IYE Options History — July 2024

In July 2024, IYE traded between $46.95 and $49.27. ATM implied volatility averaged 16.6%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 0.7% (HV 20d: 16.0%). Max pain ranged from $44.00 to $49.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.20.

Notable Days

  • 2024-07-03: Highest Volume — 20 contracts
  • 2024-07-23: Largest IV spike — 40.8% change
  • 2024-07-23: Highest IV Rank — 59.9%
  • 2024-07-23: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.14$46.95$49.27$48.00$49.27
Max Pain$47.55$44.00$49.00$44.00$47.00
ATM IV16.6%12.8%20.4%18.1%15.9%
Expected Move4.9%3.8%5.8%5.2%4.6%
HV 20d16.0%14.0%17.3%17.3%16.4%
HV 60d16.4%15.8%17.1%16.1%16.3%
IV Rank39.3%18.2%59.9%47.6%35.1%
IV Percentile20.8%4.0%58.7%25.0%14.3%
Term Structure1.3%-3.8%8.1%-0.4%0.5%
VWIV15.7%11.1%21.9%18.3%21.9%
Skew 25d0.5%-6.1%7.1%1.3%0.1%
Skew 10d1.3%-0.3%5.8%1.5%1.7%
Call IV 25d13.3%10.4%19.7%11.4%12.8%
Put IV 25d13.8%11.1%19.7%12.7%12.9%
Bid-Ask Spread %100.6591.89107.2598.44101.98
Gamma HHI0.160.130.190.130.16
Net GEX26.8K20.1K32.5K29.6K26.8K
Net DEX-594.0K-873.5K-251.1K-732.4K-397.0K
Net VEX-1.3K-1.4K-1.1K-1.3K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.001.250.000.00
Total Volume4.09102013
Total OI239152296270175

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$48.00$44.0018.1%5.2%17.3%47.6%0.0%1.3%-0.4%29.6K-732.4K-1.3K0.0098.44N/AN/A1025614
2024-07-02$47.83$44.0013.5%3.9%15.2%22.1%0.0%-3.8%8.0%29.2K-725.5K-1.3K0.00107.25N/AN/A1025714
2024-07-03$48.22$44.0013.3%3.8%15.1%21.0%0.0%2.8%0.5%26.7K-760.8K-1.3K0.00103.64N/AN/A20025814
2024-07-05$47.36$49.0017.2%4.3%16.5%42.5%0.0%4.6%-0.4%29.6K-682.7K-1.3K0.00104.58N/AN/A0025814
2024-07-08$47.27$49.0012.8%5.3%16.4%18.2%0.0%7.0%1.7%22.9K-690.8K-1.2K0.0099.65N/AN/A0025814
2024-07-09$46.95$49.0014.4%5.4%16.6%26.8%0.0%3.3%1.1%30.3K-654.3K-1.2K0.50100.14N/AN/A4225814
2024-07-10$47.03$49.0017.4%5.0%16.2%43.4%0.0%5.1%3.4%25.7K-684.5K-1.1K0.0097.75N/AN/A1026212
2024-07-11$47.73$49.0018.9%5.4%16.9%51.8%0.0%-0.4%-1.0%26.6K-720.6K-1.1K0.82104.43N/AN/A11925912
2024-07-12$47.86$49.0018.5%5.3%16.4%49.8%0.0%1.7%0.5%32.2K-738.3K-1.4K0.00106.80N/AN/A1026821
2024-07-15$48.64$49.0017.0%4.9%17.1%41.2%0.0%-2.3%0.3%30.2K-816.4K-1.3K0.00100.32N/AN/A0026921
2024-07-16$48.66$49.0017.7%5.1%16.3%45.4%0.0%-5.3%0.1%30.9K-819.8K-1.3K0.00100.43N/AN/A0027521
2024-07-17$49.13$49.0017.9%5.1%16.5%46.6%18.3%-0.1%1.1%32.5K-873.5K-1.3K0.00104.86N/AN/A8027521
2024-07-18$49.13$48.0017.3%5.0%16.5%42.9%12.0%-4.3%-0.9%30.7K-859.0K-1.3K0.0097.17N/AN/A4027521
2024-07-19$48.59$48.0019.5%5.6%16.3%55.4%0.0%7.1%3.6%29.1K-794.2K-1.3K0.00100.52N/AN/A0027321
2024-07-22$48.39$48.0014.5%4.1%16.2%27.3%11.1%-1.3%-3.8%23.0K-313.0K-1.3K1.2598.03N/AN/A4513814
2024-07-23$47.64$47.0020.4%5.8%14.1%59.9%18.3%-4.1%-1.3%21.4K-271.2K-1.3K0.6791.89N/AN/A3214119
2024-07-24$47.59$47.0014.2%4.1%14.0%26.1%0.0%2.8%8.1%20.1K-251.1K-1.3K0.00104.01N/AN/A1014321
2024-07-25$48.36$47.0016.5%4.7%14.9%38.7%0.0%-6.1%-0.8%22.4K-322.6K-1.3K0.0096.79N/AN/A0014421
2024-07-26$48.53$47.0018.8%5.4%15.0%51.4%12.8%-1.3%2.9%22.7K-319.5K-1.3K0.0093.47N/AN/A3014421
2024-07-29$48.09$47.0015.4%4.4%15.3%32.4%21.9%2.8%-1.8%22.5K-292.8K-1.3K0.00103.52N/AN/A6014721
2024-07-30$48.78$47.0016.5%4.7%16.1%38.7%0.0%1.0%7.3%25.5K-348.1K-1.3K0.0098.60N/AN/A1015321
2024-07-31$49.27$47.0015.9%4.6%16.4%35.1%0.0%0.1%0.5%26.8K-397.0K-1.3K0.00101.98N/AN/A3015421