IYE Options History — February 2025 In February 2025, IYE traded between $46.70 and $49.11. ATM implied volatility averaged 19.6%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded below realized volatility by 0.9% (HV 20d: 20.5%). Max pain ranged from $47.00 to $49.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.61.
Notable Days 2025-02-19 : Highest Volume — 29 contracts2025-02-12 : Largest IV spike — 36.7% change2025-02-28 : Highest IV Rank — 54.5%2025-02-28 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $47.70 $46.70 $49.11 $46.70 $47.80 Max Pain $48.58 $47.00 $49.00 $47.00 $47.00 ATM IV 19.6% 11.5% 30.4% 23.4% 30.4% Expected Move 5.9% 3.3% 8.7% 6.7% 8.7% HV 20d 20.5% 17.5% 22.3% 17.5% 22.3% HV 60d 19.0% 17.6% 19.6% 19.2% 19.4% IV Rank 26.3% 5.2% 54.5% 36.2% 54.5% IV Percentile 55.3% 2.4% 96.8% 85.7% 96.8% Term Structure 0.8% -9.7% 11.5% -1.4% -9.7% VWIV 16.2% 11.1% 23.5% 23.5% 15.0% Skew 25d 0.9% -19.2% 8.5% 8.5% -19.2% Skew 10d 1.5% -13.1% 12.0% 3.0% -13.1% Call IV 25d 15.0% 11.1% 35.5% 13.2% 35.5% Put IV 25d 15.9% 13.2% 21.7% 21.7% 16.3% Bid-Ask Spread % 118.78 106.28 132.78 119.64 132.73 Gamma HHI 0.31 0.21 0.44 0.30 0.23 Net GEX 5.3K -11.1K 24.2K -1.7K 16.2K Net DEX -149.5K -293.1K -37.4K -53.3K -165.0K Net VEX -848 -1.1K -652 -1.1K -673 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.00 2.63 0.00 2.00 Total Volume 3.947 0 29 2 1 Total OI 428.316 138 541 527 146
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2025-02-03 $46.70 $47.00 23.4% 6.7% 17.5% 36.2% 23.5% 8.5% -1.4% -1.7K -53.3K -1.1K 0.00 119.64 N/A N/A 2 0 158 369 2025-02-04 $47.63 $47.00 15.9% 4.6% 18.6% 16.7% 13.1% 3.2% 4.3% -1.2K -129.7K -1.1K 0.00 113.68 N/A N/A 2 0 156 369 2025-02-05 $47.80 $47.00 11.5% 3.3% 18.4% 5.2% 0.0% 0.2% 11.5% -271 -154.6K -1.0K 0.00 125.66 N/A N/A 1 0 156 369 2025-02-06 $46.91 $49.00 14.7% 5.7% 19.4% 13.5% 21.2% 2.2% 1.4% -8.9K -56.9K -1.0K 0.86 122.37 N/A N/A 7 6 157 369 2025-02-07 $46.94 $49.00 19.0% 5.9% 19.4% 24.7% 0.0% 2.1% 0.1% -11.0K -37.4K -965 0.00 123.42 N/A N/A 0 4 157 374 2025-02-10 $48.00 $49.00 17.3% 5.1% 20.9% 20.2% 0.0% 2.8% 4.7% 1.0K -183.2K -972 0.00 122.18 N/A N/A 0 1 157 370 2025-02-11 $48.25 $49.00 14.0% 6.5% 19.6% 11.7% 11.1% 3.7% -1.7% 4.4K -207.7K -907 0.00 122.11 N/A N/A 2 0 157 371 2025-02-12 $47.03 $49.00 19.1% 5.5% 21.3% 25.1% 0.0% 3.6% 2.0% -4.7K -49.1K -885 1.50 123.69 N/A N/A 2 3 157 371 2025-02-13 $47.44 $49.00 16.6% 4.7% 20.4% 18.4% 0.0% -4.7% 2.3% -11.1K -94.8K -868 0.00 122.80 N/A N/A 2 0 157 372 2025-02-14 $47.64 $49.00 19.3% 5.5% 20.3% 25.4% 0.0% 1.2% 0.8% -2.2K -110.8K -906 1.00 132.78 N/A N/A 3 3 158 372 2025-02-18 $48.39 $49.00 18.3% 5.2% 20.9% 22.9% 0.0% 2.0% 0.1% 18.5K -245.8K -815 0.00 114.88 N/A N/A 2 0 161 373 2025-02-19 $48.64 $49.00 18.0% 5.2% 20.7% 22.1% 18.3% -1.8% 5.2% 19.8K -247.5K -749 2.63 116.33 N/A N/A 8 21 160 373 2025-02-20 $49.11 $49.00 21.8% 6.2% 20.6% 32.0% 0.0% -1.6% -0.3% 24.2K -293.1K -772 0.00 110.88 N/A N/A 0 0 162 379 2025-02-21 $48.09 $49.00 23.5% 6.7% 22.0% 36.4% 13.4% 1.5% -1.4% 346 -206.9K -733 0.00 108.16 N/A N/A 1 0 162 379 2025-02-24 $48.08 $49.00 18.2% 5.2% 21.7% 22.5% 14.0% -0.0% 3.6% 16.7K -178.2K -681 0.00 111.84 N/A N/A 1 0 134 4 2025-02-25 $47.36 $49.00 24.2% 7.0% 22.1% 38.4% 0.0% 5.7% -1.9% 13.7K -141.6K -678 0.00 106.28 N/A N/A 0 0 134 9 2025-02-26 $47.14 $49.00 22.8% 6.5% 22.0% 34.6% 0.0% 3.9% -0.7% 13.4K -142.5K -659 0.00 114.90 N/A N/A 0 0 134 9 2025-02-27 $47.39 $49.00 24.5% 7.0% 22.1% 38.9% 15.0% 3.2% -3.5% 13.9K -141.7K -652 2.00 112.43 N/A N/A 1 2 134 9 2025-02-28 $47.80 $47.00 30.4% 8.7% 22.3% 54.5% 0.0% -19.2% -9.7% 16.2K -165.0K -673 0.00 132.73 N/A N/A 0 1 136 10
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