IYE Options History — June 2022

In June 2022, IYE traded between $37.74 and $48.85. ATM implied volatility averaged 40.6%, placing in the 58.2% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 1.5% (HV 20d: 42.1%). Max pain ranged from $40.00 to $47.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.58.

Notable Days

  • 2022-06-08: Highest Volume — 457 contracts
  • 2022-06-13: Largest IV spike — 11.9% change
  • 2022-06-23: Highest IV Rank — 82.8%
  • 2022-06-23: Largest Expected Move — 13.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.04$37.74$48.85$46.91$38.01
Max Pain$43.95$40.00$47.00$40.00$41.00
ATM IV40.6%32.2%48.4%33.5%46.3%
Expected Move11.6%9.4%13.9%9.6%13.3%
HV 20d42.1%27.3%51.2%46.0%49.9%
HV 60d39.8%36.1%44.3%37.7%44.3%
IV Rank58.2%32.1%82.8%36.3%76.3%
IV Percentile85.1%55.6%98.8%66.3%97.6%
Term Structure-2.2%-12.3%1.5%0.1%-2.6%
VWIV39.9%31.2%47.8%35.5%46.3%
Skew 25d6.9%3.2%12.5%3.2%5.9%
Skew 10d11.2%-4.0%19.9%6.2%14.2%
Call IV 25d38.1%30.8%44.0%33.6%42.1%
Put IV 25d45.0%36.3%55.7%36.8%48.0%
Bid-Ask Spread %73.6356.0684.6060.3556.06
Gamma HHI0.110.080.190.130.09
Net GEX34.1K12.2K60.5K59.9K12.2K
Net DEX-2.0M-5.5M-454.6K-5.1M-478.7K
Net VEX-4.2K-5.7K-3.3K-4.6K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.430.740.630.74
Total Volume370.762319457322319
Total OI1,037.2387521,6441,445817

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$46.91$40.0033.5%9.6%46.0%36.3%35.5%3.2%0.1%59.9K-5.1M-4.6K0.6360.35N/AN/A1981241,298147
2022-06-02$46.70$40.0034.7%9.8%44.0%40.1%31.8%5.1%-0.8%60.5K-5.0M-4.7K0.7070.11N/AN/A1971381,301147
2022-06-03$47.29$45.0032.2%9.7%43.3%32.1%31.7%5.6%0.6%50.1K-4.9M-5.5K0.6373.20N/AN/A2191371,299221
2022-06-06$47.40$45.0034.5%9.9%42.7%39.2%31.8%6.4%0.0%56.5K-5.0M-4.9K0.6071.55N/AN/A2301371,354222
2022-06-07$48.80$45.0032.9%9.4%27.3%34.4%31.2%5.0%1.5%41.8K-5.5M-4.3K0.4466.83N/AN/A3141381,353223
2022-06-08$48.85$45.0033.1%9.5%27.4%35.0%33.5%6.0%1.4%53.2K-5.5M-5.7K0.4670.77N/AN/A3121451,421223
2022-06-09$47.57$47.0034.4%9.8%30.1%38.9%31.3%5.2%0.7%41.1K-1.4M-4.6K0.4374.98N/AN/A286124598229
2022-06-10$46.76$47.0037.1%10.6%31.0%47.4%34.8%11.0%-2.0%54.7K-1.2M-4.7K0.4676.42N/AN/A263120648229
2022-06-13$43.83$47.0041.5%11.9%37.3%61.1%42.7%5.9%-2.6%38.0K-713.4K-4.4K0.4472.17N/AN/A278122679230
2022-06-14$44.10$47.0039.9%11.4%36.4%56.3%40.2%6.8%-2.5%38.7K-789.2K-4.5K0.5274.30N/AN/A263138710232
2022-06-15$43.27$47.0041.7%11.9%36.8%61.8%39.6%4.8%-4.7%37.1K-760.0K-4.4K0.5579.20N/AN/A250138719212
2022-06-16$40.72$45.0045.9%13.2%41.4%75.0%44.1%7.1%-4.8%21.5K-592.4K-4.1K0.5583.91N/AN/A250138724169
2022-06-17$38.89$45.0047.6%13.6%43.9%80.2%45.6%12.0%-12.3%18.9K-504.6K-3.6K0.5384.60N/AN/A280149739151
2022-06-21$40.81$45.0043.9%12.6%47.8%68.5%43.3%6.4%-4.2%25.4K-674.0K-3.7K0.6677.14N/AN/A219144612140
2022-06-22$39.18$45.0045.6%13.1%48.2%73.9%47.2%8.6%-2.9%20.6K-514.7K-3.6K0.5874.52N/AN/A220128623151
2022-06-23$37.74$42.0048.4%13.9%49.2%82.8%47.8%12.5%-4.8%15.2K-454.6K-3.3K0.6578.33N/AN/A199129637126
2022-06-24$38.37$42.0045.9%13.2%49.1%75.0%47.3%9.5%-2.3%14.1K-498.3K-3.4K0.6681.74N/AN/A197130634147
2022-06-27$39.53$41.0042.9%12.3%50.2%65.5%44.9%6.8%-1.1%17.4K-616.7K-3.5K0.6082.12N/AN/A215130649147
2022-06-28$40.25$41.0043.3%12.4%50.4%66.8%41.4%5.6%-1.5%21.9K-744.7K-3.6K0.6176.63N/AN/A215132661147
2022-06-29$38.87$41.0046.4%13.3%51.2%76.5%46.8%5.6%-0.7%16.5K-603.6K-3.6K0.7161.41N/AN/A188133661152
2022-06-30$38.01$41.0046.3%13.3%49.9%76.3%46.3%5.9%-2.6%12.2K-478.7K-3.4K0.7456.06N/AN/A183136664153