IYE Options History — January 2022

In January 2022, IYE traded between $31.00 and $34.96. ATM implied volatility averaged 32.2%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 5.5% (HV 20d: 26.7%). Max pain ranged from $33.00 to $39.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.65.

Notable Days

  • 2022-01-05: Highest Volume — 406 contracts
  • 2022-01-05: Largest IV spike — 26.0% change
  • 2022-01-28: Highest IV Rank — 71.0%
  • 2022-01-28: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.56$31.00$34.96$31.00$34.96
Max Pain$34.10$33.00$39.00$33.00$34.00
ATM IV32.2%23.6%41.5%24.5%34.2%
Expected Move9.3%6.8%11.9%7.0%9.8%
HV 20d26.7%22.6%29.0%25.6%28.8%
HV 60d26.3%24.6%27.9%24.6%27.7%
IV Rank37.2%6.1%71.0%9.4%44.6%
IV Percentile53.5%0.8%94.8%2.8%73.8%
Term Structure-2.1%-7.2%1.5%1.3%-1.2%
VWIV31.6%22.3%41.9%22.9%35.0%
Skew 25d4.4%-0.1%17.2%3.1%4.9%
Skew 10d7.6%-8.8%37.1%10.0%8.2%
Call IV 25d29.8%21.0%38.0%23.5%34.8%
Put IV 25d34.1%24.6%46.8%26.6%39.7%
Bid-Ask Spread %74.2862.7391.6991.6974.90
Gamma HHI0.190.140.350.150.15
Net GEX3.1K-40.9K25.2K25.2K19.9K
Net DEX-744.6K-1.6M217.5K217.5K-642.9K
Net VEX-2.5K-2.8K-1.7K-1.7K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.391.720.500.72
Total Volume279183406183274
Total OI930.655731,177926743

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$31.00$33.0024.5%7.0%25.6%9.4%22.9%3.1%1.3%25.2K217.5K-1.7K0.5091.69N/AN/A12261530396
2022-01-04$32.01$33.0023.6%6.8%27.1%6.1%22.8%0.7%1.3%2.2K-102.4K-1.9K0.7475.91N/AN/A12492531396
2022-01-05$31.80$33.0029.7%8.5%26.3%28.2%22.3%-0.1%-4.4%-7.8K-93.3K-2.4K1.7277.30N/AN/A149257534427
2022-01-06$32.52$39.0026.3%8.5%27.4%15.9%27.9%3.6%-1.0%5.5K-533.3K-2.1K0.4485.01N/AN/A275122553334
2022-01-07$32.86$34.0026.0%7.9%27.1%15.0%26.7%5.2%1.2%12.0K-807.7K-2.7K0.6067.38N/AN/A242145686343
2022-01-10$32.57$34.0027.6%7.9%27.4%20.6%27.7%4.0%1.5%10.8K-654.4K-2.7K0.5869.41N/AN/A254147685373
2022-01-11$33.80$34.0028.2%8.2%26.9%22.9%29.0%3.0%0.0%-2.0K-1.2M-2.7K0.3966.55N/AN/A22788699373
2022-01-12$33.92$34.0030.1%8.6%26.3%29.7%29.4%2.4%-1.6%3.8K-1.2M-2.8K0.7962.73N/AN/A136108701374
2022-01-13$33.68$34.0031.4%9.0%26.5%34.3%30.7%4.6%-3.7%-4.7K-1.2M-2.7K0.5766.42N/AN/A15890727396
2022-01-14$34.44$34.0030.5%8.7%27.1%31.0%30.2%3.6%-1.0%210-1.5M-2.8K0.5867.03N/AN/A15690760411
2022-01-18$34.39$34.0033.1%9.5%25.8%40.5%31.3%3.2%-2.1%-6.4K-1.6M-2.6K0.5968.44N/AN/A15390766411
2022-01-19$34.33$34.0033.7%9.7%23.5%42.6%32.3%2.2%-1.1%-13.3K-1.3M-2.6K0.4464.36N/AN/A17879698411
2022-01-20$34.06$34.0032.3%9.3%22.6%37.5%32.3%3.8%-1.3%-40.9K-1.1M-2.5K0.4775.46N/AN/A20093658413
2022-01-21$33.13$34.0035.2%10.1%25.7%47.9%34.4%3.4%-7.2%-37.8K-480.3K-2.4K0.6173.41N/AN/A180110657427
2022-01-24$33.22$34.0039.0%11.2%25.7%61.6%41.9%11.5%-6.7%20.2K-356.7K-2.3K0.4870.69N/AN/A12661401172
2022-01-25$34.65$34.0036.4%10.4%28.7%52.2%36.6%17.2%-2.2%25.0K-605.4K-2.3K0.7882.49N/AN/A12799403171
2022-01-26$34.46$34.0041.2%11.8%29.0%69.5%40.7%7.4%-4.7%17.2K-547.5K-2.6K0.6988.97N/AN/A14097412227
2022-01-27$34.81$34.0039.6%11.4%28.6%64.0%38.1%2.7%-5.9%15.8K-587.0K-2.7K0.5974.19N/AN/A16799433260
2022-01-28$34.50$34.0041.5%11.9%28.7%71.0%39.5%1.3%-2.9%17.8K-537.6K-2.8K0.7483.20N/AN/A152112456265
2022-01-31$34.96$34.0034.2%9.8%28.8%44.6%35.0%4.9%-1.2%19.9K-642.9K-2.7K0.7274.90N/AN/A159115463280