IYE Options History — July 2019

In July 2019, IYE traded between $33.39 and $34.81. ATM implied volatility averaged 16.1%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 0.3% (HV 20d: 15.8%). Max pain ranged from $32.00 to $34.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 2.37.

Notable Days

  • 2019-07-08: Highest Volume — 143 contracts
  • 2019-07-29: Largest IV spike — 11.6% change
  • 2019-07-01: Highest IV Rank — 16.3%
  • 2019-07-01: Largest Expected Move — 5.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.01$33.39$34.81$34.47$33.81
Max Pain$33.36$32.00$34.00$33.00$33.00
ATM IV16.1%14.7%17.6%17.6%17.4%
Expected Move4.7%4.2%5.1%5.1%5.0%
HV 20d15.8%12.4%18.6%17.6%12.4%
HV 60d18.6%17.8%19.1%18.8%17.8%
IV Rank10.9%5.9%16.3%16.3%15.6%
IV Percentile18.0%5.2%32.5%28.6%32.5%
Term Structure1.3%-0.1%3.9%1.3%0.1%
VWIV15.5%9.5%18.2%18.2%15.8%
Skew 25d3.5%1.8%7.2%4.9%5.6%
Skew 10d4.2%-6.7%9.9%4.8%-1.1%
Call IV 25d14.4%11.2%16.6%13.9%12.7%
Put IV 25d17.9%16.2%19.3%18.7%18.3%
Bid-Ask Spread %77.2963.4487.2769.7083.95
Gamma HHI0.310.190.540.260.22
Net GEX25.9K7.0K46.6K31.7K9.1K
Net DEX-167.0K-351.8K-31.2K-333.3K-37.6K
Net VEX-1.5K-1.8K-1.1K-1.1K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.370.0013.333.695.13
Total Volume45.04501437549
Total OI494.682270625514361

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$34.47$33.0017.6%5.1%17.6%16.3%18.2%4.9%1.3%31.7K-333.3K-1.1K3.6969.70N/AN/A1659351163
2019-07-02$33.80$33.0016.5%4.7%18.6%12.3%16.7%2.5%1.4%21.4K-200.3K-1.3K3.8179.68N/AN/A1661352194
2019-07-03$33.95$33.0016.6%4.8%18.0%12.7%16.7%7.2%0.9%24.8K-224.6K-1.3K6.3187.27N/AN/A16101352194
2019-07-05$34.06$32.0015.0%4.8%16.9%7.0%0.0%1.8%1.2%27.1K-201.2K-1.6K6.3177.91N/AN/A16101352244
2019-07-08$34.15$32.0016.1%5.0%16.9%10.8%0.0%3.3%0.9%29.3K-224.1K-1.5K0.0177.36N/AN/A1412352234
2019-07-09$34.11$32.0015.3%4.9%16.9%7.9%16.9%3.2%1.2%42.9K-239.1K-1.5K0.2578.61N/AN/A4010390235
2019-07-10$34.60$34.0015.2%4.3%17.5%7.6%17.3%2.8%2.2%42.7K-306.5K-1.6K0.2284.84N/AN/A4510374243
2019-07-11$34.59$34.0015.1%4.3%15.5%7.3%16.0%3.0%1.6%45.2K-309.7K-1.5K0.9283.10N/AN/A1211382243
2019-07-12$34.81$34.0014.7%4.2%15.3%5.9%15.2%2.2%2.7%46.6K-351.8K-1.5K0.8584.50N/AN/A1311380244
2019-07-15$34.39$34.0016.1%4.6%16.0%10.7%0.0%2.3%1.7%41.9K-267.9K-1.4K0.0084.25N/AN/A00380244
2019-07-16$34.05$34.0016.4%4.7%16.5%11.8%0.0%3.5%1.4%45.0K-201.6K-1.4K0.0077.98N/AN/A00380244
2019-07-17$33.61$34.0016.1%4.6%16.7%10.8%15.9%3.2%1.7%30.9K-118.7K-1.4K0.3374.55N/AN/A31380244
2019-07-18$33.50$34.0017.3%5.0%16.7%15.2%16.4%2.8%1.3%19.3K-93.3K-1.3K0.0577.93N/AN/A201379244
2019-07-19$33.81$34.0016.2%4.7%15.4%11.4%16.3%3.0%1.5%35.3K-145.6K-1.4K0.7384.44N/AN/A2216373244
2019-07-22$33.90$34.0016.2%4.6%15.2%11.2%16.1%2.7%3.9%7.0K-45.5K-1.4K0.0074.73N/AN/A50140130
2019-07-23$34.01$34.0015.7%4.5%14.9%9.5%14.7%2.8%0.5%10.1K-66.0K-1.4K0.0075.09N/AN/A250145130
2019-07-24$34.15$34.0015.2%4.3%14.7%7.5%15.6%2.9%1.3%15.4K-98.9K-1.6K0.0067.65N/AN/A290165130
2019-07-25$33.72$33.0016.3%4.7%14.1%11.4%15.4%2.6%-0.0%13.5K-75.3K-1.6K0.0076.83N/AN/A210179130
2019-07-26$33.59$33.0015.5%4.5%13.9%8.8%12.1%5.3%0.2%13.0K-65.3K-1.5K0.2467.63N/AN/A215181130
2019-07-29$33.39$33.0017.3%5.0%13.6%15.2%9.5%3.9%-0.1%9.8K-31.2K-1.5K13.3368.87N/AN/A340181135
2019-07-30$33.77$33.0016.4%4.7%14.2%12.1%14.7%6.2%0.5%7.4K-36.2K-1.7K5.1363.44N/AN/A841180175
2019-07-31$33.81$33.0017.4%5.0%12.4%15.6%15.8%5.6%0.1%9.1K-37.6K-1.8K5.1383.95N/AN/A841185176