IHY Options History — October 2014

In October 2014, IHY traded between $26.04 and $26.53. ATM implied volatility averaged 19.8%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 13.6% (HV 20d: 6.1%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 3.93.

Notable Days

  • 2014-10-08: Highest Volume — 286 contracts
  • 2014-10-30: Largest IV spike — 176.3% change
  • 2014-10-10: Highest IV Rank — 38.1%
  • 2014-10-30: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.33$26.04$26.53$26.35$26.37
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV19.8%8.4%49.5%19.1%8.4%
Expected Move3.9%2.7%11.6%3.4%2.7%
HV 20d6.1%4.3%7.1%4.4%5.9%
HV 60d5.8%5.2%6.2%5.3%5.2%
IV Rank12.8%3.2%38.1%12.3%3.2%
IV Percentile83.4%42.9%90.6%88.0%42.9%
Term Structure-2.4%-8.0%4.2%-2.6%3.1%
VWIV16.4%10.9%44.5%12.0%10.9%
Skew 25d7.4%3.3%9.6%7.0%3.4%
Skew 10d-3.3%-62.4%12.1%-6.3%2.5%
Call IV 25d13.5%7.0%33.6%13.9%7.0%
Put IV 25d20.9%10.3%42.8%20.9%10.3%
Bid-Ask Spread %82.0658.61166.6974.5495.04
Gamma HHI0.530.340.840.450.84
Net GEX-76.3K-141.9K-29.9K-87.3K-75.7K
Net DEX353.6K91.7K567.6K521.6K91.7K
Net VEX-1.7K-2.3K-1.2K-1.9K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.930.0013.8013.804.00
Total Volume95.261028674200
Total OI630.565378803627576

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-10-01$26.35$25.0019.1%3.4%4.4%12.3%0.0%7.0%-2.6%-87.3K521.6K-1.9K13.8074.54569105522
2014-10-02$26.44$25.0019.0%3.5%4.3%12.2%12.0%7.0%-2.3%-103.3K541.7K-2.0K0.2271.499020110591
2014-10-03$26.24$25.0015.3%3.5%4.6%9.1%0.0%7.6%-3.5%-84.8K486.4K-2.3K0.0089.4102200601
2014-10-06$26.47$25.0019.5%3.5%5.7%12.6%0.0%8.3%-3.2%-89.5K384.4K-2.1K0.0072.1900200602
2014-10-07$26.46$25.0022.9%3.5%5.6%15.5%0.0%7.5%-3.3%-90.3K399.9K-2.0K0.0072.3100200602
2014-10-08$26.53$25.0013.5%2.9%5.8%7.5%12.2%8.3%-1.7%-91.7K340.0K-2.0K0.7958.61160126200602
2014-10-09$26.39$25.0021.5%3.4%6.0%14.3%0.0%8.5%-3.3%-91.2K365.2K-1.9K0.0071.2100200602
2014-10-10$26.31$25.0049.5%10.2%6.0%38.1%39.4%5.8%-2.1%-38.3K463.7K-2.1K0.79166.69160126200602
2014-10-13$26.18$25.0024.4%3.4%6.0%16.8%0.0%9.6%4.2%-97.0K486.1K-1.8K0.0073.7901200602
2014-10-14$26.15$25.0025.8%3.5%6.0%18.0%12.3%8.6%-3.8%-101.2K507.2K-1.7K0.3664.2616058200603
2014-10-15$26.18$25.0024.9%3.4%6.0%17.2%12.3%8.7%-3.7%-106.8K498.8K-1.7K0.3666.1316058200603
2014-10-16$26.04$25.0017.0%3.4%6.2%10.4%0.0%7.4%-3.5%-116.9K567.6K-1.6K0.0076.9000200603
2014-10-17$26.23$25.0015.3%2.7%6.9%9.0%0.0%8.7%-8.0%-141.9K408.0K-1.5K0.00111.4000200603
2014-10-20$26.32$25.0016.6%3.2%7.1%10.1%10.9%7.5%-3.2%-46.0K230.4K-1.3K0.0074.8912055323
2014-10-21$26.31$25.0016.0%3.2%7.1%9.6%12.0%8.1%-2.6%-44.7K224.9K-1.3K6.0073.5184855323
2014-10-22$26.32$25.0016.2%3.2%7.1%9.8%11.8%7.5%-2.7%-44.5K220.8K-1.3K6.0065.4884855323
2014-10-23$26.28$25.0013.4%3.2%7.0%7.5%11.9%6.8%-1.0%-51.4K203.2K-1.2K6.0062.2684855323
2014-10-24$26.31$25.0016.8%3.2%6.8%10.3%11.6%6.7%-2.9%-47.1K214.6K-1.2K13.2559.52810655323
2014-10-27$26.40$25.0016.6%3.2%7.0%10.1%0.0%6.9%-2.1%-56.4K267.6K-1.4K0.0075.410055381
2014-10-28$26.41$25.0017.7%3.2%6.7%11.1%0.0%7.8%-3.4%-55.2K262.9K-1.4K0.0075.180055381
2014-10-29$26.43$25.0012.0%3.1%6.6%6.2%11.9%3.3%-0.1%-64.3K188.7K-1.3K1.7687.039116055381
2014-10-30$26.40$25.0033.1%11.6%6.5%24.2%44.5%9.2%-3.8%-29.9K257.8K-2.1K1.76150.1391160138438
2014-10-31$26.37$25.008.4%2.7%5.9%3.2%10.9%3.4%3.1%-75.7K91.7K-1.7K4.0095.0440160138438