	776.524	695	835	835	779

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
2022-10-03	$4.03	$2.50	111.8%	32.1%	92.9%	0.0%	179.2%	24.5%	9.7%	1.1K	-91.6K	-390	0.25	88.70	53	13	757	78
2022-10-04	$4.39	$2.50	114.8%	32.9%	97.8%	0.0%	134.4%	-27.8%	-11.8%	1.7K	-111.8K	-415	0.19	100.52	69	13	755	78
2022-10-05	$4.47	$2.50	115.4%	33.1%	96.9%	0.0%	123.4%	-6.1%	6.1%	1.7K	-123.4K	-442	0.15	96.64	85	13	733	78
2022-10-06	$4.40	$2.50	136.7%	33.1%	96.1%	0.0%	116.2%	-15.2%	-8.1%	1.5K	-110.8K	-401	0.18	76.23	71	13	703	78
2022-10-07	$3.73	$2.50	221.1%	35.9%	103.4%	0.0%	116.6%	2.0%	28.1%	822	-60.6K	-292	0.29	101.45	68	20	701	78
2022-10-10	$3.55	$2.50	204.5%	27.9%	104.2%	0.0%	127.5%	1.7%	57.2%	789	-63.4K	-294	0.49	96.94	41	20	712	73
2022-10-11	$3.41	$2.50	168.3%	35.7%	98.8%	0.0%	124.8%	-27.6%	-11.1%	691	-51.5K	-266	0.49	75.63	41	20	714	73
2022-10-12	$3.49	$2.50	116.4%	33.4%	93.5%	0.0%	116.9%	-9.0%	45.2%	702	-55.9K	-282	0.50	85.01	42	21	715	73
2022-10-13	$3.65	$2.50	145.9%	41.8%	95.3%	0.0%	123.8%	22.5%	-27.4%	832	-62.4K	-288	0.48	96.72	44	21	718	74
2022-10-14	$3.46	$2.50	117.7%	33.7%	95.5%	0.0%	124.1%	-10.8%	15.2%	727	-52.6K	-267	0.40	73.15	53	21	725	74
2022-10-17	$3.60	$2.50	122.7%	35.2%	97.2%	0.0%	127.7%	-4.6%	-4.0%	761	-57.5K	-269	0.54	97.49	39	21	707	74
2022-10-18	$3.46	$2.50	127.8%	36.6%	94.6%	0.0%	124.4%	-53.8%	-58.1%	696	-52.8K	-262	0.54	102.01	39	21	712	74
2022-10-19	$3.22	$2.50	119.0%	34.1%	97.3%	0.0%	123.1%	-17.9%	9.2%	543	-39.2K	-221	0.45	105.38	47	21	712	75
2022-10-20	$3.06	$2.50	104.2%	29.9%	98.2%	0.0%	116.7%	-49.1%	-82.2%	560	-42.4K	-241	0.38	101.17	39	15	725	75
2022-10-21	$2.99	$2.50	177.1%	50.8%	90.1%	0.0%	169.8%	133.4%	50.3%	603	-48.6K	-254	0.41	113.56	39	16	721	76
2022-10-24	$2.89	$2.50	319.5%	91.6%	90.3%	0.0%	241.4%	111.5%	269.0%	321	-33.4K	-180	0.35	112.62	23	8	623	72
2022-10-25	$3.40	$2.50	129.7%	37.2%	107.4%	0.0%	232.8%	-153.1%	8.7%	16	-36.5K	-16	0.26	116.54	34	9	625	73
2022-10-26	$3.64	$2.50	132.3%	37.9%	109.4%	0.0%	175.1%	-71.2%	24.3%	121	-38.4K	-7	0.26	114.80	31	8	635	73
2022-10-27	$3.35	$2.50	154.2%	44.2%	112.9%	0.0%	145.3%	65.2%	-1.9%	650	-49.4K	-248	1.32	125.29	44	58	637	73
2022-10-28	$3.52	$2.50	168.4%	48.3%	113.4%	0.0%	181.8%	-122.3%	7.1%	-6	-35.5K	-1	1.23	118.41	47	58	653	123
2022-10-31	$3.34	$2.50	106.3%	30.5%	114.4%	0.0%	126.2%	-8.8%	27.0%	110	-34.6K	-36	1.21	105.82	48	58	656	123