IYE Options History — January 2023

In January 2023, IYE traded between $44.53 and $48.91. ATM implied volatility averaged 29.4%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 1.1% (HV 20d: 28.2%). Max pain ranged from $42.00 to $51.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 1.15.

Notable Days

  • 2023-01-13: Highest Volume — 1,734 contracts
  • 2023-01-30: Largest IV spike — 13.3% change
  • 2023-01-03: Highest IV Rank — 33.9%
  • 2023-01-05: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.06$44.53$48.91$44.69$47.61
Max Pain$49.10$42.00$51.00$42.00$48.00
ATM IV29.4%24.8%34.2%34.2%29.2%
Expected Move8.6%7.1%10.1%9.8%8.4%
HV 20d28.2%23.7%32.0%32.0%25.2%
HV 60d29.5%28.5%31.1%30.9%29.1%
IV Rank10.7%0.0%33.9%33.9%14.9%
IV Percentile5.0%0.0%29.0%29.0%4.4%
Term Structure0.2%-1.6%2.5%1.2%-0.5%
VWIV29.5%24.1%37.8%32.3%29.0%
Skew 25d5.3%2.0%10.2%5.9%4.3%
Skew 10d10.5%-1.7%19.5%5.9%12.6%
Call IV 25d27.5%22.8%32.0%32.0%27.7%
Put IV 25d32.8%27.3%39.1%37.8%32.0%
Bid-Ask Spread %73.4556.3292.6384.9378.19
Gamma HHI0.200.130.430.180.21
Net GEX23.2K-25.3K81.5K51.0K-22.3K
Net DEX-639.2K-1.4M125.5K-206.9K45.6K
Net VEX-2.9K-4.0K-2.4K-3.8K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.150.0016.002.270.00
Total Volume111.201,7343622
Total OI1,264.74552,8881,109575

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$44.69$42.0034.2%9.8%32.0%33.9%32.3%5.9%1.2%51.0K-206.9K-3.8K2.2784.93N/AN/A1125690419
2023-01-04$44.53$42.0033.1%9.5%30.3%30.5%31.7%4.7%2.5%47.7K-166.0K-4.0K0.0392.63N/AN/A401679444
2023-01-05$45.50$51.0030.3%10.1%30.0%21.5%0.0%10.2%-1.2%53.2K-556.7K-3.7K0.0071.46N/AN/A30668395
2023-01-06$46.36$51.0031.0%9.6%30.7%17.1%0.0%7.3%-1.6%45.7K-889.6K-3.6K0.0076.62N/AN/A00668395
2023-01-09$46.22$51.0029.1%9.7%30.6%10.7%33.0%4.7%0.1%41.9K-898.4K-3.3K0.0256.32N/AN/A942668395
2023-01-10$46.48$51.0030.0%9.4%29.8%13.8%37.8%5.2%0.5%42.5K-950.1K-3.2K0.0065.30N/AN/A01754396
2023-01-11$46.67$51.0032.1%9.2%28.6%16.5%32.0%5.9%1.6%39.7K-1.0M-3.1K0.5066.71N/AN/A21755397
2023-01-12$47.67$51.0030.1%8.6%29.3%8.9%27.9%5.0%0.2%35.2K-1.4M-2.9K0.0065.03N/AN/A110755397
2023-01-13$47.84$51.0027.8%8.0%29.2%0.4%26.7%4.8%2.1%37.3K-1.4M-2.7K0.7673.86N/AN/A985749756397
2023-01-17$47.75$51.0027.8%8.0%29.0%0.2%0.0%4.5%1.0%43.6K-1.4M-2.5K0.0072.63N/AN/A301,7161,145
2023-01-18$47.05$51.0029.9%8.6%29.3%8.0%29.6%5.7%-0.9%38.1K-1.1M-2.4K0.6463.69N/AN/A1491,7171,146
2023-01-19$47.47$51.0030.6%8.8%29.2%10.8%28.9%3.2%-0.2%48.9K-1.3M-2.5K0.1264.15N/AN/A1721,7291,148
2023-01-20$47.77$50.0028.1%8.0%28.7%1.3%26.7%5.7%0.0%81.5K-1.4M-2.4K0.0964.59N/AN/A3331,7411,147
2023-01-23$47.91$50.0028.6%8.2%28.2%3.5%27.7%4.7%0.1%-24.7K125.5K-2.4K0.2569.86N/AN/A5714166289
2023-01-24$47.63$48.0027.4%7.9%26.1%0.0%25.6%5.8%-1.3%-20.0K-8.4K-2.6K0.0071.63N/AN/A170224302
2023-01-25$47.52$48.0026.9%7.7%23.9%0.0%28.5%6.1%0.4%-18.6K2.3K-2.6K0.0577.62N/AN/A412238302
2023-01-26$48.91$48.0024.8%7.1%25.7%0.0%30.4%6.3%0.9%-13.3K-202.9K-2.5K16.0085.26N/AN/A348239301
2023-01-27$48.36$48.0026.5%7.6%23.7%5.6%24.1%4.3%0.6%-19.1K-119.4K-2.7K0.0087.27N/AN/A30242328
2023-01-30$47.25$48.0030.0%8.6%25.1%17.4%29.4%2.0%-1.0%-25.3K85.7K-2.6K0.0081.35N/AN/A110243328
2023-01-31$47.61$48.0029.2%8.4%25.2%14.9%29.0%4.3%-0.5%-22.3K45.6K-2.5K0.0078.19N/AN/A220247328