IYE Options History — October 2019

In October 2019, IYE traded between $30.02 and $31.93. ATM implied volatility averaged 20.8%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 1.1% (HV 20d: 21.9%). Max pain ranged from $31.00 to $33.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 9.83.

Notable Days

  • 2019-10-02: Highest Volume — 246 contracts
  • 2019-10-08: Largest IV spike — 62.7% change
  • 2019-10-08: Highest IV Rank — 77.3%
  • 2019-10-02: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.00$30.02$31.93$31.11$30.96
Max Pain$31.17$31.00$33.00$33.00$31.00
ATM IV20.8%16.8%35.2%23.3%19.9%
Expected Move5.8%4.8%7.5%6.7%5.7%
HV 20d21.9%18.4%25.3%23.4%18.4%
HV 60d23.6%22.6%24.4%22.8%23.1%
IV Rank23.1%7.9%77.3%32.8%19.6%
IV Percentile43.8%11.1%98.0%68.7%42.9%
Term Structure0.5%-1.4%2.4%-0.7%0.3%
VWIV19.7%17.8%21.2%20.6%21.2%
Skew 25d4.5%1.8%8.2%6.3%3.5%
Skew 10d8.1%-22.1%28.4%13.7%-4.8%
Call IV 25d18.8%14.5%23.0%19.8%18.6%
Put IV 25d23.2%19.5%28.4%26.1%22.0%
Bid-Ask Spread %94.1475.94110.0286.83101.20
Gamma HHI0.310.250.410.250.33
Net GEX-10.0K-42.4K33.5K-25.8K8.4K
Net DEX256.0K-288.2K876.9K476.1K248.7K
Net VEX-7.6K-8.3K-7.0K-7.9K-7.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio9.830.0085.001.630.90
Total Volume44.8702462113
Total OI1,717.131,5271,8501,6601,640

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$31.11$33.0023.3%6.7%23.4%32.8%20.6%6.3%-0.7%-25.8K476.1K-7.9K1.6386.83N/AN/A813819841
2019-10-02$30.26$33.0026.3%7.5%24.8%44.1%17.8%8.2%-0.2%-21.4K876.9K-7.5K23.6089.02N/AN/A10236826845
2019-10-03$30.52$31.0021.5%5.6%24.3%25.9%0.0%1.9%0.2%-33.2K797.5K-7.6K0.76105.31N/AN/A4131830864
2019-10-04$30.72$31.0021.2%6.2%24.5%24.6%0.0%4.6%-1.0%-31.7K538.8K-8.1K0.1075.94N/AN/A202871884
2019-10-07$30.60$31.0021.6%6.3%23.1%26.1%0.0%5.2%-0.9%-32.9K594.4K-8.0K0.6793.44N/AN/A32891886
2019-10-08$30.02$31.0035.2%6.4%23.2%77.3%20.7%3.9%2.3%-21.6K754.4K-7.8K9.3294.63N/AN/A22205894880
2019-10-09$30.22$31.0024.5%7.0%23.5%37.1%0.0%6.0%-1.4%-37.0K687.7K-7.8K0.0089.21N/AN/A300916904
2019-10-10$30.62$31.0022.0%6.3%24.2%27.6%0.0%6.2%-0.3%-32.1K418.0K-8.1K0.0094.40N/AN/A00946901
2019-10-11$31.21$31.0021.6%6.2%25.3%26.0%0.0%6.0%0.0%-17.3K43.3K-8.3K9.0088.86N/AN/A218946901
2019-10-14$30.97$31.0021.1%6.1%20.7%24.2%0.0%4.6%-0.6%-28.1K159.5K-7.9K0.0090.26N/AN/A40948902
2019-10-15$31.16$31.0019.9%5.7%20.6%19.5%0.0%4.1%0.7%-21.1K26.5K-7.7K0.0092.60N/AN/A015948902
2019-10-16$30.70$31.0018.9%5.4%20.9%15.7%20.7%4.1%1.4%-42.4K327.4K-7.5K0.0090.37N/AN/A015948887
2019-10-17$30.76$31.0018.1%5.2%21.0%13.0%0.0%3.4%1.6%-41.9K289.2K-7.3K0.00101.59N/AN/A00948901
2019-10-18$30.62$31.0017.9%5.1%21.0%12.0%19.8%3.7%1.5%33.5K377.9K-7.0K5.2595.16N/AN/A20105948901
2019-10-21$31.07$31.0018.4%5.3%21.8%14.0%0.0%4.2%1.5%21.2K130.1K-7.3K0.0095.15N/AN/A08807720
2019-10-22$31.57$31.0018.2%5.2%21.0%13.2%18.4%6.9%1.0%23.3K-127.9K-7.3K85.0095.12N/AN/A185807720
2019-10-23$31.69$31.0016.8%4.8%21.1%7.9%20.2%6.2%0.8%15.3K-110.2K-7.3K6.71110.02N/AN/A747808760
2019-10-24$31.60$31.0017.3%5.0%20.6%9.8%0.0%3.0%2.4%12.1K-108.1K-7.6K0.0086.55N/AN/A00827794
2019-10-25$31.93$31.0017.9%5.1%21.0%12.2%17.9%2.1%0.6%14.7K-288.2K-7.5K2.0095.42N/AN/A510827794
2019-10-28$31.70$31.0018.6%5.3%21.1%14.8%21.2%3.0%0.4%13.3K-181.5K-7.5K2.5086.41N/AN/A410832804
2019-10-29$31.82$31.0018.4%5.3%19.4%14.2%0.0%1.8%1.5%12.2K-217.5K-7.4K0.00102.98N/AN/A00834804
2019-10-30$31.09$31.0020.1%5.8%18.5%20.4%0.0%4.0%1.2%3.7K175.3K-7.4K0.90104.80N/AN/A2119834804
2019-10-31$30.96$31.0019.9%5.7%18.4%19.6%0.0%3.5%0.3%8.4K248.7K-7.1K0.00101.20N/AN/A013855785