IYE Options History — December 2021

In December 2021, IYE traded between $28.67 and $31.26. ATM implied volatility averaged 30.6%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 1.8% (HV 20d: 28.8%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.49.

Notable Days

  • 2021-12-06: Highest Volume — 278 contracts
  • 2021-12-13: Largest IV spike — 64.2% change
  • 2021-12-06: Highest IV Rank — 66.3%
  • 2021-12-03: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.16$28.67$31.26$29.86$30.24
Max Pain$32.59$30.00$33.00$30.00$33.00
ATM IV30.6%21.9%40.6%38.4%24.1%
Expected Move8.7%6.9%11.3%11.0%6.9%
HV 20d28.8%24.8%30.8%27.8%24.8%
HV 60d25.5%24.2%27.2%26.7%24.2%
IV Rank30.8%0.0%66.3%58.3%7.8%
IV Percentile38.0%0.0%86.1%78.2%1.2%
Term Structure0.1%-4.6%4.0%-4.6%2.9%
VWIV30.0%24.0%41.3%40.4%26.3%
Skew 25d5.2%-5.2%15.8%3.3%-5.2%
Skew 10d12.7%4.7%30.3%6.1%4.7%
Call IV 25d29.5%23.5%38.9%38.9%32.0%
Put IV 25d34.7%26.8%47.1%42.3%26.8%
Bid-Ask Spread %78.7162.3695.9579.9795.95
Gamma HHI0.150.130.180.170.15
Net GEX14.8K-8.4K31.4K5.4K30.5K
Net DEX373.3K36.6K634.9K459.2K352.1K
Net VEX-2.4K-3.4K-1.7K-3.2K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.270.830.810.49
Total Volume232.864176278271185
Total OI972.3647961,063986926

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$29.86$30.0038.4%11.0%27.8%58.3%40.4%3.3%-4.6%5.4K459.2K-3.2K0.8179.97N/AN/A150121522464
2021-12-02$30.39$30.0037.4%10.7%28.6%54.2%39.4%3.4%-2.7%10.6K283.4K-3.4K0.8286.84N/AN/A148121575464
2021-12-03$29.93$30.0039.6%11.3%29.0%62.5%40.8%7.5%-1.1%8.4K391.6K-3.2K0.8389.11N/AN/A146121575464
2021-12-06$30.53$33.0040.6%10.7%29.5%66.3%41.3%2.9%-1.4%10.3K190.1K-3.3K0.7688.50N/AN/A158120575464
2021-12-07$31.19$33.0029.3%8.7%30.4%24.2%32.3%4.3%2.1%20.0K104.8K-3.3K0.4562.36N/AN/A18181599464
2021-12-08$31.26$33.0030.0%8.6%30.4%26.9%30.7%4.5%0.6%24.3K36.6K-3.1K0.4569.70N/AN/A18181602436
2021-12-09$30.93$33.0028.8%8.4%28.9%22.4%28.3%3.8%2.5%18.6K175.9K-2.8K0.3971.63N/AN/A18673602436
2021-12-10$31.05$33.0021.9%7.6%28.8%0.0%24.0%5.1%-1.6%17.4K188.3K-2.5K0.3977.38N/AN/A19677592425
2021-12-13$30.07$33.0035.9%8.3%30.8%50.7%31.4%4.3%-0.2%2.9K444.1K-2.3K0.4370.85N/AN/A18077575429
2021-12-14$29.78$33.0033.8%8.8%30.6%42.8%30.2%7.6%-0.2%-4.3K504.9K-2.2K0.4180.70N/AN/A17973595429
2021-12-15$29.69$33.0032.4%9.3%30.5%37.8%25.0%12.8%-3.4%2.0K634.9K-1.7K0.4392.86N/AN/A16873595430
2021-12-16$29.82$33.0030.9%8.8%30.1%32.4%28.7%7.8%-0.5%-8.4K508.8K-2.0K0.5585.18N/AN/A12368595430
2021-12-17$29.32$33.0037.3%10.7%30.5%55.7%31.0%15.8%-4.0%-5.6K593.3K-2.1K0.5587.28N/AN/A12871627431
2021-12-20$28.67$33.0033.6%9.6%29.1%42.2%30.6%5.6%0.4%13.7K583.0K-1.8K0.3270.19N/AN/A13944422374
2021-12-21$29.60$33.0027.4%7.9%30.4%19.9%28.5%7.2%4.0%19.1K447.8K-2.0K0.2975.90N/AN/A19356459375
2021-12-22$29.84$33.0025.8%7.4%29.7%14.3%25.2%5.4%3.9%26.3K474.2K-2.0K0.2775.93N/AN/A19352508387
2021-12-23$29.96$33.0024.4%7.0%29.2%9.2%25.1%2.7%1.3%22.0K370.0K-2.2K0.2779.78N/AN/A19352508386
2021-12-27$30.43$33.0025.9%7.4%26.6%14.6%25.1%5.7%0.3%25.9K411.0K-1.8K0.3875.07N/AN/A13752508386
2021-12-28$30.52$33.0024.5%7.0%26.6%9.6%26.3%5.0%1.4%27.9K334.0K-1.9K0.4266.53N/AN/A12452530386
2021-12-29$30.29$33.0025.3%7.3%25.8%12.4%25.7%2.6%1.8%26.4K317.3K-2.1K0.4969.09N/AN/A12461530386
2021-12-30$30.10$33.0025.4%7.3%25.5%12.7%24.6%2.3%1.7%31.4K408.1K-1.9K0.4980.76N/AN/A12461530396
2021-12-31$30.24$33.0024.1%6.9%24.8%7.8%26.3%-5.2%2.9%30.5K352.1K-1.9K0.4995.95N/AN/A12461530396