IHY Options History — January 2014 In January 2014, IHY traded between $26.95 and $27.30. ATM implied volatility averaged 8.8%. The 30-day expected move averaged 2.2%. IV traded above realized volatility by 4.8% (HV 20d: 4.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-01-21 : Highest Volume — 1 contracts2014-01-17 : Largest IV spike — 171.0% change2014-01-17 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $27.17 $26.95 $27.30 $27.14 $26.95 ATM IV 8.8% 6.7% 18.6% 8.2% 7.1% Expected Move 2.2% 1.8% 5.3% 2.3% 2.0% HV 20d 4.1% 3.4% 5.0% 4.9% 3.4% HV 60d 4.3% 4.3% 4.3% 4.3% 4.3% Term Structure -0.4% -1.1% 0.7% -0.4% -0.1% Skew 25d 1.7% 0.1% 3.0% 0.3% 2.3% Skew 10d 1.4% 0.7% 3.0% 0.8% 2.3% Call IV 25d 6.7% 5.4% 9.9% 9.4% 7.2% Put IV 25d 8.4% 7.0% 10.0% 9.8% 9.5% Bid-Ask Spread % 94.15 52.23 139.97 53.61 91.97 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -259 -316 0 -222 -247 Net DEX 1.4K 0 1.6K 1.5K 1.6K Net VEX -5 -6 0 -6 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.048 0 1 0 0 Total OI 0.952 0 1 1 1
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2014-01-02 $27.14 $0.00 8.2% 2.3% 4.9% 0.0% 0.0% 0.3% -0.4% -222 1.5K -6 0.00 53.61 0 0 0 1 2014-01-03 $27.12 $0.00 8.5% 2.4% 4.9% 0.0% 0.0% 0.1% -0.7% -227 1.5K -6 0.00 52.23 0 0 0 1 2014-01-06 $27.21 $0.00 9.3% 2.2% 5.0% 0.0% 0.0% 1.8% 0.7% -226 1.5K -6 0.00 139.97 0 0 0 1 2014-01-07 $27.20 $0.00 8.4% 2.1% 5.0% 0.0% 0.0% 1.8% 0.4% -232 1.5K -6 0.00 137.73 0 0 0 1 2014-01-08 $27.14 $0.00 8.2% 2.0% 4.6% 0.0% 0.0% 1.4% -0.5% -274 1.6K -6 0.00 106.44 0 0 0 1 2014-01-09 $27.19 $0.00 9.3% 2.1% 4.6% 0.0% 0.0% 1.8% -0.6% -277 1.5K -6 0.00 107.41 0 0 0 1 2014-01-10 $27.25 $0.00 8.8% 1.8% 4.5% 0.0% 0.0% 1.8% 0.2% -286 1.5K -6 0.00 106.71 0 0 0 1 2014-01-13 $27.26 $0.00 10.0% 2.0% 4.3% 0.0% 0.0% 1.3% -1.1% -289 1.4K -6 0.00 91.20 0 0 0 1 2014-01-14 $27.26 $0.00 11.2% 1.9% 4.3% 0.0% 0.0% 1.5% 0.0% -285 1.4K -6 0.00 89.81 0 0 0 1 2014-01-15 $27.20 $0.00 12.0% 1.9% 4.4% 0.0% 0.0% 0.9% -0.7% -289 1.5K -5 0.00 89.40 0 0 0 1 2014-01-16 $27.24 $0.00 6.9% 2.0% 4.2% 0.0% 0.0% 1.8% -0.6% -297 1.5K -5 0.00 97.42 0 0 0 1 2014-01-17 $27.19 $0.00 18.6% 5.3% 3.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 56.53 0 0 0 0 2014-01-21 $27.23 $0.00 7.0% 2.0% 3.4% 0.0% 0.0% 1.5% -0.0% -295 1.5K -5 0.00 90.44 1 0 0 1 2014-01-22 $27.25 $0.00 6.7% 1.9% 3.4% 0.0% 0.0% 1.2% -0.6% -316 1.5K -5 0.00 76.18 0 0 0 1 2014-01-23 $27.30 $0.00 7.6% 2.2% 3.4% 0.0% 0.0% 1.6% -1.0% -288 1.4K -5 0.00 102.92 0 0 0 1 2014-01-24 $27.16 $0.00 7.7% 2.2% 3.8% 0.0% 0.0% 3.0% -0.6% -305 1.4K -5 0.00 102.02 0 0 0 1 2014-01-27 $27.12 $0.00 7.8% 2.2% 3.8% 0.0% 0.0% 2.4% -0.7% -254 1.4K -5 0.00 82.20 0 0 0 1 2014-01-28 $27.10 $0.00 7.9% 2.3% 3.5% 0.0% 0.0% 2.8% -0.9% -297 1.5K -5 0.00 102.72 0 0 0 1 2014-01-29 $27.12 $0.00 7.2% 2.1% 3.4% 0.0% 0.0% 2.8% 0.1% -269 1.4K -5 0.00 99.53 0 0 0 1 2014-01-30 $27.03 $0.00 7.4% 2.1% 3.6% 0.0% 0.0% 2.7% -0.1% -269 1.5K -5 0.00 100.69 0 0 0 1 2014-01-31 $26.95 $0.00 7.1% 2.0% 3.4% 0.0% 0.0% 2.3% -0.1% -247 1.6K -5 0.00 91.97 0 0 0 1
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