IYE Options History — March 2025

In March 2025, IYE traded between $45.22 and $49.45. ATM implied volatility averaged 23.7%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded below realized volatility by 1.1% (HV 20d: 24.9%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.50.

Notable Days

  • 2025-03-13: Highest Volume — 19 contracts
  • 2025-03-26: Largest IV spike — 33.1% change
  • 2025-03-03: Highest IV Rank — 68.1%
  • 2025-03-03: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.47$45.22$49.45$45.88$49.39
Max Pain$47.44$45.00$50.00$47.00$50.00
ATM IV23.7%15.5%35.6%35.6%18.1%
Expected Move6.8%5.5%10.2%10.2%6.1%
HV 20d24.9%20.2%26.5%25.4%20.2%
HV 60d21.0%20.5%21.6%21.0%21.3%
IV Rank37.0%15.6%68.1%68.1%22.4%
IV Percentile76.7%20.2%98.8%98.8%44.8%
Term Structure-1.2%-11.2%1.8%-11.2%-1.8%
VWIV22.7%19.4%27.3%20.2%19.4%
Skew 25d1.4%-3.5%5.6%2.1%4.1%
Skew 10d1.3%-6.8%5.3%-1.3%0.6%
Call IV 25d14.4%11.2%18.7%17.5%12.9%
Put IV 25d15.8%12.3%19.6%19.6%16.9%
Bid-Ask Spread %101.8388.37114.91106.50100.35
Gamma HHI0.230.170.320.200.32
Net GEX13.8K9.0K18.3K11.1K18.2K
Net DEX-148.0K-225.5K-63.1K-105.5K-225.5K
Net VEX-621-688-569-658-635
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.003.000.133.00
Total Volume4.714019184
Total OI151133163147155

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$45.88$47.0035.6%10.2%25.4%68.1%20.2%2.1%-11.2%11.1K-105.5K-6580.13106.50N/AN/A16213611
2025-03-04$46.05$48.0025.3%7.2%25.4%41.0%0.0%-0.0%1.7%12.5K-111.9K-6880.00113.17N/AN/A0014513
2025-03-05$45.28$48.0027.3%7.8%24.8%46.2%27.3%1.8%-1.9%10.3K-82.2K-6340.00108.67N/AN/A0314513
2025-03-06$45.22$48.0027.3%7.8%24.7%46.3%27.3%1.6%-1.6%9.0K-63.1K-5690.33109.56N/AN/A3114515
2025-03-07$46.09$48.0024.6%7.1%25.1%39.4%22.8%0.4%-1.2%12.1K-99.8K-6710.08106.31N/AN/A12114815
2025-03-10$46.25$46.0031.6%9.1%25.2%57.7%20.8%1.7%-3.0%10.2K-98.3K-6230.00105.97N/AN/A2014016
2025-03-11$46.03$46.0025.3%7.3%23.7%41.3%0.0%0.8%-0.2%10.0K-96.2K-6210.00111.78N/AN/A1014116
2025-03-12$46.41$46.0025.2%6.4%23.8%40.9%0.0%0.8%-3.1%10.1K-107.7K-6220.00114.91N/AN/A0014216
2025-03-13$45.77$46.0026.1%7.1%22.6%43.3%0.0%2.0%-2.1%9.5K-88.6K-6140.00110.94N/AN/A19014216
2025-03-14$47.11$46.0024.1%6.2%24.8%38.0%25.4%1.1%-1.5%9.4K-128.7K-6012.00106.92N/AN/A1213117
2025-03-17$48.11$45.0023.7%6.7%25.9%37.0%21.3%0.3%-0.7%15.4K-162.8K-5980.0098.28N/AN/A2013017
2025-03-18$47.72$45.0024.0%5.9%25.4%37.8%0.0%0.6%-3.5%14.1K-157.8K-6020.0094.18N/AN/A0013017
2025-03-19$48.74$45.0021.3%5.8%26.5%30.8%0.0%5.6%-0.6%18.1K-191.0K-6220.0096.25N/AN/A0313017
2025-03-20$48.83$0.0019.8%6.2%26.3%26.9%0.0%2.1%1.8%18.3K-199.5K-5950.0088.37N/AN/A0113019
2025-03-21$48.39$0.0020.7%6.4%25.4%29.1%0.0%2.1%1.6%17.5K-165.7K-6000.0089.92N/AN/A0113020
2025-03-24$49.05$0.0019.6%6.0%25.8%26.2%19.9%0.7%1.3%16.1K-197.6K-5710.0094.40N/AN/A3012211
2025-03-25$49.28$50.0015.5%5.5%25.1%15.6%19.4%3.0%-1.2%16.9K-213.5K-5870.0098.89N/AN/A4012511
2025-03-26$49.45$50.0020.6%6.0%25.0%29.0%0.0%1.1%1.1%17.0K-224.0K-6071.4095.77N/AN/A5712711
2025-03-27$49.06$50.0021.2%6.5%25.2%30.5%0.0%0.0%0.4%17.4K-205.0K-6580.0098.18N/AN/A2013518
2025-03-28$48.72$50.0021.3%6.2%25.3%30.6%0.0%-3.5%0.4%16.4K-183.6K-6610.0089.05N/AN/A4013518
2025-03-31$49.39$50.0018.1%6.1%20.2%22.4%0.0%4.1%-1.8%18.2K-225.5K-6353.00100.35N/AN/A1313718