IYE Options History — April 2019

In April 2019, IYE traded between $35.90 and $37.33. ATM implied volatility averaged 17.3%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 1.5% (HV 20d: 15.9%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.90.

Notable Days

  • 2019-04-22: Highest Volume — 99 contracts
  • 2019-04-10: Largest IV spike — 13.8% change
  • 2019-04-23: Highest IV Rank — 21.3%
  • 2019-04-23: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.55$35.90$37.33$36.48$35.93
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV17.3%15.4%19.0%18.0%17.7%
Expected Move5.1%4.6%5.5%5.4%5.1%
HV 20d15.9%13.2%18.4%18.2%15.2%
HV 60d17.0%16.3%18.4%18.4%16.4%
IV Rank15.2%8.4%21.3%17.8%16.4%
IV Percentile29.4%9.1%53.6%35.3%34.1%
Term Structure0.6%-1.5%1.8%0.9%0.8%
VWIV16.4%13.1%20.8%16.0%16.7%
Skew 25d3.2%2.1%5.4%5.4%2.6%
Skew 10d6.6%1.1%14.5%6.2%2.2%
Call IV 25d16.3%13.1%17.7%13.1%16.8%
Put IV 25d19.4%18.1%20.9%18.5%19.4%
Bid-Ask Spread %83.9374.8695.3276.5686.16
Gamma HHI0.180.150.270.220.19
Net GEX43.5K25.0K54.6K40.1K44.0K
Net DEX-502.0K-676.7K-263.0K-507.2K-295.9K
Net VEX-1.8K-2.2K-1.4K-2.0K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.900.0010.000.290.00
Total Volume31.812994511
Total OI762.048445894822613

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$36.48$35.0018.0%5.4%18.2%17.8%0.0%5.4%0.9%40.1K-507.2K-2.0K0.2976.56N/AN/A3510446376
2019-04-02$36.24$35.0017.4%5.4%18.4%15.4%0.0%3.8%1.4%45.6K-484.0K-2.1K10.0080.30N/AN/A110481376
2019-04-03$35.90$35.0017.1%5.3%17.9%14.5%0.0%3.0%0.6%50.2K-396.3K-2.1K3.3384.28N/AN/A310482376
2019-04-04$36.12$35.0017.2%5.3%18.0%14.8%0.0%3.5%0.6%49.0K-459.9K-2.0K3.3378.37N/AN/A310483376
2019-04-05$36.75$35.0015.4%4.9%16.9%8.4%0.0%3.1%0.8%39.6K-623.0K-1.9K2.0078.27N/AN/A510483376
2019-04-08$36.92$35.0016.8%5.0%16.1%13.5%0.0%3.1%0.8%39.4K-641.8K-1.8K0.0079.76N/AN/A110484376
2019-04-09$36.52$35.0015.9%5.3%16.6%10.2%0.0%3.2%0.2%54.2K-579.6K-1.9K0.0079.58N/AN/A120493376
2019-04-10$36.66$35.0018.1%5.2%16.3%18.0%0.0%3.2%-1.4%45.6K-608.3K-1.8K0.0095.32N/AN/A40493376
2019-04-11$36.64$35.0018.2%5.2%16.3%18.3%0.0%2.8%0.1%50.6K-613.1K-1.7K0.0082.59N/AN/A40495376
2019-04-12$36.74$35.0017.4%5.0%16.2%15.5%0.0%3.5%0.9%40.0K-664.1K-1.6K0.0081.89N/AN/A240495376
2019-04-15$36.53$35.0017.4%5.0%15.5%15.5%0.0%3.3%0.4%42.9K-629.5K-1.5K0.0083.39N/AN/A20495376
2019-04-16$36.73$35.0016.4%4.7%15.2%12.1%0.0%3.0%0.9%39.3K-676.7K-1.5K0.0084.24N/AN/A90497376
2019-04-17$36.75$35.0016.1%4.6%14.8%11.0%16.0%3.8%1.3%39.1K-668.4K-1.6K0.0090.41N/AN/A230504376
2019-04-18$36.59$35.0015.9%4.6%14.8%10.1%15.9%3.0%1.2%54.6K-651.1K-1.5K0.0088.27N/AN/A230518376
2019-04-22$37.32$35.0017.6%5.1%13.3%16.4%16.7%2.1%1.8%25.0K-333.7K-1.4K0.0074.86N/AN/A990221224
2019-04-23$37.33$35.0019.0%5.5%13.2%21.3%16.0%3.7%-1.5%48.5K-447.0K-1.8K0.0091.17N/AN/A790315224
2019-04-24$36.74$35.0018.1%5.2%14.3%17.9%14.1%3.5%1.3%40.3K-310.5K-2.2K0.0086.20N/AN/A870315224
2019-04-25$36.64$35.0017.6%5.1%14.2%16.3%13.1%2.7%-0.1%46.9K-379.3K-1.9K0.0087.34N/AN/A750348224
2019-04-26$35.94$35.0018.1%5.2%15.9%18.0%20.8%2.4%1.3%35.5K-263.0K-1.8K0.0092.59N/AN/A970356224
2019-04-29$36.03$35.0018.2%5.2%15.9%18.4%18.0%2.3%0.5%42.7K-309.0K-1.9K0.0080.95N/AN/A110378224
2019-04-30$35.93$35.0017.7%5.1%15.2%16.4%16.7%2.6%0.8%44.0K-295.9K-1.8K0.0086.16N/AN/A110389224