IYE Options History — February 2023 In February 2023, IYE traded between $43.95 and $47.61. ATM implied volatility averaged 28.7%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 1.9% (HV 20d: 26.8%). Max pain ranged from $47.00 to $49.00. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 1.63.
Notable Days 2023-02-03 : Highest Volume — 41 contracts2023-02-06 : Largest IV spike — 13.2% change2023-02-06 : Highest IV Rank — 24.1%2023-02-21 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $45.79 $43.95 $47.61 $47.14 $44.41 Max Pain $47.89 $47.00 $49.00 $48.00 $47.00 ATM IV 28.7% 27.2% 32.0% 28.5% 27.9% Expected Move 8.2% 7.8% 8.9% 8.2% 8.0% HV 20d 26.8% 20.8% 31.5% 20.8% 28.6% HV 60d 28.2% 27.2% 29.6% 28.9% 27.4% IV Rank 13.1% 8.2% 24.1% 12.4% 10.4% IV Percentile 5.5% 1.2% 15.5% 3.2% 5.2% Term Structure -0.2% -2.3% 2.8% -0.2% -1.9% VWIV 27.1% 19.2% 31.9% 25.9% 25.4% Skew 25d 5.8% 2.2% 14.3% 6.6% 2.8% Skew 10d 12.9% -0.5% 21.7% 5.4% -0.5% Call IV 25d 25.4% 18.7% 28.1% 23.9% 24.4% Put IV 25d 31.2% 27.1% 33.8% 30.5% 27.1% Bid-Ask Spread % 73.60 55.17 93.20 86.60 93.20 Gamma HHI 0.30 0.12 0.72 0.24 0.14 Net GEX -30.7K -135.3K 2.4K -25.1K 2.4K Net DEX 258.8K 36.5K 924.9K 128.1K 99.5K Net VEX -1.9K -2.5K -1.4K -2.5K -1.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.63 0.00 11.00 0.00 0.00 Total Volume 15.895 1 41 7 10 Total OI 554.632 311 707 593 374
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $47.14 $48.00 28.5% 8.2% 20.8% 12.4% 25.9% 6.6% -0.2% -25.1K 128.1K -2.5K 0.00 86.60 N/A N/A 7 0 265 328 2023-02-02 $45.58 $49.00 29.7% 8.6% 24.4% 16.4% 0.0% 6.2% -1.7% -28.3K 427.1K -2.4K 11.00 55.17 N/A N/A 1 11 266 328 2023-02-03 $45.55 $49.00 28.3% 8.3% 23.2% 11.6% 27.7% 4.7% -0.9% -40.8K 493.8K -2.5K 9.25 59.43 N/A N/A 4 37 266 374 2023-02-06 $45.28 $49.00 32.0% 8.4% 22.2% 24.1% 27.7% 5.4% 2.8% -38.0K 535.8K -2.2K 4.17 64.96 N/A N/A 6 25 266 357 2023-02-07 $46.64 $48.00 28.2% 7.9% 24.7% 11.5% 28.1% 6.2% -0.1% -39.5K 281.8K -2.3K 0.00 63.81 N/A N/A 3 0 267 380 2023-02-08 $46.36 $48.00 29.4% 8.4% 24.7% 15.3% 26.7% 5.9% -0.5% -41.3K 322.1K -2.3K 0.00 68.60 N/A N/A 1 0 267 380 2023-02-09 $45.91 $48.00 28.9% 8.3% 24.9% 13.6% 30.3% 2.2% -1.1% -46.0K 430.3K -2.1K 0.00 68.67 N/A N/A 0 2 268 380 2023-02-10 $47.61 $48.00 27.5% 7.9% 27.1% 9.0% 31.9% 6.3% 1.4% -31.7K 36.6K -2.2K 2.89 64.53 N/A N/A 9 26 268 382 2023-02-13 $47.44 $48.00 29.1% 8.3% 27.1% 14.3% 28.5% 7.3% -0.1% -35.6K 49.8K -2.1K 0.50 74.30 N/A N/A 2 1 271 397 2023-02-14 $47.53 $48.00 27.3% 7.8% 27.1% 8.5% 24.9% 6.1% -0.1% -35.8K 36.5K -1.9K 0.10 68.07 N/A N/A 20 2 273 397 2023-02-15 $46.75 $48.00 27.2% 7.8% 27.3% 8.2% 26.8% 5.9% 1.2% -71.3K 207.4K -1.9K 0.00 70.38 N/A N/A 6 0 293 397 2023-02-16 $46.28 $48.00 27.7% 7.9% 27.3% 9.6% 26.6% 5.5% -1.1% -135.3K 314.1K -1.9K 0.00 68.50 N/A N/A 24 0 295 397 2023-02-17 $44.55 $48.00 29.4% 8.4% 30.0% 15.4% 26.9% 5.9% -2.3% -6.9K 924.9K -1.5K 0.23 75.83 N/A N/A 13 3 310 397 2023-02-21 $44.50 $48.00 31.0% 8.9% 30.0% 20.8% 29.0% 5.7% -0.6% -6.1K 163.7K -1.5K 0.23 72.40 N/A N/A 22 5 162 149 2023-02-22 $43.95 $47.00 30.1% 8.6% 30.1% 17.7% 28.3% 2.2% 0.9% -4.1K 190.5K -1.4K 0.00 85.62 N/A N/A 18 0 174 152 2023-02-23 $44.92 $47.00 28.3% 8.1% 31.5% 11.9% 19.2% 7.5% -0.4% -1.3K 98.0K -1.6K 0.00 80.60 N/A N/A 25 0 186 151 2023-02-24 $44.61 $47.00 27.5% 7.9% 29.2% 9.1% 0.0% 14.3% -0.5% 67 105.7K -1.6K 1.00 84.93 N/A N/A 2 2 210 151 2023-02-27 $44.92 $47.00 27.6% 7.9% 29.3% 9.4% 25.4% 3.9% 1.4% 1.1K 70.9K -1.5K 0.00 92.74 N/A N/A 15 0 211 149 2023-02-28 $44.41 $47.00 27.9% 8.0% 28.6% 10.4% 0.0% 2.8% -1.9% 2.4K 99.5K -1.5K 0.00 93.20 N/A N/A 10 0 225 149
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