IYE Options History — March 2022

In March 2022, IYE traded between $37.80 and $42.00. ATM implied volatility averaged 38.2%, placing in the 56.2% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 5.3% (HV 20d: 32.9%). Max pain ranged from $30.00 to $43.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.36.

Notable Days

  • 2022-03-31: Highest Volume — 1,182 contracts
  • 2022-03-07: Largest IV spike — 19.0% change
  • 2022-03-07: Highest IV Rank — 100.0%
  • 2022-03-08: Largest Expected Move — 15.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.09$37.80$42.00$37.80$41.03
Max Pain$37.60$30.00$43.00$35.00$42.00
ATM IV38.2%31.3%52.4%42.1%33.0%
Expected Move11.0%8.8%15.2%12.1%8.9%
HV 20d32.9%27.7%36.8%28.5%35.6%
HV 60d29.4%27.4%31.2%27.4%30.5%
IV Rank56.2%30.9%100.0%82.9%36.4%
IV Percentile85.8%56.7%100.0%98.4%71.0%
Term Structure-3.5%-7.1%0.3%-5.9%-1.2%
VWIV39.3%31.3%54.2%40.0%31.4%
Skew 25d2.4%-0.9%6.6%6.6%3.1%
Skew 10d3.4%-3.7%27.0%27.0%-3.7%
Call IV 25d37.1%28.3%46.8%37.6%28.7%
Put IV 25d39.5%31.2%49.7%44.2%31.8%
Bid-Ask Spread %69.5947.28130.0583.9752.64
Gamma HHI0.210.170.410.220.19
Net GEX72.1K41.1K112.8K67.4K91.9K
Net DEX-2.4M-4.3M-1.0M-1.5M-4.1M
Net VEX-4.6K-9.0K-3.1K-3.2K-7.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.110.720.560.11
Total Volume622.4353171,1825271,182
Total OI1,166.9576451,5248041,524

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$37.80$35.0042.1%12.1%28.5%82.9%40.0%6.6%-5.9%67.4K-1.5M-3.2K0.5683.97N/AN/A33818970698
2022-03-02$38.90$36.0037.6%10.8%27.7%64.4%39.5%3.3%-3.0%59.0K-1.7M-3.5K0.7080.04N/AN/A218152725230
2022-03-03$38.58$36.0040.8%11.7%28.0%77.5%41.4%5.9%-4.8%52.3K-1.6M-3.7K0.7279.12N/AN/A210152722261
2022-03-04$39.78$36.0044.0%12.6%29.0%91.0%46.5%4.9%-4.8%51.5K-1.9M-3.8K0.4772.81N/AN/A263123743261
2022-03-07$40.34$36.0052.4%15.0%28.6%100.0%52.6%5.5%-7.1%54.0K-2.2M-3.7K0.4980.91N/AN/A293143788262
2022-03-08$41.04$36.0045.4%15.2%28.9%76.9%52.7%0.3%-6.3%59.0K-2.5M-3.9K0.3782.24N/AN/A348129853282
2022-03-09$39.85$36.0042.9%15.0%29.8%68.7%54.2%4.8%-5.8%69.2K-2.1M-4.2K0.3778.80N/AN/A350129904298
2022-03-10$40.91$36.0041.6%13.6%30.8%64.6%47.2%1.1%-5.3%86.3K-2.6M-3.8K0.3481.50N/AN/A375129972299
2022-03-11$40.61$36.0040.5%13.1%30.6%61.1%47.9%0.7%-4.8%88.9K-2.5M-3.9K0.3493.02N/AN/A381130977299
2022-03-14$39.16$30.0041.1%10.4%32.6%62.9%37.1%2.2%-4.4%96.8K-2.0M-3.8K0.4851.40N/AN/A3091481,000300
2022-03-15$38.00$30.0040.9%10.4%33.2%62.4%36.6%0.0%-4.2%82.3K-1.6M-3.8K0.4254.76N/AN/A3061281,019319
2022-03-16$37.97$30.0036.3%9.4%33.0%47.3%34.2%0.3%-4.5%80.8K-1.5M-3.5K0.4277.33N/AN/A2951251,020323
2022-03-17$39.40$0.0035.2%10.9%35.1%43.5%0.0%-0.6%-0.6%112.8K-2.1M-3.1K0.46130.05N/AN/A2901331,011324
2022-03-18$39.35$0.0035.7%9.6%35.0%45.3%0.0%1.5%-3.2%56.2K-2.0M-3.2K0.4476.95N/AN/A3051331,005334
2022-03-21$40.88$0.0032.4%9.1%36.7%34.4%33.5%5.2%-4.5%41.1K-1.5M-3.1K0.3662.53N/AN/A25993570128
2022-03-22$40.68$43.0034.5%9.4%35.9%41.2%33.3%4.1%-1.9%49.0K-1.6M-3.3K0.3047.28N/AN/A31093629130
2022-03-23$41.44$43.0035.7%9.6%36.2%45.3%33.7%0.9%-2.9%57.6K-1.8M-3.4K0.4150.48N/AN/A22592687130
2022-03-24$41.12$43.0035.6%9.6%36.3%44.9%33.6%-0.4%-1.7%55.0K-1.0M-3.5K0.1150.02N/AN/A1,055112514131
2022-03-25$42.00$42.0033.1%9.4%35.7%36.9%32.4%3.2%0.2%82.5K-4.3M-8.0K0.1148.43N/AN/A1,0571121,354151
2022-03-28$40.94$42.0033.5%9.7%36.8%38.1%32.5%0.1%-1.0%84.8K-4.0M-9.0K0.1163.53N/AN/A1,0511131,364151
2022-03-29$40.94$42.0033.1%8.8%36.8%36.8%31.3%3.9%-2.7%88.8K-4.0M-7.8K0.1151.13N/AN/A1,0531151,368152
2022-03-30$41.31$42.0031.3%9.0%35.7%30.9%32.6%-0.9%0.3%91.6K-4.1M-8.4K0.1151.56N/AN/A1,0541161,369153
2022-03-31$41.03$42.0033.0%8.9%35.6%36.4%31.4%3.1%-1.2%91.9K-4.1M-7.8K0.1152.64N/AN/A1,0661161,370154