IYE Options History — April 2024

In April 2024, IYE traded between $49.05 and $51.22. ATM implied volatility averaged 18.8%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 7.0% (HV 20d: 11.7%). Max pain ranged from $48.00 to $50.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.56.

Notable Days

  • 2024-04-30: Highest Volume — 146 contracts
  • 2024-04-10: Largest IV spike — 13.9% change
  • 2024-04-12: Highest IV Rank — 32.5%
  • 2024-04-12: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.17$49.05$51.22$49.84$49.05
Max Pain$49.14$48.00$50.00$48.00$49.00
ATM IV18.8%16.0%20.4%16.0%19.1%
Expected Move5.5%4.6%5.8%4.6%5.5%
HV 20d11.7%8.5%14.8%10.3%14.8%
HV 60d14.3%13.3%15.7%15.7%14.5%
IV Rank23.4%7.9%32.5%7.9%25.2%
IV Percentile17.9%3.2%34.5%3.2%18.3%
Term Structure1.1%-3.1%8.5%2.5%0.9%
VWIV18.5%10.4%21.0%10.4%19.0%
Skew 25d-0.4%-6.4%1.3%0.9%-1.7%
Skew 10d0.2%-6.9%6.6%-0.5%-3.2%
Call IV 25d19.6%16.5%26.8%16.5%20.0%
Put IV 25d19.2%16.9%20.9%17.4%18.4%
Bid-Ask Spread %56.0831.8378.4340.0942.63
Gamma HHI0.160.140.220.180.16
Net GEX30.8K8.1K39.0K38.2K31.7K
Net DEX-2.6M-2.9M-2.0M-2.6M-2.0M
Net VEX-2.4K-2.7K-1.9K-2.7K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.004.004.000.00
Total Volume23.864014615146
Total OI780.545556897825598

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$49.84$48.0016.0%4.6%10.3%7.9%10.4%0.9%2.5%38.2K-2.6M-2.7K4.0040.09N/AN/A312625200
2024-04-02$50.22$48.0017.0%4.9%8.5%13.4%17.0%-0.0%1.5%39.0K-2.7M-2.5K0.1138.58N/AN/A273628194
2024-04-03$50.75$48.0016.9%4.8%8.6%12.9%16.9%0.1%1.4%37.3K-2.8M-2.4K3.6434.99N/AN/A1140638197
2024-04-04$50.55$50.0018.4%5.7%9.3%21.6%19.3%0.2%-3.1%26.7K-2.7M-2.7K0.1864.93N/AN/A6812645230
2024-04-05$51.22$50.0017.9%5.6%9.6%18.6%20.0%-0.7%0.9%24.7K-2.8M-2.4K0.0432.67N/AN/A231642234
2024-04-08$51.05$50.0017.8%5.4%10.0%18.1%0.0%1.3%0.6%33.4K-2.9M-2.3K0.0043.01N/AN/A10660233
2024-04-09$50.78$50.0017.3%5.4%10.4%14.9%21.0%0.1%0.4%35.2K-2.8M-2.5K0.6776.08N/AN/A64660233
2024-04-10$51.05$50.0019.7%5.6%10.4%28.5%0.0%-0.9%0.7%35.7K-2.9M-2.2K0.0073.25N/AN/A00661233
2024-04-11$50.97$50.0019.1%5.5%10.1%25.1%0.0%0.3%1.1%36.5K-2.9M-2.3K0.0043.89N/AN/A02661233
2024-04-12$50.22$50.0020.4%5.8%12.0%32.5%19.9%-0.5%0.3%29.6K-2.7M-2.5K0.0065.00N/AN/A20661235
2024-04-15$49.70$50.0020.0%5.7%12.9%30.4%0.0%-0.3%0.6%27.8K-2.6M-2.5K0.0065.94N/AN/A100662235
2024-04-16$49.31$50.0019.7%5.6%13.3%28.6%0.0%1.1%1.1%21.3K-2.5M-2.5K0.0075.29N/AN/A20659235
2024-04-17$49.22$50.0020.0%5.7%13.1%30.4%0.0%-0.1%0.6%18.1K-2.5M-2.5K0.2575.17N/AN/A82659235
2024-04-18$49.05$50.0019.7%5.7%13.1%29.0%0.0%-1.1%8.5%8.1K-2.4M-2.5K0.0078.43N/AN/A20654237
2024-04-19$49.56$50.0020.2%5.8%13.6%31.8%20.8%-6.4%0.9%22.0K-2.6M-2.3K0.1573.76N/AN/A7411656237
2024-04-22$49.92$48.0019.7%5.7%13.6%28.8%19.6%-0.7%-0.1%37.8K-2.2M-2.5K0.1341.68N/AN/A8153323
2024-04-23$50.13$48.0019.1%5.5%13.4%25.3%19.3%-0.2%0.1%36.0K-2.2M-2.2K0.0059.21N/AN/A2053523
2024-04-24$50.16$48.0019.5%5.6%13.0%27.6%19.3%-0.2%0.5%35.4K-2.3M-2.2K1.0031.83N/AN/A1154723
2024-04-25$50.50$48.0019.4%5.6%13.0%27.0%0.0%-0.0%1.6%33.5K-2.3M-2.0K0.0043.92N/AN/A17054824
2024-04-26$50.14$48.0017.6%5.0%12.5%16.6%0.0%-0.2%2.5%35.4K-2.3M-2.0K0.0065.54N/AN/A0054924
2024-04-29$50.28$48.0018.2%5.2%12.1%20.3%19.0%-0.4%1.3%34.2K-2.3M-1.9K0.0067.83N/AN/A02554924
2024-04-30$49.05$49.0019.1%5.5%14.8%25.2%0.0%-1.7%0.9%31.7K-2.0M-2.4K0.0042.63N/AN/A146054949