IYE Options History — May 2020 In May 2020, IYE traded between $18.78 and $20.98. ATM implied volatility averaged 47.4%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 9.0% (HV 20d: 56.5%). Max pain ranged from $15.00 to $19.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.05.
Notable Days 2020-05-19 : Highest Volume — 77 contracts2020-05-29 : Largest IV spike — 29.8% change2020-05-04 : Highest IV Rank — 34.6%2020-05-01 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $19.90 $18.78 $20.98 $18.86 $20.36 Max Pain $17.05 $15.00 $19.00 $17.00 $19.00 ATM IV 47.4% 33.2% 61.7% 59.9% 43.1% Expected Move 13.3% 9.5% 17.2% 17.2% 12.4% HV 20d 56.5% 49.3% 60.6% 60.6% 51.8% HV 60d 88.9% 87.4% 90.5% 87.4% 89.5% IV Rank 24.2% 13.9% 34.6% 33.2% 21.1% IV Percentile 79.6% 73.0% 86.9% 86.5% 75.8% Term Structure 0.2% -5.9% 9.5% -3.4% -5.9% VWIV 52.2% 36.3% 66.8% 66.0% 46.1% Skew 25d 13.6% 0.5% 26.2% 12.8% 8.4% Skew 10d 27.7% -6.1% 49.1% 32.1% -6.1% Call IV 25d 41.0% 24.9% 56.7% 56.7% 40.3% Put IV 25d 54.6% 43.7% 69.4% 69.4% 48.7% Bid-Ask Spread % 86.40 31.31 100.89 89.90 91.19 Gamma HHI 0.22 0.18 0.41 0.19 0.19 Net GEX 13.2K 10.1K 19.7K 10.1K 15.8K Net DEX -394.8K -506.5K -301.4K -301.4K -417.9K Net VEX -1.4K -1.6K -1.2K -1.3K -1.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.05 0.00 5.00 0.51 0.00 Total Volume 25.05 2 77 59 5 Total OI 622.9 537 700 562 671
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 2020-05-01 $18.86 $17.00 59.9% 17.2% 60.6% 33.2% 66.0% 12.8% -3.4% 10.1K -301.4K -1.3K 0.51 89.90 N/A N/A 39 20 426 136 2020-05-04 $19.44 $15.00 61.7% 15.9% 60.1% 34.6% 66.4% 19.2% 2.2% 10.2K -332.1K -1.3K 0.50 74.66 N/A N/A 10 5 432 156 2020-05-05 $19.51 $16.00 56.7% 15.7% 57.8% 31.0% 66.8% 13.8% 5.2% 10.5K -368.8K -1.4K 0.38 83.76 N/A N/A 13 5 439 161 2020-05-06 $19.16 $16.00 57.0% 14.3% 56.9% 31.2% 61.1% 13.2% 2.9% 10.4K -324.3K -1.3K 0.63 81.85 N/A N/A 16 10 448 166 2020-05-07 $19.51 $17.00 54.7% 14.0% 56.0% 29.5% 54.0% 14.9% 2.9% 11.1K -361.6K -1.3K 0.00 89.57 N/A N/A 0 2 450 176 2020-05-08 $20.34 $17.00 44.7% 13.8% 57.5% 22.2% 52.7% 17.5% -0.3% 11.7K -461.5K -1.2K 3.67 99.38 N/A N/A 3 11 450 177 2020-05-11 $20.13 $17.00 48.6% 13.0% 57.8% 25.1% 55.2% 14.2% -2.3% 12.2K -448.4K -1.3K 1.67 89.29 N/A N/A 3 5 451 180 2020-05-12 $19.79 $17.00 48.4% 13.3% 58.2% 24.9% 0.0% 18.4% -2.2% 11.7K -424.2K -1.2K 0.22 99.17 N/A N/A 27 6 451 175 2020-05-13 $18.78 $17.00 47.3% 13.6% 58.8% 24.1% 58.4% 16.1% 9.5% 11.5K -318.6K -1.3K 0.18 100.89 N/A N/A 39 7 475 178 2020-05-14 $18.88 $17.00 50.7% 14.5% 56.5% 26.6% 58.7% 15.5% 0.0% 13.4K -331.6K -1.4K 1.20 96.62 N/A N/A 5 6 510 183 2020-05-15 $18.99 $17.00 49.9% 14.3% 49.3% 26.0% 48.4% 20.4% 0.3% 19.7K -367.6K -1.4K 0.00 100.69 N/A N/A 2 0 511 189 2020-05-18 $20.55 $17.00 43.7% 12.5% 55.4% 21.5% 52.6% 26.2% -2.2% 11.9K -353.5K -1.3K 0.31 88.45 N/A N/A 13 4 415 126 2020-05-19 $20.04 $17.00 47.5% 13.6% 56.3% 24.3% 45.2% 9.8% -0.8% 10.4K -323.4K -1.4K 0.15 88.83 N/A N/A 67 10 414 123 2020-05-20 $20.70 $17.00 40.7% 11.7% 56.4% 19.3% 42.6% 0.5% -0.3% 13.1K -452.3K -1.6K 0.00 87.55 N/A N/A 52 0 477 133 2020-05-21 $20.30 $17.00 43.5% 12.5% 56.4% 21.3% 44.1% 10.9% -4.2% 14.3K -427.6K -1.6K 0.17 86.25 N/A N/A 40 7 491 133 2020-05-22 $20.20 $17.00 39.3% 11.3% 56.5% 18.3% 40.9% 10.9% 3.2% 15.6K -407.7K -1.6K 0.33 82.41 N/A N/A 6 2 498 136 2020-05-26 $20.91 $18.00 39.4% 11.3% 57.3% 18.4% 43.6% 11.8% -2.7% 16.2K -500.1K -1.5K 5.00 76.28 N/A N/A 2 10 499 137 2020-05-27 $20.98 $18.00 38.5% 11.0% 57.2% 17.7% 36.3% 8.6% 0.9% 17.3K -506.5K -1.4K 0.00 31.31 N/A N/A 13 0 498 136 2020-05-28 $20.55 $18.00 33.2% 9.5% 52.3% 13.9% 46.1% 9.5% 1.7% 16.8K -466.6K -1.5K 5.00 89.89 N/A N/A 6 30 509 142 2020-05-29 $20.36 $19.00 43.1% 12.4% 51.8% 21.1% 0.0% 8.4% -5.9% 15.8K -417.9K -1.5K 0.00 91.19 N/A N/A 5 0 513 158
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