IYE Options History — March 2019

In March 2019, IYE traded between $34.70 and $36.66. ATM implied volatility averaged 18.5%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 1.1% (HV 20d: 17.5%). Max pain ranged from $32.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.15.

Notable Days

  • 2019-03-14: Highest Volume — 117 contracts
  • 2019-03-12: Largest IV drop — 21.7% change
  • 2019-03-11: Highest IV Rank — 33.6%
  • 2019-03-08: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.90$34.70$36.66$35.94$36.02
Max Pain$33.38$32.00$35.00$34.00$35.00
ATM IV18.5%15.5%22.5%15.5%19.1%
Expected Move5.4%4.5%6.3%4.5%5.3%
HV 20d17.5%16.0%18.8%17.8%17.7%
HV 60d22.5%18.3%25.8%25.8%18.3%
IV Rank19.5%8.8%33.6%8.8%21.6%
IV Percentile39.7%10.7%71.4%10.7%49.6%
Term Structure0.6%-0.9%2.2%2.2%-0.9%
VWIV20.0%17.4%21.9%17.4%18.6%
Skew 25d4.0%2.5%7.0%6.3%6.0%
Skew 10d9.3%0.4%14.5%0.4%2.5%
Call IV 25d16.3%11.2%20.0%11.8%14.0%
Put IV 25d20.3%17.8%23.5%18.1%20.0%
Bid-Ask Spread %78.9452.43107.5295.8880.50
Gamma HHI0.250.170.420.170.26
Net GEX33.2K19.5K100.1K25.5K35.1K
Net DEX-365.1K-544.6K-55.0K-388.5K-394.8K
Net VEX-2.5K-3.1K-1.9K-2.8K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.000.690.690.20
Total Volume32.8101175436
Total OI848.857796942849805

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-03-01$35.94$34.0015.5%4.5%17.8%8.8%17.4%6.3%2.2%25.5K-388.5K-2.8K0.6995.88N/AN/A3222437412
2019-03-04$36.09$34.0018.4%5.3%16.5%19.2%0.0%3.3%0.1%28.2K-418.2K-3.0K0.0095.29N/AN/A00445422
2019-03-05$36.02$34.0017.8%5.1%16.5%16.9%0.0%3.6%1.0%27.9K-414.0K-2.7K0.0091.46N/AN/A00445422
2019-03-06$35.50$34.0020.0%5.7%17.4%24.6%0.0%3.9%-0.5%24.3K-283.6K-2.9K0.0090.51N/AN/A00445422
2019-03-07$35.44$34.0019.6%5.6%17.3%23.4%0.0%3.5%-0.4%24.4K-261.2K-2.9K0.0092.85N/AN/A00445422
2019-03-08$34.70$34.0021.8%6.3%16.9%31.3%21.9%3.5%-0.1%19.5K-55.0K-3.1K0.0085.99N/AN/A230445422
2019-03-11$35.28$32.0022.5%5.8%17.5%33.6%0.0%2.7%1.0%36.0K-286.8K-2.7K0.0055.08N/AN/A02464422
2019-03-12$35.58$32.0017.6%5.4%17.5%16.2%0.0%4.3%1.4%31.0K-389.0K-2.6K0.0053.76N/AN/A600464424
2019-03-13$35.94$32.0018.2%5.4%17.3%18.3%20.4%4.0%0.0%34.9K-486.6K-2.4K0.0057.28N/AN/A810494424
2019-03-14$36.00$32.0016.8%5.4%16.8%13.3%20.5%2.7%1.9%49.9K-544.6K-2.4K0.0052.43N/AN/A1170508424
2019-03-15$35.93$32.0016.1%5.1%16.6%10.9%19.6%2.5%1.9%100.1K-534.6K-2.4K0.0056.01N/AN/A1170518424
2019-03-18$36.50$0.0016.2%5.1%17.0%11.2%0.0%3.0%1.4%23.1K-338.9K-2.0K0.0090.04N/AN/A20402394
2019-03-19$36.18$0.0017.2%5.1%17.2%14.7%0.0%4.1%0.7%23.6K-304.3K-2.1K0.0084.94N/AN/A140404394
2019-03-20$36.56$0.0018.6%4.9%17.6%19.7%0.0%7.0%-0.6%26.2K-395.2K-1.9K0.04107.52N/AN/A472406394
2019-03-21$36.66$0.0016.3%5.0%16.0%11.5%0.0%3.0%1.2%29.5K-469.8K-2.2K0.0475.52N/AN/A472437393
2019-03-22$35.76$0.0019.3%5.5%18.5%22.4%0.0%5.5%-0.9%29.8K-322.8K-2.4K0.0487.34N/AN/A492437393
2019-03-25$35.66$0.0019.4%5.7%18.5%22.5%0.0%3.6%0.2%28.9K-279.7K-2.4K0.0075.44N/AN/A00428376
2019-03-26$36.06$0.0018.9%5.7%18.8%20.9%0.0%5.7%1.1%30.6K-376.9K-2.3K0.0072.37N/AN/A00428376
2019-03-27$35.92$0.0018.7%5.7%18.8%20.3%21.1%3.8%1.1%31.6K-349.1K-2.3K0.5573.84N/AN/A116428376
2019-03-28$36.06$35.0020.9%5.7%18.4%27.9%20.4%2.7%0.1%37.2K-372.8K-2.1K0.5583.67N/AN/A116429376
2019-03-29$36.02$35.0019.1%5.3%17.7%21.6%18.6%6.0%-0.9%35.1K-394.8K-2.2K0.2080.50N/AN/A306429376