IYE Options History — July 2022

In July 2022, IYE traded between $36.05 and $42.42. ATM implied volatility averaged 43.2%, placing in the 65.4% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded below realized volatility by 2.7% (HV 20d: 45.9%). Max pain ranged from $37.00 to $41.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.58.

Notable Days

  • 2022-07-14: Highest Volume — 386 contracts
  • 2022-07-05: Largest IV spike — 25.9% change
  • 2022-07-12: Highest IV Rank — 100.0%
  • 2022-07-05: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.31$36.05$42.42$38.75$42.42
Max Pain$37.20$37.00$41.00$41.00$37.00
ATM IV43.2%33.1%54.8%40.9%33.1%
Expected Move12.0%9.5%13.6%11.7%9.5%
HV 20d45.9%37.3%52.4%51.0%38.4%
HV 60d45.5%44.4%45.9%44.4%45.9%
IV Rank65.4%34.2%100.0%59.4%34.2%
IV Percentile85.2%50.0%100.0%86.1%50.0%
Term Structure-1.4%-5.2%1.9%1.2%1.9%
VWIV40.8%35.5%45.9%40.6%35.5%
Skew 25d7.9%2.5%14.6%11.1%3.4%
Skew 10d15.6%1.5%30.7%11.3%21.6%
Call IV 25d37.3%30.9%43.5%35.7%31.1%
Put IV 25d45.2%34.5%52.4%46.7%34.5%
Bid-Ask Spread %72.0458.3093.9669.3378.83
Gamma HHI0.130.080.190.090.19
Net GEX24.0K3.2K62.3K13.5K62.3K
Net DEX-677.3K-1.6M-241.3K-526.7K-1.6M
Net VEX-3.2K-3.8K-2.6K-3.4K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.350.800.560.48
Total Volume325217386384340
Total OI805.9589923818852

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$38.75$41.0040.9%11.7%51.0%59.4%40.6%11.1%1.2%13.5K-526.7K-3.4K0.5669.33N/AN/A246138662156
2022-07-05$37.00$37.0051.5%13.6%51.9%92.5%45.9%8.9%-1.8%15.2K-385.0K-3.2K0.6863.50N/AN/A187128728158
2022-07-06$36.61$37.0051.4%13.4%51.6%92.2%44.2%8.6%-3.2%14.1K-399.3K-2.9K0.7466.32N/AN/A202150732138
2022-07-07$37.94$37.0048.8%13.0%52.4%84.0%44.5%7.6%-3.2%22.2K-587.8K-3.4K0.7562.06N/AN/A200150751157
2022-07-08$38.00$37.0042.2%12.3%52.4%63.3%41.5%7.4%-1.0%22.5K-609.3K-3.4K0.8058.30N/AN/A187150754157
2022-07-11$37.38$37.0051.3%12.9%52.2%91.8%42.5%7.7%-1.6%16.3K-496.0K-3.2K0.7961.17N/AN/A191150755157
2022-07-12$36.56$37.0054.8%13.0%52.3%100.0%43.8%8.6%-0.7%8.9K-359.8K-3.1K0.7673.78N/AN/A193146755163
2022-07-13$36.82$37.0043.1%12.4%48.8%64.6%42.5%11.5%-2.0%7.0K-371.1K-3.0K0.7774.00N/AN/A193148754167
2022-07-14$36.05$37.0046.1%13.2%48.7%73.5%41.4%14.6%-5.2%3.2K-241.3K-2.6K0.8082.07N/AN/A215171754169
2022-07-15$36.60$37.0041.2%11.8%49.4%58.6%39.9%6.5%0.9%15.1K-437.1K-2.9K0.7876.82N/AN/A209163766152
2022-07-18$37.37$37.0042.7%12.2%46.3%63.1%42.6%5.9%-1.9%16.5K-550.1K-2.8K0.5371.75N/AN/A1427549198
2022-07-19$38.69$37.0039.5%11.3%45.5%53.6%41.8%9.8%-0.6%19.8K-651.4K-2.9K0.4774.00N/AN/A16377501113
2022-07-20$39.30$37.0040.6%11.6%42.3%56.9%39.7%11.5%-0.4%22.9K-759.0K-3.4K0.4868.77N/AN/A16277531115
2022-07-21$38.41$37.0041.8%12.0%40.5%60.5%41.3%8.3%-4.2%20.9K-672.1K-3.3K0.3967.55N/AN/A19977533116
2022-07-22$38.15$37.0039.1%11.2%38.3%52.3%37.7%5.5%0.0%25.4K-689.8K-3.3K0.3871.63N/AN/A19976569116
2022-07-25$39.57$37.0037.7%10.8%40.0%48.1%37.7%10.1%-0.1%29.6K-847.3K-3.4K0.3772.43N/AN/A25292571117
2022-07-26$39.34$37.0040.1%11.5%38.6%55.4%40.1%5.8%-0.8%39.1K-916.9K-3.8K0.3567.19N/AN/A25891644133
2022-07-27$40.51$37.0040.1%11.5%39.5%55.3%37.3%2.5%-4.2%46.9K-1.1M-3.4K0.3593.96N/AN/A25991650134
2022-07-28$40.73$37.0037.9%10.9%37.3%48.6%35.5%3.9%-2.0%57.8K-1.3M-3.8K0.3587.37N/AN/A26291715134
2022-07-29$42.42$37.0033.1%9.5%38.4%34.2%35.5%3.4%1.9%62.3K-1.6M-3.5K0.4878.83N/AN/A229111718134