IYE Options History — October 2018

In October 2018, IYE traded between $35.67 and $42.97. ATM implied volatility averaged 22.3%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 4.4% (HV 20d: 17.9%). Max pain ranged from $35.00 to $42.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.15.

Notable Days

  • 2018-10-11: Highest Volume — 1,116 contracts
  • 2018-10-10: Largest IV spike — 22.6% change
  • 2018-10-29: Highest IV Rank — 67.0%
  • 2018-10-29: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.98$35.67$42.97$42.48$37.16
Max Pain$40.30$35.00$42.00$35.00$41.00
ATM IV22.3%14.6%32.6%15.5%29.3%
Expected Move6.4%4.2%9.4%4.5%8.4%
HV 20d17.9%10.8%25.6%13.2%25.6%
HV 60d16.6%14.0%20.1%15.1%20.1%
IV Rank36.5%13.7%67.0%16.4%57.0%
IV Percentile74.3%21.4%99.2%32.1%96.4%
Term Structure-2.0%-8.1%1.7%1.4%-5.3%
VWIV21.9%14.8%34.8%15.5%27.9%
Skew 25d4.3%1.0%8.6%3.4%7.7%
Skew 10d8.3%2.4%23.9%8.2%10.6%
Call IV 25d21.0%14.0%32.1%14.1%25.4%
Put IV 25d25.3%15.3%35.5%17.5%33.1%
Bid-Ask Spread %55.2421.91100.6721.9191.61
Gamma HHI0.230.130.340.250.17
Net GEX60.3K10.3K121.3K98.8K12.8K
Net DEX-2.0M-3.6M-20.6K-3.4M-145.0K
Net VEX-2.7K-3.7K-1.8K-2.6K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.110.230.120.22
Total Volume817.5223761,116973410
Total OI973.5654421,2961,157472

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$42.48$35.0015.5%4.5%13.2%16.4%15.5%3.4%1.4%98.8K-3.4M-2.6K0.1221.91N/AN/A8701031,004153
2018-10-02$42.58$35.0014.6%4.2%12.9%13.7%15.3%1.5%1.6%101.5K-3.4M-2.6K0.1227.30N/AN/A8701041,013157
2018-10-03$42.95$35.0014.6%4.2%13.1%13.7%14.8%1.0%1.7%101.9K-3.5M-2.7K0.1238.17N/AN/A9021041,015160
2018-10-04$42.64$42.0017.5%5.0%11.3%22.2%17.7%3.3%-1.1%103.0K-3.5M-2.9K0.1175.52N/AN/A9241041,043160
2018-10-05$42.55$42.0016.4%4.7%11.3%18.9%17.5%3.3%1.6%112.3K-3.4M-3.2K0.1228.40N/AN/A9201081,091160
2018-10-08$42.69$41.0017.7%5.1%11.3%22.8%18.7%3.8%-0.2%119.0K-3.5M-3.1K0.1237.12N/AN/A9211081,094165
2018-10-09$42.97$41.0017.1%5.3%10.8%21.1%19.0%3.7%-2.8%121.3K-3.6M-3.0K0.1228.39N/AN/A9201081,093165
2018-10-10$41.56$41.0021.0%6.0%16.7%32.5%21.1%3.7%-2.7%95.1K-3.1M-3.1K0.1235.11N/AN/A9201111,106165
2018-10-11$40.37$41.0024.0%6.9%19.8%41.4%25.1%8.6%-3.8%100.7K-2.7M-3.7K0.1184.89N/AN/A1,0051111,116172
2018-10-12$40.35$41.0024.0%6.9%19.6%41.4%22.4%4.8%-4.6%96.6K-2.7M-3.0K0.1442.55N/AN/A9281321,077172
2018-10-15$40.27$41.0022.2%6.4%19.6%36.2%20.1%4.2%-2.0%72.5K-2.7M-2.9K0.1436.44N/AN/A9461321,080191
2018-10-16$40.55$41.0018.6%5.3%19.3%25.6%18.4%4.3%0.9%68.2K-2.7M-2.8K0.1434.51N/AN/A9541321,097191
2018-10-17$40.11$41.0020.1%5.7%19.4%29.8%19.2%3.6%-1.2%37.5K-2.6M-2.7K0.1462.23N/AN/A9561321,105191
2018-10-18$39.93$41.0021.1%6.0%19.5%32.9%20.2%6.6%-1.3%32.9K-2.6M-2.6K0.1477.00N/AN/A9561321,105191
2018-10-19$39.69$41.0021.4%6.1%19.2%33.8%20.6%4.7%-1.3%18.2K-2.5M-2.5K0.1466.23N/AN/A9621321,105190
2018-10-22$39.21$41.0023.1%6.6%18.4%38.7%21.8%3.0%-2.0%17.0K-247.4K-2.5K0.2028.76N/AN/A3206434894
2018-10-23$38.24$41.0025.0%7.2%19.4%44.5%22.0%3.9%-2.2%14.7K-171.9K-2.3K0.2031.85N/AN/A3176435994
2018-10-24$37.06$41.0027.6%7.9%21.3%52.1%25.3%6.8%-3.0%14.1K-177.0K-2.4K0.2084.77N/AN/A3176436194
2018-10-25$37.13$41.0027.4%7.8%21.5%51.4%29.1%6.1%-3.1%13.8K-103.3K-2.2K0.2086.61N/AN/A3216436195
2018-10-26$36.71$41.0031.0%8.9%21.4%62.1%27.4%1.8%-5.5%12.5K-80.4K-2.2K0.21100.67N/AN/A3126436695
2018-10-29$35.67$41.0032.6%9.4%21.7%67.0%34.8%7.9%-8.1%10.3K-20.6K-1.8K0.2060.02N/AN/A3176436895
2018-10-30$36.70$41.0031.6%9.1%25.2%63.9%29.9%1.8%-3.9%12.5K-62.1K-2.1K0.2390.51N/AN/A3247436895
2018-10-31$37.16$41.0029.3%8.4%25.6%57.0%27.9%7.7%-5.3%12.8K-145.0K-2.2K0.2291.61N/AN/A33674367105