IYE Options History — November 2023

In November 2023, IYE traded between $43.39 and $46.03. ATM implied volatility averaged 21.3%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 0.8% (HV 20d: 20.4%). Max pain ranged from $43.00 to $48.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 2.81.

Notable Days

  • 2023-11-30: Highest Volume — 407 contracts
  • 2023-11-06: Largest IV spike — 11.6% change
  • 2023-11-08: Highest IV Rank — 19.2%
  • 2023-11-02: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.44$43.39$46.03$44.86$44.44
Max Pain$45.33$43.00$48.00$47.00$44.00
ATM IV21.3%19.7%22.8%22.5%20.9%
Expected Move6.2%5.6%6.6%6.5%6.0%
HV 20d20.4%19.4%21.9%20.0%20.1%
HV 60d20.9%20.0%21.5%20.0%21.2%
IV Rank15.4%11.4%19.2%18.5%14.4%
IV Percentile15.2%5.6%29.0%20.2%13.9%
Term Structure0.2%-2.1%1.1%1.0%-0.5%
VWIV20.4%13.0%21.9%21.3%13.0%
Skew 25d2.0%1.0%2.9%1.3%1.5%
Skew 10d3.8%0.3%9.9%2.3%9.9%
Call IV 25d20.6%19.2%22.3%22.3%20.4%
Put IV 25d22.6%21.0%24.0%23.5%21.8%
Bid-Ask Spread %63.8040.5972.2870.9257.79
Gamma HHI0.330.150.700.300.22
Net GEX-21.5K-87.0K27.6K-34.7K24.1K
Net DEX550.2K178.6K1.0M822.7K220.8K
Net VEX-2.2K-2.9K-1.6K-2.8K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.810.0035.007.000.05
Total Volume56.57104070407
Total OI638.81508745660650

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$44.86$47.0022.5%6.5%20.0%18.5%0.0%1.3%1.0%-34.7K822.7K-2.8K0.0070.92N/AN/A00304356
2023-11-02$46.03$48.0021.1%6.6%21.9%14.9%0.0%2.2%0.3%-30.4K398.9K-2.9K7.0060.12N/AN/A321304309
2023-11-03$45.70$48.0020.0%6.3%21.9%12.1%21.3%1.7%1.1%-44.1K490.9K-2.9K0.0056.99N/AN/A20306329
2023-11-06$45.09$48.0022.3%6.4%19.5%17.9%0.0%2.0%0.8%-52.4K653.5K-2.5K0.0061.53N/AN/A00307329
2023-11-07$44.05$48.0022.1%6.5%20.9%17.6%0.0%2.7%0.7%-44.6K892.3K-2.1K0.5061.26N/AN/A63307329
2023-11-08$43.59$48.0022.8%6.5%20.8%19.2%21.5%2.4%0.7%-33.1K965.1K-1.8K4.5762.12N/AN/A35160307322
2023-11-09$43.39$46.0022.1%6.3%20.7%17.5%21.5%2.6%0.9%-47.9K982.7K-1.9K0.6766.21N/AN/A64340343
2023-11-10$43.72$45.0021.1%6.1%19.4%15.0%0.0%2.2%0.6%-55.0K927.1K-2.0K35.0067.10N/AN/A135353344
2023-11-13$44.06$45.0021.2%6.1%19.4%15.2%0.0%2.1%0.9%-70.2K865.0K-2.0K0.0062.25N/AN/A00353349
2023-11-14$44.58$45.0019.7%5.6%19.6%11.4%0.0%1.5%1.1%-79.0K720.6K-2.0K0.3363.82N/AN/A31353349
2023-11-15$44.50$45.0019.9%5.7%19.4%12.0%0.0%2.0%0.7%-87.0K734.8K-1.9K0.0063.72N/AN/A10353349
2023-11-16$43.55$45.0020.6%5.9%20.3%13.6%0.0%2.8%0.7%-80.3K1.0M-1.6K0.5368.63N/AN/A9550353340
2023-11-17$44.50$45.0020.9%6.0%21.8%14.4%20.8%2.4%0.9%10.3K178.6K-2.0K0.3572.28N/AN/A9232438307
2023-11-20$44.72$43.0020.4%5.9%21.3%13.2%20.9%1.0%-0.1%21.3K254.1K-2.1K0.0066.13N/AN/A330315193
2023-11-21$44.47$43.0020.8%6.0%21.2%14.2%20.4%1.1%0.2%26.3K228.1K-2.1K0.2969.81N/AN/A72345193
2023-11-22$44.47$43.0021.8%6.3%21.2%16.8%20.5%2.3%-0.9%25.4K239.7K-2.1K0.4464.30N/AN/A3917345195
2023-11-24$44.64$44.0020.7%5.9%21.2%13.9%21.9%2.9%-0.5%22.8K216.4K-2.2K0.3865.57N/AN/A5019345210
2023-11-27$44.44$44.0021.6%6.2%19.5%16.3%0.0%2.6%-0.6%27.2K221.0K-2.3K0.0040.59N/AN/A20395229
2023-11-28$44.47$44.0021.5%6.2%19.5%15.9%20.8%1.4%-1.1%27.6K209.8K-2.3K0.3570.85N/AN/A238395229
2023-11-29$44.03$44.0022.7%6.5%19.8%18.9%21.8%1.3%-2.1%22.8K290.6K-2.3K0.1567.93N/AN/A274407236
2023-11-30$44.44$44.0020.9%6.0%20.1%14.4%13.0%1.5%-0.5%24.1K220.8K-2.4K0.0557.79N/AN/A38720410240