IHY Options History — April 2014 In April 2014, IHY traded between $27.49 and $27.80. ATM implied volatility averaged 63.3%. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 60.1% (HV 20d: 3.2%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-04-25 : Highest Volume — 35 contracts2014-04-23 : Largest IV drop — 93.3% change2014-04-03 : Largest Expected Move — 31.7%Monthly Statistics Metric Avg Min Max Open Close Price $27.65 $27.49 $27.80 $27.52 $27.80 Max Pain $27.00 $27.00 $27.00 $27.00 $27.00 ATM IV 63.3% 5.8% 112.1% 102.3% 7.9% Expected Move 17.1% 1.7% 31.7% 29.3% 2.3% HV 20d 3.2% 2.6% 3.5% 3.2% 2.6% HV 60d 4.3% 4.0% 4.4% 4.4% 4.0% Term Structure -21.6% -40.9% 2.5% -39.5% 2.5% Skew 25d -0.9% -37.8% 16.6% -5.0% -37.8% Skew 10d -17.5% -85.1% 16.6% -16.7% -85.1% Call IV 25d 79.9% 32.3% 148.6% 139.7% 47.5% Put IV 25d 79.0% 7.9% 142.6% 134.7% 9.7% Bid-Ask Spread % 179.11 129.86 200.00 175.60 139.97 Gamma HHI 0.83 0.35 1.00 1.00 0.36 Net GEX -829 -4.3K 3.0K -525 -195 Net DEX 14.8K -2.2K 30.9K 13.4K 12.8K Net VEX -123 -467 -56 -61 -450 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 4.095 0 35 0 0 Total OI 26.619 11 96 11 96
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 2014-04-01 $27.52 $27.00 102.3% 29.3% 3.2% 0.0% 0.0% -5.0% -39.5% -525 13.4K -61 0.00 175.60 0 0 0 11 2014-04-02 $27.50 $27.00 107.3% 30.8% 3.2% 0.0% 0.0% -5.4% -38.4% -525 13.4K -61 0.00 176.29 0 0 0 11 2014-04-03 $27.49 $27.00 110.6% 31.7% 3.1% 0.0% 0.0% -5.9% -40.9% -527 13.4K -61 0.00 175.94 0 0 0 11 2014-04-04 $27.54 $0.00 112.1% 19.0% 3.1% 0.0% 0.0% 11.3% -24.4% -522 13.3K -60 0.00 200.00 0 0 0 11 2014-04-07 $27.56 $0.00 76.1% 19.7% 3.1% 0.0% 0.0% 12.0% -26.3% -534 13.3K -59 0.00 199.60 0 0 0 11 2014-04-08 $27.66 $0.00 79.4% 19.9% 3.3% 0.0% 0.0% 13.4% -26.7% -515 13.1K -59 0.00 198.06 0 0 0 11 2014-04-09 $27.74 $0.00 83.3% 20.1% 3.4% 0.0% 0.0% 14.6% -27.2% -517 13.0K -59 0.00 198.82 0 0 0 11 2014-04-10 $27.74 $0.00 65.3% 18.7% 3.4% 0.0% 0.0% 14.8% -18.1% -547 13.1K -58 0.00 196.59 0 1 0 11 2014-04-11 $27.70 $0.00 72.1% 20.7% 3.4% 0.0% 0.0% 14.5% -28.8% -587 14.5K -64 0.00 197.69 0 0 0 12 2014-04-14 $27.63 $0.00 75.4% 21.6% 3.5% 0.0% 0.0% 14.2% -31.7% -603 14.6K -62 0.00 198.82 0 0 0 12 2014-04-15 $27.61 $0.00 76.6% 22.0% 3.5% 0.0% 0.0% 14.1% -32.8% -789 14.2K -62 0.00 198.07 0 0 0 12 2014-04-16 $27.68 $0.00 77.8% 22.3% 3.4% 0.0% 0.0% 15.3% -33.5% -787 14.0K -61 0.00 198.04 0 0 0 12 2014-04-17 $27.64 $0.00 79.1% 22.7% 3.4% 0.0% 0.0% 15.0% -34.8% -811 13.9K -61 0.00 198.04 0 0 0 12 2014-04-21 $27.64 $0.00 85.0% 24.4% 3.4% 0.0% 0.0% 16.1% -30.3% -537 13.5K -59 0.00 198.46 0 0 0 11 2014-04-22 $27.65 $0.00 86.7% 24.9% 3.2% 0.0% 0.0% 16.6% -31.5% -538 13.5K -59 0.00 198.12 0 0 0 11 2014-04-23 $27.68 $0.00 5.8% 1.7% 3.1% 0.0% 0.0% -24.5% 1.5% -2.4K 12.5K -56 0.00 151.27 0 18 0 11 2014-04-24 $27.70 $0.00 6.0% 1.7% 3.0% 0.0% 0.0% -30.0% 1.9% -4.3K 30.9K -179 0.00 150.26 0 32 0 29 2014-04-25 $27.69 $0.00 6.1% 1.7% 3.0% 0.0% 0.0% -31.6% 1.8% -4.2K 30.9K -179 0.00 150.26 35 0 0 61 2014-04-28 $27.70 $0.00 7.7% 2.2% 2.9% 0.0% 0.0% -25.2% 2.3% 3.0K -2.2K -347 0.00 129.86 0 0 35 61 2014-04-29 $27.72 $0.00 5.8% 1.7% 2.7% 0.0% 0.0% -26.3% 1.9% -403 22.6K -467 0.00 131.53 0 0 35 61 2014-04-30 $27.80 $0.00 7.9% 2.3% 2.6% 0.0% 0.0% -37.8% 2.5% -195 12.8K -450 0.00 139.97 0 0 35 61
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