IYE Options History — August 2024

In August 2024, IYE traded between $45.42 and $48.16. ATM implied volatility averaged 18.1%, placing in the 38.8% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded below realized volatility by 4.2% (HV 20d: 22.4%). Max pain ranged from $45.00 to $49.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 18.31.

Notable Days

  • 2024-08-26: Highest Volume — 206 contracts
  • 2024-08-05: Largest IV spike — 63.3% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-05: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.17$45.42$48.16$47.72$47.89
Max Pain$47.05$45.00$49.00$47.00$47.00
ATM IV18.1%13.3%32.3%17.7%16.2%
Expected Move5.5%3.8%8.4%5.1%4.7%
HV 20d22.4%17.1%23.4%20.0%17.1%
HV 60d18.9%17.5%19.3%17.5%18.3%
IV Rank38.8%16.4%100.0%45.1%29.5%
IV Percentile34.4%4.8%100.0%27.4%18.3%
Term Structure0.5%-8.4%6.8%6.8%-2.3%
VWIV19.1%11.7%27.8%22.4%12.4%
Skew 25d4.8%-1.5%12.3%0.1%5.9%
Skew 10d2.1%-4.6%11.6%0.9%2.1%
Call IV 25d13.2%10.0%17.8%14.7%10.7%
Put IV 25d18.0%10.6%26.5%14.8%16.6%
Bid-Ask Spread %102.5092.56116.77106.67103.73
Gamma HHI0.170.140.200.150.18
Net GEX22.5K15.7K31.0K22.6K29.2K
Net DEX-245.0K-340.4K-164.8K-279.2K-236.8K
Net VEX-1.4K-1.9K-1.2K-1.3K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio18.310.00205.000.080.00
Total Volume14.5910206130
Total OI243.5178438178438

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$47.72$47.0017.7%5.1%20.0%45.1%0.0%0.1%6.8%22.6K-279.2K-1.3K0.08106.67N/AN/A12115721
2024-08-02$46.36$47.0019.8%5.7%21.6%56.8%0.0%3.2%0.7%18.9K-205.4K-1.3K0.00107.10N/AN/A2016322
2024-08-05$45.42$49.0032.3%8.4%22.6%100.0%22.4%8.7%-3.9%15.7K-192.5K-1.3K0.60105.75N/AN/A5316322
2024-08-06$46.00$45.0019.3%5.6%23.1%43.0%0.0%1.9%-8.4%18.7K-179.6K-1.3K0.00116.77N/AN/A0016625
2024-08-07$46.14$45.0021.5%6.9%23.2%52.5%27.8%5.7%4.6%19.0K-164.8K-1.2K0.0093.24N/AN/A0116625
2024-08-08$46.88$46.0016.6%6.5%23.3%31.2%18.8%5.1%0.0%18.9K-226.2K-1.3K0.50104.54N/AN/A2116626
2024-08-09$47.06$46.0014.4%6.0%23.3%21.2%21.6%11.4%0.6%20.3K-233.4K-1.3K1.0092.56N/AN/A3316826
2024-08-12$47.19$46.0016.3%6.5%22.5%29.9%0.0%10.6%-0.1%19.1K-241.8K-1.2K0.0095.30N/AN/A0016523
2024-08-13$46.89$46.0016.8%6.7%22.5%32.1%18.8%12.3%-0.8%18.8K-238.8K-1.2K0.0097.13N/AN/A0116523
2024-08-14$47.27$48.0020.9%6.0%22.4%49.8%0.0%-0.6%0.3%20.1K-245.1K-1.2K0.0097.99N/AN/A0016524
2024-08-15$47.78$48.0019.2%5.5%22.9%42.5%0.0%7.7%-0.6%23.6K-287.7K-1.2K0.00104.71N/AN/A0016524
2024-08-16$47.72$48.0016.3%4.7%22.6%29.8%0.0%8.5%2.3%23.8K-272.1K-1.2K0.00103.59N/AN/A51016524
2024-08-19$47.97$48.0015.8%4.5%22.7%27.4%17.4%6.5%2.9%31.0K-340.4K-1.7K10.0097.04N/AN/A11019617
2024-08-20$46.91$48.0018.8%5.4%23.4%40.8%0.0%0.9%-0.8%24.7K-225.8K-1.5K0.00104.67N/AN/A0019627
2024-08-21$46.84$48.0018.1%5.2%23.4%37.6%0.0%2.3%3.8%22.9K-217.0K-1.4K0.00102.80N/AN/A3019627
2024-08-22$46.88$48.0017.1%4.9%22.5%33.3%19.0%7.8%1.5%23.8K-218.4K-1.5K2.5099.63N/AN/A2519927
2024-08-23$47.58$47.0013.3%3.8%23.2%16.4%0.0%4.8%0.3%25.8K-275.9K-1.6K0.00104.95N/AN/A2020032
2024-08-26$48.16$47.0017.4%5.0%23.4%34.4%11.7%-1.5%2.1%28.3K-340.0K-1.6K205.00103.11N/AN/A120520132
2024-08-27$47.66$47.0016.7%4.8%23.1%31.3%21.3%1.7%3.0%23.4K-272.0K-1.7K0.00100.86N/AN/A06202232
2024-08-28$47.39$47.0019.7%5.6%22.8%44.7%12.4%0.4%-1.6%20.9K-203.2K-1.5K0.00106.50N/AN/A10202236
2024-08-29$47.95$47.0014.8%4.2%20.3%23.2%0.0%1.9%-0.3%25.5K-294.3K-1.7K0.00106.33N/AN/A00202236
2024-08-30$47.89$47.0016.2%4.7%17.1%29.5%0.0%5.9%-2.3%29.2K-236.8K-1.9K0.00103.73N/AN/A00202236