IHY Options History — October 2015

In October 2015, IHY traded between $23.08 and $23.77. ATM implied volatility averaged 102.1%, placing in the 54.9% IV rank vs the trailing year. The 30-day expected move averaged 24.9%. IV traded above realized volatility by 95.4% (HV 20d: 6.8%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.32.

Notable Days

2015-10-14: Highest Volume — 60 contracts
2015-10-14: Largest IV spike — 291.0% change
2015-10-01: Highest IV Rank — 100.0%
2015-10-08: Largest Expected Move — 46.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.57	$23.08	$23.77	$23.08	$23.73
Max Pain	$24.00	$24.00	$24.00	$24.00	$24.00
ATM IV	102.1%	21.7%	193.3%	137.3%	110.8%
Expected Move	24.9%	3.5%	46.6%	39.4%	31.8%
HV 20d	6.8%	5.8%	7.4%	7.0%	6.3%
HV 60d	6.5%	6.1%	6.9%	6.1%	6.6%
IV Rank	54.9%	7.6%	100.0%	100.0%	55.6%
IV Percentile	93.0%	75.8%	100.0%	100.0%	94.8%
Term Structure	-38.2%	-107.4%	47.1%	-54.7%	-98.1%
VWIV	159.1%	157.9%	160.3%	157.9%	160.3%
Skew 25d	-6.2%	-117.0%	22.3%	-17.1%	12.3%
Skew 10d	15.2%	-117.0%	44.8%	-17.1%	40.2%
Call IV 25d	123.2%	13.5%	179.6%	170.2%	151.1%
Put IV 25d	117.1%	13.3%	163.3%	153.1%	163.3%
Bid-Ask Spread %	169.42	154.96	196.67	175.53	174.45
Gamma HHI	0.67	0.48	0.86	0.52	0.74
Net GEX	-5.8K	-14.8K	-2.1K	-2.4K	-7.9K
Net DEX	94.7K	56.6K	118.0K	68.2K	88.3K
Net VEX	-668	-791	-555	-791	-597
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.30	0.33	0.31	0.33
Total Volume	42.364	0	60	59	28
Total OI	170.636	143	194	194	143

Daily Data (22 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
2015-10-01	$23.08	$24.00	137.3%	39.4%	7.0%	100.0%	157.9%	-17.1%	-54.7%	-2.4K	68.2K	-791	0.31	175.53	45	14	63	131
2015-10-02	$23.15	$24.00	50.6%	14.5%	7.0%	33.2%	160.3%	-117.0%	33.6%	-2.1K	80.6K	-776	0.31	179.02	45	14	63	131
2015-10-05	$23.29	$0.00	157.7%	22.1%	7.3%	100.0%	0.0%	-3.6%	-24.2%	-6.3K	81.8K	-776	0.00	196.67	0	0	63	131
2015-10-06	$23.36	$0.00	76.0%	4.3%	7.1%	45.6%	0.0%	-24.1%	-0.5%	-10.5K	100.3K	-749	0.31	162.40	45	14	63	131
2015-10-07	$23.49	$0.00	173.5%	22.7%	7.4%	100.0%	0.0%	8.6%	-29.1%	-3.8K	83.9K	-753	0.31	170.20	45	14	63	131
2015-10-08	$23.52	$0.00	162.4%	46.6%	7.0%	93.3%	0.0%	-66.1%	-107.4%	-3.1K	110.7K	-686	0.31	186.88	45	14	63	131
2015-10-09	$23.65	$0.00	193.3%	22.4%	7.3%	100.0%	0.0%	22.3%	-25.1%	-3.3K	66.0K	-751	0.31	168.23	45	14	63	131
2015-10-12	$23.74	$0.00	24.5%	3.5%	7.2%	9.1%	0.0%	-0.2%	2.1%	-14.8K	107.9K	-656	0.31	154.96	45	14	63	131
2015-10-13	$23.69	$0.00	21.7%	12.9%	7.2%	7.6%	0.0%	-78.1%	47.1%	-6.6K	103.1K	-670	0.31	164.05	45	14	63	131
2015-10-14	$23.77	$0.00	84.9%	24.3%	7.2%	41.6%	0.0%	9.1%	-26.3%	-7.0K	110.2K	-673	0.30	163.48	46	14	63	131
2015-10-15	$23.66	$0.00	84.6%	24.3%	7.1%	41.5%	0.0%	9.6%	-29.6%	-6.7K	112.4K	-666	0.30	162.70	46	14	61	131
2015-10-16	$23.68	$0.00	85.8%	24.6%	6.7%	42.1%	0.0%	9.6%	-30.6%	-3.8K	114.1K	-660	0.30	162.86	46	14	61	131
2015-10-19	$23.75	$0.00	89.6%	25.7%	6.5%	44.2%	0.0%	9.9%	-24.4%	-5.0K	102.5K	-645	0.33	167.47	21	7	21	122
2015-10-20	$23.75	$0.00	90.9%	26.1%	5.9%	44.9%	0.0%	10.1%	-25.2%	-2.5K	109.3K	-608	0.33	169.72	21	7	21	122
2015-10-21	$23.76	$0.00	92.5%	26.5%	5.8%	45.8%	0.0%	10.4%	-23.3%	-4.9K	103.9K	-636	0.33	161.37	21	7	21	122
2015-10-22	$23.52	$0.00	94.5%	27.1%	6.9%	46.8%	0.0%	10.8%	-27.3%	-4.8K	100.4K	-639	0.33	167.17	21	7	21	122
2015-10-23	$23.60	$0.00	96.1%	27.5%	6.9%	47.7%	0.0%	10.8%	-28.9%	-10.9K	118.0K	-596	0.33	168.56	21	7	21	122
2015-10-26	$23.64	$0.00	101.6%	29.1%	6.3%	50.7%	0.0%	11.4%	-89.0%	-8.3K	97.0K	-620	0.33	170.81	21	7	21	122
2015-10-27	$23.61	$0.00	103.8%	29.8%	6.2%	51.8%	0.0%	11.7%	-91.2%	-5.8K	56.6K	-555	0.33	162.53	21	7	21	122
2015-10-28	$23.56	$0.00	106.2%	30.4%	6.3%	53.1%	0.0%	12.1%	-93.1%	-3.2K	98.9K	-611	0.33	172.37	21	7	21	122
2015-10-29	$23.58	$0.00	108.5%	31.1%	6.1%	54.4%	0.0%	12.3%	-94.9%	-4.0K	69.2K	-578	0.33	165.76	21	7	21	122
2015-10-30	$23.73	$0.00	110.8%	31.8%	6.3%	55.6%	0.0%	12.3%	-98.1%	-7.9K	88.3K	-597	0.33	174.45	21	7	21	122