IHY Options History — March 2014 In March 2014, IHY traded between $27.34 and $27.60. ATM implied volatility averaged 30.0%. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 24.9% (HV 20d: 5.0%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2014-03-18 : Highest Volume — 10 contracts2014-03-06 : Largest IV spike — 1081.9% change2014-03-06 : Largest Expected Move — 31.1%Monthly Statistics Metric Avg Min Max Open Close Price $27.50 $27.34 $27.60 $27.34 $27.60 Max Pain $27.00 $27.00 $27.00 $27.00 $27.00 ATM IV 30.0% 6.2% 108.5% 8.1% 7.7% Expected Move 8.5% 1.5% 31.1% 2.3% 2.2% HV 20d 5.0% 3.2% 5.8% 5.8% 3.2% HV 60d 4.5% 4.3% 4.8% 4.8% 4.3% Term Structure -5.9% -44.4% 35.0% -1.9% -0.6% Skew 25d 1.5% -4.5% 21.0% 0.2% 2.5% Skew 10d -2.5% -16.8% 21.0% 1.4% 0.9% Call IV 25d 42.0% 4.6% 122.0% 7.1% 5.5% Put IV 25d 43.5% 5.7% 143.0% 7.3% 8.0% Bid-Ask Spread % 94.77 33.51 199.22 70.60 83.44 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -668 -2.7K -49 -364 -2.4K Net DEX 5.7K 704 13.7K 1.0K 12.1K Net VEX -26 -66 -3 -4 -61 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.476 0 10 0 0 Total OI 4.81 1 11 1 11
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 2014-03-03 $27.34 $0.00 8.1% 2.3% 5.8% 0.0% 0.0% 0.2% -1.9% -364 1.0K -4 0.00 70.60 0 0 0 1 2014-03-04 $27.44 $0.00 8.6% 2.5% 5.5% 0.0% 0.0% 2.6% -0.7% -345 910 -3 0.00 68.50 0 0 0 1 2014-03-05 $27.49 $0.00 9.2% 2.6% 5.5% 0.0% 0.0% 2.4% -1.5% -318 880 -3 0.00 86.02 0 0 0 1 2014-03-06 $27.54 $0.00 108.5% 31.1% 5.3% 0.0% 0.0% 21.0% -44.4% -49 1.2K -4 0.00 199.22 0 0 0 1 2014-03-07 $27.60 $27.00 6.9% 1.5% 5.1% 0.0% 0.0% 2.2% -0.0% -319 704 -3 0.00 33.51 0 0 0 1 2014-03-10 $27.57 $27.00 8.2% 1.7% 5.2% 0.0% 0.0% 2.2% -0.2% -320 756 -3 0.00 43.62 0 0 0 1 2014-03-11 $27.57 $27.00 8.6% 1.7% 5.2% 0.0% 0.0% 1.5% -0.3% -328 734 -3 0.00 42.10 0 0 0 1 2014-03-12 $27.53 $27.00 8.7% 1.6% 5.1% 0.0% 0.0% 0.4% 35.0% -346 765 -3 0.00 37.91 0 0 0 1 2014-03-13 $27.50 $27.00 6.5% 1.9% 5.1% 0.0% 0.0% 0.3% 28.8% -352 806 -3 0.00 39.72 0 0 0 1 2014-03-14 $27.47 $27.00 6.6% 1.9% 5.1% 0.0% 0.0% 0.1% 31.2% -362 838 -3 0.00 39.44 0 0 0 1 2014-03-17 $27.50 $27.00 40.2% 11.5% 5.1% 0.0% 0.0% 0.1% -36.9% -58 1.2K -3 0.00 175.30 0 0 0 1 2014-03-18 $27.55 $27.00 76.7% 22.0% 4.9% 0.0% 0.0% 0.6% -40.9% -58 1.2K -3 0.00 175.72 0 10 0 1 2014-03-19 $27.48 $27.00 41.5% 11.9% 5.0% 0.0% 0.0% 0.0% -39.0% -559 13.6K -66 0.00 175.30 0 0 0 11 2014-03-20 $27.42 $27.00 6.2% 1.8% 5.0% 0.0% 0.0% 0.0% 0.0% -137 1.2K -3 0.00 77.64 0 0 0 1 2014-03-21 $27.46 $27.00 7.4% 2.1% 4.9% 0.0% 0.0% 1.6% 29.7% -889 13.3K -65 0.00 39.35 0 0 0 11 2014-03-24 $27.40 $27.00 85.3% 24.4% 4.9% 0.0% 0.0% -2.0% -25.2% -542 13.7K -64 0.00 174.06 0 0 0 11 2014-03-25 $27.49 $27.00 83.2% 23.9% 5.0% 0.0% 0.0% -4.5% -24.3% -509 13.5K -64 0.00 173.65 0 0 0 11 2014-03-26 $27.55 $27.00 85.9% 24.6% 5.1% 0.0% 0.0% -3.4% -24.0% -504 13.4K -63 0.00 174.46 0 0 0 11 2014-03-27 $27.53 $27.00 7.3% 2.1% 5.0% 0.0% 0.0% 1.1% -0.6% -2.7K 13.4K -63 0.00 39.24 0 0 0 11 2014-03-28 $27.50 $27.00 8.4% 2.4% 4.8% 0.0% 0.0% 0.9% -3.2% -2.5K 13.7K -63 0.00 41.44 0 0 0 11 2014-03-31 $27.60 $27.00 7.7% 2.2% 3.2% 0.0% 0.0% 2.5% -0.6% -2.4K 12.1K -61 0.00 83.44 0 0 0 11
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