IYE Options History — January 2024 In January 2024, IYE traded between $41.94 and $45.22. ATM implied volatility averaged 20.6%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 1.8% (HV 20d: 18.9%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.92.
Notable Days 2024-01-17 : Highest Volume — 216 contracts2024-01-10 : Largest IV spike — 13.4% change2024-01-17 : Highest IV Rank — 20.1%2024-01-17 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $43.35 $41.94 $45.22 $44.45 $43.78 Max Pain $42.10 $40.00 $45.00 $45.00 $42.00 ATM IV 20.6% 18.7% 23.1% 20.2% 21.0% Expected Move 6.1% 5.5% 6.6% 5.8% 6.0% HV 20d 18.9% 17.0% 20.6% 19.6% 19.2% HV 60d 19.1% 18.5% 19.8% 19.6% 18.5% IV Rank 13.8% 8.9% 20.1% 12.6% 14.6% IV Percentile 19.6% 3.2% 46.0% 12.3% 25.0% Term Structure 0.7% -0.6% 2.3% 1.6% -0.6% VWIV 21.1% 18.0% 23.1% 19.6% 20.5% Skew 25d 1.8% 0.1% 2.8% 0.3% 1.0% Skew 10d 5.8% 0.4% 10.1% 2.3% 0.4% Call IV 25d 20.4% 18.8% 21.9% 19.7% 20.4% Put IV 25d 22.2% 20.0% 24.3% 20.0% 21.3% Bid-Ask Spread % 63.73 50.82 77.10 55.32 60.31 Gamma HHI 0.22 0.15 0.40 0.15 0.19 Net GEX 993 -54.6K 52.4K -16.8K 52.4K Net DEX -71.4K -1.2M 552.7K -208.7K -1.2M Net VEX -2.7K -4.5K -1.6K -3.0K -4.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.92 0.00 30.00 0.29 0.60 Total Volume 53.333 1 216 66 8 Total OI 606 233 911 678 642
Daily Data (21 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 2024-01-02 $44.45 $45.00 20.2% 5.8% 19.6% 12.6% 19.6% 0.3% 1.6% -16.8K -208.7K -3.0K 0.29 55.32 N/A N/A 51 15 380 298 2024-01-03 $45.22 $45.00 19.2% 5.5% 20.3% 10.1% 20.8% 0.5% 2.3% 1.7K -321.9K -3.0K 0.00 50.82 N/A N/A 5 0 355 298 2024-01-04 $44.42 $42.00 20.2% 6.3% 20.6% 12.7% 0.0% 2.2% 1.0% -15.1K -65.2K -3.0K 0.00 66.02 N/A N/A 1 0 359 298 2024-01-05 $44.39 $42.00 18.7% 6.2% 19.3% 8.9% 0.0% 2.4% 1.5% -18.2K -66.8K -2.8K 0.32 70.14 N/A N/A 31 10 360 298 2024-01-08 $43.88 $42.00 19.2% 6.4% 19.7% 10.1% 22.9% 2.2% 1.2% -27.7K 131.0K -2.7K 2.50 68.48 N/A N/A 10 25 376 308 2024-01-09 $43.30 $42.00 18.9% 6.4% 20.0% 9.4% 0.0% 1.9% 0.7% -29.3K 291.4K -2.5K 0.00 71.82 N/A N/A 8 0 380 304 2024-01-10 $42.80 $42.00 21.4% 6.1% 20.4% 15.8% 0.0% 2.4% 1.1% -30.3K 422.7K -2.3K 0.55 69.99 N/A N/A 22 12 386 303 2024-01-11 $42.89 $42.00 21.3% 6.1% 19.8% 15.4% 0.0% 2.2% 1.5% -23.0K 390.9K -2.3K 0.00 73.67 N/A N/A 1 0 404 310 2024-01-12 $43.36 $42.00 20.9% 6.0% 19.8% 14.5% 0.0% 2.0% 1.4% -17.3K 254.0K -2.3K 0.00 65.40 N/A N/A 7 0 404 310 2024-01-16 $42.36 $42.00 22.4% 6.4% 18.4% 18.1% 22.2% 1.8% 1.2% -23.3K 552.7K -1.9K 2.40 71.41 N/A N/A 63 151 403 310 2024-01-17 $41.94 $42.00 23.1% 6.6% 18.6% 20.1% 21.8% 2.5% 0.8% -15.3K 490.2K -1.8K 1.84 77.10 N/A N/A 76 140 464 295 2024-01-18 $41.97 $42.00 22.5% 6.4% 17.8% 18.4% 23.1% 2.5% 0.5% -54.6K 462.0K -1.8K 0.65 75.57 N/A N/A 31 20 535 345 2024-01-19 $41.95 $41.00 22.3% 6.4% 17.1% 18.0% 21.0% 1.9% -0.1% 55 479.4K -1.7K 30.00 76.22 N/A N/A 1 30 566 345 2024-01-22 $42.22 $41.00 21.4% 6.1% 17.0% 15.6% 21.1% 2.8% -0.0% 12.8K -96.5K -1.6K 0.10 54.78 N/A N/A 20 2 179 54 2024-01-23 $42.38 $42.00 20.5% 5.9% 17.1% 13.4% 18.0% 1.7% 0.2% 16.1K -127.2K -1.8K 0.00 61.97 N/A N/A 40 0 200 56 2024-01-24 $42.94 $42.00 19.7% 5.6% 17.7% 11.3% 0.0% 2.1% -0.3% 26.2K -214.1K -2.0K 0.00 55.15 N/A N/A 61 0 241 56 2024-01-25 $43.69 $40.00 19.6% 5.6% 18.5% 11.2% 21.3% 1.6% 0.5% 36.4K -369.9K -2.5K 0.03 51.77 N/A N/A 136 4 307 56 2024-01-26 $44.05 $42.00 19.5% 5.6% 18.6% 10.9% 0.0% 1.4% 0.3% 48.1K -733.9K -4.1K 0.00 50.82 N/A N/A 1 0 441 72 2024-01-29 $43.95 $42.00 20.4% 5.9% 18.2% 13.2% 20.3% 1.7% -0.1% 48.7K -734.0K -4.0K 1.00 55.45 N/A N/A 1 1 442 72 2024-01-30 $44.45 $42.00 21.0% 6.0% 18.6% 14.6% 21.0% 0.1% -0.6% 49.2K -821.7K -4.0K 0.01 56.12 N/A N/A 135 1 441 73 2024-01-31 $43.78 $42.00 21.0% 6.0% 19.2% 14.6% 20.5% 1.0% -0.6% 52.4K -1.2M -4.5K 0.60 60.31 N/A N/A 5 3 570 72
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