IYE Options History — February 2022

In February 2022, IYE traded between $35.43 and $37.43. ATM implied volatility averaged 35.2%, placing in the 54.6% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 6.2% (HV 20d: 29.0%). Max pain ranged from $32.00 to $34.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.49.

Notable Days

2022-02-09: Highest Volume — 465 contracts
2022-02-14: Largest IV spike — 16.3% change
2022-02-14: Highest IV Rank — 71.6%
2022-02-14: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.31	$35.43	$37.43	$36.20	$37.43
Max Pain	$33.32	$32.00	$34.00	$34.00	$34.00
ATM IV	35.2%	31.4%	39.3%	33.7%	38.7%
Expected Move	10.0%	9.0%	11.3%	9.7%	11.1%
HV 20d	29.0%	26.1%	30.9%	29.8%	28.6%
HV 60d	28.4%	27.1%	29.6%	28.5%	27.5%
IV Rank	54.6%	39.3%	71.6%	48.4%	69.0%
IV Percentile	77.6%	58.3%	93.3%	71.4%	91.7%
Term Structure	-0.4%	-6.0%	10.1%	-3.1%	-6.0%
VWIV	35.3%	31.5%	40.2%	35.9%	40.2%
Skew 25d	4.4%	1.8%	6.3%	5.1%	4.1%
Skew 10d	9.0%	-4.0%	21.8%	1.5%	11.8%
Call IV 25d	33.4%	30.1%	38.8%	30.9%	38.8%
Put IV 25d	37.9%	32.1%	43.2%	36.0%	42.9%
Bid-Ask Spread %	76.21	46.74	101.11	71.82	101.11
Gamma HHI	0.18	0.14	0.25	0.14	0.18
Net GEX	33.9K	17.0K	76.2K	26.6K	76.2K
Net DEX	-1.1M	-1.5M	-766.3K	-985.0K	-1.4M
Net VEX	-2.3K	-2.9K	-2.0K	-2.4K	-2.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.49	0.21	0.90	0.73	0.37
Total Volume	337.737	247	465	272	385
Total OI	875.947	477	1,139	763	755

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
2022-02-01	$36.20	$34.00	33.7%	9.7%	29.8%	48.4%	35.9%	5.1%	-3.1%	26.6K	-985.0K	-2.4K	0.73	71.82	N/A	N/A	157	115	480	283
2022-02-02	$36.39	$34.00	32.7%	9.4%	28.4%	44.5%	31.9%	1.8%	-0.8%	41.7K	-1.1M	-2.1K	0.70	86.18	N/A	N/A	158	111	510	278
2022-02-03	$35.92	$33.00	33.0%	9.3%	28.9%	45.7%	34.1%	5.2%	-0.9%	28.1K	-1.0M	-2.5K	0.73	74.62	N/A	N/A	154	112	516	314
2022-02-04	$36.66	$32.00	34.0%	9.4%	28.8%	49.7%	35.2%	4.0%	-1.6%	29.3K	-1.2M	-2.4K	0.39	60.42	N/A	N/A	198	77	528	315
2022-02-07	$36.98	$32.00	36.5%	9.4%	28.7%	59.9%	35.5%	5.3%	0.4%	32.2K	-1.4M	-2.2K	0.66	53.20	N/A	N/A	245	161	561	315
2022-02-08	$36.14	$32.00	34.4%	9.5%	30.1%	51.3%	33.9%	5.0%	0.3%	17.0K	-1.1M	-2.5K	0.65	50.54	N/A	N/A	249	161	580	399
2022-02-09	$36.50	$32.00	31.7%	9.1%	27.7%	40.5%	31.5%	4.2%	-0.5%	20.3K	-1.1M	-2.4K	0.56	46.74	N/A	N/A	299	166	583	399
2022-02-10	$36.15	$34.00	32.5%	9.3%	28.1%	43.5%	32.0%	2.7%	2.7%	25.8K	-1.2M	-2.6K	0.32	87.30	N/A	N/A	274	87	646	402
2022-02-11	$37.27	$34.00	33.8%	9.7%	29.5%	49.0%	33.3%	6.3%	0.8%	27.8K	-1.5M	-2.3K	0.38	86.91	N/A	N/A	281	107	650	402
2022-02-14	$36.36	$34.00	39.3%	11.3%	30.5%	71.6%	38.2%	5.2%	-3.1%	20.0K	-1.2M	-2.6K	0.44	79.67	N/A	N/A	220	97	647	423
2022-02-15	$36.01	$33.00	34.6%	9.9%	30.8%	52.4%	35.4%	6.0%	0.6%	28.7K	-1.1M	-2.3K	0.40	76.62	N/A	N/A	245	97	649	413
2022-02-16	$36.42	$33.00	32.4%	9.3%	30.9%	43.1%	32.0%	3.0%	0.8%	26.7K	-1.3M	-2.2K	0.44	81.34	N/A	N/A	219	97	677	413
2022-02-17	$36.37	$33.00	31.4%	9.0%	30.7%	39.3%	36.9%	2.4%	10.1%	31.2K	-1.3M	-2.1K	0.90	76.43	N/A	N/A	192	172	680	413
2022-02-18	$36.02	$33.00	35.8%	10.3%	28.9%	57.3%	37.7%	3.9%	0.2%	30.7K	-1.1M	-2.0K	0.60	72.94	N/A	N/A	227	136	691	448
2022-02-22	$35.43	$34.00	37.5%	10.8%	29.8%	64.2%	37.3%	5.3%	-0.3%	37.4K	-766.3K	-2.0K	0.30	79.36	N/A	N/A	197	59	439	38
2022-02-23	$35.64	$34.00	38.5%	11.0%	26.1%	68.3%	37.6%	4.6%	-1.4%	41.7K	-865.8K	-2.4K	0.31	83.87	N/A	N/A	188	59	492	53
2022-02-24	$35.43	$34.00	38.9%	11.2%	26.1%	69.9%	36.8%	6.1%	-2.8%	41.5K	-838.1K	-2.3K	0.23	95.90	N/A	N/A	280	65	500	53
2022-02-25	$36.48	$34.00	39.0%	11.2%	27.8%	70.1%	34.4%	4.3%	-3.9%	61.7K	-1.1M	-2.5K	0.21	83.04	N/A	N/A	305	65	639	59
2022-02-28	$37.43	$34.00	38.7%	11.1%	28.6%	69.0%	40.2%	4.1%	-6.0%	76.2K	-1.4M	-2.9K	0.37	101.11	N/A	N/A	282	103	695	60