IYE Options History — February 2021 In February 2021, IYE traded between $21.19 and $26.71. ATM implied volatility averaged 40.1%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 3.9% (HV 20d: 36.2%). Max pain ranged from $20.00 to $23.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.75.
Notable Days 2021-02-03 : Highest Volume — 186 contracts2021-02-02 : Largest IV drop — 17.8% change2021-02-01 : Highest IV Rank — 22.6%2021-02-01 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $24.01 $21.19 $26.71 $21.19 $25.80 Max Pain $21.42 $20.00 $23.00 $21.00 $23.00 ATM IV 40.1% 35.6% 49.6% 49.6% 41.5% Expected Move 11.6% 10.6% 14.2% 14.2% 11.9% HV 20d 36.2% 32.3% 40.4% 40.2% 34.1% HV 60d 41.3% 36.0% 49.1% 48.6% 36.0% IV Rank 13.8% 8.0% 22.6% 22.6% 8.0% IV Percentile 36.0% 12.7% 73.4% 73.4% 44.8% Term Structure 0.7% -8.7% 6.6% 6.6% 0.8% VWIV 40.7% 33.7% 62.0% 62.0% 43.5% Skew 25d 3.3% -0.9% 17.2% 11.8% 17.2% Skew 10d 6.6% -22.1% 21.9% 1.0% 20.3% Call IV 25d 39.4% 27.6% 64.0% 64.0% 27.6% Put IV 25d 42.7% 36.9% 75.7% 75.7% 44.8% Bid-Ask Spread % 76.81 56.07 112.32 112.32 58.69 Gamma HHI 0.24 0.17 0.53 0.17 0.19 Net GEX 31.2K 17.1K 61.2K 17.1K 26.9K Net DEX -893.8K -1.3M -424.6K -424.6K -925.1K Net VEX -1.9K -2.1K -1.7K -1.7K -2.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.00 8.33 0.00 0.59 Total Volume 55.947 3 186 23 27 Total OI 748.158 528 962 528 757
Daily Data (19 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 2021-02-01 $21.19 $21.00 49.6% 14.2% 40.2% 22.6% 62.0% 11.8% 6.6% 17.1K -424.6K -1.7K 0.00 112.32 N/A N/A 23 0 490 38 2021-02-02 $21.45 $21.00 40.8% 11.7% 40.3% 15.9% 33.7% 5.5% 5.2% 20.8K -448.6K -1.7K 0.00 98.92 N/A N/A 43 0 502 38 2021-02-03 $22.26 $21.00 42.9% 12.3% 38.9% 17.6% 37.0% -0.5% -1.8% 26.8K -564.1K -1.7K 2.65 96.61 N/A N/A 51 135 544 38 2021-02-04 $22.44 $20.00 35.6% 11.7% 37.9% 12.0% 40.7% 2.8% -1.7% 22.0K -581.8K -1.9K 0.00 70.17 N/A N/A 17 0 564 158 2021-02-05 $22.71 $20.00 37.9% 10.6% 37.6% 13.8% 37.6% 1.6% 1.5% 23.6K -641.1K -1.9K 0.20 62.80 N/A N/A 10 2 567 158 2021-02-08 $23.70 $20.00 37.1% 11.0% 40.3% 13.2% 38.7% 1.7% 0.6% 27.3K -863.0K -1.7K 0.00 71.89 N/A N/A 51 0 571 158 2021-02-09 $23.43 $20.00 36.5% 10.9% 40.4% 12.8% 37.1% 1.7% 0.1% 30.4K -822.8K -1.8K 0.00 64.47 N/A N/A 67 0 590 158 2021-02-10 $23.72 $20.00 38.2% 10.9% 38.3% 14.0% 37.7% 2.5% 1.9% 34.6K -935.2K -1.9K 0.04 71.51 N/A N/A 48 2 649 158 2021-02-11 $23.41 $22.00 38.7% 11.1% 38.3% 14.4% 37.8% 2.1% 1.1% 35.9K -877.8K -1.9K 0.02 69.55 N/A N/A 136 3 668 160 2021-02-12 $23.79 $22.00 37.2% 10.7% 36.7% 13.2% 39.0% 3.5% 4.9% 45.7K -1.0M -2.0K 0.00 76.20 N/A N/A 3 0 708 159 2021-02-16 $24.48 $22.00 40.2% 11.5% 33.7% 15.5% 39.6% 2.8% 0.6% 39.7K -1.2M -1.8K 0.01 76.93 N/A N/A 137 1 711 159 2021-02-17 $24.76 $22.00 38.0% 10.9% 33.0% 13.9% 39.6% 2.8% 1.6% 43.4K -1.3M -1.9K 0.00 73.30 N/A N/A 26 0 725 160 2021-02-18 $24.24 $22.00 37.2% 10.7% 34.1% 13.2% 39.3% 2.5% 6.3% 61.2K -1.2M -2.0K 8.33 76.45 N/A N/A 6 50 742 160 2021-02-19 $24.63 $22.00 40.8% 11.7% 32.3% 15.8% 42.0% 1.4% -8.7% 31.8K -1.2M -1.9K 0.00 96.90 N/A N/A 38 0 752 210 2021-02-22 $25.48 $22.00 43.0% 12.3% 33.6% 16.9% 41.8% -0.2% -1.5% 26.9K -930.6K -1.9K 0.04 56.07 N/A N/A 67 3 558 106 2021-02-23 $25.87 $22.00 41.9% 12.0% 33.0% 9.4% 41.5% 3.2% 0.3% 26.7K -978.3K -1.9K 0.63 72.00 N/A N/A 19 12 560 107 2021-02-24 $26.71 $22.00 41.6% 11.9% 32.7% 9.2% 41.8% 0.8% -2.8% 26.1K -1.1M -1.8K 1.64 71.04 N/A N/A 28 46 575 106 2021-02-25 $26.15 $23.00 43.0% 12.3% 33.1% 10.4% 43.7% -0.9% -2.5% 25.5K -1.0M -2.1K 0.09 83.54 N/A N/A 11 1 600 151 2021-02-26 $25.80 $23.00 41.5% 11.9% 34.1% 8.0% 43.5% 17.2% 0.8% 26.9K -925.1K -2.1K 0.59 58.69 N/A N/A 17 10 605 152
« Jan 2021 | All History | Mar 2021 » Home IYE History February 2021