IYE Options History — October 2022

In October 2022, IYE traded between $41.55 and $48.59. ATM implied volatility averaged 40.4%, placing in the 56.2% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 2.9% (HV 20d: 43.3%). Max pain ranged from $36.00 to $43.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.87.

Notable Days

  • 2022-10-21: Highest Volume — 375 contracts
  • 2022-10-10: Largest IV spike — 10.3% change
  • 2022-10-12: Highest IV Rank — 67.7%
  • 2022-10-12: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.06$41.55$48.59$41.55$48.59
Max Pain$40.71$36.00$43.00$41.00$43.00
ATM IV40.4%35.1%44.1%43.0%36.5%
Expected Move11.6%10.1%12.7%12.3%10.5%
HV 20d43.3%28.3%49.2%46.6%28.3%
HV 60d38.3%36.1%39.2%38.5%36.1%
IV Rank56.2%40.2%67.7%64.1%44.5%
IV Percentile72.7%40.9%91.7%88.5%50.4%
Term Structure-1.5%-7.1%2.5%-3.1%1.2%
VWIV40.9%35.7%45.8%41.5%37.2%
Skew 25d7.5%3.9%15.3%14.3%4.1%
Skew 10d11.8%-6.3%23.9%21.7%3.4%
Call IV 25d36.9%28.3%41.0%38.3%34.3%
Put IV 25d44.4%37.8%52.6%52.6%38.3%
Bid-Ask Spread %62.2741.6685.6882.9870.23
Gamma HHI0.270.120.650.210.14
Net GEX58.1K18.3K131.2K38.6K31.6K
Net DEX-828.0K-1.6M-368.4K-368.4K-912.5K
Net VEX-3.0K-3.6K-2.6K-2.8K-3.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.591.140.770.79
Total Volume300.429269375287297
Total OI717.429366865781535

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$41.55$41.0043.0%12.3%46.6%64.1%41.5%14.3%-3.1%38.6K-368.4K-2.8K0.7782.98N/AN/A162125607174
2022-10-04$43.08$41.0041.1%11.8%48.5%58.5%39.3%15.3%-3.1%49.7K-634.0K-3.0K0.8782.31N/AN/A144125607185
2022-10-05$44.06$41.0041.5%11.9%49.0%59.6%41.5%10.6%-1.3%57.9K-806.6K-3.1K0.8885.68N/AN/A143126603185
2022-10-06$44.57$36.0039.4%11.9%49.2%53.3%45.0%6.6%-1.6%61.2K-940.8K-3.1K0.9141.66N/AN/A150136607188
2022-10-07$44.14$36.0039.5%11.8%48.4%53.5%39.5%5.8%0.5%60.1K-861.8K-3.2K0.8644.68N/AN/A146126617197
2022-10-10$43.39$36.0043.5%12.5%48.5%65.8%43.2%7.9%-3.0%57.9K-673.3K-2.9K0.8245.96N/AN/A154126613193
2022-10-11$43.05$36.0044.0%12.6%47.7%67.2%44.7%8.6%-3.3%54.2K-631.1K-2.9K0.8249.48N/AN/A153126625193
2022-10-12$43.44$36.0044.1%12.7%46.2%67.7%45.8%7.5%-3.5%60.1K-711.3K-2.9K0.8248.59N/AN/A154126621193
2022-10-13$45.04$36.0041.5%11.9%47.4%59.7%40.6%12.4%-3.9%75.9K-1.0M-2.9K0.8163.84N/AN/A168136621192
2022-10-14$43.37$43.0043.4%12.4%48.3%65.3%43.9%3.9%-0.3%65.1K-750.0K-2.9K0.9374.65N/AN/A167156636200
2022-10-17$43.93$43.0043.8%12.6%48.5%66.6%43.7%7.0%-4.0%75.7K-788.9K-2.8K0.9354.31N/AN/A167156635182
2022-10-18$44.11$43.0041.4%11.9%48.5%59.4%42.4%5.5%-1.3%89.9K-789.1K-2.7K0.9557.84N/AN/A165156635182
2022-10-19$45.17$43.0041.0%11.8%48.7%58.1%43.1%6.2%-1.5%107.7K-1.1M-2.7K1.0958.70N/AN/A170186635182
2022-10-20$45.32$43.0040.4%11.6%48.7%56.3%39.2%4.0%-2.9%131.2K-1.2M-2.7K1.1464.03N/AN/A170194645211
2022-10-21$46.55$43.0038.3%11.0%39.1%49.9%39.4%9.9%-7.1%79.4K-1.6M-2.6K0.9862.00N/AN/A189186653212
2022-10-24$46.69$43.0039.5%11.3%35.2%53.6%39.5%6.5%0.1%18.3K-526.8K-2.7K0.8774.42N/AN/A14512626898
2022-10-25$46.82$43.0037.5%10.7%35.3%47.4%39.0%5.2%1.9%20.8K-574.7K-3.1K0.5959.50N/AN/A201119305134
2022-10-26$47.65$43.0035.9%10.3%33.0%42.6%37.4%5.9%2.5%26.9K-771.0K-3.4K0.7861.51N/AN/A153119351138
2022-10-27$47.81$43.0037.7%10.8%32.7%48.1%37.1%4.9%0.3%28.5K-814.0K-3.5K0.7863.07N/AN/A153119362139
2022-10-28$47.87$43.0035.1%10.1%32.4%40.2%35.7%4.3%2.5%29.7K-829.0K-3.5K0.8162.15N/AN/A160129367140
2022-10-31$48.59$43.0036.5%10.5%28.3%44.5%37.2%4.1%1.2%31.6K-912.5K-3.6K0.7970.23N/AN/A166131384151