IYE Options History — October 2024

In October 2024, IYE traded between $46.20 and $49.16. ATM implied volatility averaged 23.4%, placing in the 60.8% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 1.9% (HV 20d: 21.5%). Max pain ranged from $43.00 to $48.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 2.07.

Notable Days

  • 2024-10-04: Highest Volume — 103 contracts
  • 2024-10-02: Largest IV spike — 44.8% change
  • 2024-10-31: Highest IV Rank — 74.6%
  • 2024-10-03: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.64$46.20$49.16$47.22$46.73
Max Pain$47.52$43.00$48.00$45.00$48.00
ATM IV23.4%17.9%26.5%18.2%26.5%
Expected Move6.8%5.1%7.9%5.2%7.6%
HV 20d21.5%16.2%24.3%22.4%16.2%
HV 60d20.9%19.0%22.0%20.9%19.0%
IV Rank60.8%36.9%74.6%38.1%74.6%
IV Percentile86.3%35.7%99.6%38.5%99.6%
Term Structure-2.2%-10.2%4.3%0.4%-9.8%
VWIV20.1%13.2%26.3%17.2%14.3%
Skew 25d1.2%-9.7%9.7%1.7%4.5%
Skew 10d1.2%-4.8%10.7%0.9%-0.9%
Call IV 25d15.4%12.6%23.5%13.8%17.9%
Put IV 25d16.6%13.4%23.6%15.5%22.4%
Bid-Ask Spread %100.5080.04113.27105.06113.27
Gamma HHI0.220.140.400.230.17
Net GEX44.5K7.2K98.3K49.4K7.2K
Net DEX-381.2K-748.7K-94.8K-393.7K-129.8K
Net VEX-1.7K-2.2K-1.2K-1.8K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.070.0033.000.000.00
Total Volume19.7390103660
Total OI528.957402642475420

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$47.22$45.0018.2%5.2%22.4%38.1%17.2%1.7%0.4%49.4K-393.7K-1.8K0.00105.06N/AN/A660252223
2024-10-02$47.72$45.0026.4%7.6%22.1%73.8%26.3%1.1%-0.8%52.3K-485.8K-1.8K0.00100.84N/AN/A260309223
2024-10-03$48.52$43.0026.3%7.9%22.5%73.7%24.5%-0.3%-2.1%57.1K-621.4K-2.1K0.9288.68N/AN/A2624333223
2024-10-04$48.92$48.0025.5%7.3%21.5%70.0%23.9%-6.5%2.4%52.3K-645.6K-2.1K0.6680.04N/AN/A6241328247
2024-10-07$49.16$48.0024.1%7.5%21.5%63.9%15.5%0.7%-1.1%58.1K-748.7K-2.1K33.0092.04N/AN/A133348249
2024-10-08$47.97$48.0021.9%7.4%22.2%54.4%15.1%0.5%-4.3%51.7K-527.9K-2.2K0.0097.30N/AN/A90349280
2024-10-09$48.23$48.0024.2%6.9%22.0%64.6%26.0%-2.7%-0.6%55.6K-573.1K-2.1K0.0596.08N/AN/A221351280
2024-10-10$48.59$48.0024.6%7.0%22.1%66.1%0.0%4.9%-0.7%52.0K-608.6K-1.9K0.0093.30N/AN/A00334281
2024-10-11$48.88$48.0023.8%6.8%22.1%62.4%0.0%0.8%-0.7%64.2K-690.3K-1.7K0.0098.54N/AN/A30334281
2024-10-14$48.58$48.0023.1%6.6%22.1%59.3%21.8%1.8%1.2%66.9K-625.8K-1.7K0.00101.18N/AN/A160334281
2024-10-15$47.28$48.0020.3%5.8%24.3%47.5%24.0%2.7%3.5%77.8K-351.6K-1.6K0.0099.91N/AN/A140349281
2024-10-16$47.45$48.0024.0%6.9%24.2%63.5%20.6%-0.3%-1.8%90.8K-389.5K-1.7K0.00100.33N/AN/A100351291
2024-10-17$47.59$48.0023.0%6.6%23.9%59.3%0.0%-0.2%1.1%98.3K-434.4K-1.7K0.0098.18N/AN/A00351291
2024-10-18$47.38$48.0021.1%6.0%23.9%50.7%13.8%-1.6%2.1%92.4K-361.9K-1.5K0.2498.39N/AN/A4110351291
2024-10-21$47.34$48.0023.2%6.6%23.7%59.8%13.2%2.2%-1.0%14.3K-183.4K-1.5K0.0095.64N/AN/A60162240
2024-10-22$47.38$48.0017.9%5.1%23.7%36.9%0.0%1.9%-7.7%13.6K-189.5K-1.5K0.40103.33N/AN/A52168240
2024-10-23$46.97$48.0023.9%6.9%21.3%63.2%0.0%-0.2%3.1%10.2K-116.2K-1.6K0.00106.46N/AN/A190173242
2024-10-24$47.11$48.0023.9%6.8%19.8%63.0%0.0%8.1%-10.2%16.5K-198.9K-1.8K0.00103.20N/AN/A00191242
2024-10-25$47.22$48.0023.4%6.7%18.4%60.9%24.5%-9.7%4.3%12.6K-164.1K-2.0K0.00111.58N/AN/A140191242
2024-10-28$46.83$48.0023.6%6.8%18.7%62.0%14.3%3.7%-9.6%11.5K-130.3K-1.4K0.00109.06N/AN/A02177242
2024-10-29$46.20$48.0024.3%7.0%17.6%65.1%0.0%4.1%-8.8%9.8K-101.3K-1.4K0.00109.16N/AN/A00177243
2024-10-30$46.39$48.0024.3%7.0%17.2%64.9%0.0%9.7%-8.4%9.3K-94.8K-1.2K0.00109.90N/AN/A10177243
2024-10-31$46.73$48.0026.5%7.6%16.2%74.6%0.0%4.5%-9.8%7.2K-129.8K-1.9K0.00113.27N/AN/A00177243