IYE Options History — December 2024

In December 2024, IYE traded between $44.16 and $50.14. ATM implied volatility averaged 24.9%, placing in the 43.0% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 6.7% (HV 20d: 18.2%). Max pain ranged from $47.00 to $50.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.15.

Notable Days

  • 2024-12-04: Highest Volume — 29 contracts
  • 2024-12-03: Largest IV spike — 190.8% change
  • 2024-12-03: Highest IV Rank — 100.0%
  • 2024-12-03: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.69$44.16$50.14$49.99$45.49
Max Pain$47.43$47.00$50.00$50.00$47.00
ATM IV24.9%13.7%47.9%13.7%20.3%
Expected Move6.6%3.9%11.5%3.9%5.8%
HV 20d18.2%16.6%22.2%20.4%18.4%
HV 60d20.0%18.9%21.4%19.7%18.9%
IV Rank43.0%14.6%100.0%17.8%28.1%
IV Percentile70.8%7.5%100.0%7.5%67.1%
Term Structure0.4%-8.2%11.6%11.6%-5.9%
VWIV19.0%11.8%25.3%22.8%11.8%
Skew 25d21.2%-3.5%44.5%43.6%7.5%
Skew 10d26.1%-2.2%53.3%52.5%13.0%
Call IV 25d16.4%12.0%28.3%17.4%12.7%
Put IV 25d37.6%12.7%66.3%61.0%20.2%
Bid-Ask Spread %127.49111.26144.17144.17118.89
Gamma HHI0.210.150.370.180.23
Net GEX16.1K-6.1K39.0K37.4K14.0K
Net DEX-196.9K-465.0K36.1K-375.6K-139.1K
Net VEX-1.3K-1.9K-582-1.3K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.001.000.000.10
Total Volume4.429029211
Total OI431.524371461438381

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$49.99$50.0013.7%3.9%20.4%17.8%0.0%43.6%11.6%37.4K-375.6K-1.3K0.00144.17N/AN/A20199239
2024-12-03$50.14$50.0040.0%11.5%19.7%100.0%0.0%27.6%-8.2%39.0K-465.0K-1.7K0.00137.71N/AN/A30201239
2024-12-04$48.84$50.0024.7%7.1%22.2%49.7%22.8%44.5%0.1%28.1K-307.5K-1.4K0.00140.03N/AN/A290198239
2024-12-05$49.19$47.0022.3%8.0%16.6%42.0%0.0%38.0%1.7%32.5K-346.7K-1.9K0.00135.39N/AN/A00222239
2024-12-06$48.22$47.0041.8%4.5%17.9%100.0%12.5%38.3%0.7%25.8K-354.9K-1.7K0.09131.85N/AN/A111222239
2024-12-09$48.23$47.0047.9%7.1%17.8%100.0%0.0%38.4%3.7%23.5K-299.3K-1.4K0.00135.58N/AN/A10211240
2024-12-10$47.95$47.0015.9%6.9%17.5%16.6%0.0%37.8%0.2%21.9K-269.0K-1.7K0.00137.37N/AN/A00212240
2024-12-11$47.99$47.0023.8%6.8%17.5%37.2%0.0%34.4%0.2%20.0K-294.6K-1.7K0.00137.25N/AN/A00212240
2024-12-12$47.70$47.0023.8%6.8%17.4%37.3%13.4%42.8%-0.2%17.5K-268.9K-1.7K0.00135.87N/AN/A10212240
2024-12-13$47.34$47.0031.2%8.9%17.3%56.5%19.2%42.8%5.2%15.5K-222.0K-1.4K0.00137.43N/AN/A40213240
2024-12-16$46.31$47.0033.3%9.5%18.7%61.8%0.0%37.7%-0.4%8.5K-175.0K-1.8K0.67137.90N/AN/A32213240
2024-12-17$45.63$47.0020.0%5.7%17.5%27.3%0.0%1.4%-7.3%11.8K-141.5K-1.2K0.00114.19N/AN/A00216242
2024-12-18$44.42$47.0026.8%7.7%19.1%45.0%24.8%3.6%-2.0%-2.0K-17.5K-1.0K0.00119.62N/AN/A02216242
2024-12-19$44.16$47.0023.0%6.6%18.1%35.2%25.3%6.2%0.8%-6.1K36.1K-7410.00116.35N/AN/A02216244
2024-12-20$44.41$47.0022.2%6.4%17.2%33.1%22.2%-2.0%-1.4%-3.9K16.2K-5821.00115.33N/AN/A22216244
2024-12-23$44.70$47.0020.1%5.8%17.6%27.6%0.0%0.6%4.4%8.0K-73.4K-8030.00113.11N/AN/A100159212
2024-12-24$45.05$47.0017.8%5.1%17.7%21.7%0.0%4.3%-1.4%13.1K-129.4K-1.0K0.00122.39N/AN/A00169212
2024-12-26$44.88$47.0019.5%5.6%17.7%26.0%0.0%-1.9%0.6%10.0K-83.8K-7940.00111.67N/AN/A70169212
2024-12-27$44.87$47.0019.0%5.5%17.6%24.8%0.0%4.0%1.1%11.4K-112.0K-9540.00123.97N/AN/A00169212
2024-12-30$45.05$47.0015.1%4.3%17.7%14.6%0.0%-3.5%3.8%11.5K-112.5K-9080.00111.26N/AN/A00169212
2024-12-31$45.49$47.0020.3%5.8%18.4%28.1%11.8%7.5%-5.9%14.0K-139.1K-1.0K0.10118.89N/AN/A101169212