IYE Options History — December 2022

In December 2022, IYE traded between $44.48 and $48.84. ATM implied volatility averaged 34.0%, placing in the 34.5% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 4.2% (HV 20d: 29.8%). Max pain ranged from $42.00 to $54.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 16.36.

Notable Days

  • 2022-12-27: Highest Volume — 280 contracts
  • 2022-12-05: Largest IV spike — 13.8% change
  • 2022-12-09: Highest IV Rank — 59.6%
  • 2022-12-08: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.04$44.48$48.84$48.84$46.47
Max Pain$46.81$42.00$54.00$50.00$42.00
ATM IV34.0%30.2%41.5%31.8%31.1%
Expected Move9.4%8.6%10.2%9.1%8.9%
HV 20d29.8%25.4%35.0%33.4%29.3%
HV 60d34.6%29.9%37.8%37.1%29.9%
IV Rank34.5%21.1%59.6%30.0%24.0%
IV Percentile28.9%7.5%80.2%13.1%7.9%
Term Structure1.4%-1.4%3.4%-0.1%2.8%
VWIV31.4%22.5%35.6%26.7%35.6%
Skew 25d5.3%-10.3%11.5%6.9%6.8%
Skew 10d10.7%1.6%19.5%19.5%14.3%
Call IV 25d30.1%22.9%33.9%28.4%28.2%
Put IV 25d35.4%23.5%41.0%35.4%35.0%
Bid-Ask Spread %76.4065.8290.7277.1681.65
Gamma HHI0.170.130.220.130.14
Net GEX24.4K8.6K43.7K16.2K42.2K
Net DEX23.3K-778.4K861.6K-446.3K-778.4K
Net VEX-3.3K-4.7K-2.2K-4.0K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio16.360.00226.00226.000.00
Total Volume44.8102802270
Total OI802.6195611,1097271,109

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$48.84$50.0031.8%9.1%33.4%30.0%26.7%6.9%-0.1%16.2K-446.3K-4.0K226.0077.16N/AN/A1226448279
2022-12-02$48.55$54.0031.7%9.1%32.7%29.8%33.5%6.1%0.4%8.6K130.7K-4.0K2.6790.72N/AN/A38442383
2022-12-05$47.00$48.0036.1%9.6%34.5%43.1%33.6%6.9%1.3%13.1K464.6K-3.5K0.3666.14N/AN/A259443385
2022-12-06$45.75$48.0036.7%9.6%35.0%45.0%0.0%5.3%1.1%13.3K694.2K-3.0K0.4365.82N/AN/A73442393
2022-12-07$45.64$48.0040.2%9.8%34.8%55.6%28.8%6.0%2.0%12.2K697.8K-3.1K8.0073.14N/AN/A18441395
2022-12-08$45.28$48.0037.7%10.2%30.4%48.0%22.5%7.3%-1.4%10.9K715.1K-3.1K0.0080.64N/AN/A30440397
2022-12-09$44.48$48.0041.5%10.0%29.3%59.6%35.3%4.2%1.0%14.1K861.6K-2.6K0.0078.60N/AN/A01441397
2022-12-12$45.58$48.0037.4%9.9%28.3%47.1%32.2%10.1%1.8%16.8K810.2K-2.6K0.0073.24N/AN/A50441397
2022-12-13$46.09$48.0036.6%9.6%28.8%41.8%32.9%5.7%1.2%18.1K699.7K-2.8K0.0370.09N/AN/A391434397
2022-12-14$45.81$48.0032.5%9.3%28.5%28.5%0.0%3.2%3.4%23.9K-196.6K-2.8K0.0077.26N/AN/A110443204
2022-12-15$45.47$48.0033.5%9.6%28.1%31.9%30.4%7.3%2.1%21.8K-102.5K-2.6K0.0766.59N/AN/A151447203
2022-12-16$45.00$48.0033.4%9.6%28.2%31.4%34.2%5.8%0.6%20.3K-16.0K-2.5K0.1470.61N/AN/A71448203
2022-12-19$44.75$48.0031.9%9.1%28.2%26.5%32.1%4.9%1.2%25.5K2.3K-2.2K0.1573.39N/AN/A8212381180
2022-12-20$45.55$45.0030.9%8.9%28.6%23.5%0.0%4.1%1.9%40.2K-339.4K-2.8K0.0069.47N/AN/A70463192
2022-12-21$46.34$45.0030.2%8.6%25.4%21.1%30.6%4.2%1.5%43.7K-502.4K-3.0K0.0073.53N/AN/A100468192
2022-12-22$45.05$45.0032.0%9.2%26.7%27.0%31.7%5.9%1.8%40.4K-298.2K-2.8K40.0082.74N/AN/A4160477192
2022-12-23$46.47$45.0030.6%8.8%29.5%22.4%0.0%11.5%3.1%22.8K-219.1K-4.1K0.0085.70N/AN/A00478347
2022-12-27$46.94$45.0031.3%9.0%27.8%24.6%35.6%4.9%2.2%24.8K-318.8K-3.9K0.3080.14N/AN/A21664479347
2022-12-28$45.64$42.0034.2%9.8%28.9%34.0%0.0%-10.3%0.1%42.5K-626.6K-4.7K0.0089.70N/AN/A010690409
2022-12-29$46.20$42.0032.5%9.3%29.1%28.4%0.0%4.5%1.9%40.7K-742.6K-4.6K0.0078.12N/AN/A10689419
2022-12-30$46.47$42.0031.1%8.9%29.3%24.0%0.0%6.8%2.8%42.2K-778.4K-4.5K0.0081.65N/AN/A00690419