IYE Options History — June 2024

In June 2024, IYE traded between $46.20 and $48.28. ATM implied volatility averaged 15.3%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded below realized volatility by 3.0% (HV 20d: 18.2%). Max pain ranged from $30.00 to $48.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.63.

Notable Days

2024-06-28: Highest Volume — 30 contracts
2024-06-20: Largest IV spike — 54.1% change
2024-06-11: Highest IV Rank — 56.5%
2024-06-13: Largest Expected Move — 5.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.36	$46.20	$48.28	$47.69	$48.00
Max Pain	$42.42	$30.00	$48.00	$48.00	$44.00
ATM IV	15.3%	9.5%	20.5%	12.3%	11.1%
Expected Move	4.3%	2.7%	5.5%	3.5%	3.2%
HV 20d	18.2%	17.1%	20.3%	18.0%	18.7%
HV 60d	15.6%	15.0%	16.6%	15.3%	16.1%
IV Rank	30.5%	0.0%	56.5%	11.9%	8.7%
IV Percentile	12.3%	0.0%	52.4%	1.6%	1.6%
Term Structure	3.7%	-0.7%	8.9%	-0.6%	6.7%
VWIV	15.0%	9.6%	17.4%	13.1%	17.4%
Skew 25d	2.1%	-3.3%	6.1%	5.4%	1.6%
Skew 10d	1.1%	-1.4%	8.4%	1.1%	0.9%
Call IV 25d	11.7%	9.3%	16.7%	11.9%	10.8%
Put IV 25d	13.7%	10.9%	17.8%	17.3%	12.4%
Bid-Ask Spread %	102.42	88.31	115.06	110.95	106.27
Gamma HHI	0.17	0.13	0.24	0.16	0.13
Net GEX	30.4K	23.2K	46.8K	34.0K	25.9K
Net DEX	-900.0K	-1.6M	-477.9K	-1.6M	-682.9K
Net VEX	-1.3K	-1.6K	-1.0K	-1.4K	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.63	0.00	4.00	0.67	0.00
Total Volume	6.368	0	30	15	30
Total OI	319.737	235	465	452	250

Daily Data (19 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
2024-06-03	$47.69	$48.00	12.3%	3.5%	18.0%	11.9%	13.1%	5.4%	-0.6%	34.0K	-1.6M	-1.4K	0.67	110.95	N/A	N/A	9	6	442	10
2024-06-04	$47.30	$48.00	13.5%	3.9%	17.6%	20.0%	0.0%	1.5%	7.6%	46.8K	-1.6M	-1.4K	0.00	115.06	N/A	N/A	3	0	449	16
2024-06-05	$47.38	$48.00	14.5%	4.2%	17.6%	25.4%	0.0%	5.0%	4.4%	34.9K	-1.6M	-1.6K	0.00	109.50	N/A	N/A	4	0	448	16
2024-06-06	$47.61	$30.00	16.1%	4.3%	17.8%	33.7%	0.0%	2.0%	8.8%	32.1K	-1.6M	-1.5K	0.00	97.25	N/A	N/A	1	0	444	16
2024-06-07	$47.47	$30.00	12.7%	4.0%	17.2%	15.9%	0.0%	1.0%	1.7%	35.1K	-1.5M	-1.6K	0.00	103.53	N/A	N/A	0	0	445	16
2024-06-10	$47.88	$30.00	14.7%	4.1%	17.5%	26.2%	0.0%	1.1%	8.9%	30.3K	-1.6M	-1.4K	0.00	88.31	N/A	N/A	1	0	445	16
2024-06-11	$47.50	$44.00	20.5%	5.2%	17.6%	56.5%	0.0%	1.1%	4.2%	25.0K	-589.7K	-1.2K	0.00	93.38	N/A	N/A	0	0	230	16
2024-06-12	$46.97	$44.00	17.5%	5.0%	17.9%	40.7%	0.0%	2.7%	1.3%	27.9K	-536.8K	-1.3K	4.00	101.64	N/A	N/A	4	16	230	16
2024-06-13	$46.75	$44.00	19.1%	5.5%	17.9%	53.0%	0.0%	6.1%	-0.4%	28.8K	-515.5K	-1.3K	0.00	102.02	N/A	N/A	7	0	230	32
2024-06-14	$46.20	$44.00	17.8%	5.1%	18.2%	45.8%	0.0%	0.8%	2.3%	36.5K	-477.9K	-1.3K	0.00	101.01	N/A	N/A	2	0	238	32
2024-06-17	$46.31	$44.00	17.5%	5.0%	17.1%	43.8%	16.3%	0.6%	2.3%	35.5K	-493.6K	-1.2K	3.00	97.32	N/A	N/A	1	3	239	32
2024-06-18	$46.47	$44.00	11.3%	3.2%	17.2%	9.3%	0.0%	-3.3%	7.7%	34.8K	-516.8K	-1.2K	0.25	103.37	N/A	N/A	4	1	239	30
2024-06-20	$47.28	$44.00	17.4%	5.0%	18.7%	43.3%	0.0%	1.1%	1.7%	23.2K	-586.2K	-1.1K	0.00	96.85	N/A	N/A	0	0	235	31
2024-06-21	$46.97	$44.00	16.6%	4.8%	17.8%	38.8%	17.3%	5.2%	2.1%	23.9K	-565.3K	-1.1K	0.00	105.73	N/A	N/A	0	5	235	31
2024-06-24	$48.28	$44.00	16.3%	4.7%	20.3%	37.4%	16.6%	-0.6%	-0.7%	24.6K	-681.3K	-1.0K	0.29	98.82	N/A	N/A	7	2	223	12
2024-06-25	$48.14	$44.00	14.5%	4.2%	20.3%	27.3%	9.6%	2.6%	2.1%	23.8K	-671.2K	-1.0K	0.00	108.61	N/A	N/A	13	0	223	12
2024-06-26	$47.77	$44.00	17.1%	4.9%	19.9%	41.4%	0.0%	3.7%	1.7%	27.8K	-660.2K	-1.2K	0.00	101.78	N/A	N/A	0	0	236	12
2024-06-27	$47.84	$44.00	9.5%	2.7%	18.7%	0.0%	17.4%	1.8%	8.2%	26.5K	-680.0K	-1.2K	0.00	104.51	N/A	N/A	0	2	236	12
2024-06-28	$48.00	$44.00	11.1%	3.2%	18.7%	8.7%	0.0%	1.6%	6.7%	25.9K	-682.9K	-1.1K	0.00	106.27	N/A	N/A	30	0	236	14