IYE Options History — April 2023 In April 2023, IYE traded between $43.61 and $45.89. ATM implied volatility averaged 25.1%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 5.4% (HV 20d: 30.6%). Max pain ranged from $41.00 to $43.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.24.
Notable Days 2023-04-03 : Highest Volume — 114 contracts2023-04-13 : Largest IV drop — 29.8% change2023-04-26 : Highest IV Rank — 24.7%2023-04-10 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $45.04 $43.61 $45.89 $45.66 $44.61 Max Pain $41.58 $41.00 $43.00 $43.00 $42.00 ATM IV 25.1% 18.9% 27.7% 26.0% 23.4% Expected Move 7.3% 5.4% 8.1% 7.4% 6.7% HV 20d 30.6% 23.2% 38.1% 37.3% 25.6% HV 60d 29.5% 29.1% 29.9% 29.4% 29.4% IV Rank 13.1% 0.0% 24.7% 4.9% 12.5% IV Percentile 3.2% 0.0% 12.7% 0.8% 1.2% Term Structure 1.7% -2.3% 6.1% 1.6% 1.7% VWIV 26.3% 21.8% 38.3% 26.1% 22.2% Skew 25d 5.9% 3.2% 11.2% 6.2% 5.3% Skew 10d 11.1% 2.1% 20.7% 11.3% 13.9% Call IV 25d 22.7% 16.7% 27.1% 21.1% 21.2% Put IV 25d 28.6% 24.2% 32.6% 27.3% 26.5% Bid-Ask Spread % 86.68 75.05 112.44 98.01 91.17 Gamma HHI 0.16 0.13 0.21 0.14 0.15 Net GEX 48.3K 25.8K 73.8K 36.2K 34.0K Net DEX -558.0K -803.6K -202.7K -624.1K -268.6K Net VEX -3.5K -4.0K -3.0K -3.5K -3.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.24 0.00 3.00 0.02 0.00 Total Volume 10.421 0 114 114 2 Total OI 600.947 427 680 615 443
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 2023-04-03 $45.66 $43.00 26.0% 7.4% 37.3% 4.9% 26.1% 6.2% 1.6% 36.2K -624.1K -3.5K 0.02 98.01 N/A N/A 112 2 379 236 2023-04-04 $44.67 $43.00 27.4% 7.9% 37.7% 9.8% 27.0% 3.7% -2.3% 35.0K -550.0K -4.0K 0.00 96.13 N/A N/A 9 0 417 237 2023-04-05 $45.34 $43.00 27.6% 7.9% 37.9% 10.5% 0.0% 5.6% 4.4% 36.8K -576.5K -3.9K 0.00 99.70 N/A N/A 1 0 414 237 2023-04-06 $44.64 $41.00 22.9% 8.0% 38.1% 0.0% 0.0% 7.4% 2.0% 40.2K -579.1K -3.8K 0.00 88.54 N/A N/A 0 0 414 237 2023-04-10 $45.08 $41.00 27.5% 8.1% 37.4% 14.7% 23.8% 7.9% -1.1% 39.3K -586.5K -3.8K 0.00 89.04 N/A N/A 4 0 414 237 2023-04-11 $45.52 $41.00 27.4% 7.8% 37.0% 14.3% 28.4% 11.2% -0.4% 44.1K -689.6K -3.7K 0.00 84.96 N/A N/A 2 0 414 237 2023-04-12 $45.55 $41.00 26.9% 7.7% 37.0% 12.5% 0.0% 6.5% 1.1% 46.9K -711.5K -3.6K 0.22 87.84 N/A N/A 9 2 415 237 2023-04-13 $45.89 $41.00 18.9% 5.4% 30.2% 0.0% 38.3% 3.2% 6.1% 68.7K -754.7K -3.4K 0.00 112.44 N/A N/A 12 0 424 237 2023-04-14 $45.86 $41.00 24.4% 7.0% 30.1% 15.5% 0.0% 4.2% 3.3% 64.7K -803.6K -3.7K 0.00 85.44 N/A N/A 0 0 435 237 2023-04-17 $45.39 $41.00 25.6% 7.3% 29.3% 18.7% 24.1% 4.8% 1.3% 65.6K -714.2K -3.5K 0.00 77.31 N/A N/A 4 0 435 237 2023-04-18 $45.47 $41.00 24.9% 7.1% 28.7% 16.8% 0.0% 4.0% 1.5% 71.0K -742.1K -3.5K 0.00 75.60 N/A N/A 0 0 435 237 2023-04-19 $45.28 $41.00 24.3% 7.0% 26.3% 15.3% 25.3% 6.2% 2.2% 73.3K -691.3K -3.4K 0.25 79.70 N/A N/A 4 1 435 237 2023-04-20 $44.75 $41.00 24.9% 7.2% 25.9% 16.9% 0.0% 3.2% 2.6% 73.8K -573.2K -3.3K 0.00 87.89 N/A N/A 0 5 437 238 2023-04-21 $44.64 $41.00 21.1% 6.1% 23.2% 6.3% 23.9% 8.6% 5.3% 68.3K -576.5K -3.4K 3.00 86.28 N/A N/A 1 3 437 243 2023-04-24 $45.47 $42.00 23.4% 6.7% 23.7% 12.6% 21.8% 7.6% 1.8% 33.6K -408.7K -3.3K 0.13 76.17 N/A N/A 15 2 301 126 2023-04-25 $44.47 $42.00 27.3% 7.8% 24.6% 23.5% 26.4% 5.8% 0.8% 31.9K -316.1K -3.3K 0.00 77.42 N/A N/A 3 0 311 127 2023-04-26 $43.61 $42.00 27.7% 7.9% 25.6% 24.7% 28.6% 5.0% 0.3% 25.8K -202.7K -3.1K 0.00 78.17 N/A N/A 4 0 312 127 2023-04-27 $43.91 $42.00 25.7% 7.4% 25.1% 19.1% 0.0% 5.9% 0.7% 29.2K -233.0K -3.1K 0.00 75.05 N/A N/A 1 0 315 127 2023-04-28 $44.61 $42.00 23.4% 6.7% 25.6% 12.5% 22.2% 5.3% 1.7% 34.0K -268.6K -3.0K 0.00 91.17 N/A N/A 2 0 316 127
« Mar 2023 | All History | May 2023 » Home IYE History April 2023