IYE Options History — April 2022

In April 2022, IYE traded between $39.17 and $43.00. ATM implied volatility averaged 34.7%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 5.7% (HV 20d: 29.0%). Max pain ranged from $39.00 to $42.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.35.

Notable Days

  • 2022-04-13: Highest Volume — 443 contracts
  • 2022-04-11: Largest IV spike — 47.2% change
  • 2022-04-26: Highest IV Rank — 72.3%
  • 2022-04-26: Largest Expected Move — 12.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.30$39.17$43.00$41.21$39.92
Max Pain$40.35$39.00$42.00$42.00$41.00
ATM IV34.7%27.7%44.0%31.0%41.5%
Expected Move9.9%8.5%12.6%9.0%11.9%
HV 20d29.0%22.9%34.1%34.1%31.3%
HV 60d30.4%29.6%31.4%30.4%31.4%
IV Rank42.1%19.1%72.3%29.8%64.1%
IV Percentile69.6%23.8%98.8%52.8%96.0%
Term Structure-1.0%-5.6%2.3%0.5%-2.7%
VWIV33.0%29.5%39.4%30.9%39.4%
Skew 25d2.8%-1.4%7.7%-0.3%1.8%
Skew 10d4.6%-10.0%21.2%-0.3%3.9%
Call IV 25d33.4%28.1%41.6%30.7%41.6%
Put IV 25d36.2%29.5%46.7%30.4%43.4%
Bid-Ask Spread %71.6234.8090.0849.9477.31
Gamma HHI0.210.180.340.190.21
Net GEX87.3K48.9K150.4K94.9K59.6K
Net DEX-4.0M-4.7M-3.2M-4.1M-3.5M
Net VEX-7.0K-7.9K-5.3K-7.6K-7.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.200.500.500.22
Total Volume348.555443353294
Total OI1,4611,2411,5941,5201,394

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$41.21$42.0031.0%9.0%34.1%29.8%30.9%-0.3%0.5%94.9K-4.1M-7.6K0.5049.94N/AN/A2351181,366154
2022-04-04$41.39$39.0030.7%8.9%33.8%28.9%31.0%0.6%0.1%101.3K-4.2M-7.3K0.4334.80N/AN/A2721171,367156
2022-04-05$40.76$39.0035.2%8.7%33.7%43.6%29.5%-1.4%-1.9%97.2K-4.1M-7.3K0.4669.28N/AN/A2631221,387157
2022-04-06$40.81$39.0030.0%9.8%31.9%26.6%32.9%2.6%-3.6%102.9K-4.0M-7.5K0.4680.10N/AN/A2651221,385162
2022-04-07$41.46$39.0027.7%8.5%31.1%19.1%30.9%1.4%2.3%128.8K-4.3M-5.3K0.4380.49N/AN/A2821221,388163
2022-04-08$42.42$39.0029.0%9.8%31.9%23.3%30.0%7.4%-5.6%126.4K-4.6M-5.9K0.4384.70N/AN/A2831221,386163
2022-04-11$41.17$39.0042.7%9.3%30.9%68.1%31.5%1.0%-2.4%107.1K-4.1M-7.3K0.4362.98N/AN/A2771191,386163
2022-04-12$41.72$39.0032.4%9.5%28.6%34.5%32.5%0.1%-0.7%109.1K-4.4M-6.7K0.4670.84N/AN/A2821311,392163
2022-04-13$42.34$41.0031.6%9.1%28.7%32.0%31.6%3.7%0.3%117.8K-4.6M-5.7K0.4478.09N/AN/A3081351,405168
2022-04-14$42.60$41.0030.6%8.8%26.2%28.7%31.0%4.4%2.0%150.4K-4.7M-5.9K0.4677.86N/AN/A2921351,422172
2022-04-18$43.00$41.0032.2%9.2%26.2%33.8%32.0%3.4%0.2%48.9K-4.1M-6.6K0.2760.41N/AN/A269721,17467
2022-04-19$42.87$41.0032.5%9.3%23.1%34.8%31.9%3.5%0.9%65.6K-4.3M-6.5K0.2867.02N/AN/A261731,28072
2022-04-20$42.96$41.0031.8%9.1%22.9%32.4%30.9%3.5%0.7%65.8K-4.3M-6.6K0.2465.13N/AN/A304721,28073
2022-04-21$41.43$41.0034.8%10.0%26.0%42.4%34.9%2.4%0.0%63.1K-3.9M-7.7K0.3059.97N/AN/A243721,32774
2022-04-22$40.66$41.0035.4%10.1%26.7%44.1%33.4%-0.9%2.2%59.2K-3.7M-7.4K0.3082.65N/AN/A243721,32674
2022-04-25$39.17$41.0040.9%11.7%28.4%62.5%38.9%3.3%-1.9%61.2K-3.2M-7.7K0.2579.61N/AN/A287731,32774
2022-04-26$39.23$41.0044.0%12.6%27.2%72.3%37.1%6.4%-5.5%56.7K-3.3M-7.9K0.2085.24N/AN/A260531,31075
2022-04-27$39.91$41.0041.7%12.0%28.0%65.0%33.5%7.7%-3.9%63.4K-3.4M-7.6K0.2590.08N/AN/A411,31876
2022-04-28$41.06$41.0038.9%11.1%29.8%55.6%35.9%6.0%-1.7%66.4K-3.7M-7.7K0.2075.98N/AN/A263531,31777
2022-04-29$39.92$41.0041.5%11.9%31.3%64.1%39.4%1.8%-2.7%59.6K-3.5M-7.6K0.2277.31N/AN/A241531,31777