IREN Options History — December 2022

In December 2022, IREN traded between $1.06 and $1.61. ATM implied volatility averaged 208.5%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 45.7%. IV traded above realized volatility by 95.3% (HV 20d: 113.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.47.

Notable Days

2022-12-09: Highest Volume — 97 contracts
2022-12-19: Largest IV spike — 128.7% change
2022-12-13: Highest IV Rank — 75.9%
2022-12-01: Largest Expected Move — 106.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.35	$1.06	$1.61	$1.60	$1.23
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	208.5%	88.4%	391.8%	370.2%	118.7%
Expected Move	45.7%	24.4%	106.1%	106.1%	34.0%
HV 20d	113.2%	76.6%	165.4%	165.4%	92.1%
HV 60d	124.3%	121.5%	128.8%	128.8%	126.3%
IV Rank	32.7%	4.4%	75.9%	70.8%	11.5%
IV Percentile	66.3%	4.5%	99.3%	99.3%	31.5%
Term Structure	-6.0%	-308.3%	90.4%	-308.3%	-22.2%
VWIV	147.3%	96.7%	197.9%	96.7%	197.9%
Skew 25d	-3.1%	-46.6%	42.7%	42.7%	28.3%
Skew 10d	-1.6%	-46.6%	42.7%	42.7%	28.3%
Call IV 25d	126.3%	81.2%	181.9%	154.5%	96.6%
Put IV 25d	123.2%	70.0%	197.2%	197.2%	124.9%
Bid-Ask Spread %	119.11	86.37	143.97	130.69	101.98
Gamma HHI	0.90	0.72	1.00	1.00	1.00
Net GEX	175	0	407	0	0
Net DEX	18.7K	-19.7K	67.0K	67.0K	34.2K
Net VEX	-187	-484	-2	-2	-2
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.47	0.00	15.25	0.00	0.00
Total Volume	22.048	0	97	24	40
Total OI	1,705.238	1,648	1,770	1,679	1,770

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
2022-12-01	$1.60	$2.50	370.2%	106.1%	165.4%	70.8%	0.0%	42.7%	-308.3%	0	67.0K	-2	0.00	130.69	24	0	1,260	419
2022-12-02	$1.61	$2.50	197.9%	56.7%	158.6%	30.2%	0.0%	-24.4%	70.5%	266	22.6K	-307	0.00	110.00	25	0	1,277	419
2022-12-05	$1.61	$2.50	155.2%	63.1%	153.2%	20.1%	0.0%	6.5%	-83.6%	407	-19.7K	-484	0.00	126.93	5	0	1,298	419
2022-12-06	$1.55	$2.50	340.4%	42.0%	152.7%	63.8%	0.0%	-16.6%	10.4%	345	-6.2K	-435	9.00	122.55	1	9	1,300	419
2022-12-07	$1.42	$2.50	136.2%	24.4%	147.6%	15.7%	0.0%	-1.8%	55.3%	229	31.9K	-231	1.75	129.97	8	14	1,301	424
2022-12-08	$1.42	$2.50	250.7%	36.8%	145.2%	42.6%	0.0%	-16.4%	7.3%	226	21.3K	-245	0.03	141.35	32	1	1,302	392
2022-12-09	$1.42	$2.50	268.0%	25.0%	140.5%	46.7%	0.0%	-11.8%	55.3%	263	10.3K	-266	0.11	133.05	87	10	1,314	344
2022-12-12	$1.38	$2.50	349.8%	27.0%	114.5%	66.0%	0.0%	-1.2%	-10.2%	253	8.9K	-260	0.00	129.94	0	0	1,399	334
2022-12-13	$1.31	$2.50	391.8%	28.2%	109.6%	75.9%	0.0%	-6.4%	-106.4%	242	4.9K	-269	0.00	131.66	12	0	1,399	334
2022-12-14	$1.38	$2.50	96.7%	27.7%	113.5%	6.3%	96.7%	12.3%	85.2%	249	12.9K	-239	0.14	132.11	7	1	1,410	325
2022-12-15	$1.35	$2.50	100.8%	28.9%	111.0%	7.3%	0.0%	-28.4%	20.7%	229	12.8K	-237	0.00	129.63	1	0	1,416	325
2022-12-16	$1.38	$2.50	99.4%	28.5%	106.1%	7.0%	0.0%	-46.6%	45.6%	249	9.4K	-248	0.00	130.96	0	0	1,417	325
2022-12-19	$1.36	$2.50	227.4%	65.2%	105.8%	37.1%	0.0%	0.0%	90.4%	229	15.3K	-201	15.25	92.75	4	61	1,356	303
2022-12-20	$1.38	$2.50	191.5%	54.9%	76.6%	28.7%	0.0%	18.3%	33.2%	246	3.7K	-263	0.25	106.68	8	2	1,362	286
2022-12-21	$1.35	$2.50	88.4%	25.3%	76.9%	4.4%	0.0%	15.7%	50.1%	239	7.2K	-228	0.00	86.37	3	0	1,370	284
2022-12-22	$1.15	$2.50	109.0%	31.2%	83.3%	9.2%	0.0%	0.0%	68.9%	0	32.7K	-2	0.00	115.14	7	0	1,373	284
2022-12-23	$1.17	$2.50	197.9%	56.7%	84.0%	30.2%	197.9%	10.3%	-102.5%	2	32.3K	-3	0.00	143.97	41	0	1,380	278
2022-12-27	$1.15	$2.50	260.5%	74.7%	78.3%	45.0%	0.0%	4.6%	-38.7%	2	31.7K	-4	0.00	109.17	25	0	1,436	278
2022-12-28	$1.06	$2.50	294.4%	84.4%	81.4%	52.9%	0.0%	-40.7%	-22.8%	0	29.5K	-2	0.00	87.69	0	0	1,461	278
2022-12-29	$1.08	$2.50	134.0%	38.4%	80.9%	15.1%	0.0%	-3.6%	-24.3%	2	29.7K	-4	0.00	108.70	35	0	1,461	278
2022-12-30	$1.23	$2.50	118.7%	34.0%	92.1%	11.5%	0.0%	28.3%	-22.2%	0	34.2K	-2	0.00	101.98	40	0	1,492	278