IYE Options History — October 2023

In October 2023, IYE traded between $44.48 and $48.11. ATM implied volatility averaged 25.7%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 1.4% (HV 20d: 24.3%). Max pain ranged from $46.00 to $60.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 6.58.

Notable Days

  • 2023-10-30: Highest Volume — 164 contracts
  • 2023-10-10: Largest IV drop — 10.5% change
  • 2023-10-09: Highest IV Rank — 31.5%
  • 2023-10-04: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.20$44.48$48.11$46.36$44.70
Max Pain$48.14$46.00$60.00$46.00$60.00
ATM IV25.7%23.7%27.6%25.5%23.7%
Expected Move7.3%6.8%7.8%7.3%6.8%
HV 20d24.3%21.2%26.3%21.4%23.1%
HV 60d19.6%18.7%20.1%18.7%20.0%
IV Rank26.6%21.5%31.5%26.1%21.6%
IV Percentile39.8%31.0%49.2%37.3%31.7%
Term Structure-0.1%-1.2%0.9%-0.3%0.3%
VWIV25.0%21.3%26.9%24.2%23.5%
Skew 25d2.1%0.4%4.3%1.9%1.4%
Skew 10d4.0%-1.5%8.6%4.8%3.5%
Call IV 25d24.8%23.3%26.5%24.1%23.8%
Put IV 25d26.9%24.8%29.7%26.0%25.2%
Bid-Ask Spread %60.0547.0074.5459.8466.62
Gamma HHI0.220.150.270.250.25
Net GEX10.2K-25.9K41.9K13.6K-25.9K
Net DEX-91.2K-581.2K1.2M-218.7K1.2M
Net VEX-2.7K-2.9K-2.5K-2.9K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.580.0032.500.6832.50
Total Volume44.818216457134
Total OI633.364403778629724

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$46.36$46.0025.5%7.3%21.4%26.1%24.2%1.9%-0.3%13.6K-218.7K-2.9K0.6859.84N/AN/A3423393236
2023-10-03$46.34$46.0026.6%7.6%21.2%28.9%21.3%2.7%-0.3%14.0K-220.9K-2.9K0.3359.95N/AN/A31390253
2023-10-04$44.83$46.0027.2%7.8%24.0%30.5%23.9%4.2%-0.2%-2.6K65.4K-2.6K0.0074.54N/AN/A70390253
2023-10-05$44.72$48.0027.1%7.6%23.9%30.1%0.0%4.3%-0.1%-3.4K92.5K-2.5K0.0060.48N/AN/A30387253
2023-10-06$45.11$48.0025.7%7.2%24.0%26.7%24.3%2.6%0.5%-1.5K26.0K-2.5K0.0461.08N/AN/A231389253
2023-10-09$46.48$47.0027.6%7.7%26.3%31.5%25.8%2.2%-0.3%17.3K-276.2K-2.7K23.0054.22N/AN/A246401254
2023-10-10$46.66$47.0024.7%7.2%24.7%24.1%25.9%2.4%-0.6%12.0K-255.9K-2.7K4.5056.14N/AN/A418403275
2023-10-11$46.08$47.0024.7%7.1%24.9%24.1%0.0%2.1%0.2%-4.4K-89.6K-2.7K0.0061.21N/AN/A02403293
2023-10-12$46.16$47.0024.2%6.9%24.2%22.9%23.4%2.5%0.9%-5.9K-115.0K-2.6K0.0060.29N/AN/A20403294
2023-10-13$47.06$47.0026.3%7.6%25.1%28.3%26.6%1.8%-0.8%16.2K-351.1K-2.7K0.0360.77N/AN/A371404294
2023-10-16$47.42$47.0024.6%7.0%25.2%23.8%0.0%1.6%0.1%26.1K-487.8K-2.5K5.0047.00N/AN/A15431295
2023-10-17$47.88$47.0023.7%6.8%25.4%21.5%24.5%1.6%0.3%37.1K-578.6K-2.5K8.7551.70N/AN/A435432300
2023-10-18$48.09$47.0025.1%7.2%25.3%25.1%24.6%1.7%-0.4%41.9K-562.7K-2.7K0.1058.20N/AN/A202433335
2023-10-19$48.11$47.0026.2%7.5%24.7%28.0%25.6%2.1%-0.8%41.0K-581.2K-2.6K0.0663.02N/AN/A1016441335
2023-10-20$47.28$47.0026.0%7.5%25.6%27.4%25.5%2.0%0.1%25.6K-464.9K-2.8K0.0059.45N/AN/A550442336
2023-10-23$46.50$47.0025.7%7.4%25.9%26.6%25.8%1.8%0.2%9.7K-82.5K-2.7K0.0453.97N/AN/A261258145
2023-10-24$46.09$47.0025.5%7.3%25.6%26.2%25.4%1.5%0.5%11.4K-53.6K-2.7K0.2956.29N/AN/A216283146
2023-10-25$45.88$47.0026.3%7.5%23.7%28.1%26.2%1.7%-0.2%12.0K-24.1K-2.7K0.2059.98N/AN/A51296150
2023-10-26$45.53$47.0026.5%7.6%23.7%28.6%26.0%1.2%-1.2%10.1K22.6K-2.7K30.0063.39N/AN/A390299151
2023-10-27$44.48$47.0026.9%7.7%24.1%29.7%26.9%0.4%-0.8%-1.4K217.5K-2.5K13.1467.15N/AN/A792298177
2023-10-30$44.61$60.0025.5%7.3%23.1%26.2%0.0%1.9%0.0%-19.2K731.9K-2.5K19.5065.74N/AN/A8156291315
2023-10-31$44.70$60.0023.7%6.8%23.1%21.6%23.5%1.4%0.3%-25.9K1.2M-2.8K32.5066.62N/AN/A4130298426