IYE Options History — May 2022

In May 2022, IYE traded between $40.06 and $46.65. ATM implied volatility averaged 40.3%, placing in the 58.2% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded below realized volatility by 4.6% (HV 20d: 45.0%). Max pain ranged from $37.00 to $41.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.25.

Notable Days

  • 2022-05-13: Highest Volume — 443 contracts
  • 2022-05-09: Largest IV spike — 31.4% change
  • 2022-05-09: Highest IV Rank — 100.0%
  • 2022-05-10: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.06$40.06$46.65$40.36$45.78
Max Pain$38.33$37.00$41.00$41.00$40.00
ATM IV40.3%33.0%53.9%42.3%36.3%
Expected Move11.2%9.5%12.5%12.1%10.4%
HV 20d45.0%31.6%51.3%31.6%46.2%
HV 60d36.3%31.3%38.2%31.3%37.5%
IV Rank58.2%34.8%100.0%66.9%44.9%
IV Percentile88.0%63.5%100.0%97.6%78.2%
Term Structure-2.1%-6.7%1.6%-5.9%-1.1%
VWIV38.4%33.2%42.8%39.7%36.8%
Skew 25d6.9%2.7%10.7%9.5%2.8%
Skew 10d13.6%-1.5%25.2%14.8%-1.5%
Call IV 25d35.1%27.1%41.0%35.9%34.6%
Put IV 25d42.0%35.5%49.1%45.4%37.3%
Bid-Ask Spread %68.0257.6586.3081.9864.92
Gamma HHI0.190.120.460.210.12
Net GEX76.6K52.6K149.5K65.4K59.6K
Net DEX-4.2M-5.1M-3.4M-3.6M-4.7M
Net VEX-6.5K-7.8K-4.9K-7.2K-5.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.150.600.230.60
Total Volume321.429273443297330
Total OI1,399.4761,2511,4751,4051,410

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$40.36$41.0042.3%12.1%31.6%66.9%39.7%9.5%-5.9%65.4K-3.6M-7.2K0.2381.98N/AN/A241561,32877
2022-05-03$41.56$41.0039.3%11.3%33.3%57.2%38.7%10.7%-2.3%70.2K-3.9M-7.5K0.2582.74N/AN/A228561,32875
2022-05-04$43.37$41.0039.5%11.3%36.0%57.8%36.6%8.3%-2.4%80.2K-4.4M-6.1K0.2773.09N/AN/A226611,32675
2022-05-05$42.57$37.0043.4%11.4%36.8%70.6%38.6%2.7%-1.4%65.9K-4.2M-6.5K0.2186.30N/AN/A289611,32681
2022-05-06$43.64$37.0041.0%10.7%37.4%62.8%33.2%6.1%-1.9%77.8K-4.4M-5.3K0.2471.13N/AN/A258611,30781
2022-05-09$40.06$37.0053.9%12.2%47.9%100.0%42.8%5.3%-3.7%57.1K-3.4M-7.6K0.2262.95N/AN/A254561,31381
2022-05-10$40.23$37.0050.1%12.5%46.9%88.1%41.5%9.6%-0.8%60.7K-3.4M-7.7K0.2357.65N/AN/A241561,33182
2022-05-11$40.94$37.0043.5%12.5%47.1%67.5%41.5%5.5%-1.6%63.9K-3.7M-7.8K0.2361.65N/AN/A241561,33282
2022-05-12$40.69$37.0042.4%12.1%46.7%63.9%42.2%10.1%-1.1%63.7K-3.5M-7.1K0.2358.60N/AN/A239561,33382
2022-05-13$42.49$37.0039.7%11.4%49.4%55.5%38.7%7.2%-2.9%79.7K-4.0M-7.2K0.1560.90N/AN/A386571,33382
2022-05-16$43.54$37.0037.7%10.8%50.0%49.3%40.7%9.3%-3.4%100.0K-4.4M-6.6K0.2065.46N/AN/A283571,36880
2022-05-17$44.02$37.0036.7%10.5%50.2%46.2%38.2%4.9%-1.1%108.3K-4.6M-6.3K0.1867.10N/AN/A316571,37080
2022-05-18$42.76$37.0040.0%11.5%51.3%56.4%39.3%6.7%-2.9%92.7K-4.1M-6.2K0.1762.71N/AN/A294511,37380
2022-05-19$43.17$37.0039.8%11.4%49.6%55.9%38.7%6.3%-1.8%109.0K-4.3M-6.6K0.1858.34N/AN/A287531,39382
2022-05-20$42.87$37.0038.7%11.1%49.1%52.5%38.7%7.6%1.6%149.5K-4.2M-6.5K0.1864.93N/AN/A301531,38884
2022-05-23$44.09$38.0038.1%10.9%47.5%50.6%37.0%5.7%-2.7%52.6K-4.2M-6.1K0.1665.49N/AN/A286461,18566
2022-05-24$44.38$40.0039.1%11.2%47.5%53.9%37.8%7.4%-6.7%64.0K-4.4M-6.1K0.2766.38N/AN/A227621,25069
2022-05-25$45.21$40.0037.5%10.8%47.5%48.8%36.6%5.8%-0.7%62.0K-4.6M-5.8K0.2767.22N/AN/A233621,25885
2022-05-26$45.93$40.0034.4%9.9%46.9%39.2%36.0%5.1%-0.6%63.3K-4.8M-5.4K0.3171.89N/AN/A209641,26885
2022-05-27$46.65$40.0033.0%9.5%45.3%34.8%33.6%8.4%-0.6%63.0K-5.1M-4.9K0.5376.95N/AN/A1961041,27387
2022-05-31$45.78$40.0036.3%10.4%46.2%44.9%36.8%2.8%-1.1%59.6K-4.7M-5.3K0.6064.92N/AN/A2061241,283127