IYE Options History — November 2024

In November 2024, IYE traded between $46.34 and $51.38. ATM implied volatility averaged 24.7%, placing in the 65.4% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 5.3% (HV 20d: 19.5%). Max pain ranged from $48.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.70.

Notable Days

  • 2024-11-25: Highest Volume — 42 contracts
  • 2024-11-29: Largest IV spike — 52.7% change
  • 2024-11-18: Highest IV Rank — 100.0%
  • 2024-11-12: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.63$46.34$51.38$46.34$50.53
Max Pain$49.90$48.00$50.00$48.00$50.00
ATM IV24.7%14.2%33.3%20.7%32.3%
Expected Move7.5%5.6%9.7%5.9%9.3%
HV 20d19.5%15.2%21.4%15.9%20.2%
HV 60d20.3%18.8%21.0%18.8%19.9%
IV Rank65.4%20.6%100.0%48.9%95.8%
IV Percentile78.4%8.3%100.0%72.2%99.2%
Term Structure-1.5%-7.0%6.8%-1.7%-6.5%
VWIV19.2%12.8%28.8%14.7%12.8%
Skew 25d28.5%-1.6%48.7%-1.6%48.7%
Skew 10d31.1%-4.4%63.5%2.7%63.5%
Call IV 25d18.0%12.2%27.1%16.4%25.7%
Put IV 25d46.5%14.8%74.4%14.8%74.4%
Bid-Ask Spread %138.02110.52144.96110.52144.96
Gamma HHI0.210.130.370.190.13
Net GEX24.2K9.4K43.3K9.4K18.4K
Net DEX-376.3K-535.4K-105.2K-105.2K-407.1K
Net VEX-1.8K-2.2K-1.3K-1.3K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.700.0025.000.080.00
Total Volume9.7042143
Total OI447.3401472420435

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$46.34$48.0020.7%5.9%15.9%48.9%14.7%-1.6%-1.7%9.4K-105.2K-1.3K0.08110.52N/AN/A131177243
2024-11-04$47.17$50.0030.0%7.5%17.3%89.8%20.0%8.5%0.4%18.1K-184.5K-1.3K25.00133.66N/AN/A125190244
2024-11-05$47.39$50.0028.6%5.9%15.2%83.6%18.3%-0.5%5.9%14.3K-193.7K-1.4K0.33134.90N/AN/A31190269
2024-11-06$49.42$50.0020.8%8.7%21.4%49.3%28.8%17.6%-2.3%21.7K-384.8K-2.0K0.00133.25N/AN/A02191270
2024-11-07$49.10$50.0015.2%5.6%21.4%24.8%0.0%17.6%-1.3%27.1K-391.3K-1.5K0.00138.08N/AN/A10191272
2024-11-08$49.22$50.0014.2%6.9%21.4%20.6%0.0%19.3%-1.1%35.4K-404.8K-1.3K0.00140.40N/AN/A30191272
2024-11-11$49.66$50.0016.2%6.6%21.4%29.1%28.6%8.2%6.8%32.9K-459.5K-1.6K0.00137.56N/AN/A270194272
2024-11-12$49.45$50.0021.6%9.7%18.8%53.2%0.0%31.8%-7.0%29.4K-369.2K-2.0K0.00140.95N/AN/A50199272
2024-11-13$49.73$50.0028.9%8.3%18.8%85.0%14.9%35.4%-1.7%27.4K-390.0K-2.0K0.14142.07N/AN/A71199272
2024-11-14$49.89$50.0029.8%8.6%18.8%89.1%17.2%40.0%-1.7%43.3K-446.4K-2.1K0.00141.63N/AN/A20201271
2024-11-15$49.67$50.0029.3%8.4%18.8%86.9%0.0%43.0%-1.0%27.6K-400.3K-2.0K0.00140.28N/AN/A00201271
2024-11-18$50.50$50.0033.3%9.5%19.4%100.0%17.7%30.5%-2.9%23.1K-365.8K-1.4K0.00136.43N/AN/A370162239
2024-11-19$50.13$50.0022.8%6.5%19.8%55.8%12.8%41.8%-3.2%19.9K-387.5K-2.1K0.00137.97N/AN/A10199239
2024-11-20$50.64$50.0030.2%8.7%19.5%87.2%0.0%41.5%-2.7%21.5K-433.9K-2.2K0.00135.20N/AN/A50200239
2024-11-21$51.30$50.0030.4%8.7%19.7%87.8%0.0%10.3%-3.9%22.9K-477.7K-2.0K0.00137.85N/AN/A00200239
2024-11-22$51.38$50.0028.6%8.2%19.7%80.4%0.0%43.2%-2.3%30.6K-535.4K-1.6K0.00143.09N/AN/A140200239
2024-11-25$50.39$50.0020.5%5.9%21.0%46.3%0.0%44.2%-1.5%24.3K-416.2K-1.8K0.00143.91N/AN/A420194239
2024-11-26$50.32$50.0020.5%5.9%20.1%46.1%0.0%45.6%-1.8%18.2K-390.3K-2.1K0.00143.44N/AN/A00196239
2024-11-27$50.36$50.0021.1%6.1%20.2%48.9%0.0%44.4%-1.4%18.3K-383.4K-2.0K0.00144.34N/AN/A00196239
2024-11-29$50.53$50.0032.3%9.3%20.2%95.8%0.0%48.7%-6.5%18.4K-407.1K-2.0K0.00144.96N/AN/A30196239