IYE Options History — August 2019

In August 2019, IYE traded between $29.88 and $32.91. ATM implied volatility averaged 23.9%, placing in the 38.1% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 0.6% (HV 20d: 23.3%). Max pain ranged from $33.00 to $34.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 6.22.

Notable Days

  • 2019-08-19: Highest Volume — 1,118 contracts
  • 2019-08-12: Largest IV spike — 41.0% change
  • 2019-08-05: Highest IV Rank — 61.8%
  • 2019-08-14: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.06$29.88$32.91$32.91$30.78
Max Pain$33.32$33.00$34.00$33.00$33.00
ATM IV23.9%20.4%30.4%20.5%21.8%
Expected Move6.6%5.7%7.6%5.9%6.2%
HV 20d23.3%15.6%28.6%15.6%28.1%
HV 60d20.4%18.5%21.6%18.5%20.9%
IV Rank38.1%25.6%61.8%26.7%29.7%
IV Percentile71.8%55.6%91.3%59.9%63.5%
Term Structure-0.4%-2.4%1.8%0.1%0.0%
VWIV19.3%12.8%26.3%18.8%20.7%
Skew 25d4.6%-2.6%8.3%4.3%4.2%
Skew 10d10.8%-4.1%19.3%12.4%6.4%
Call IV 25d20.9%18.4%23.5%19.0%20.8%
Put IV 25d25.6%17.3%29.8%23.4%25.0%
Bid-Ask Spread %78.8868.3691.8270.0772.68
Gamma HHI0.340.170.590.170.50
Net GEX3.9K-14.7K35.5K31124.6K
Net DEX-5.6K-648.9K339.9K72.0K-413.4K
Net VEX-3.6K-6.5K-1.6K-1.7K-6.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.220.0053.007.750.00
Total Volume69.86401,1187019
Total OI650.6363611,0723611,072

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$32.91$33.0020.5%5.9%15.6%26.7%18.8%4.3%0.1%31172.0K-1.7K7.7570.07N/AN/A862185176
2019-08-02$32.45$33.0022.8%6.5%16.1%34.5%0.0%-2.6%-1.2%-4.9K147.7K-1.8K0.0068.36N/AN/A020185196
2019-08-05$31.40$34.0030.4%7.3%19.2%61.8%23.4%5.8%-1.8%-9.4K257.0K-1.9K3.7580.58N/AN/A830185215
2019-08-06$31.27$34.0028.0%7.0%19.2%53.2%0.0%5.5%-1.3%-13.9K304.7K-2.0K0.0070.87N/AN/A50184245
2019-08-07$31.30$34.0027.0%7.0%18.0%49.5%0.0%8.3%-0.3%-13.7K334.8K-2.0K5.0079.34N/AN/A210186245
2019-08-08$31.88$34.0024.1%5.7%19.8%39.4%0.0%3.9%0.1%-13.0K271.4K-1.9K0.0091.82N/AN/A10187235
2019-08-09$31.78$34.0021.0%5.9%19.4%28.4%12.8%3.9%0.2%-14.1K265.6K-1.9K0.0080.33N/AN/A05188235
2019-08-12$31.27$34.0029.6%7.1%19.7%58.6%0.0%5.1%-2.4%-14.7K277.4K-1.8K0.0084.98N/AN/A020188227
2019-08-13$31.55$34.0020.4%5.9%20.2%25.6%20.1%4.4%-0.9%-13.3K225.8K-1.6K0.0589.24N/AN/A201188207
2019-08-14$30.34$33.0026.4%7.6%23.6%46.9%0.0%6.2%-1.4%-11.1K297.8K-1.6K10.0081.44N/AN/A220198207
2019-08-15$30.10$33.0024.8%7.1%23.6%41.3%0.0%7.2%-0.7%-12.3K339.9K-1.7K0.0082.80N/AN/A05199227
2019-08-16$30.56$33.0021.9%6.3%24.2%31.0%0.0%5.2%0.8%-12.6K303.0K-1.6K6.5083.36N/AN/A213199222
2019-08-19$31.30$33.0021.3%6.1%26.2%28.9%17.7%5.4%0.1%-14.5K275.0K-1.8K0.0082.73N/AN/A1,1180137234
2019-08-20$31.02$33.0021.8%6.2%26.1%30.5%0.0%4.2%0.3%34.6K-617.3K-6.1K0.0078.03N/AN/A00698234
2019-08-21$31.19$33.0021.2%6.1%26.1%28.5%0.0%4.1%0.4%35.5K-648.9K-6.1K0.0081.27N/AN/A02698234
2019-08-22$31.07$33.0021.4%6.1%26.0%28.9%0.0%3.8%0.6%35.3K-618.4K-6.1K0.0075.68N/AN/A051698236
2019-08-23$29.99$33.0024.9%7.1%28.2%41.6%26.3%5.4%-0.3%25.5K-250.7K-6.0K53.0081.99N/AN/A153698287
2019-08-26$29.99$33.0023.9%6.9%28.3%38.1%0.0%4.9%1.8%19.7K-175.8K-6.1K0.0073.19N/AN/A00699339
2019-08-27$29.88$33.0024.8%7.1%27.6%41.3%14.4%4.4%-1.2%17.9K-112.8K-6.2K1.0073.83N/AN/A1010699354
2019-08-28$30.36$33.0025.5%7.3%28.6%43.9%0.0%5.1%-1.0%19.9K-266.2K-6.3K0.0069.62N/AN/A20699344
2019-08-29$30.84$33.0021.8%6.2%28.4%30.4%0.0%3.5%-0.3%20.7K-391.3K-6.4K0.0083.24N/AN/A370701344
2019-08-30$30.78$33.0021.8%6.2%28.1%29.7%20.7%4.2%0.0%24.6K-413.4K-6.5K0.0072.68N/AN/A190728344