IYE Options History — February 2019 In February 2019, IYE traded between $34.09 and $36.30. ATM implied volatility averaged 18.7%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 0.5% (HV 20d: 18.3%). Max pain ranged from $33.00 to $34.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.47.
Notable Days 2019-02-22 : Highest Volume — 195 contracts2019-02-07 : Largest IV spike — 13.4% change2019-02-07 : Highest IV Rank — 29.3%2019-02-07 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $35.39 $34.09 $36.30 $35.26 $35.43 Max Pain $33.47 $33.00 $34.00 $33.00 $34.00 ATM IV 18.7% 17.1% 21.3% 20.5% 18.9% Expected Move 5.4% 4.9% 6.1% 6.1% 5.4% HV 20d 18.3% 16.6% 20.2% 20.2% 17.2% HV 60d 27.4% 25.9% 29.0% 28.9% 26.0% IV Rank 20.2% 14.3% 29.3% 26.5% 20.7% IV Percentile 38.3% 20.6% 58.3% 52.4% 45.2% Term Structure 0.8% -0.7% 1.5% -0.7% 0.1% VWIV 19.2% 16.9% 22.2% 22.2% 16.9% Skew 25d 3.6% 1.3% 5.8% 4.1% 5.7% Skew 10d 9.1% -3.2% 14.7% 6.0% 14.7% Call IV 25d 16.7% 13.9% 19.4% 18.0% 14.1% Put IV 25d 20.4% 18.3% 23.1% 22.1% 19.7% Bid-Ask Spread % 83.55 77.71 92.73 82.38 83.73 Gamma HHI 0.26 0.18 0.38 0.26 0.18 Net GEX 32.1K 17.6K 62.2K 35.4K 23.0K Net DEX -482.7K -865.4K -265.6K -598.1K -265.6K Net VEX -2.4K -3.0K -2.0K -2.6K -3.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.00 1.62 0.44 0.09 Total Volume 59.105 0 195 171 24 Total OI 785.895 620 859 802 847
Daily Data (19 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-02-01 $35.26 $33.00 20.5% 6.1% 20.2% 26.5% 22.2% 4.1% -0.7% 35.4K -598.1K -2.6K 0.44 82.38 N/A N/A 119 52 470 332 2019-02-04 $35.38 $33.00 18.5% 5.5% 17.2% 19.4% 0.0% 3.5% 0.7% 35.5K -590.4K -2.3K 0.00 77.71 N/A N/A 0 0 460 332 2019-02-05 $35.36 $33.00 18.4% 5.3% 16.6% 19.2% 0.0% 3.3% 1.1% 36.8K -600.9K -2.3K 0.00 83.08 N/A N/A 0 0 460 332 2019-02-06 $35.18 $33.00 18.8% 5.4% 16.6% 20.3% 0.0% 4.0% 0.6% 39.0K -577.8K -2.2K 0.00 82.85 N/A N/A 0 0 460 332 2019-02-07 $34.36 $33.00 21.3% 6.1% 18.6% 29.3% 0.0% 3.7% -0.0% 29.9K -359.1K -2.3K 0.00 80.07 N/A N/A 0 1 460 332 2019-02-08 $34.09 $33.00 20.7% 5.9% 18.8% 27.3% 0.0% 2.2% 0.5% 26.6K -304.3K -2.3K 0.00 80.75 N/A N/A 0 1 460 332 2019-02-11 $34.40 $33.00 20.7% 5.9% 18.9% 27.1% 18.5% 2.7% 0.7% 33.2K -372.8K -2.2K 0.00 79.80 N/A N/A 6 0 460 332 2019-02-12 $34.81 $33.00 18.9% 5.4% 19.2% 21.0% 19.9% 4.2% 1.5% 44.0K -499.7K -2.2K 0.00 80.21 N/A N/A 25 0 466 332 2019-02-13 $35.28 $33.00 19.0% 5.5% 19.7% 21.2% 19.1% 2.9% 0.9% 48.6K -660.7K -2.2K 0.00 81.83 N/A N/A 25 0 485 332 2019-02-14 $35.55 $33.00 18.2% 5.2% 19.8% 18.2% 19.5% 3.5% 1.1% 44.6K -719.1K -2.1K 0.13 85.53 N/A N/A 78 10 485 332 2019-02-15 $35.97 $34.00 18.2% 5.2% 20.0% 18.5% 18.5% 4.5% 1.5% 62.2K -865.4K -2.1K 0.21 87.19 N/A N/A 94 20 517 342 2019-02-19 $36.19 $34.00 18.0% 5.2% 19.3% 17.6% 19.1% 4.8% 1.2% 26.9K -510.7K -2.0K 1.62 85.06 N/A N/A 50 81 398 222 2019-02-20 $36.30 $34.00 18.0% 5.2% 17.1% 17.7% 18.2% 5.8% 0.9% 22.4K -479.4K -2.4K 1.14 89.76 N/A N/A 76 87 408 303 2019-02-21 $35.62 $34.00 17.7% 5.1% 18.3% 16.6% 20.0% 3.2% 1.0% 22.1K -341.1K -2.6K 1.16 88.53 N/A N/A 76 88 411 309 2019-02-22 $35.82 $34.00 17.3% 5.0% 18.3% 15.2% 19.1% 3.3% 1.4% 23.4K -384.0K -2.5K 1.53 83.93 N/A N/A 77 118 411 310 2019-02-25 $35.89 $34.00 17.2% 4.9% 17.8% 14.8% 0.0% 1.3% 1.1% 19.4K -367.6K -2.8K 0.00 83.78 N/A N/A 2 0 412 410 2019-02-26 $35.72 $34.00 17.1% 4.9% 17.0% 14.3% 0.0% 3.0% 0.7% 19.5K -333.3K -2.9K 0.00 78.59 N/A N/A 2 0 412 410 2019-02-27 $35.84 $34.00 18.6% 5.3% 16.9% 19.8% 0.0% 2.9% 0.9% 17.6K -341.7K -2.9K 0.22 92.73 N/A N/A 9 2 412 412 2019-02-28 $35.43 $34.00 18.9% 5.4% 17.2% 20.7% 16.9% 5.7% 0.1% 23.0K -265.6K -3.0K 0.09 83.73 N/A N/A 22 2 435 412
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