IYE Options History — January 2019

In January 2019, IYE traded between $31.55 and $34.76. ATM implied volatility averaged 24.2%, placing in the 39.8% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded below realized volatility by 5.3% (HV 20d: 29.5%). Max pain ranged from $31.00 to $33.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 3.15.

Notable Days

  • 2019-01-11: Highest Volume — 340 contracts
  • 2019-01-22: Largest IV spike — 21.7% change
  • 2019-01-03: Highest IV Rank — 65.5%
  • 2019-01-02: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.71$31.55$34.76$31.60$34.56
Max Pain$31.19$31.00$33.00$33.00$33.00
ATM IV24.2%19.3%31.4%30.5%20.5%
Expected Move6.9%4.9%8.7%8.7%4.9%
HV 20d29.5%18.7%36.2%33.7%19.6%
HV 60d29.8%28.7%30.7%29.7%28.8%
IV Rank39.8%22.3%65.5%62.4%26.4%
IV Percentile72.6%48.0%92.9%91.7%52.0%
Term Structure-0.6%-3.5%1.3%-1.3%0.9%
VWIV25.6%19.9%38.6%38.6%20.9%
Skew 25d4.7%-2.3%7.8%5.5%5.3%
Skew 10d10.0%4.0%15.2%6.6%12.7%
Call IV 25d22.0%17.0%28.5%28.5%18.0%
Put IV 25d26.7%21.6%34.1%34.1%23.3%
Bid-Ask Spread %73.8364.0286.2786.2781.92
Gamma HHI0.220.160.270.220.23
Net GEX4.3K-18.7K20.5K11.4K19.5K
Net DEX-242.5K-535.8K58.8K57.7K-347.2K
Net VEX-2.2K-2.6K-1.4K-1.4K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.150.0021.0021.000.46
Total Volume107.0481134022158
Total OI853.2866511,124651755

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$31.60$33.0030.5%8.7%33.7%62.4%38.6%5.5%-1.3%11.4K57.7K-1.4K21.0086.27N/AN/A121499152
2019-01-03$31.55$31.0031.4%8.4%33.0%65.5%0.0%6.9%-1.9%10.6K58.8K-1.4K2.2570.76N/AN/A1636500157
2019-01-04$32.64$31.0027.5%7.9%36.0%51.9%30.7%5.1%-3.5%13.7K-80.4K-1.6K4.6864.99N/AN/A28131500157
2019-01-07$33.18$31.0029.7%8.2%36.2%59.6%30.7%5.5%-0.7%4.7K-160.9K-1.8K0.3765.05N/AN/A2710514267
2019-01-08$33.52$31.0026.5%7.6%36.1%48.4%30.5%4.9%-1.0%6.4K-257.2K-1.8K11.1867.00N/AN/A22246531277
2019-01-09$33.94$31.0025.6%7.3%34.6%45.3%29.3%5.9%-0.7%-9.6K-227.0K-2.6K11.1869.51N/AN/A22246541523
2019-01-10$34.07$31.0024.1%6.9%34.6%39.2%27.3%4.8%1.3%-10.2K-246.4K-2.5K3.0075.41N/AN/A82246541523
2019-01-11$33.86$31.0023.2%6.7%34.6%36.1%26.4%4.4%-0.3%-12.0K-242.9K-2.6K2.6265.72N/AN/A94246567523
2019-01-14$33.81$31.0023.0%6.6%34.6%35.4%0.0%5.2%0.4%-10.4K-253.7K-2.5K0.1869.12N/AN/A112575523
2019-01-15$33.95$31.0022.8%6.5%33.1%34.6%0.0%4.5%-0.4%-5.9K-295.1K-2.4K0.1866.50N/AN/A112565524
2019-01-16$33.95$31.0021.7%6.2%31.3%30.9%25.3%7.8%0.4%-11.6K-328.7K-2.3K0.2966.79N/AN/A7622565524
2019-01-17$34.16$31.0021.4%6.1%30.7%29.6%22.6%4.2%1.0%-18.7K-396.2K-2.4K0.3281.22N/AN/A7624580544
2019-01-18$34.76$31.0019.3%5.5%30.1%22.3%19.9%4.0%0.8%8.9K-535.8K-2.1K0.1984.09N/AN/A13426580543
2019-01-22$34.00$31.0023.5%6.7%29.1%37.2%22.5%2.9%-0.2%8.5K-242.0K-2.4K0.0078.11N/AN/A110385283
2019-01-23$33.67$31.0023.3%6.7%29.0%36.5%22.0%4.2%-0.6%8.7K-179.6K-2.5K0.0064.02N/AN/A120396283
2019-01-24$33.85$31.0023.2%6.7%24.6%36.2%21.8%3.9%-1.2%10.6K-222.0K-2.5K0.0082.25N/AN/A120397283
2019-01-25$34.34$31.0022.3%6.4%18.7%33.0%20.0%4.1%-0.4%14.6K-315.0K-2.3K0.0072.63N/AN/A280397283
2019-01-28$33.89$31.0023.6%6.8%19.8%37.6%0.0%4.9%-1.5%14.1K-240.9K-2.3K5.0075.37N/AN/A630413282
2019-01-29$34.14$31.0023.6%6.8%19.6%37.6%23.5%6.5%-1.8%15.4K-275.3K-2.5K1.8883.28N/AN/A1630417312
2019-01-30$34.56$31.0021.5%6.2%19.8%30.2%23.5%-2.3%-0.8%20.5K-363.3K-2.5K1.3580.48N/AN/A3750426312
2019-01-31$34.56$33.0020.5%4.9%19.6%26.4%20.9%5.3%0.9%19.5K-347.2K-2.5K0.4681.92N/AN/A10850423332