IYE Options History — September 2024

In September 2024, IYE traded between $44.47 and $47.34. ATM implied volatility averaged 18.9%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded below realized volatility by 0.3% (HV 20d: 19.2%). Max pain ranged from $45.00 to $47.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 1.20.

Notable Days

  • 2024-09-03: Highest Volume — 45 contracts
  • 2024-09-27: Largest IV spike — 67.4% change
  • 2024-09-10: Highest IV Rank — 69.4%
  • 2024-09-11: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.92$44.47$47.34$46.74$46.20
Max Pain$45.70$45.00$47.00$47.00$45.00
ATM IV18.9%11.6%25.3%16.1%20.6%
Expected Move5.4%3.3%6.5%4.6%5.9%
HV 20d19.2%17.8%22.6%17.8%22.6%
HV 60d19.4%18.7%20.7%19.0%20.4%
IV Rank41.1%9.2%69.4%28.7%48.6%
IV Percentile50.5%2.4%93.3%17.5%70.6%
Term Structure3.0%-4.6%10.0%6.4%-4.6%
VWIV18.3%11.4%24.5%23.4%24.5%
Skew 25d2.3%-3.0%11.0%2.8%0.6%
Skew 10d1.2%-10.4%3.6%0.4%-0.2%
Call IV 25d14.2%10.7%21.5%19.5%13.1%
Put IV 25d16.5%12.5%24.2%22.3%13.7%
Bid-Ask Spread %106.4996.14130.51108.27111.15
Gamma HHI0.180.140.230.180.23
Net GEX17.9K5.8K40.2K19.6K40.1K
Net DEX-135.2K-321.8K26.5K-172.3K-271.7K
Net VEX-1.6K-1.9K-1.4K-1.6K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.200.0011.670.000.00
Total Volume9.5045452
Total OI463.55437500438474

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$46.74$47.0016.1%4.6%17.8%28.7%0.0%2.8%6.4%19.6K-172.3K-1.6K0.00108.27N/AN/A450202236
2024-09-04$46.14$47.0021.5%6.2%18.0%52.4%0.0%5.2%-0.0%11.3K-97.5K-1.9K0.00105.94N/AN/A00207236
2024-09-05$45.86$46.0018.3%6.1%18.1%38.6%0.0%0.8%0.7%12.5K-105.3K-1.9K0.00106.39N/AN/A00207236
2024-09-06$45.17$46.0018.0%6.2%17.8%37.4%0.0%0.6%0.7%7.9K-19.0K-1.7K0.00107.73N/AN/A00207236
2024-09-09$45.55$46.0021.0%5.9%18.0%50.3%0.0%6.1%2.1%9.6K-54.6K-1.7K0.00103.09N/AN/A00207236
2024-09-10$44.66$46.0025.3%6.0%19.0%69.4%23.4%11.0%6.5%6.0K11.2K-1.6K0.0098.84N/AN/A02207236
2024-09-11$44.47$46.0022.8%6.5%19.0%58.2%0.0%2.0%-2.8%5.8K26.5K-1.6K0.00105.60N/AN/A00207238
2024-09-12$44.77$46.0021.0%6.0%18.9%50.3%0.0%-0.7%0.4%5.9K10.6K-1.5K11.67101.77N/AN/A335207238
2024-09-13$45.05$46.0018.8%5.4%18.5%40.8%18.9%2.5%4.5%7.9K-6.5K-1.4K0.13103.15N/AN/A162208273
2024-09-16$45.61$45.0017.4%5.0%19.3%34.6%0.0%2.5%8.9%10.0K-82.1K-1.6K0.00108.97N/AN/A10222275
2024-09-17$46.19$45.0021.1%6.1%19.9%51.0%0.0%7.0%-0.5%8.1K-132.6K-1.4K0.00103.29N/AN/A02223275
2024-09-18$46.39$45.0021.6%6.2%18.4%52.8%0.0%1.2%4.8%14.0K-181.6K-1.7K0.00130.51N/AN/A00223275
2024-09-19$46.98$45.0015.2%4.4%19.0%24.8%17.5%2.3%4.8%14.5K-246.3K-1.4K0.00108.41N/AN/A50223275
2024-09-20$46.91$45.0017.9%5.1%19.0%36.9%0.0%-3.0%2.6%10.8K-239.7K-1.5K0.00106.06N/AN/A20225275
2024-09-23$47.34$45.0011.6%3.3%18.5%9.2%11.4%-0.4%8.9%32.6K-321.8K-1.4K0.06102.58N/AN/A352218219
2024-09-24$47.33$46.0014.1%4.1%17.9%20.3%15.4%1.9%4.5%40.2K-283.0K-1.4K0.00107.65N/AN/A300218219
2024-09-25$45.95$46.0021.3%6.1%20.4%51.7%0.0%2.6%-0.5%38.0K-214.5K-1.6K0.0099.16N/AN/A00248219
2024-09-26$45.06$46.0012.7%3.6%21.3%13.9%13.7%-0.8%10.0%25.2K-94.6K-1.5K1.33115.02N/AN/A34248219
2024-09-27$46.06$45.0021.2%6.1%22.5%51.3%21.2%2.3%1.9%39.0K-228.4K-1.6K0.0096.14N/AN/A10251223
2024-09-30$46.20$45.0020.6%5.9%22.6%48.6%24.5%0.6%-4.6%40.1K-271.7K-1.7K0.00111.15N/AN/A20251223