IYE Options History — May 2024

In May 2024, IYE traded between $47.83 and $49.78. ATM implied volatility averaged 14.8%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 0.5% (HV 20d: 15.3%). Max pain ranged from $48.00 to $50.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.14.

Notable Days

  • 2024-05-14: Highest Volume — 40 contracts
  • 2024-05-08: Largest IV drop — 41.3% change
  • 2024-05-16: Highest IV Rank — 40.2%
  • 2024-05-06: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.73$47.83$49.78$48.14$48.81
Max Pain$48.23$48.00$50.00$49.00$48.00
ATM IV14.8%9.6%18.7%14.3%16.4%
Expected Move4.5%3.6%5.4%4.1%4.7%
HV 20d15.3%14.4%16.8%15.3%16.0%
HV 60d13.9%12.7%15.1%15.0%14.5%
IV Rank18.9%0.0%40.2%0.0%30.0%
IV Percentile5.2%0.0%18.3%0.0%9.5%
Term Structure2.1%-1.7%8.5%-1.7%6.3%
VWIV11.5%8.7%15.9%10.1%15.9%
Skew 25d1.3%-3.9%7.4%7.3%5.1%
Skew 10d1.4%-1.6%5.9%0.4%-1.6%
Call IV 25d11.8%8.8%19.7%10.8%11.7%
Put IV 25d13.1%9.5%18.1%18.1%16.9%
Bid-Ask Spread %100.9569.68122.8192.26109.59
Gamma HHI0.250.110.620.180.15
Net GEX10.2K-84.1K43.1K28.9K31.0K
Net DEX-1.7M-1.9M-1.5M-1.5M-1.7M
Net VEX-1.6K-2.0K-1.3K-2.0K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.001.000.001.00
Total Volume5.45504070
Total OI496.955449562510452

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$48.14$49.0014.3%4.1%15.3%0.0%10.1%7.3%-1.7%28.9K-1.5M-2.0K0.0092.26N/AN/A7046149
2024-05-02$48.39$49.0018.2%5.2%15.6%21.7%0.0%-2.2%2.3%27.9K-1.6M-2.0K0.0069.68N/AN/A0046149
2024-05-03$48.33$49.0017.6%5.0%14.5%18.5%0.0%-1.5%1.1%29.3K-1.5M-1.9K0.0077.86N/AN/A2046149
2024-05-06$48.89$50.0017.9%5.4%15.4%20.4%11.1%-2.1%0.4%21.7K-1.6M-1.9K0.1395.75N/AN/A16246349
2024-05-07$48.89$48.0016.5%5.1%15.3%12.4%0.0%0.4%-0.2%21.0K-1.7M-1.8K0.0091.38N/AN/A0046550
2024-05-08$48.78$48.009.7%5.1%15.1%0.0%0.0%-0.3%0.1%21.5K-1.6M-1.7K0.0091.05N/AN/A0046550
2024-05-09$49.34$48.0013.5%3.8%15.9%16.9%8.7%1.0%3.5%15.8K-1.7M-1.7K0.00104.07N/AN/A5046550
2024-05-10$49.05$48.009.6%4.0%15.2%0.0%0.0%4.1%4.2%-4.2K-1.7M-1.7K0.0093.83N/AN/A02546850
2024-05-13$48.94$48.0010.9%4.8%14.8%5.9%0.0%1.0%0.6%-51.5K-1.6M-1.6K0.0098.88N/AN/A5046875
2024-05-14$49.03$48.0011.9%3.8%14.6%10.2%0.0%7.4%7.4%-59.9K-1.7M-1.5K0.00107.12N/AN/A40046775
2024-05-15$49.05$48.0015.3%4.4%14.6%25.1%0.0%0.8%0.8%-84.1K-1.7M-1.7K0.00101.04N/AN/A0048675
2024-05-16$49.06$48.0018.7%5.4%14.5%40.2%0.0%4.3%-0.7%-43.9K-1.7M-1.6K0.00106.07N/AN/A3048675
2024-05-17$49.78$48.0016.4%4.7%15.0%30.2%0.0%0.4%0.1%-13.7K-1.9M-1.4K1.00106.52N/AN/A6648775
2024-05-20$49.41$48.0012.6%3.6%15.0%13.3%0.0%1.0%2.4%31.5K-1.8M-1.5K0.00109.89N/AN/A014427
2024-05-21$49.31$48.0014.1%4.0%14.9%19.7%0.0%3.4%0.4%30.4K-1.8M-1.5K0.00104.16N/AN/A004428
2024-05-22$48.42$48.0013.1%3.8%16.1%15.4%0.0%-3.9%2.2%35.9K-1.7M-1.6K0.00108.97N/AN/A004428
2024-05-23$48.00$48.0016.1%4.6%15.9%28.4%15.9%1.5%0.8%36.9K-1.6M-1.6K0.00122.81N/AN/A024428
2024-05-24$48.11$48.0016.7%4.8%15.9%31.3%0.0%0.9%-0.5%35.4K-1.6M-1.6K0.00104.37N/AN/A0044210
2024-05-28$48.75$48.0015.7%4.5%16.8%26.8%0.0%1.0%0.3%31.9K-1.7M-1.6K0.00107.09N/AN/A0044210
2024-05-29$47.83$48.0015.0%4.3%15.8%23.8%0.0%-1.6%7.2%40.3K-1.6M-1.4K0.00107.22N/AN/A0044210
2024-05-30$47.86$48.0015.1%4.3%14.4%24.4%0.0%1.5%8.5%43.1K-1.6M-1.5K0.00111.25N/AN/A0044210
2024-05-31$48.81$48.0016.4%4.7%16.0%30.0%0.0%5.1%6.3%31.0K-1.7M-1.3K0.00109.59N/AN/A0044210