IYE Options History — July 2023 In July 2023, IYE traded between $41.77 and $46.14. ATM implied volatility averaged 21.4%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 0.6% (HV 20d: 20.8%). Max pain ranged from $42.00 to $45.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.33.
Notable Days 2023-07-24 : Highest Volume — 1,092 contracts2023-07-06 : Largest IV spike — 18.7% change2023-07-17 : Highest IV Rank — 12.7%2023-07-10 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $44.07 $41.77 $46.14 $43.05 $46.14 Max Pain $43.60 $42.00 $45.00 $43.00 $42.00 ATM IV 21.4% 18.8% 23.1% 19.5% 21.8% Expected Move 6.2% 5.4% 6.6% 5.6% 6.2% HV 20d 20.8% 18.0% 23.5% 18.0% 21.0% HV 60d 22.6% 20.5% 23.6% 21.8% 20.5% IV Rank 8.1% 0.9% 12.7% 2.8% 9.1% IV Percentile 4.6% 0.4% 8.3% 0.8% 7.1% Term Structure 0.8% -1.2% 2.3% 2.1% -0.7% VWIV 19.4% 13.8% 22.7% 18.6% 21.6% Skew 25d 2.8% -0.3% 9.6% 1.0% 1.4% Skew 10d 5.2% -3.2% 14.6% 0.4% 4.1% Call IV 25d 20.1% 14.9% 22.4% 19.5% 20.4% Put IV 25d 22.9% 20.5% 25.6% 20.5% 21.8% Bid-Ask Spread % 71.40 48.91 95.80 81.22 74.82 Gamma HHI 0.23 0.14 0.53 0.14 0.27 Net GEX 46.3K 6.6K 157.0K 13.0K 91.7K Net DEX -1.2M -4.5M 15.0K -119.4K -4.5M Net VEX -2.2K -3.8K -1.7K -2.0K -2.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.00 2.00 2.00 0.50 Total Volume 112.2 0 1,092 2 6 Total OI 852.25 354 1,373 698 1,315
Daily Data (20 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 2023-07-03 $43.05 $43.00 19.5% 5.6% 18.0% 2.8% 0.0% 1.0% 2.1% 13.0K -119.4K -2.0K 0.00 81.22 N/A N/A 0 2 453 245 2023-07-05 $42.64 $43.00 18.8% 5.4% 18.3% 0.9% 18.6% 0.9% 1.7% 8.8K -77.3K -1.8K 2.00 78.37 N/A N/A 1 2 453 246 2023-07-06 $41.77 $45.00 22.3% 6.5% 19.7% 10.6% 0.0% 3.1% 1.2% 6.6K 15.0K -1.8K 0.00 80.78 N/A N/A 0 0 453 247 2023-07-07 $42.75 $45.00 20.3% 6.4% 20.2% 4.9% 0.0% 2.3% 1.8% 10.9K -75.1K -1.9K 0.00 54.86 N/A N/A 1 0 453 247 2023-07-10 $43.00 $45.00 21.3% 6.6% 20.3% 7.9% 0.0% 9.6% 0.8% 11.1K -99.6K -1.8K 0.50 57.38 N/A N/A 2 1 452 247 2023-07-11 $43.98 $45.00 21.0% 6.4% 21.6% 7.0% 22.3% 2.5% 1.0% 17.8K -227.0K -1.9K 0.33 48.91 N/A N/A 9 3 452 247 2023-07-12 $44.39 $44.00 22.5% 6.5% 21.3% 11.1% 21.7% 6.9% 1.3% 22.4K -270.5K -1.9K 0.00 72.95 N/A N/A 17 0 449 248 2023-07-13 $44.34 $44.00 22.3% 6.4% 21.3% 10.5% 0.0% 3.5% 2.3% 23.2K -277.2K -1.8K 0.20 63.04 N/A N/A 10 2 460 248 2023-07-14 $43.08 $44.00 22.9% 6.6% 23.5% 12.3% 0.0% 4.7% 1.4% 10.2K -124.5K -1.7K 1.00 66.10 N/A N/A 1 1 464 250 2023-07-17 $43.20 $44.00 23.1% 6.6% 23.0% 12.7% 20.6% 2.3% 0.9% 8.0K -104.7K -1.7K 0.05 59.16 N/A N/A 20 1 464 251 2023-07-18 $43.70 $44.00 22.7% 6.5% 23.2% 11.6% 22.7% 5.1% 0.1% 18.4K -206.2K -1.8K 0.16 76.85 N/A N/A 25 4 473 251 2023-07-19 $43.78 $44.00 22.8% 6.5% 21.6% 12.0% 0.0% 3.0% -0.1% 24.0K -257.2K -1.8K 0.25 88.60 N/A N/A 4 1 490 252 2023-07-20 $44.20 $44.00 22.8% 6.5% 21.6% 12.0% 0.0% 2.5% -1.2% 27.3K -309.6K -1.8K 0.00 95.80 N/A N/A 8 0 490 252 2023-07-21 $44.56 $44.00 20.5% 5.9% 20.6% 5.5% 20.1% 1.3% 0.7% 35.3K -406.2K -1.8K 0.07 75.45 N/A N/A 30 2 494 252 2023-07-24 $45.33 $44.00 20.8% 6.0% 20.5% 6.5% 14.7% 0.7% -0.7% 25.4K -285.0K -1.9K 0.00 68.91 N/A N/A 1,092 0 253 101 2023-07-25 $45.61 $42.00 20.6% 5.9% 20.0% 5.8% 21.0% 4.9% 0.6% 133.5K -4.4M -3.7K 0.00 75.04 N/A N/A 23 0 1,241 101 2023-07-26 $45.50 $42.00 21.1% 6.0% 20.2% 7.2% 21.0% 0.4% 1.0% 142.6K -4.4M -3.8K 0.83 75.64 N/A N/A 6 5 1,263 101 2023-07-27 $45.11 $42.00 20.8% 6.0% 20.6% 6.3% 15.2% -0.3% 1.1% 157.0K -4.3M -3.8K 0.05 59.06 N/A N/A 61 3 1,269 104 2023-07-28 $45.31 $42.00 20.6% 5.9% 20.5% 5.9% 13.8% 0.6% 0.9% 138.8K -4.2M -3.6K 0.00 75.06 N/A N/A 901 0 1,210 104 2023-07-31 $46.14 $42.00 21.8% 6.2% 21.0% 9.1% 21.6% 1.4% -0.7% 91.7K -4.5M -2.7K 0.50 74.82 N/A N/A 4 2 1,211 104
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