IYE Options History — December 2023

In December 2023, IYE traded between $42.61 and $45.20. ATM implied volatility averaged 20.8%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 2.4% (HV 20d: 18.4%). Max pain ranged from $44.00 to $49.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 2.37.

Notable Days

  • 2023-12-08: Highest Volume — 228 contracts
  • 2023-12-13: Largest IV drop — 15.0% change
  • 2023-12-11: Highest IV Rank — 25.1%
  • 2023-12-07: Largest Expected Move — 6.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.03$42.61$45.20$44.70$44.11
Max Pain$47.20$44.00$49.00$44.00$45.00
ATM IV20.8%18.5%25.1%19.7%18.5%
Expected Move5.7%5.3%6.2%5.7%5.3%
HV 20d18.4%17.0%20.6%17.7%19.5%
HV 60d21.0%19.5%21.8%21.2%19.5%
IV Rank14.2%8.3%25.1%11.5%8.3%
IV Percentile16.4%2.8%50.8%6.0%2.8%
Term Structure1.8%-0.4%2.8%-0.4%2.8%
VWIV20.3%19.2%23.0%20.3%20.1%
Skew 25d1.5%-0.3%3.5%1.4%0.8%
Skew 10d3.2%-0.1%6.3%4.9%2.6%
Call IV 25d19.6%18.2%20.5%19.7%18.2%
Put IV 25d21.1%19.0%24.0%21.2%19.0%
Bid-Ask Spread %56.6036.1582.5369.9748.04
Gamma HHI0.250.130.810.510.14
Net GEX-34.7K-310.2K97.8K97.8K-21.6K
Net DEX349.8K-451.4K1.3M21.3K-103.1K
Net VEX-2.6K-3.3K-1.9K-3.1K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.370.0015.605.750.00
Total Volume56.3512281353
Total OI979.14981,4671,047677

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$44.70$44.0019.7%5.7%17.7%11.5%20.3%1.4%-0.4%97.8K21.3K-3.1K5.7569.97N/AN/A20115787260
2023-12-04$44.39$48.0022.0%5.8%17.7%17.3%0.0%2.2%2.0%40.2K347.9K-2.9K5.0040.12N/AN/A210801333
2023-12-05$43.72$48.0022.1%5.8%17.9%17.6%21.2%2.8%1.6%194638.1K-2.4K2.0459.81N/AN/A2551802343
2023-12-06$42.91$49.0023.1%6.2%17.2%20.1%23.0%3.5%1.4%-21.6K941.1K-2.0K15.6063.78N/AN/A578816364
2023-12-07$42.61$49.0022.9%6.2%17.0%19.6%20.1%3.5%1.3%-39.4K1.2M-2.2K0.0070.99N/AN/A40816440
2023-12-08$43.11$49.0022.9%6.1%17.5%19.7%20.8%2.9%1.7%-52.5K1.0M-2.2K4.5665.99N/AN/A41187816440
2023-12-11$43.20$49.0025.1%5.9%17.3%25.1%0.0%2.3%2.1%-80.5K945.2K-2.2K2.3571.83N/AN/A51120856489
2023-12-12$42.64$49.0023.1%5.7%17.5%20.1%20.8%2.9%2.0%-59.5K1.3M-2.0K0.8352.86N/AN/A65889525
2023-12-13$43.13$49.0019.7%5.6%17.5%11.3%20.8%2.5%2.4%-102.1K1.1M-2.0K0.0075.87N/AN/A120891525
2023-12-14$44.39$49.0020.0%5.7%20.6%12.2%19.6%0.7%1.4%-111.6K149.7K-1.9K0.4772.67N/AN/A5526893525
2023-12-15$44.09$48.0019.3%5.5%19.1%10.4%0.0%0.8%1.8%-310.2K253.3K-2.1K1.8282.53N/AN/A1120918549
2023-12-18$44.64$48.0019.2%5.5%18.1%10.1%19.3%0.2%1.8%-2.4K319.3K-2.1K1.1472.55N/AN/A2225226272
2023-12-19$45.11$48.0019.3%5.5%18.4%10.4%19.2%-0.3%1.6%-4.4K279.2K-2.2K0.2536.15N/AN/A10125231297
2023-12-20$44.48$47.0020.1%5.8%19.0%12.5%20.0%0.4%1.1%-3.6K105.5K-3.2K1.2542.87N/AN/A810329322
2023-12-21$44.42$45.0020.8%6.0%19.0%14.2%20.8%1.3%1.8%-6.3K-217.9K-3.2K0.2739.25N/AN/A113333252
2023-12-22$44.70$45.0019.8%5.7%19.1%11.6%19.5%0.7%2.3%-2.9K-299.2K-3.2K0.0046.00N/AN/A280343254
2023-12-26$45.20$45.0019.4%5.6%19.4%10.6%19.9%1.0%2.5%8.5K-451.4K-3.2K1.3938.67N/AN/A1825363254
2023-12-27$44.80$45.0019.6%5.6%19.7%11.3%19.5%0.2%2.1%-5.9K-319.4K-3.3K0.0041.76N/AN/A01379296
2023-12-28$44.34$45.0018.9%5.4%19.7%9.3%19.4%0.6%2.2%-16.5K-185.2K-3.3K0.0040.30N/AN/A03379297
2023-12-29$44.11$45.0018.5%5.3%19.5%8.3%20.1%0.8%2.8%-21.6K-103.1K-3.2K0.0048.04N/AN/A30379298