IYE Options History — August 2018

In August 2018, IYE traded between $39.65 and $42.02. ATM implied volatility averaged 15.8%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 0.2% (HV 20d: 15.6%). Max pain ranged from $40.00 to $43.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 0.62.

Notable Days

  • 2018-08-16: Highest Volume — 247 contracts
  • 2018-08-08: Largest IV spike — 50.5% change
  • 2018-08-13: Highest IV Rank — 34.9%
  • 2018-08-01: Largest Expected Move — 5.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.12$39.65$42.02$41.89$41.09
Max Pain$41.48$40.00$43.00$41.00$40.00
ATM IV15.8%13.0%21.6%18.6%15.5%
Expected Move4.5%3.8%5.3%5.3%4.4%
HV 20d15.6%11.7%17.8%14.7%17.6%
HV 60d18.4%17.4%19.5%18.9%17.4%
IV Rank17.8%9.7%34.9%26.0%16.9%
IV Percentile37.0%11.1%84.9%63.9%35.7%
Term Structure0.8%-3.2%1.9%-3.2%1.1%
VWIV14.8%9.4%17.7%17.7%15.1%
Skew 25d2.9%0.2%6.2%1.0%3.8%
Skew 10d6.3%2.4%9.7%5.4%8.4%
Call IV 25d14.9%12.8%19.2%18.6%13.4%
Put IV 25d17.8%15.8%25.5%19.5%17.2%
Bid-Ask Spread %52.5117.7797.5097.5028.57
Gamma HHI0.310.210.440.240.32
Net GEX106.0K88.3K137.3K92.1K137.3K
Net DEX-2.5M-2.9M-1.9M-2.6M-2.7M
Net VEX-3.6K-4.4K-3.0K-3.9K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.460.840.640.53
Total Volume227173247244234
Total OI992.6969161,0499781,049

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-08-01$41.89$41.0018.6%5.3%14.7%26.0%17.7%1.0%-3.2%92.1K-2.6M-3.9K0.6497.50N/AN/A14995859119
2018-08-02$41.70$41.0015.9%4.6%14.8%18.2%15.3%4.2%1.7%97.8K-2.4M-4.4K0.6490.02N/AN/A14995859119
2018-08-03$41.47$41.0015.9%4.6%14.8%18.2%16.0%1.8%1.8%94.5K-2.5M-4.0K0.6487.76N/AN/A14995859119
2018-08-06$41.65$43.0013.4%4.2%13.9%10.8%14.1%2.3%1.9%97.4K-2.6M-3.6K0.6325.28N/AN/A14692859119
2018-08-07$42.02$43.0013.0%4.2%13.9%9.7%13.5%2.7%0.7%96.0K-2.7M-3.2K0.6325.60N/AN/A14692859120
2018-08-08$41.66$43.0019.6%4.4%11.7%29.0%15.9%0.2%-0.4%97.9K-2.6M-3.7K0.6493.22N/AN/A14392863120
2018-08-09$41.28$43.0013.0%4.4%12.1%9.7%13.1%3.3%1.8%101.5K-2.5M-3.5K0.6486.17N/AN/A14392863120
2018-08-10$41.44$43.0016.9%4.5%12.0%20.9%15.0%1.9%-0.1%99.4K-2.5M-3.6K0.6588.96N/AN/A14393863120
2018-08-13$41.03$43.0021.6%4.7%11.8%34.9%14.8%4.0%0.1%101.1K-2.4M-3.7K0.6574.65N/AN/A14393864121
2018-08-14$41.07$43.0016.7%4.9%11.8%20.4%14.8%3.4%0.1%101.7K-2.4M-3.6K0.6578.37N/AN/A14393864121
2018-08-15$39.65$43.0018.3%5.3%17.1%25.2%16.4%6.2%-0.4%88.3K-1.9M-4.4K0.6658.35N/AN/A14595864121
2018-08-16$39.91$43.0015.6%4.5%17.3%17.4%9.4%3.2%1.3%94.0K-2.1M-3.9K0.6332.21N/AN/A15295868123
2018-08-17$40.06$43.0015.1%4.3%17.4%15.7%13.1%2.6%1.8%94.7K-2.1M-3.8K0.6440.08N/AN/A14995868122
2018-08-20$40.30$41.0015.4%4.4%17.6%16.8%15.2%2.9%1.2%94.1K-2.2M-3.4K0.5821.21N/AN/A12874814102
2018-08-21$40.58$40.0014.4%4.1%17.4%13.7%15.0%3.7%1.1%99.9K-2.3M-3.4K0.5125.79N/AN/A14574835102
2018-08-22$41.14$40.0014.8%4.2%17.8%14.8%15.1%2.4%1.5%102.3K-2.6M-3.2K0.4653.48N/AN/A16074862102
2018-08-23$40.79$40.0015.7%4.5%17.5%17.5%14.9%2.1%0.3%122.4K-2.5M-3.7K0.8417.77N/AN/A9479897102
2018-08-24$41.16$40.0015.9%4.6%17.7%18.1%15.8%2.9%0.7%117.7K-2.7M-3.4K0.6518.96N/AN/A12179904107
2018-08-27$41.46$40.0014.4%4.1%17.6%13.9%14.4%3.3%1.4%128.4K-2.9M-3.4K0.6220.40N/AN/A12980932107
2018-08-28$41.26$40.0015.1%4.3%17.7%15.8%15.2%3.4%1.3%125.3K-2.8M-3.0K0.6254.20N/AN/A12980938108
2018-08-29$41.63$40.0013.3%3.8%17.4%10.5%15.3%2.0%1.1%123.3K-2.9M-3.0K0.6223.73N/AN/A13080938108
2018-08-30$41.42$40.0015.2%4.4%17.5%16.1%15.5%2.6%1.2%129.9K-2.8M-3.2K0.6065.49N/AN/A13480941108
2018-08-31$41.09$40.0015.5%4.4%17.6%16.9%15.1%3.8%1.1%137.3K-2.7M-3.3K0.5328.57N/AN/A15381941108