IYE Options History — July 2021

In July 2021, IYE traded between $25.32 and $29.60. ATM implied volatility averaged 30.3%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 1.1% (HV 20d: 31.4%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.47.

Notable Days

  • 2021-07-19: Highest Volume — 168 contracts
  • 2021-07-13: Largest IV spike — 33.9% change
  • 2021-07-19: Highest IV Rank — 26.3%
  • 2021-07-19: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.37$25.32$29.60$29.60$26.65
Max Pain$27.76$27.00$29.00$27.00$27.00
ATM IV30.3%22.8%38.9%27.5%30.4%
Expected Move8.8%6.5%11.1%7.9%8.7%
HV 20d31.4%27.2%34.4%27.4%32.3%
HV 60d29.4%27.5%31.4%27.7%29.5%
IV Rank12.1%0.0%26.3%5.4%12.4%
IV Percentile17.9%0.0%59.5%6.0%15.9%
Term Structure0.6%-3.8%5.6%2.6%0.4%
VWIV29.6%23.2%35.2%26.7%28.0%
Skew 25d4.8%0.0%10.3%0.0%10.3%
Skew 10d11.6%-0.2%26.5%-0.2%5.6%
Call IV 25d28.8%24.8%34.8%25.8%25.7%
Put IV 25d33.7%25.4%41.3%25.8%36.0%
Bid-Ask Spread %61.5425.4687.0178.3483.83
Gamma HHI0.200.130.310.310.15
Net GEX51.5K12.6K142.3K137.2K20.5K
Net DEX-390.0K-1.4M-41.4K-1.4M-156.0K
Net VEX-2.3K-5.0K-1.1K-5.0K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.001.330.440.00
Total Volume53.2380168230
Total OI1,949.7141,6742,1252,0411,939

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$29.60$27.0027.5%7.9%27.4%5.4%26.7%0.0%2.6%137.2K-1.4M-5.0K0.4478.34N/AN/A1671,898143
2021-07-02$29.54$27.0022.8%6.5%27.2%0.0%23.2%0.6%5.6%142.3K-1.4M-4.9K1.0081.86N/AN/A10101,907160
2021-07-06$28.61$29.0028.4%8.9%29.4%9.1%31.6%1.6%-0.1%106.8K-850.4K-3.8K1.0535.96N/AN/A19201,910170
2021-07-07$28.12$29.0028.9%8.9%29.6%10.0%31.0%2.4%1.2%86.3K-580.8K-3.2K0.5041.07N/AN/A631,917185
2021-07-08$27.89$29.0031.7%9.1%29.7%14.5%29.8%3.8%1.1%71.0K-439.6K-2.7K0.0447.04N/AN/A4621,916185
2021-07-09$28.52$29.0027.1%8.3%31.0%7.0%29.0%2.6%1.4%99.8K-703.0K-3.1K0.2274.15N/AN/A2351,920187
2021-07-12$28.55$29.0023.7%8.0%31.0%1.5%29.6%2.6%1.2%98.5K-697.2K-2.7K1.2859.52N/AN/A29371,916176
2021-07-13$28.30$29.0031.8%8.1%31.0%14.7%28.4%4.0%2.1%79.3K-533.0K-2.2K0.2231.07N/AN/A921,891170
2021-07-14$27.41$29.0029.2%8.4%31.6%10.5%26.7%4.2%1.1%46.8K-193.3K-1.6K1.3076.05N/AN/A33431,898170
2021-07-15$27.07$29.0028.7%8.2%31.7%9.7%28.4%4.7%1.8%30.6K-66.6K-1.5K0.0153.72N/AN/A11511,912181
2021-07-16$26.30$27.0032.9%9.4%30.9%16.5%25.9%10.2%-1.3%17.4K-41.4K-1.4K0.1353.94N/AN/A2431,970155
2021-07-19$25.32$27.0038.9%11.1%32.3%26.3%35.2%6.5%-3.8%13.2K-47.5K-1.1K0.0280.43N/AN/A16531,62868
2021-07-20$25.84$27.0032.3%9.2%30.4%15.4%33.6%8.4%1.1%12.9K-82.5K-1.2K0.2241.65N/AN/A46101,60371
2021-07-21$26.77$27.0033.1%9.5%33.4%16.9%32.7%4.1%-1.4%18.5K-199.0K-1.4K0.5587.01N/AN/A56311,62781
2021-07-22$26.45$27.0032.0%9.2%33.3%15.1%30.3%5.1%0.4%17.4K-161.8K-1.4K1.0084.28N/AN/A64641,64191
2021-07-23$26.32$27.0031.2%9.0%33.1%13.8%28.0%6.8%1.0%12.6K-86.4K-1.6K0.0084.38N/AN/A2101,669155
2021-07-26$26.91$27.0031.0%8.9%34.4%13.4%31.3%5.9%-0.0%18.4K-182.6K-1.7K1.3325.46N/AN/A46611,665155
2021-07-27$26.59$27.0032.6%9.4%32.7%16.1%0.0%6.1%-0.9%15.4K-134.5K-1.6K0.0029.82N/AN/A3101,670155
2021-07-28$26.89$27.0031.0%8.9%33.1%13.3%33.5%6.3%0.1%17.8K-128.5K-1.8K0.0777.48N/AN/A4231,688205
2021-07-29$27.12$27.0030.6%8.8%32.9%12.7%28.0%5.0%-0.1%19.5K-170.0K-1.8K0.0065.36N/AN/A1201,689207
2021-07-30$26.65$27.0030.4%8.7%32.3%12.4%0.0%10.3%0.4%20.5K-156.0K-1.8K0.0083.83N/AN/A001,731208