IHY Options History — November 2013

In November 2013, IHY traded between $26.98 and $27.21. ATM implied volatility averaged 8.2%. The 30-day expected move averaged 2.4%. Net GEX was positive for 0 of 7 trading days. Term structure was in contango for 2 of 7 days.

Notable Days

  • 2013-11-21: Largest IV spike — 18.4% change
  • 2013-11-26: Largest Expected Move — 2.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.13$26.98$27.21$26.98$27.21
ATM IV8.2%7.2%9.3%7.2%8.8%
Expected Move2.4%2.1%2.7%2.1%2.5%
Term Structure-0.2%-0.6%0.4%-0.6%-0.5%
Skew 25d-3.1%-8.7%2.2%2.1%-8.7%
Skew 10d-5.4%-18.3%3.9%3.9%-18.3%
Call IV 25d17.1%7.3%27.6%7.3%27.6%
Put IV 25d14.0%9.4%19.2%9.4%18.9%
Bid-Ask Spread %70.9362.5180.5774.6567.64
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (7 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-11-20$26.98$0.007.2%2.1%0.0%0.0%0.0%2.1%-0.6%0000.0074.650000
2013-11-21$27.04$0.008.5%2.4%0.0%0.0%0.0%2.2%-0.2%0000.0080.570000
2013-11-22$27.16$0.007.7%2.2%0.0%0.0%0.0%-7.9%0.4%0000.0070.210000
2013-11-25$27.14$0.008.6%2.5%0.0%0.0%0.0%-6.0%0.4%0000.0073.330000
2013-11-26$27.20$0.009.3%2.7%0.0%0.0%0.0%-1.4%-0.4%0000.0067.600000
2013-11-27$27.19$0.007.6%2.2%0.0%0.0%0.0%-2.0%-0.3%0000.0062.510000
2013-11-29$27.21$0.008.8%2.5%0.0%0.0%0.0%-8.7%-0.5%0000.0067.640000