IYE Options History — August 2025

In August 2025, IYE traded between $44.91 and $47.94. ATM implied volatility averaged 17.6%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 3.5% (HV 20d: 14.1%). Max pain ranged from $44.00 to $47.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.06.

Notable Days

  • 2025-08-22: Highest Volume — 41 contracts
  • 2025-08-26: Largest IV spike — 36.1% change
  • 2025-08-12: Highest IV Rank — 18.8%
  • 2025-08-04: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.95$44.91$47.94$45.53$47.94
Max Pain$46.14$44.00$47.00$44.00$46.00
ATM IV17.6%11.7%22.2%19.3%12.2%
Expected Move5.4%3.4%6.7%5.5%3.5%
HV 20d14.1%11.3%18.7%18.7%11.3%
HV 60d17.1%16.0%18.8%18.8%16.0%
IV Rank10.7%0.3%18.8%13.7%1.2%
IV Percentile24.2%0.8%54.8%32.9%1.2%
Term Structure2.2%-1.7%8.1%8.1%5.1%
VWIV17.0%12.3%21.0%16.4%18.8%
Skew 25d2.1%-2.2%11.3%3.9%1.9%
Skew 10d2.6%-1.6%4.5%3.6%1.0%
Call IV 25d13.4%11.1%21.6%21.6%12.0%
Put IV 25d15.5%12.7%25.5%25.5%14.0%
Bid-Ask Spread %103.9798.12109.7798.12109.77
Gamma HHI0.170.140.220.150.18
Net GEX23.7K17.8K31.5K19.7K29.9K
Net DEX-296.8K-481.1K-221.0K-261.1K-481.1K
Net VEX-1.1K-1.2K-985-1.2K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.060.000.500.500.00
Total Volume404132
Total OI161.333141180156180

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$45.53$44.0019.3%5.5%18.7%13.7%16.4%3.9%8.1%19.7K-261.1K-1.2K0.5098.12N/AN/A2113917
2025-08-04$45.47$47.0020.1%6.7%17.9%15.1%0.0%1.8%-0.7%20.0K-254.1K-1.1K0.00102.46N/AN/A3013916
2025-08-05$45.52$47.0022.0%6.3%14.8%18.3%0.0%2.3%0.3%20.7K-257.8K-1.1K0.00101.91N/AN/A2013916
2025-08-06$45.08$47.0015.4%6.6%15.1%6.9%0.0%1.9%-1.1%18.7K-253.1K-1.1K0.00105.34N/AN/A0014016
2025-08-07$45.16$47.0014.4%6.5%14.9%5.1%20.6%0.4%-1.7%22.2K-245.7K-1.1K0.00103.30N/AN/A4014516
2025-08-08$45.13$47.0017.7%6.2%14.4%10.9%21.0%-2.2%0.7%22.8K-241.0K-1.1K0.0098.64N/AN/A1014716
2025-08-11$44.91$46.0017.2%6.1%13.9%10.0%0.0%1.2%-0.3%21.3K-222.9K-1.1K0.00102.32N/AN/A0014816
2025-08-12$45.20$46.0022.2%6.0%13.8%18.8%0.0%7.8%0.0%24.0K-241.8K-1.1K0.00101.82N/AN/A0014816
2025-08-13$45.48$46.0020.2%5.8%13.7%15.2%0.0%1.9%0.3%26.6K-256.8K-1.1K0.00103.10N/AN/A0014816
2025-08-14$45.47$46.0021.9%6.3%13.6%18.2%0.0%-1.9%-1.5%25.6K-259.8K-1.0K0.00104.11N/AN/A0014816
2025-08-15$45.59$46.0019.3%5.5%13.4%13.7%0.0%1.2%1.4%27.9K-257.3K-1.0K0.00105.39N/AN/A0014816
2025-08-18$45.34$46.0021.0%6.0%12.7%16.7%12.3%11.3%-0.2%17.8K-223.7K-9850.0098.16N/AN/A8012615
2025-08-19$45.25$46.0016.8%4.8%12.4%9.3%0.0%0.9%0.2%18.9K-221.0K-1.0K0.00107.04N/AN/A0013315
2025-08-20$45.88$46.0019.3%5.5%12.8%13.6%0.0%1.8%0.5%19.9K-266.4K-1.1K0.00106.69N/AN/A0013315
2025-08-21$45.95$46.0019.4%5.6%12.4%13.8%12.7%2.0%0.2%20.8K-263.0K-1.0K0.13103.38N/AN/A8113315
2025-08-22$46.91$46.0014.8%4.2%14.5%5.8%0.0%3.1%7.1%22.1K-321.9K-1.0K0.00107.81N/AN/A41013416
2025-08-25$47.00$46.0011.7%3.4%14.2%0.3%18.8%-1.3%7.1%26.6K-387.8K-1.2K0.00107.75N/AN/A10015316
2025-08-26$46.91$46.0015.9%4.6%13.9%7.7%0.0%2.0%6.3%29.3K-395.6K-1.2K0.00108.88N/AN/A0016316
2025-08-27$47.55$46.0014.2%4.1%13.5%4.8%0.0%1.9%6.7%31.5K-451.4K-1.2K0.00103.34N/AN/A1016316
2025-08-28$47.77$46.0014.4%4.1%13.6%5.0%0.0%1.0%7.7%30.8K-468.9K-1.2K0.00104.13N/AN/A0016416
2025-08-29$47.94$46.0012.2%3.5%11.3%1.2%0.0%1.9%5.1%29.9K-481.1K-1.2K0.00109.77N/AN/A2016416