IYE Options History — August 2023

In August 2023, IYE traded between $45.28 and $47.31. ATM implied volatility averaged 21.6%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 4.4% (HV 20d: 17.2%). Max pain ranged from $42.00 to $45.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 0.19.

Notable Days

  • 2023-08-16: Highest Volume — 47 contracts
  • 2023-08-31: Largest IV drop — 26.9% change
  • 2023-08-17: Highest IV Rank — 14.5%
  • 2023-08-17: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.32$45.28$47.31$45.95$46.86
Max Pain$44.00$42.00$45.00$42.00$44.00
ATM IV21.6%15.7%23.7%21.4%15.7%
Expected Move6.2%4.5%6.8%6.1%4.5%
HV 20d17.2%13.8%21.7%21.2%13.8%
HV 60d19.3%18.1%20.4%20.4%18.1%
IV Rank9.1%0.0%14.5%8.1%0.0%
IV Percentile9.5%0.0%20.2%6.7%0.0%
Term Structure1.8%-0.1%4.3%-0.1%2.7%
VWIV20.7%17.9%23.1%21.5%18.1%
Skew 25d2.1%-3.8%4.0%1.2%-3.8%
Skew 10d7.8%1.0%27.8%1.7%27.8%
Call IV 25d20.7%17.7%22.4%20.6%19.8%
Put IV 25d22.8%16.0%25.7%21.8%16.0%
Bid-Ask Spread %65.9343.3587.4371.7780.89
Gamma HHI0.210.150.420.300.22
Net GEX57.5K23.4K127.3K101.3K45.3K
Net DEX-3.0M-5.0M-232.4K-4.5M-361.9K
Net VEX-2.4K-3.2K-2.0K-2.8K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.001.600.000.00
Total Volume12.739047042
Total OI1,007.2614191,3881,319506

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$45.95$42.0021.4%6.1%21.2%8.1%0.0%1.2%-0.1%101.3K-4.5M-2.8K0.0071.77N/AN/A001,215104
2023-08-02$45.28$42.0022.4%6.4%21.7%10.9%0.0%0.6%0.7%127.3K-4.3M-3.1K0.0061.33N/AN/A101,215104
2023-08-03$45.91$45.0023.1%6.3%20.1%12.8%0.0%3.1%2.4%124.5K-4.3M-3.2K0.0080.32N/AN/A201,216104
2023-08-04$45.95$45.0019.0%6.5%18.9%1.5%21.5%2.5%1.1%73.6K-4.6M-2.3K0.0087.43N/AN/A201,216104
2023-08-07$45.86$45.0022.7%6.3%19.0%11.6%0.0%1.1%1.5%88.1K-4.5M-2.4K0.2582.85N/AN/A411,218104
2023-08-08$46.14$45.0022.8%6.7%17.6%12.0%22.3%3.3%1.2%70.3K-4.6M-2.0K0.0061.50N/AN/A601,222105
2023-08-09$46.88$44.0022.3%6.4%18.1%10.4%21.1%3.0%0.4%54.2K-4.8M-2.1K0.6750.93N/AN/A321,223124
2023-08-10$46.66$44.0023.1%6.6%18.2%12.8%0.0%2.1%0.8%51.9K-4.8M-2.1K0.0052.01N/AN/A2001,221126
2023-08-11$47.31$44.0021.6%6.2%14.4%8.7%0.0%2.3%4.3%52.7K-5.0M-2.2K0.0080.01N/AN/A001,241126
2023-08-14$47.19$44.0021.8%6.3%14.6%9.3%0.0%2.5%1.6%54.1K-4.9M-2.2K0.0056.95N/AN/A401,241126
2023-08-15$46.16$44.0023.2%6.6%17.1%13.0%23.1%2.5%1.5%55.3K-4.7M-2.2K0.0049.19N/AN/A501,244126
2023-08-16$45.89$44.0023.0%6.6%17.3%12.5%22.8%2.7%0.8%54.6K-4.6M-2.1K0.0064.44N/AN/A4701,247126
2023-08-17$46.34$44.0023.7%6.8%17.3%14.5%0.0%1.8%1.0%64.5K-4.8M-2.2K0.0063.56N/AN/A401,261126
2023-08-18$46.69$44.0022.9%6.5%17.3%12.1%22.7%4.0%1.2%63.3K-4.9M-2.2K0.0073.91N/AN/A3201,262126
2023-08-21$46.55$44.0021.8%6.2%16.5%9.1%21.0%4.0%2.0%29.0K-421.4K-2.2K1.6068.64N/AN/A1524296123
2023-08-22$46.16$44.0022.6%6.5%16.7%11.4%21.3%3.0%1.4%30.4K-373.7K-2.3K1.0872.37N/AN/A1213309117
2023-08-23$45.95$44.0021.9%6.3%16.8%9.5%0.0%3.6%1.5%29.2K-329.9K-2.5K0.0065.35N/AN/A040321131
2023-08-24$45.72$44.0021.6%6.2%16.6%8.5%20.0%2.7%2.3%23.4K-232.4K-2.9K0.0057.17N/AN/A40321171
2023-08-25$46.11$44.0020.8%6.0%16.8%6.5%0.0%2.6%2.3%27.7K-288.3K-2.8K0.0043.35N/AN/A00325171
2023-08-28$46.36$44.0020.3%5.8%15.6%5.0%19.3%2.8%2.0%30.5K-309.9K-2.8K0.0057.33N/AN/A60325171
2023-08-29$46.59$44.0017.9%5.1%15.6%0.0%17.9%2.0%3.7%34.7K-356.8K-2.7K0.0061.78N/AN/A30331171
2023-08-30$46.83$44.0021.4%6.1%14.6%9.6%18.2%-2.2%4.2%37.5K-406.5K-2.7K0.0073.41N/AN/A10334171
2023-08-31$46.86$44.0015.7%4.5%13.8%0.0%18.1%-3.8%2.7%45.3K-361.9K-2.4K0.0080.89N/AN/A420335171