IEI Options Statistics & Positioning

IEI options trade at a 30-day at-the-money implied volatility of 4.3%, an IV rank of 9 out of 100 over the past year. The options market prices a ±$0.70 (±0.6%) move in IEI for the front expiration. Max pain sits at $120 and the put/call open interest ratio is 2.06. Statistics are computed by OptiView from delayed OPRA options data and refresh every trading day.

Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close

$117.29

52-week range

$101.85 – $121.45

ATM IV (30d)

4.3%

IV rank

9 / 100

Low

Expected move

±$0.70 (±0.6%)

Put/call OI

2.06

Put-heavy

Max pain

$120

↑ 2.3% above close

Most Active IEI Contracts

Contract	Expiration	DTE	Last	IV	Volume
IEI $115 call	Aug 21, 2026	42d	$2.10	6.9%	71
IEI $117 call	Jul 17, 2026	7d	$0.17	4.3%	50
IEI $116 call	Aug 21, 2026	42d	$1.20	5.0%	5
IEI $133 call	Jul 17, 2026	7d	$0.05	53.7%	3
IEI $108 put	Aug 21, 2026	42d	$0.05	26.6%	2

See all active IEI contracts →

Explore IEI Options Statistics

IEI Implied Volatility

4.3% ATM IV (30d)

An IV rank of 9 places implied volatility in the lower part of its 52-week range.

Full implied volatility analysis →

IEI Open Interest

2.06 put/call OI ratio

7,447 calls and 15,372 puts outstanding across all expirations.

Full open interest analysis →

IEI Max Pain

$120 max pain

2.3% above the last close — see how max pain has moved over the past year.

Full max pain analysis →

IEI Gamma Exposure

-$508.83M net GEX

Negative dealer gamma — hedging can currently amplify price swings.

Full gamma exposure analysis →

IEI Options Volume

145 contracts traded

Put/call volume ratio 0.07 — plus contracts running far above their usual volume.

Full volume & flow analysis →

IEI Most Active Options

$115 top volume strike

The 25 most actively traded IEI contracts with price, IV, greeks, and volume vs. average.

Full active contracts analysis →

Explore the payoff profile of option on IEI for free

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IEI Options FAQ

How often is IEI options data on this page updated?

All IEI statistics on this page are computed by OptiView from delayed OPRA options data and refresh every trading day after the session close.

Where can I see IEI max pain, open interest, and implied volatility in detail?

OptiView publishes dedicated IEI pages for implied volatility, max pain, open interest, gamma exposure, options volume, and the most active contracts — each with charts, history, and a plain-English explanation of what the numbers mean.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.