IYE Options History — May 2019

In May 2019, IYE traded between $31.87 and $35.41. ATM implied volatility averaged 21.1%, placing in the 28.7% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 3.2% (HV 20d: 17.9%). Max pain ranged from $34.00 to $36.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.69.

Notable Days

  • 2019-05-14: Highest Volume — 77 contracts
  • 2019-05-13: Largest IV spike — 50.9% change
  • 2019-05-13: Highest IV Rank — 57.3%
  • 2019-05-07: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.20$31.87$35.41$35.41$31.87
Max Pain$35.09$34.00$36.00$35.00$35.00
ATM IV21.1%15.9%29.2%20.3%23.6%
Expected Move6.0%5.2%6.8%5.8%6.8%
HV 20d17.9%15.8%21.0%15.8%19.9%
HV 60d17.1%16.3%18.4%16.7%18.3%
IV Rank28.7%10.2%57.3%25.9%37.5%
IV Percentile62.1%13.9%90.1%63.5%75.8%
Term Structure-1.1%-6.6%0.6%-2.4%-0.6%
VWIV17.1%10.2%23.5%10.2%12.5%
Skew 25d4.5%2.5%7.0%6.8%5.3%
Skew 10d9.6%1.0%18.3%6.5%4.7%
Call IV 25d18.6%13.0%21.6%13.0%21.3%
Put IV 25d23.2%19.8%26.6%19.8%26.6%
Bid-Ask Spread %83.3372.9795.2695.2686.88
Gamma HHI0.260.180.540.200.54
Net GEX4.1K-24.4K33.4K33.4K-24.4K
Net DEX-36.9K-208.7K244.7K-208.7K244.7K
Net VEX-1.5K-1.7K-1.3K-1.6K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.002.500.000.41
Total Volume27.8180771148
Total OI589.227489628613591

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$35.41$35.0020.3%5.8%15.8%25.9%10.2%6.8%-2.4%33.4K-208.7K-1.6K0.0095.26N/AN/A110389224
2019-05-02$34.65$35.0019.5%5.6%17.2%22.8%19.8%3.3%0.5%14.7K-95.2K-1.7K0.3584.60N/AN/A269379224
2019-05-03$35.03$34.0018.1%5.2%17.6%17.9%16.9%2.5%0.6%19.0K-136.6K-1.6K0.2783.92N/AN/A267376233
2019-05-06$34.86$36.0020.4%6.1%16.2%26.1%0.0%4.5%-2.5%15.4K-111.7K-1.6K0.0082.75N/AN/A00376235
2019-05-07$34.52$36.0024.7%6.8%16.1%41.5%0.0%5.2%-3.3%7.3K-40.3K-1.7K0.0076.13N/AN/A02376235
2019-05-08$34.73$36.0023.5%6.5%16.2%37.3%23.5%5.7%-1.4%11.0K-68.4K-1.7K2.5072.97N/AN/A25376235
2019-05-09$34.66$35.0024.9%6.4%16.0%42.1%23.2%5.2%-1.0%8.1K-59.6K-1.6K2.5075.65N/AN/A25378238
2019-05-10$34.75$35.0019.3%5.9%16.1%22.4%0.0%3.2%-0.8%8.6K-75.8K-1.5K0.0083.25N/AN/A10378238
2019-05-13$34.15$35.0029.2%6.7%16.8%57.3%0.0%5.2%-1.0%-1.6K-7.2K-1.6K0.0075.99N/AN/A00378238
2019-05-14$34.62$35.0015.9%5.8%17.8%10.2%18.6%5.2%-0.6%5.1K-58.6K-1.5K0.1575.42N/AN/A6710378238
2019-05-15$34.86$35.0019.1%5.5%17.9%21.5%0.0%3.8%-0.3%8.1K-76.8K-1.3K0.0087.87N/AN/A110379238
2019-05-16$34.99$35.0018.5%5.3%18.1%19.5%0.0%3.8%-0.1%14.8K-114.0K-1.3K0.0082.33N/AN/A110390238
2019-05-17$34.62$35.0018.9%5.4%18.3%20.8%0.0%3.6%-0.5%3.8K-67.3K-1.3K0.0089.66N/AN/A240390238
2019-05-20$34.59$35.0019.8%5.7%16.3%23.9%0.0%4.4%-1.4%3.5K-78.2K-1.3K0.0083.30N/AN/A100262227
2019-05-21$35.02$35.0018.2%5.2%17.2%18.3%16.9%4.3%-0.3%7.7K-137.4K-1.4K0.0082.72N/AN/A650272227
2019-05-22$34.44$35.0022.1%6.3%17.3%32.2%16.5%3.3%-6.6%11.9K-118.9K-1.5K0.0087.53N/AN/A650327227
2019-05-23$33.19$35.0023.2%6.7%21.0%36.1%12.6%3.5%-1.4%-4.9K32.8K-1.5K0.0084.60N/AN/A720327227
2019-05-24$33.34$35.0020.4%5.9%20.6%26.3%12.5%3.9%0.5%-6.1K18.1K-1.4K0.0082.53N/AN/A730329227
2019-05-28$32.93$35.0020.9%6.0%20.6%27.8%0.0%7.0%-0.8%-9.9K56.7K-1.4K2.3386.30N/AN/A614330227
2019-05-29$32.78$35.0021.2%6.1%20.6%28.9%0.0%4.4%0.2%-14.5K109.6K-1.5K2.3390.59N/AN/A614336241
2019-05-30$32.39$35.0023.0%6.6%20.5%35.4%0.0%5.6%-0.2%-20.9K181.0K-1.6K2.3383.01N/AN/A614336255
2019-05-31$31.87$35.0023.6%6.8%19.9%37.5%0.0%5.3%-0.6%-24.4K244.7K-1.5K0.4186.88N/AN/A3414336255