IYE Options History — March 2026

In March 2026, IYE traded between $58.89 and $66.07. ATM implied volatility averaged 30.3%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 13.1% (HV 20d: 17.2%). Max pain ranged from $48.00 to $59.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.42.

Notable Days

  • 2026-03-03: Highest Volume — 177 contracts
  • 2026-03-19: Largest IV spike — 16.0% change
  • 2026-03-06: Highest IV Rank — 38.6%
  • 2026-03-12: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.89$58.89$66.07$60.30$64.45
Max Pain$52.57$48.00$59.00$50.00$55.00
ATM IV30.3%26.3%33.6%32.0%31.6%
Expected Move8.7%7.4%10.1%9.2%9.1%
HV 20d17.2%14.7%22.0%22.0%17.5%
HV 60d20.5%19.2%21.5%21.3%20.0%
IV Rank32.8%25.7%38.6%35.8%35.0%
IV Percentile85.8%76.6%92.5%90.9%87.7%
Term Structure-0.8%-3.9%2.9%-1.1%-1.1%
VWIV30.4%23.6%35.4%35.0%32.2%
Skew 25d3.4%-2.1%9.0%1.3%-1.0%
Skew 10d4.0%-9.6%8.0%6.9%2.2%
Call IV 25d24.9%19.1%34.2%32.2%28.0%
Put IV 25d28.3%21.4%34.3%33.5%26.9%
Bid-Ask Spread %63.3029.76115.50105.4035.99
Gamma HHI0.300.170.430.390.21
Net GEX25.2K8.9K57.2K24.3K25.7K
Net DEX-915.3K-1.1M-694.0K-763.8K-1.0M
Net VEX-1.7K-2.3K-1.3K-1.4K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.002.000.310.18
Total Volume27.42921774613
Total OI296.333217423217262

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$60.30$50.0032.0%9.2%22.0%35.8%35.0%1.3%-1.1%24.3K-763.8K-1.4K0.31105.40N/AN/A351118136
2026-03-03$59.56$53.0032.9%9.4%21.8%37.3%30.2%2.7%1.0%30.2K-778.5K-1.6K0.39107.19N/AN/A1275020845
2026-03-04$59.44$59.0031.3%9.0%20.1%34.4%31.8%1.4%-3.3%57.2K-930.8K-2.3K0.00108.93N/AN/A120032895
2026-03-05$59.61$48.0031.9%8.6%18.8%35.6%0.0%3.7%-3.9%20.5K-750.1K-2.0K1.00115.50N/AN/A1123595
2026-03-06$59.55$48.0033.6%9.0%17.8%38.6%29.8%1.1%-1.4%19.9K-751.4K-2.0K0.00103.91N/AN/A23023594
2026-03-09$59.36$48.0033.4%8.8%17.0%38.2%0.0%-1.0%-0.4%25.8K-802.3K-2.2K0.04104.03N/AN/A23125894
2026-03-10$58.89$48.0029.5%7.9%17.3%31.4%24.9%1.9%-3.3%15.1K-694.0K-2.1K0.00106.27N/AN/A18024395
2026-03-11$60.16$48.0027.4%7.8%18.5%27.6%26.5%8.5%-0.3%18.6K-838.9K-2.0K0.00104.85N/AN/A36024595
2026-03-12$60.89$48.0028.9%10.1%17.1%30.3%0.0%9.0%-1.6%22.9K-955.6K-2.0K0.0042.74N/AN/A8024895
2026-03-13$0.00$0.0028.7%0.0%17.1%29.9%0.0%0.0%0.0%8.9K-992.2K-1.8K0.000.00N/AN/A0000
2026-03-16$61.05$52.0028.7%8.5%17.1%29.9%29.8%6.3%-2.1%20.1K-970.6K-1.8K0.6741.93N/AN/A6424295
2026-03-17$61.48$52.0027.5%8.4%15.9%27.8%26.6%4.9%-2.4%23.9K-898.0K-1.8K0.1541.18N/AN/A13222198
2026-03-18$61.55$55.0026.3%7.4%15.9%25.7%27.4%1.1%1.1%33.8K-916.5K-1.7K1.0039.00N/AN/A11214100
2026-03-19$62.41$55.0030.5%8.4%15.5%33.1%34.4%6.8%0.4%30.9K-962.8K-1.7K2.0035.95N/AN/A12214100
2026-03-20$62.50$55.0029.7%8.2%14.7%31.7%23.6%1.6%1.1%31.2K-1.0M-1.6K0.5036.25N/AN/A42214102
2026-03-23$63.09$55.0029.4%8.6%14.7%31.1%0.0%3.6%0.4%29.1K-889.0K-1.6K0.5036.57N/AN/A2119634
2026-03-24$64.40$55.0030.1%9.2%15.5%32.4%31.3%7.0%-2.9%24.5K-998.3K-1.4K0.0029.76N/AN/A7019635
2026-03-25$64.30$55.0028.1%7.5%15.6%28.9%28.3%0.9%2.9%26.9K-1.0M-1.4K1.0034.05N/AN/A3320135
2026-03-26$65.09$55.0030.6%8.8%15.8%33.2%35.4%6.2%-2.4%23.5K-1.0M-1.4K0.5030.63N/AN/A10520035
2026-03-27$66.07$55.0031.5%9.0%15.3%34.8%34.9%7.7%1.5%21.3K-1.1M-1.3K0.3032.15N/AN/A27820240
2026-03-30$65.47$55.0033.3%9.5%16.3%38.0%34.4%-2.1%2.1%20.5K-1.1M-1.7K0.1736.99N/AN/A6121646
2026-03-31$64.45$55.0031.6%9.1%17.5%35.0%32.2%-1.0%-1.1%25.7K-1.0M-1.8K0.1835.99N/AN/A11221547