IYE Options History — April 2018

In April 2018, IYE traded between $36.20 and $40.93. ATM implied volatility averaged 21.0%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 4.4% (HV 20d: 25.4%). Max pain ranged from $37.00 to $38.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.68.

Notable Days

  • 2018-04-30: Highest Volume — 1,914 contracts
  • 2018-04-06: Largest IV spike — 14.4% change
  • 2018-04-10: Highest IV Rank — 41.4%
  • 2018-04-02: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.05$36.20$40.93$36.20$40.61
Max Pain$37.24$37.00$38.00$37.00$38.00
ATM IV21.0%17.7%25.2%24.5%18.9%
Expected Move6.0%5.1%7.0%7.0%5.4%
HV 20d25.4%19.6%28.3%24.5%19.6%
HV 60d24.9%23.6%25.2%23.6%25.1%
IV Rank30.2%21.3%41.4%39.5%24.5%
IV Percentile83.9%67.5%95.2%94.8%74.6%
Term Structure-0.7%-1.9%0.5%-1.3%0.5%
VWIV22.0%18.8%25.2%25.2%20.1%
Skew 25d3.3%2.1%5.7%4.0%3.1%
Skew 10d7.2%1.5%16.1%7.9%3.0%
Call IV 25d19.6%17.1%23.4%23.4%17.7%
Put IV 25d22.9%20.4%27.4%27.4%20.8%
Bid-Ask Spread %32.4316.2567.5667.5620.41
Gamma HHI0.230.170.350.350.17
Net GEX215.4K175.4K270.0K185.4K197.1K
Net DEX-4.6M-6.7M-2.2M-2.2M-5.1M
Net VEX-13.2K-14.5K-12.0K-13.6K-12.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.221.010.410.22
Total Volume880.4766321,9141,2541,914
Total OI2,618.5712,3333,0422,4262,470

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$36.20$37.0024.5%7.0%24.5%39.5%25.2%4.0%-1.3%185.4K-2.2M-13.6K0.4167.56N/AN/A8923622,094332
2018-04-03$36.96$37.0021.9%6.3%25.4%32.5%24.1%5.7%-1.0%199.4K-2.6M-14.0K0.3732.31N/AN/A8943322,094421
2018-04-04$36.98$37.0021.0%6.0%25.4%30.2%22.0%3.8%-0.1%207.4K-2.7M-14.1K0.3741.02N/AN/A9293432,088431
2018-04-05$37.65$37.0020.0%6.0%26.0%27.3%23.7%4.6%-0.8%232.0K-3.4M-14.5K0.3938.09N/AN/A8993502,121452
2018-04-06$36.88$37.0022.8%6.4%27.1%35.0%23.7%3.8%-0.7%196.6K-2.6M-14.4K0.7444.18N/AN/A3792822,125462
2018-04-09$37.22$37.0024.5%6.4%26.3%39.4%23.6%4.2%-1.5%224.7K-3.0M-14.2K0.7436.88N/AN/A3792822,140464
2018-04-10$38.30$37.0025.2%6.5%28.3%41.4%23.8%2.6%-1.6%231.9K-4.2M-14.1K0.6434.49N/AN/A4382822,140464
2018-04-11$38.75$37.0022.4%6.4%28.2%34.0%24.2%2.6%-1.6%249.7K-4.6M-14.0K0.6339.26N/AN/A4492822,203474
2018-04-12$38.87$37.0022.2%6.4%28.1%33.4%23.8%2.8%-1.9%263.1K-4.9M-13.9K0.6427.85N/AN/A4182662,237474
2018-04-13$39.15$37.0021.7%6.2%28.1%32.0%22.3%2.2%-1.3%270.0K-5.1M-13.4K0.6321.34N/AN/A4412762,254479
2018-04-16$39.58$37.0018.8%5.4%28.1%24.3%21.0%3.4%-0.3%267.2K-5.8M-12.7K0.7416.25N/AN/A4793542,311542
2018-04-17$39.79$37.0017.7%5.1%27.0%21.3%19.3%3.3%0.3%257.3K-6.1M-12.2K0.7218.62N/AN/A4803442,338582
2018-04-18$40.53$37.0018.7%5.4%27.4%23.9%19.9%3.0%-0.1%201.0K-6.7M-12.0K0.8030.06N/AN/A4843892,341547
2018-04-19$40.49$37.0019.7%5.7%26.1%26.7%20.9%2.5%-0.1%182.3K-6.6M-12.9K0.8654.24N/AN/A4513892,408632
2018-04-20$40.15$37.0020.5%5.9%23.8%28.7%20.5%3.7%-1.7%240.4K-6.4M-12.7K0.8725.69N/AN/A4183652,410632
2018-04-23$40.37$37.0020.1%5.8%23.5%27.6%20.3%2.1%0.4%178.5K-4.7M-12.5K0.8420.31N/AN/A3593031,891442
2018-04-24$39.84$38.0021.3%6.1%23.9%31.0%21.7%2.7%0.2%175.4K-4.3M-12.8K0.8420.37N/AN/A3593031,903444
2018-04-25$40.29$38.0021.1%6.0%23.4%30.3%21.7%2.9%-1.0%183.3K-4.7M-12.4K0.8750.02N/AN/A3493031,903444
2018-04-26$40.93$38.0019.3%5.5%22.1%25.5%20.7%3.6%-1.0%186.1K-5.1M-12.1K0.9219.28N/AN/A3293031,919444
2018-04-27$40.49$38.0019.3%5.5%22.0%25.6%18.8%2.5%0.0%194.7K-5.0M-12.2K1.0122.84N/AN/A3193211,964474
2018-04-30$40.61$38.0018.9%5.4%19.6%24.5%20.1%3.1%0.5%197.1K-5.1M-12.2K0.2220.41N/AN/A1,5723421,984486