IYE Options History — February 2024

In February 2024, IYE traded between $43.53 and $45.17. ATM implied volatility averaged 19.5%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 2.5% (HV 20d: 17.0%). Max pain ranged from $43.00 to $44.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.17.

Notable Days

2024-02-15: Highest Volume — 99 contracts
2024-02-22: Largest IV drop — 11.9% change
2024-02-01: Highest IV Rank — 16.7%
2024-02-21: Largest Expected Move — 6.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.32	$43.53	$45.17	$43.58	$45.13
Max Pain	$43.70	$43.00	$44.00	$43.00	$44.00
ATM IV	19.5%	18.3%	21.8%	21.8%	18.3%
Expected Move	5.6%	5.2%	6.2%	6.0%	5.2%
HV 20d	17.0%	14.8%	18.7%	18.0%	16.5%
HV 60d	18.0%	17.6%	18.5%	18.5%	18.2%
IV Rank	11.0%	7.9%	16.7%	16.7%	7.9%
IV Percentile	11.9%	2.4%	39.3%	34.9%	2.4%
Term Structure	0.7%	-2.7%	3.0%	0.8%	3.0%
VWIV	18.8%	15.3%	20.6%	20.6%	18.1%
Skew 25d	1.2%	-0.2%	3.0%	3.0%	0.1%
Skew 10d	3.0%	-5.6%	9.0%	6.5%	-2.8%
Call IV 25d	19.1%	18.2%	20.0%	19.8%	18.3%
Put IV 25d	20.3%	18.3%	22.9%	22.8%	18.3%
Bid-Ask Spread %	63.60	49.59	79.48	73.80	58.11
Gamma HHI	0.19	0.14	0.28	0.19	0.14
Net GEX	52.7K	5.2K	63.8K	51.2K	63.8K
Net DEX	-1.3M	-1.5M	-1.1M	-1.2M	-1.4M
Net VEX	-4.3K	-4.6K	-4.1K	-4.6K	-4.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.17	0.00	10.00	0.33	0.00
Total Volume	13.8	0	99	0	4
Total OI	679.7	650	773	650	690

Daily Data (20 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
2024-02-01	$43.58	$43.00	21.8%	6.0%	18.0%	16.7%	0.0%	3.0%	0.8%	51.2K	-1.2M	-4.6K	0.00	73.80	N/A	N/A	0	0	575	75
2024-02-02	$43.72	$43.00	20.9%	5.8%	17.0%	14.5%	20.6%	1.8%	-2.7%	53.2K	-1.2M	-4.5K	0.33	69.95	N/A	N/A	3	1	575	75
2024-02-05	$43.59	$43.00	20.4%	5.6%	17.1%	13.2%	0.0%	1.7%	1.0%	52.0K	-1.2M	-4.3K	0.08	72.32	N/A	N/A	13	1	578	75
2024-02-06	$43.61	$43.00	19.7%	5.7%	16.6%	11.4%	0.0%	1.5%	0.6%	56.3K	-1.2M	-4.5K	2.50	74.63	N/A	N/A	4	10	584	76
2024-02-07	$43.78	$43.00	18.8%	5.4%	15.9%	9.0%	0.0%	1.5%	1.7%	51.4K	-1.2M	-4.3K	0.00	76.50	N/A	N/A	2	0	588	86
2024-02-08	$44.23	$43.00	19.1%	5.5%	15.6%	9.9%	19.3%	1.8%	1.7%	56.5K	-1.3M	-4.3K	10.00	77.17	N/A	N/A	1	10	588	86
2024-02-09	$43.53	$44.00	18.7%	5.4%	16.8%	8.9%	18.8%	0.7%	1.2%	47.8K	-1.1M	-4.3K	0.00	73.53	N/A	N/A	2	0	588	96
2024-02-12	$44.13	$44.00	19.2%	5.5%	17.0%	10.3%	0.0%	1.2%	1.5%	55.0K	-1.3M	-4.4K	0.00	79.48	N/A	N/A	12	0	588	96
2024-02-13	$43.58	$44.00	20.2%	5.8%	15.4%	12.6%	0.0%	1.6%	0.6%	50.0K	-1.1M	-4.3K	0.00	50.90	N/A	N/A	0	0	598	96
2024-02-14	$43.53	$44.00	19.2%	5.5%	14.8%	10.1%	0.0%	2.1%	1.1%	48.4K	-1.1M	-4.3K	0.00	77.99	N/A	N/A	0	1	598	96
2024-02-15	$44.75	$44.00	19.2%	5.5%	17.4%	10.2%	17.4%	0.4%	1.0%	57.9K	-1.4M	-4.2K	2.19	52.29	N/A	N/A	31	68	598	96
2024-02-16	$44.92	$44.00	19.0%	5.5%	17.3%	9.7%	19.2%	1.3%	0.7%	5.2K	-1.5M	-4.4K	0.32	49.59	N/A	N/A	62	20	612	161
2024-02-20	$44.38	$44.00	20.1%	5.8%	18.1%	12.5%	0.0%	2.9%	-0.2%	53.7K	-1.2M	-4.5K	0.00	53.27	N/A	N/A	0	0	579	87
2024-02-21	$45.09	$44.00	21.8%	6.2%	18.7%	16.7%	20.4%	1.0%	0.5%	56.0K	-1.4M	-4.4K	0.00	55.28	N/A	N/A	3	0	579	87
2024-02-22	$45.17	$44.00	19.2%	5.5%	18.4%	10.1%	19.1%	0.6%	1.0%	58.0K	-1.4M	-4.3K	0.00	58.67	N/A	N/A	1	0	582	87
2024-02-23	$44.98	$44.00	19.0%	5.5%	17.6%	9.7%	18.5%	0.4%	1.4%	58.8K	-1.3M	-4.2K	0.00	50.65	N/A	N/A	0	1	583	87
2024-02-26	$45.14	$44.00	18.6%	5.3%	17.5%	8.6%	20.0%	1.1%	0.8%	60.9K	-1.4M	-4.2K	1.43	60.38	N/A	N/A	7	10	583	88
2024-02-27	$44.88	$44.00	19.0%	5.4%	17.6%	9.6%	18.6%	-0.2%	-2.6%	58.2K	-1.3M	-4.1K	0.20	51.58	N/A	N/A	5	1	589	98
2024-02-28	$44.73	$44.00	18.8%	5.4%	17.3%	9.2%	15.3%	0.2%	0.1%	59.3K	-1.3M	-4.1K	0.50	55.87	N/A	N/A	2	1	594	97
2024-02-29	$45.13	$44.00	18.3%	5.2%	16.5%	7.9%	18.1%	0.1%	3.0%	63.8K	-1.4M	-4.1K	0.00	58.11	N/A	N/A	4	0	594	96