IYE Options History — April 2021

In April 2021, IYE traded between $25.20 and $27.13. ATM implied volatility averaged 30.9%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 5.7% (HV 20d: 25.3%). Max pain ranged from $25.00 to $27.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.60.

Notable Days

  • 2021-04-23: Highest Volume — 1,427 contracts
  • 2021-04-09: Largest IV drop — 15.8% change
  • 2021-04-20: Highest IV Rank — 9.8%
  • 2021-04-05: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.03$25.20$27.13$26.82$26.41
Max Pain$25.90$25.00$27.00$26.00$25.00
ATM IV30.9%27.3%34.0%34.0%30.3%
Expected Move9.0%8.6%10.3%9.8%8.7%
HV 20d25.3%20.5%32.0%32.0%24.9%
HV 60d31.3%29.0%33.7%33.7%29.4%
IV Rank5.1%0.0%9.8%6.0%5.4%
IV Percentile2.5%0.0%6.7%5.2%2.8%
Term Structure0.5%-6.8%3.5%0.5%1.4%
VWIV30.9%29.2%33.8%33.8%30.6%
Skew 25d1.7%-2.8%10.6%1.2%-0.5%
Skew 10d4.4%-0.9%12.6%1.3%0.3%
Call IV 25d30.0%21.0%33.4%32.7%31.3%
Put IV 25d31.7%29.7%34.3%33.9%30.8%
Bid-Ask Spread %63.3140.4988.5065.8447.30
Gamma HHI0.310.170.850.210.20
Net GEX12.9K-211.7K134.1K8.7K82.9K
Net DEX-708.3K-2.7M-63.7K-581.1K-1.6M
Net VEX-3.3K-7.2K-2.1K-2.8K-4.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.002.730.630.05
Total Volume192.23801,4271340
Total OI1,244.0487372,3501,0381,597

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$26.82$26.0034.0%9.8%32.0%6.0%33.8%1.2%0.5%8.7K-581.1K-2.8K0.6365.84N/AN/A85642396
2021-04-05$26.30$25.0032.4%10.3%29.8%3.4%0.0%0.9%3.0%4.6K-396.2K-2.7K0.0081.87N/AN/A100640399
2021-04-06$26.24$25.0031.2%8.9%29.5%1.5%31.2%0.4%3.5%3.2K-372.4K-2.6K0.0045.12N/AN/A120640399
2021-04-07$26.30$25.0032.6%8.9%28.7%3.6%0.0%0.3%1.4%4.8K-396.2K-2.6K0.0086.09N/AN/A00649399
2021-04-08$25.90$25.0032.5%8.6%26.8%3.5%32.0%0.1%2.4%964-257.2K-2.5K2.0982.06N/AN/A1123649399
2021-04-09$25.78$25.0027.4%8.9%26.8%0.0%30.3%2.2%2.9%-4.3K-194.2K-2.4K0.3378.69N/AN/A93650410
2021-04-12$25.59$25.0027.3%9.9%26.7%0.0%29.6%-0.2%-6.8%-10.0K-105.1K-2.2K1.1058.90N/AN/A1011654412
2021-04-13$25.61$25.0029.8%8.9%26.7%4.5%30.2%2.9%-0.5%-13.8K-100.8K-2.1K0.8255.22N/AN/A218179656417
2021-04-14$26.30$25.0030.3%8.7%27.6%5.3%30.9%1.7%-2.6%-15.9K-394.3K-2.1K2.3585.24N/AN/A4094654418
2021-04-15$26.14$27.0030.1%8.6%27.5%5.0%29.8%-2.8%0.8%-81.2K-228.4K-2.3K0.4158.64N/AN/A2912670507
2021-04-16$25.94$27.0031.1%8.9%22.1%6.8%31.0%0.4%2.0%-211.7K-63.7K-2.3K0.4360.56N/AN/A11650679519
2021-04-19$25.87$27.0031.7%9.1%21.9%7.8%30.5%3.0%0.5%10.5K-389.2K-2.3K0.3642.27N/AN/A259522215
2021-04-20$25.20$27.0032.8%9.4%23.4%9.8%32.5%2.5%1.7%8.1K-279.9K-2.5K0.5342.70N/AN/A1910546224
2021-04-21$25.57$27.0031.1%8.9%23.3%6.8%31.3%1.8%2.4%9.1K-346.3K-2.5K0.0470.50N/AN/A251554231
2021-04-22$25.34$27.0031.9%9.1%21.4%8.1%30.8%2.6%0.9%8.3K-307.8K-2.5K0.0940.49N/AN/A898568232
2021-04-23$25.53$27.0030.7%8.8%21.7%6.1%30.6%2.3%0.8%12.8K-412.6K-2.8K0.0058.13N/AN/A1,4270655232
2021-04-26$25.70$26.0030.2%8.7%20.5%5.2%29.2%1.5%0.9%112.4K-1.8M-6.9K0.0078.11N/AN/A802,101232
2021-04-27$26.04$26.0030.9%8.9%21.1%6.4%30.8%0.4%-4.6%123.8K-2.0M-6.8K0.0046.09N/AN/A1602,107232
2021-04-28$26.94$26.0030.9%8.9%24.3%6.4%31.1%4.7%0.9%134.1K-2.7M-7.2K0.0288.50N/AN/A1,398252,118232
2021-04-29$27.13$26.0030.6%8.8%24.2%5.8%31.4%10.6%-1.1%83.3K-1.9M-5.2K2.7357.27N/AN/A26711,412257
2021-04-30$26.41$25.0030.3%8.7%24.9%5.4%30.6%-0.5%1.4%82.9K-1.6M-4.9K0.0547.30N/AN/A3821,416181