IYE Options History — August 2022

In August 2022, IYE traded between $39.02 and $45.89. ATM implied volatility averaged 35.3%, placing in the 40.8% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 0.9% (HV 20d: 34.4%). Max pain ranged from $37.00 to $40.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.42.

Notable Days

  • 2022-08-31: Highest Volume — 408 contracts
  • 2022-08-31: Largest IV spike — 21.5% change
  • 2022-08-04: Highest IV Rank — 59.1%
  • 2022-08-31: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.68$39.02$45.89$41.51$44.01
Max Pain$38.96$37.00$40.00$37.00$40.00
ATM IV35.3%32.0%41.3%35.1%40.8%
Expected Move10.1%9.0%11.7%10.1%11.7%
HV 20d34.4%29.1%39.2%39.2%31.8%
HV 60d42.2%41.2%45.3%45.3%42.1%
IV Rank40.8%30.9%59.1%40.3%57.6%
IV Percentile58.0%38.5%84.5%59.1%81.3%
Term Structure1.6%-1.5%9.7%0.9%-1.2%
VWIV35.2%30.5%40.0%36.9%40.0%
Skew 25d4.1%-7.8%8.6%4.6%3.4%
Skew 10d7.2%-5.9%21.9%17.7%-0.9%
Call IV 25d33.1%27.8%39.8%34.4%39.8%
Put IV 25d37.2%25.3%43.2%38.9%43.2%
Bid-Ask Spread %76.8759.0789.8681.8684.56
Gamma HHI0.160.110.240.150.11
Net GEX66.5K30.8K116.3K62.3K50.4K
Net DEX-1.6M-2.2M-969.7K-1.5M-1.6M
Net VEX-3.4K-4.1K-2.8K-4.1K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.003.500.420.31
Total Volume130.3484408343408
Total OI889686997920818

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$41.51$37.0035.1%10.1%39.2%40.3%36.9%4.6%0.9%62.3K-1.5M-4.1K0.4281.86N/AN/A241102755165
2022-08-02$41.62$37.0035.9%10.3%34.6%42.5%38.1%6.3%0.5%68.6K-1.5M-4.0K0.5184.51N/AN/A245124763166
2022-08-03$40.57$38.0037.5%10.7%35.9%47.4%37.4%5.7%-0.7%62.1K-1.3M-4.0K0.5277.51N/AN/A239124769173
2022-08-04$39.02$38.0041.3%10.8%37.3%59.1%35.8%3.0%1.0%51.5K-969.7K-3.6K0.5265.65N/AN/A239125760173
2022-08-05$39.82$38.0035.5%10.3%37.9%41.5%35.0%8.6%6.5%57.9K-1.0M-3.4K0.5772.53N/AN/A219125760174
2022-08-08$40.05$38.0035.9%10.4%37.2%42.7%34.9%6.1%1.5%66.2K-1.1M-3.4K0.5576.09N/AN/A206113764174
2022-08-09$40.59$38.0032.4%9.0%36.1%32.0%32.6%6.5%9.7%75.2K-1.3M-3.5K0.0081.92N/AN/A260765177
2022-08-10$41.06$38.0033.6%9.6%36.1%35.6%33.0%8.2%2.5%90.9K-1.4M-3.6K0.0062.56N/AN/A170787177
2022-08-11$42.35$38.0034.5%9.9%35.8%38.3%0.0%1.2%1.8%88.5K-1.8M-3.7K0.3261.84N/AN/A227799177
2022-08-12$42.75$38.0032.0%9.2%35.7%30.9%33.7%1.6%2.4%86.7K-1.9M-3.5K0.0066.76N/AN/A40799184
2022-08-15$42.05$38.0034.5%9.9%36.3%38.3%35.0%5.0%0.9%98.0K-1.7M-3.4K0.6759.07N/AN/A32799184
2022-08-16$42.02$40.0034.8%10.0%34.8%39.3%34.9%3.9%0.4%107.4K-1.7M-3.3K0.0062.49N/AN/A80800186
2022-08-17$42.21$40.0033.5%9.6%34.5%35.4%37.0%-7.8%1.3%116.3K-1.8M-3.2K3.5088.67N/AN/A27801186
2022-08-18$43.41$40.0033.6%9.6%34.0%35.6%33.4%4.7%1.2%68.3K-2.2M-2.9K0.1482.48N/AN/A142800193
2022-08-19$43.25$40.0032.9%9.4%33.9%33.6%30.9%6.5%4.5%65.1K-2.2M-2.9K0.2389.86N/AN/A6214802195
2022-08-22$43.12$40.0036.1%10.3%32.1%43.1%36.3%3.8%-1.5%30.8K-1.2M-3.0K0.1681.13N/AN/A193572114
2022-08-23$44.67$40.0036.0%10.3%33.6%43.0%34.0%5.4%1.0%35.7K-1.4M-3.1K0.0087.59N/AN/A250587117
2022-08-24$45.19$40.0035.4%10.1%32.6%41.1%37.2%3.5%-0.9%40.1K-1.6M-3.5K0.1574.95N/AN/A6610606117
2022-08-25$45.55$40.0035.2%10.1%32.6%40.5%37.4%4.0%-0.1%43.0K-1.7M-3.5K0.0778.04N/AN/A151630127
2022-08-26$45.12$40.0034.9%10.0%30.2%39.6%35.2%4.8%2.7%42.9K-1.6M-3.4K0.7584.25N/AN/A43628127
2022-08-29$45.89$40.0037.1%10.6%29.1%46.3%35.5%4.6%0.5%43.9K-1.8M-3.4K0.0080.98N/AN/A900630131
2022-08-30$45.86$40.0033.6%9.6%29.2%35.6%30.5%-0.3%1.8%77.3K-1.9M-2.8K0.1982.70N/AN/A5210705131
2022-08-31$44.01$40.0040.8%11.7%31.8%57.6%40.0%3.4%-1.2%50.4K-1.6M-3.5K0.3184.56N/AN/A31197697121