IYE Options History — September 2022

In September 2022, IYE traded between $37.64 and $45.15. ATM implied volatility averaged 40.4%, placing in the 56.3% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 5.1% (HV 20d: 35.3%). Max pain ranged from $30.00 to $41.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.60.

Notable Days

  • 2022-09-07: Highest Volume — 424 contracts
  • 2022-09-23: Largest IV spike — 17.5% change
  • 2022-09-26: Highest IV Rank — 76.5%
  • 2022-09-26: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.10$37.64$45.15$42.55$39.42
Max Pain$33.57$30.00$41.00$40.00$41.00
ATM IV40.4%34.1%47.0%40.5%44.8%
Expected Move11.4%9.9%13.5%11.6%12.8%
HV 20d35.3%30.4%45.9%30.9%42.8%
HV 60d38.3%34.8%42.4%42.2%37.0%
IV Rank56.3%37.2%76.5%56.6%69.6%
IV Percentile76.4%47.2%96.0%79.4%92.1%
Term Structure0.1%-2.7%2.8%2.1%-1.4%
VWIV39.4%34.9%46.2%39.7%43.3%
Skew 25d5.7%-0.4%10.5%1.0%8.0%
Skew 10d11.4%-4.5%27.7%0.8%15.6%
Call IV 25d37.9%33.4%44.6%40.6%40.4%
Put IV 25d43.7%39.0%50.5%41.6%48.4%
Bid-Ask Spread %77.2655.7891.7491.7486.95
Gamma HHI0.150.100.230.100.14
Net GEX50.8K13.2K97.0K48.8K21.3K
Net DEX-1.0M-2.0M101.0K-1.3M-66.0K
Net VEX-3.1K-3.7K-2.2K-3.4K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.005.000.250.40
Total Volume196.762642450405
Total OI881.7627551,034836781

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$42.55$40.0040.5%11.6%30.9%56.6%39.7%1.0%2.1%48.8K-1.3M-3.4K0.2591.74N/AN/A4010715121
2022-09-02$43.41$40.0039.5%11.3%30.8%53.4%0.0%-0.4%2.1%53.8K-1.5M-3.5K5.0089.41N/AN/A420721131
2022-09-06$43.30$30.0040.8%10.8%30.9%57.6%39.9%4.7%1.4%55.1K-1.4M-3.5K0.4374.02N/AN/A296126724151
2022-09-07$42.88$30.0039.8%11.0%31.1%54.4%40.3%8.0%-2.1%64.3K-1.4M-3.6K0.4255.78N/AN/A298126785151
2022-09-08$42.98$30.0038.8%11.0%30.9%51.5%37.0%5.9%-1.4%65.8K-1.4M-3.4K0.0058.16N/AN/A280785150
2022-09-09$44.15$30.0034.1%9.9%30.4%37.2%36.7%6.1%0.2%80.4K-1.7M-3.6K0.3062.56N/AN/A3310796151
2022-09-12$44.78$30.0037.7%10.2%30.6%48.0%35.7%5.1%1.1%86.6K-1.9M-3.6K0.1766.47N/AN/A122807161
2022-09-13$43.66$30.0040.8%10.4%31.5%57.5%37.8%6.2%0.2%82.2K-1.5M-3.5K0.5969.39N/AN/A256150811178
2022-09-14$45.15$30.0037.2%10.7%33.4%46.5%36.0%6.1%0.5%97.0K-2.0M-3.7K0.0074.25N/AN/A520856178
2022-09-15$44.18$30.0038.5%11.0%34.6%50.5%37.1%4.8%-1.7%96.9K-1.7M-3.6K0.0082.37N/AN/A210846178
2022-09-16$42.96$30.0038.6%11.1%34.8%50.8%34.9%3.7%1.4%73.7K-1.4M-3.4K0.6087.86N/AN/A252150851178
2022-09-19$43.05$30.0037.7%10.8%34.8%48.0%38.6%9.8%2.0%40.3K-1.1M-3.1K0.2279.21N/AN/A5011675149
2022-09-20$42.93$30.0037.9%10.9%34.8%48.7%36.9%9.1%2.8%40.5K-1.0M-3.1K0.2082.97N/AN/A51683160
2022-09-21$42.27$30.0038.6%11.1%32.5%50.8%38.3%4.0%0.9%36.0K-959.1K-3.0K2.3384.54N/AN/A37682161
2022-09-22$42.16$30.0038.6%11.1%32.0%50.9%38.0%4.6%-0.6%34.2K-909.8K-2.9K0.0878.82N/AN/A262681168
2022-09-23$39.07$30.0045.4%13.0%40.8%71.5%40.8%7.0%-2.2%16.3K-504.5K-2.4K0.0380.04N/AN/A1574708170
2022-09-26$37.64$41.0047.0%13.5%42.1%76.5%46.2%5.9%-1.8%13.2K101.0K-2.2K0.3976.56N/AN/A274108581174
2022-09-27$38.06$41.0046.5%13.3%41.7%74.9%44.2%3.9%-2.7%13.9K58.7K-2.2K0.3681.47N/AN/A287102586177
2022-09-28$39.81$41.0042.8%12.3%45.9%63.5%43.3%6.6%2.0%24.1K-115.1K-2.6K0.3875.21N/AN/A293110600178
2022-09-29$39.61$41.0043.0%12.3%44.1%64.2%43.2%10.5%-0.6%23.4K-91.9K-2.5K0.3884.75N/AN/A290111607171
2022-09-30$39.42$41.0044.8%12.8%42.8%69.6%43.3%8.0%-1.4%21.3K-66.0K-2.4K0.4086.95N/AN/A289116608173