IREN Options History — November 2022

In November 2022, IREN traded between $1.46 and $3.36. ATM implied volatility averaged 159.9%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 41.1%. IV traded above realized volatility by 12.1% (HV 20d: 147.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.02.

Notable Days

2022-11-10: Highest Volume — 547 contracts
2022-11-14: Largest IV spike — 214.6% change
2022-11-14: Highest IV Rank — 100.0%
2022-11-14: Largest Expected Move — 141.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.19	$1.46	$3.36	$3.36	$1.50
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	159.9%	69.7%	494.2%	145.7%	181.3%
Expected Move	41.1%	19.6%	141.7%	41.8%	52.0%
HV 20d	147.8%	109.0%	176.7%	109.0%	164.5%
HV 60d	117.9%	100.0%	131.0%	100.0%	128.3%
IV Rank	25.0%	0.0%	100.0%	55.4%	26.3%
IV Percentile	55.0%	0.0%	100.0%	96.0%	88.7%
Term Structure	-18.5%	-374.4%	167.4%	0.3%	45.4%
VWIV	120.1%	10.1%	485.7%	144.7%	243.3%
Skew 25d	8.1%	-75.9%	114.9%	3.6%	4.4%
Skew 10d	-2.1%	-65.0%	47.7%	14.6%	4.4%
Call IV 25d	139.5%	99.0%	200.2%	149.6%	142.0%
Put IV 25d	147.7%	81.6%	247.7%	153.2%	146.4%
Bid-Ask Spread %	115.19	77.54	154.23	111.97	107.75
Gamma HHI	0.63	0.33	1.00	0.53	0.89
Net GEX	165	-431	691	691	215
Net DEX	-7.4K	-80.8K	71.4K	-46.8K	35.7K
Net VEX	-291	-556	-2	-229	-216
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.02	0.08	2.80	1.21	0.08
Total Volume	260.571	5	547	106	13
Total OI	1,458.81	780	2,186	780	1,666

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
2022-11-01	$3.36	$2.50	145.7%	41.8%	109.0%	0.0%	144.7%	3.6%	0.3%	691	-46.8K	-229	1.21	111.97	48	58	657	123
2022-11-02	$2.97	$2.50	112.4%	32.2%	115.0%	0.0%	125.1%	28.3%	167.4%	404	-19.0K	-100	1.68	116.21	47	79	657	123
2022-11-03	$2.53	$2.50	190.7%	20.3%	125.2%	0.0%	21.3%	-27.2%	60.5%	227	-33.8K	-212	0.71	120.20	142	101	659	141
2022-11-04	$2.77	$2.50	132.0%	19.6%	120.8%	0.0%	31.6%	29.5%	-8.0%	327	-45.7K	-228	1.45	139.91	151	219	757	157
2022-11-07	$2.79	$2.50	126.6%	24.2%	120.3%	0.0%	42.2%	-75.9%	-1.6%	-431	-54.1K	-4	0.78	154.23	152	119	769	305
2022-11-08	$2.40	$2.50	210.3%	25.4%	129.7%	55.4%	16.0%	-2.5%	-47.8%	-176	3.7K	-283	0.70	122.16	204	142	769	367
2022-11-09	$2.17	$2.50	69.7%	20.0%	132.0%	0.0%	28.8%	40.4%	27.9%	-75	-1.4K	-276	0.61	117.97	225	137	820	376
2022-11-10	$2.35	$2.50	79.9%	22.9%	135.0%	4.1%	10.1%	-12.1%	-44.5%	97	-19.8K	-365	0.37	133.66	400	147	1,014	406
2022-11-11	$2.85	$2.50	157.1%	45.0%	154.3%	35.0%	33.1%	17.6%	-171.4%	286	-80.8K	-348	0.66	133.17	225	149	1,265	470
2022-11-14	$2.51	$2.50	494.2%	141.7%	158.5%	100.0%	485.7%	6.6%	-374.4%	-128	-36.3K	-516	1.90	123.78	92	175	1,171	506
2022-11-15	$2.41	$2.50	82.9%	23.8%	158.5%	3.1%	36.4%	-6.5%	-43.8%	-282	-12.4K	-436	0.95	122.12	131	125	1,179	532
2022-11-16	$2.20	$2.50	119.5%	34.3%	159.5%	11.7%	119.5%	-2.1%	3.9%	279	12.1K	-450	0.84	132.28	204	171	1,247	533
2022-11-17	$1.95	$2.50	91.2%	26.2%	163.3%	5.1%	108.3%	-30.4%	-32.5%	291	-4.5K	-443	0.38	119.39	383	145	1,400	519
2022-11-18	$1.88	$2.50	253.9%	72.8%	163.3%	43.4%	241.1%	-10.9%	-86.6%	480	7.9K	-556	0.77	134.89	280	216	1,620	566
2022-11-21	$1.52	$2.50	102.9%	29.5%	176.7%	7.8%	22.0%	31.5%	-70.8%	364	-35.3K	-475	1.20	89.14	128	154	1,134	389
2022-11-22	$1.51	$2.50	124.3%	35.6%	161.5%	12.9%	196.3%	47.7%	52.9%	0	64.2K	-2	0.91	82.64	125	114	1,235	425
2022-11-23	$1.68	$2.50	195.8%	56.1%	165.5%	29.7%	224.8%	-2.9%	-23.5%	314	29.8K	-323	0.93	89.59	123	114	1,239	425
2022-11-25	$1.68	$2.50	141.8%	40.7%	165.1%	17.0%	151.1%	19.5%	61.7%	0	71.4K	-2	1.50	83.63	2	3	1,241	425
2022-11-28	$1.52	$2.50	171.8%	49.2%	163.6%	24.0%	0.0%	-3.5%	46.8%	263	31.1K	-256	1.00	106.71	5	5	1,243	427
2022-11-29	$1.46	$2.50	174.3%	50.0%	163.5%	24.6%	243.3%	114.9%	50.3%	322	-21.6K	-388	2.80	77.54	5	14	1,246	432
2022-11-30	$1.50	$2.50	181.3%	52.0%	164.5%	26.3%	0.0%	4.4%	45.4%	215	35.7K	-216	0.08	107.75	12	1	1,248	418