IYE Options History — June 2023 In June 2023, IYE traded between $40.84 and $42.97. ATM implied volatility averaged 23.6%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 3.4% (HV 20d: 20.3%). Max pain ranged from $41.00 to $43.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.48.
Notable Days 2023-06-09 : Highest Volume — 267 contracts2023-06-12 : Largest IV spike — 21.2% change2023-06-01 : Highest IV Rank — 37.2%2023-06-01 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $42.04 $40.84 $42.97 $41.02 $42.91 Max Pain $42.81 $41.00 $43.00 $41.00 $43.00 ATM IV 23.6% 18.5% 32.2% 32.2% 18.5% Expected Move 6.7% 5.3% 9.2% 9.2% 5.3% HV 20d 20.3% 18.3% 22.5% 20.9% 20.1% HV 60d 25.7% 22.0% 28.8% 28.4% 22.0% IV Rank 13.4% 0.0% 37.2% 37.2% 0.0% IV Percentile 6.2% 0.0% 41.3% 41.3% 0.0% Term Structure 1.5% -5.2% 4.4% -5.2% 3.5% VWIV 22.1% 17.5% 26.6% 26.6% 18.2% Skew 25d 3.1% -1.0% 6.3% 1.0% 0.6% Skew 10d 5.7% -6.0% 16.0% 8.3% 9.0% Call IV 25d 21.6% 17.4% 26.4% 26.4% 19.1% Put IV 25d 24.7% 19.7% 27.6% 27.4% 19.7% Bid-Ask Spread % 83.45 65.12 101.33 94.20 80.74 Gamma HHI 0.15 0.12 0.17 0.17 0.14 Net GEX 9.4K -457 20.2K 8.9K 12.6K Net DEX -19.6K -159.3K 117.0K 58.2K -99.1K Net VEX -2.2K -2.5K -1.8K -2.2K -2.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.48 0.00 13.50 13.50 0.00 Total Volume 18.952 0 267 29 5 Total OI 627.095 449 721 449 695
Daily Data (21 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 2023-06-01 $41.02 $41.00 32.2% 9.2% 20.9% 37.2% 26.6% 1.0% -5.2% 8.9K 58.2K -2.2K 13.50 94.20 N/A N/A 2 27 327 122 2023-06-02 $42.11 $41.00 28.2% 8.1% 22.5% 25.9% 26.2% 6.3% -1.4% 9.7K -23.7K -2.5K 7.50 101.33 N/A N/A 2 15 329 149 2023-06-05 $41.89 $43.00 23.5% 6.9% 20.0% 13.0% 25.3% 2.9% 4.4% 10.2K -18.4K -2.3K 0.00 82.77 N/A N/A 2 0 331 164 2023-06-06 $42.14 $43.00 23.6% 6.8% 20.2% 13.3% 0.0% 4.2% 2.2% 12.9K -29.7K -2.3K 0.00 78.59 N/A N/A 0 0 333 164 2023-06-07 $42.97 $43.00 23.7% 6.6% 21.3% 13.4% 0.0% 4.3% 2.6% 19.5K -159.3K -2.5K 0.00 70.43 N/A N/A 4 0 333 164 2023-06-08 $42.81 $43.00 24.0% 6.7% 20.9% 14.2% 23.2% 3.4% 1.0% 18.6K -143.7K -2.4K 0.00 83.93 N/A N/A 10 0 332 164 2023-06-09 $42.59 $43.00 23.8% 6.6% 19.8% 13.9% 17.5% -1.0% 1.9% 20.2K -137.3K -2.4K 0.75 83.06 N/A N/A 153 114 341 164 2023-06-12 $42.17 $43.00 28.9% 7.0% 20.2% 27.9% 0.0% 4.2% 1.9% 7.7K -18.1K -2.4K 0.00 86.47 N/A N/A 0 0 438 278 2023-06-13 $42.45 $43.00 26.5% 6.9% 20.2% 21.2% 23.1% 3.3% 0.9% 12.8K -60.5K -2.4K 0.50 77.62 N/A N/A 4 2 438 278 2023-06-14 $41.91 $43.00 23.3% 6.7% 18.8% 12.4% 18.5% 3.8% 2.5% 6.9K -9.9K -2.4K 0.00 85.13 N/A N/A 2 0 442 278 2023-06-15 $42.52 $43.00 22.6% 6.5% 18.4% 10.5% 0.0% 3.1% 0.7% 13.4K -66.1K -2.4K 0.00 80.36 N/A N/A 0 0 443 278 2023-06-16 $42.38 $43.00 22.5% 6.5% 18.3% 10.2% 21.4% 2.4% 1.6% 10.5K -47.2K -2.3K 0.00 78.30 N/A N/A 7 0 443 278 2023-06-20 $41.48 $43.00 24.3% 7.0% 19.9% 15.0% 22.7% 3.4% 0.9% 3.1K 55.2K -2.0K 0.00 81.49 N/A N/A 10 0 433 241 2023-06-21 $41.84 $43.00 23.7% 6.8% 20.1% 13.4% 22.4% 5.3% 2.3% 2.9K 44.6K -2.1K 0.10 86.53 N/A N/A 10 1 428 241 2023-06-22 $41.20 $43.00 21.8% 6.2% 20.5% 8.1% 0.0% 4.3% 2.6% 5.3K 46.0K -1.9K 0.00 101.01 N/A N/A 6 0 438 242 2023-06-23 $40.84 $43.00 22.1% 6.3% 20.7% 8.9% 21.6% 3.8% 1.5% -457 117.0K -1.9K 0.10 95.95 N/A N/A 10 1 437 242 2023-06-26 $41.55 $43.00 21.4% 6.1% 21.1% 7.1% 22.9% 3.4% 1.6% 3.4K 60.4K -1.8K 1.00 85.45 N/A N/A 2 2 447 242 2023-06-27 $41.70 $43.00 20.8% 6.0% 21.1% 5.6% 0.0% 1.7% 2.6% 4.3K 43.0K -1.9K 0.00 80.50 N/A N/A 0 0 445 244 2023-06-28 $42.05 $43.00 20.9% 6.0% 20.8% 5.8% 20.4% 1.7% 2.1% 7.0K -2.0K -1.9K 0.20 73.47 N/A N/A 5 1 445 244 2023-06-29 $42.39 $43.00 20.3% 5.8% 20.2% 4.1% 0.0% 3.1% 1.9% 7.9K -22.0K -1.8K 0.00 65.12 N/A N/A 0 1 450 244 2023-06-30 $42.91 $43.00 18.5% 5.3% 20.1% 0.0% 18.2% 0.6% 3.5% 12.6K -99.1K -2.0K 0.00 80.74 N/A N/A 5 0 450 245
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