IYE Options History — June 2019

In June 2019, IYE traded between $32.23 and $34.33. ATM implied volatility averaged 20.9%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 0.3% (HV 20d: 21.2%). Max pain ranged from $33.00 to $35.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 2.66.

Notable Days

2019-06-07: Highest Volume — 281 contracts
2019-06-05: Largest IV spike — 21.6% change
2019-06-05: Highest IV Rank — 44.7%
2019-06-05: Largest Expected Move — 7.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.37	$32.23	$34.33	$32.23	$34.33
Max Pain	$33.30	$33.00	$35.00	$35.00	$33.00
ATM IV	20.9%	19.2%	25.6%	24.8%	19.4%
Expected Move	6.0%	5.5%	7.3%	7.1%	5.6%
HV 20d	21.2%	17.8%	23.1%	20.0%	17.8%
HV 60d	18.5%	18.1%	18.8%	18.5%	18.8%
IV Rank	28.0%	21.9%	44.7%	41.8%	22.8%
IV Percentile	60.6%	48.8%	81.0%	78.6%	51.6%
Term Structure	-0.3%	-2.9%	0.9%	-1.0%	-0.2%
VWIV	20.8%	19.4%	24.4%	24.0%	19.5%
Skew 25d	4.2%	2.3%	6.8%	6.8%	6.2%
Skew 10d	8.5%	-1.8%	14.8%	6.5%	12.6%
Call IV 25d	18.6%	15.0%	20.6%	19.9%	15.0%
Put IV 25d	22.8%	20.4%	26.7%	26.7%	21.3%
Bid-Ask Spread %	79.05	70.93	96.99	83.81	73.38
Gamma HHI	0.25	0.19	0.41	0.41	0.24
Net GEX	411	-25.0K	21.6K	-17.7K	21.6K
Net DEX	-108.7K	-302.1K	180.2K	180.2K	-288.4K
Net VEX	-1.3K	-1.6K	-1.1K	-1.6K	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.66	0.00	15.53	12.50	0.47
Total Volume	70.55	0	281	0	50
Total OI	584.1	480	669	622	488

Daily Data (20 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
2019-06-03	$32.23	$35.00	24.8%	7.1%	20.0%	41.8%	0.0%	6.8%	-1.0%	-17.7K	180.2K	-1.6K	0.00	83.81	N/A	N/A	0	0	367	255
2019-06-04	$32.77	$35.00	21.1%	6.0%	21.3%	28.6%	0.0%	5.0%	0.9%	-14.1K	102.3K	-1.6K	0.00	91.17	N/A	N/A	0	200	367	255
2019-06-05	$32.41	$35.00	25.6%	7.3%	21.3%	44.7%	0.0%	6.4%	-2.9%	-3.6K	46.7K	-1.2K	12.50	88.79	N/A	N/A	16	200	383	155
2019-06-06	$33.05	$33.00	21.7%	6.2%	22.6%	30.8%	24.0%	4.3%	-0.9%	1.0K	-25.6K	-1.3K	11.76	70.93	N/A	N/A	17	200	383	155
2019-06-07	$33.16	$33.00	21.3%	6.0%	22.7%	29.4%	24.4%	4.7%	-0.6%	3.4K	-55.9K	-1.2K	15.53	73.01	N/A	N/A	17	264	383	155
2019-06-10	$33.23	$33.00	21.4%	6.0%	22.7%	29.8%	0.0%	3.7%	-0.9%	-11.4K	-12.4K	-1.3K	0.00	72.23	N/A	N/A	0	0	383	219
2019-06-11	$33.34	$33.00	21.7%	5.8%	22.0%	30.8%	0.0%	4.2%	0.4%	-9.3K	-38.5K	-1.3K	0.00	72.70	N/A	N/A	10	0	393	219
2019-06-12	$32.68	$33.00	20.7%	5.9%	22.3%	27.2%	0.0%	3.8%	-0.1%	-25.0K	55.0K	-1.3K	0.00	81.61	N/A	N/A	40	0	393	219
2019-06-13	$33.05	$33.00	20.4%	5.9%	22.6%	26.3%	0.0%	4.5%	-0.2%	-14.5K	-52.6K	-1.5K	0.00	71.30	N/A	N/A	44	0	423	219
2019-06-14	$32.91	$33.00	20.4%	5.8%	22.5%	26.1%	0.0%	3.9%	0.4%	-19.4K	-27.2K	-1.5K	0.00	77.61	N/A	N/A	54	0	427	219
2019-06-17	$32.94	$33.00	19.9%	5.7%	22.3%	24.2%	0.0%	3.9%	0.5%	-12.5K	-107.3K	-1.5K	0.00	80.18	N/A	N/A	10	0	437	219
2019-06-18	$33.40	$33.00	20.2%	5.8%	23.1%	25.3%	19.4%	3.3%	0.3%	9.1K	-201.1K	-1.4K	0.32	78.11	N/A	N/A	25	8	437	219
2019-06-19	$33.41	$33.00	21.3%	6.1%	22.5%	29.3%	20.1%	3.5%	-1.6%	2.4K	-192.3K	-1.4K	0.69	96.99	N/A	N/A	26	18	442	217
2019-06-20	$34.09	$33.00	19.2%	5.5%	23.1%	21.9%	19.6%	2.3%	0.4%	17.9K	-302.1K	-1.4K	0.33	81.76	N/A	N/A	54	18	442	227
2019-06-21	$34.31	$33.00	19.3%	5.5%	18.8%	22.1%	19.9%	3.3%	0.7%	17.3K	-267.5K	-1.2K	0.37	81.66	N/A	N/A	54	20	416	227
2019-06-24	$34.01	$33.00	20.0%	5.7%	19.1%	24.7%	0.0%	2.9%	-0.0%	15.3K	-243.8K	-1.1K	0.00	73.98	N/A	N/A	0	1	319	161
2019-06-25	$33.76	$33.00	19.3%	5.5%	18.7%	22.2%	0.0%	3.7%	0.3%	12.6K	-212.0K	-1.1K	0.20	76.96	N/A	N/A	5	1	319	162
2019-06-26	$34.33	$33.00	20.6%	5.9%	19.4%	26.9%	20.6%	4.9%	-0.1%	18.6K	-283.7K	-1.1K	0.04	80.96	N/A	N/A	25	1	324	162
2019-06-27	$34.05	$33.00	20.2%	5.8%	19.0%	25.6%	20.2%	3.6%	-0.2%	16.6K	-248.0K	-1.1K	0.32	73.89	N/A	N/A	25	8	330	162
2019-06-28	$34.33	$33.00	19.4%	5.6%	17.8%	22.8%	19.5%	6.2%	-0.2%	21.6K	-288.4K	-1.1K	0.47	73.38	N/A	N/A	34	16	333	155