IYE Options History — November 2022

In November 2022, IYE traded between $47.56 and $50.51. ATM implied volatility averaged 35.1%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 5.4% (HV 20d: 29.8%). Max pain ranged from $43.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.06.

Notable Days

  • 2022-11-15: Highest Volume — 377 contracts
  • 2022-11-22: Largest IV drop — 12.2% change
  • 2022-11-09: Highest IV Rank — 52.4%
  • 2022-11-09: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.19$47.56$50.51$48.77$49.06
Max Pain$48.43$43.00$50.00$43.00$50.00
ATM IV35.1%32.3%39.1%36.4%32.7%
Expected Move10.2%9.2%11.2%10.4%9.4%
HV 20d29.8%25.5%34.4%26.2%34.3%
HV 60d37.2%35.9%38.4%36.1%37.2%
IV Rank40.3%31.5%52.4%44.0%32.9%
IV Percentile38.6%15.5%63.9%49.6%18.3%
Term Structure-0.9%-2.1%2.8%0.2%-2.1%
VWIV34.3%28.1%37.9%35.5%31.6%
Skew 25d5.9%0.8%8.1%3.3%8.1%
Skew 10d11.7%7.2%21.1%7.2%12.9%
Call IV 25d32.6%28.4%36.0%33.6%28.4%
Put IV 25d38.5%34.1%42.0%37.0%36.4%
Bid-Ask Spread %65.6945.8587.5771.3584.76
Gamma HHI0.170.120.220.150.13
Net GEX36.0K17.6K55.2K34.8K17.6K
Net DEX-896.6K-1.3M-339.0K-975.5K-499.0K
Net VEX-3.8K-4.3K-3.3K-3.5K-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.006.820.730.63
Total Volume247.811137731013
Total OI653.333550803550720

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$48.77$43.0036.4%10.4%26.2%44.0%35.5%3.3%0.2%34.8K-975.5K-3.5K0.7371.35N/AN/A179131399151
2022-11-02$47.75$43.0035.4%10.2%27.2%41.2%33.4%0.8%2.8%35.3K-838.3K-3.6K0.7782.81N/AN/A160123407157
2022-11-03$48.73$48.0033.3%10.3%27.7%34.8%36.0%6.2%-1.4%37.0K-962.7K-3.6K0.7645.85N/AN/A160121412157
2022-11-04$49.08$48.0033.8%10.4%27.2%36.3%36.2%6.9%-1.8%37.4K-1.0M-3.5K0.7747.18N/AN/A156120411160
2022-11-07$49.82$48.0035.7%10.3%26.0%41.9%36.7%5.8%-1.7%42.5K-1.2M-3.5K0.8049.37N/AN/A160128433159
2022-11-08$50.03$49.0036.6%10.5%25.5%44.7%37.5%6.6%-1.6%40.8K-1.2M-3.5K0.8148.86N/AN/A155126433167
2022-11-09$47.56$49.0039.1%11.2%32.8%52.4%37.9%5.6%-2.0%39.2K-850.1K-3.5K0.8446.54N/AN/A149125441168
2022-11-10$48.63$49.0037.0%10.6%31.3%46.0%36.6%6.8%-1.6%43.1K-1.0M-3.4K0.8451.71N/AN/A148125442167
2022-11-11$50.18$49.0034.9%10.0%28.6%39.5%35.7%5.9%-0.2%47.7K-1.3M-3.4K0.8152.07N/AN/A154125447167
2022-11-14$50.16$49.0035.5%10.2%28.7%41.4%35.8%6.8%-1.2%55.2K-1.3M-3.3K1.0753.69N/AN/A142152462167
2022-11-15$50.51$49.0035.8%10.3%28.7%42.4%35.5%5.5%-1.3%49.3K-1.3M-3.4K1.0558.53N/AN/A184193463197
2022-11-16$49.60$49.0035.3%10.1%29.2%40.7%34.6%6.4%-0.9%49.0K-986.2K-3.8K0.8753.72N/AN/A193168471235
2022-11-17$49.36$49.0035.1%10.1%29.4%40.2%32.2%5.2%1.0%44.4K-936.6K-4.0K0.8284.45N/AN/A206168516270
2022-11-18$49.26$49.0034.6%9.9%28.2%38.6%30.6%5.4%-1.7%42.1K-911.5K-4.3K0.9287.54N/AN/A182167534269
2022-11-21$48.27$49.0036.7%10.5%29.4%45.1%34.1%7.9%-0.8%22.4K-486.9K-4.1K0.8087.57N/AN/A137110416235
2022-11-22$50.15$49.0032.3%9.2%32.2%31.5%31.3%7.0%-0.6%24.7K-814.5K-4.1K0.8272.03N/AN/A134110416246
2022-11-23$49.54$49.0033.0%9.5%32.2%33.9%30.9%5.3%-1.2%29.3K-761.1K-4.3K1.2082.57N/AN/A132159450226
2022-11-25$49.69$49.0032.9%9.4%32.2%33.4%28.1%5.5%-0.6%27.0K-720.7K-4.3K0.0076.70N/AN/A110449250
2022-11-28$48.11$50.0036.4%10.4%34.4%44.2%34.6%5.9%-1.4%18.0K-339.0K-4.2K6.8269.09N/AN/A1175452273
2022-11-29$48.69$50.0035.5%10.2%34.2%41.3%35.8%6.1%-1.2%18.6K-448.2K-4.2K0.0973.20N/AN/A111452273
2022-11-30$49.06$50.0032.7%9.4%34.3%32.9%31.6%8.1%-2.1%17.6K-499.0K-4.1K0.6384.76N/AN/A85446274