IYE Options History — July 2020

In July 2020, IYE traded between $18.40 and $20.24. ATM implied volatility averaged 43.3%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 2.3% (HV 20d: 41.1%). Max pain ranged from $18.00 to $19.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.60.

Notable Days

  • 2020-07-15: Highest Volume — 383 contracts
  • 2020-07-15: Largest IV drop — 15.4% change
  • 2020-07-14: Highest IV Rank — 28.6%
  • 2020-07-14: Largest Expected Move — 13.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.52$18.40$20.24$19.66$19.04
Max Pain$18.77$18.00$19.00$19.00$19.00
ATM IV43.3%36.7%53.5%47.7%39.0%
Expected Move12.4%10.5%13.9%13.7%11.2%
HV 20d41.1%34.8%59.3%59.1%36.3%
HV 60d51.9%47.9%55.2%55.1%48.3%
IV Rank21.2%16.4%28.6%24.4%18.1%
IV Percentile66.6%57.5%81.0%74.2%59.1%
Term Structure-0.9%-12.9%15.0%-4.1%-1.5%
VWIV41.9%32.9%47.3%44.9%35.8%
Skew 25d4.9%-5.8%13.4%6.7%5.5%
Skew 10d13.8%1.7%30.5%8.0%4.9%
Call IV 25d41.0%32.3%51.4%45.1%33.5%
Put IV 25d45.9%35.7%54.9%51.9%38.9%
Bid-Ask Spread %83.8340.05114.35114.3593.06
Gamma HHI0.190.140.280.160.24
Net GEX4.8K19.2K7.9K1.2K
Net DEX-105.0K-202.1K14.7K-157.3K14.7K
Net VEX-1.2K-1.5K-826-1.0K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.003.820.000.92
Total Volume53.22703830115
Total OI579.864458680505616

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-07-01$19.66$19.0047.7%13.7%59.1%24.4%0.0%6.7%-4.1%7.9K-157.3K-1.0K0.00114.35N/AN/A00381124
2020-07-02$19.80$19.0047.2%13.5%59.3%24.0%0.0%9.4%-3.3%8.0K-146.0K-9160.0066.57N/AN/A10381124
2020-07-06$19.81$19.0045.5%12.9%52.1%22.8%44.9%7.4%0.3%8.3K-170.3K-9990.3376.74N/AN/A22174382124
2020-07-07$19.28$19.0046.2%13.0%47.9%23.3%46.1%4.1%2.5%9.2K-149.1K-9760.9580.80N/AN/A2019408124
2020-07-08$19.31$19.0043.3%13.0%47.8%21.2%44.5%6.5%2.4%8.6K-137.8K-9861.6784.01N/AN/A35417138
2020-07-09$18.40$19.0046.3%13.7%47.6%23.4%43.8%5.9%-3.6%6.8K-71.5K-9210.2075.90N/AN/A102417139
2020-07-10$18.82$19.0043.7%13.1%36.3%21.5%43.3%13.4%-1.5%7.8K-78.6K-8260.0095.73N/AN/A20422140
2020-07-13$18.88$19.0046.6%12.9%35.7%23.6%47.3%-0.7%-1.0%8.9K-108.1K-8991.5689.77N/AN/A4570421140
2020-07-14$19.44$18.0053.5%13.9%37.6%28.6%0.0%6.6%-4.4%8.4K-121.9K-1.2K0.0076.94N/AN/A00466210
2020-07-15$19.87$18.0045.3%13.0%36.8%22.6%47.1%5.3%-1.9%5.4K-202.1K-1.3K0.6284.67N/AN/A237146466208
2020-07-16$19.71$18.0045.4%13.0%35.8%22.7%46.8%3.5%15.0%5.8K-181.4K-1.2K0.0082.43N/AN/A02469210
2020-07-17$19.47$18.0042.3%12.1%35.9%20.5%32.9%9.5%4.3%2.5K-185.0K-1.2K0.0099.51N/AN/A150469211
2020-07-20$19.20$18.0043.6%12.5%36.0%21.4%43.6%-0.4%-3.6%2.3K-32.7K-1.1K3.8273.89N/AN/A1142293165
2020-07-21$20.24$19.0043.7%12.5%41.2%21.5%42.0%4.8%-12.9%1-74.0K-1.2K0.1496.85N/AN/A142298207
2020-07-22$20.04$19.0041.5%11.9%41.3%19.9%41.1%3.6%-7.5%971-79.3K-1.3K0.0070.28N/AN/A910311207
2020-07-23$19.91$19.0040.6%11.6%37.5%19.2%33.4%-5.8%-0.9%2.2K-86.6K-1.5K0.1488.29N/AN/A71401207
2020-07-24$19.90$19.0037.4%10.7%37.4%16.9%39.7%2.5%2.0%2.4K-88.9K-1.4K0.5084.14N/AN/A21406207
2020-07-27$19.82$19.0040.8%11.7%35.5%19.3%40.8%8.9%-0.8%2.4K-82.7K-1.4K0.0073.46N/AN/A90407204
2020-07-28$19.59$19.0039.4%11.3%35.6%18.3%0.0%1.1%-1.7%2.2K-66.1K-1.4K0.0040.05N/AN/A00408204
2020-07-29$19.94$19.0036.7%10.5%34.8%16.4%0.0%7.1%1.6%2.5K-88.1K-1.3K0.0096.00N/AN/A10408204
2020-07-30$19.27$19.0038.1%10.9%36.3%17.4%39.1%1.9%1.7%1.5K-17.8K-1.2K0.00100.81N/AN/A30409204
2020-07-31$19.04$19.0039.0%11.2%36.3%18.1%35.8%5.5%-1.5%1.2K14.7K-1.2K0.9293.06N/AN/A6055412204