IHY Options History — August 2017

Name: IHY Options Analytics - August 2017
Creator: Options Analysis Suite

In August 2017, IHY traded between $25.37 and $25.70. ATM implied volatility averaged 8.0%, placing in the 4.7% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 4.1% (HV 20d: 3.9%). Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 18.11.

Notable Days

2017-08-31: Highest Volume — 68 contracts
2017-08-28: Largest IV spike — 527.5% change
2017-08-28: Highest IV Rank — 39.2%
2017-08-03: Largest Expected Move — 21.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.51	$25.37	$25.70	$25.48	$25.70
ATM IV	8.0%	5.1%	33.3%	6.5%	5.1%
Expected Move	3.1%	1.5%	21.2%	1.9%	1.5%
HV 20d	3.9%	3.5%	4.6%	4.2%	3.7%
HV 60d	3.9%	3.7%	4.0%	4.0%	3.9%
IV Rank	4.7%	0.7%	39.2%	2.6%	0.7%
IV Percentile	30.8%	2.4%	99.2%	22.2%	2.8%
Term Structure	-1.8%	-3.5%	1.5%	1.5%	-2.0%
Skew 25d	-81.6%	-183.1%	3.4%	-142.4%	0.8%
Skew 10d	-102.7%	-181.2%	2.9%	-142.0%	2.9%
Call IV 25d	91.8%	4.2%	195.5%	153.5%	8.6%
Put IV 25d	10.3%	7.3%	12.5%	11.1%	9.4%
Bid-Ask Spread %	174.26	154.48	189.56	182.10	188.46
Gamma HHI	0.81	0.48	1.00	1.00	0.68
Net GEX	-2.4K	-9.9K	240	-116	-9.9K
Net DEX	29.7K	-540	121.5K	79	116.5K
Net VEX	-88	-362	0	-1	-362
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	18.11	7.00	67.00	7.00	67.00
Total Volume	16.478	7	68	7	68
Total OI	47.261	30	101	30	101

Daily Data (23 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
2017-08-01	$25.48	$0.00	6.5%	1.9%	4.2%	2.6%	0.0%	-142.4%	1.5%	-116	79	-1	0.00	182.10	0	7	0	30
2017-08-02	$25.52	$0.00	6.3%	1.8%	4.0%	2.4%	0.0%	-143.6%	-2.2%	-123	76	-1	0.00	178.52	0	7	0	30
2017-08-03	$25.57	$0.00	6.2%	21.2%	4.0%	2.2%	0.0%	-144.7%	-0.1%	-113	92	-1	0.00	176.47	0	7	0	30
2017-08-04	$25.49	$0.00	7.1%	1.8%	4.3%	3.5%	0.0%	-147.5%	-1.4%	-87	63	0	0.00	181.79	0	7	0	30
2017-08-07	$25.49	$0.00	8.1%	1.9%	4.3%	4.7%	0.0%	-153.3%	-2.0%	-74	40	0	0.00	154.97	0	7	0	30
2017-08-08	$25.50	$0.00	8.5%	1.9%	4.3%	5.4%	0.0%	-154.4%	-2.1%	-32	15	0	7.00	173.80	1	7	0	30
2017-08-09	$25.43	$0.00	6.6%	1.9%	4.5%	2.8%	0.0%	-158.3%	-1.5%	143	-407	-3	7.00	182.71	1	7	1	30
2017-08-10	$25.37	$0.00	7.7%	2.2%	4.6%	4.2%	0.0%	-161.1%	-1.7%	-135	-242	-5	7.00	185.04	1	7	1	30
2017-08-11	$25.42	$0.00	7.7%	2.2%	4.5%	4.2%	0.0%	-162.8%	-1.9%	1	-374	-4	7.00	185.71	1	7	1	30
2017-08-14	$25.44	$0.00	7.5%	2.2%	4.2%	4.0%	0.0%	-170.4%	-2.3%	187	-489	-3	7.00	171.29	1	7	1	30
2017-08-15	$25.41	$0.00	6.8%	2.0%	3.5%	3.1%	0.0%	-62.6%	-1.8%	192	-403	-3	7.00	165.13	1	7	1	30
2017-08-16	$25.47	$0.00	6.8%	1.9%	3.6%	3.0%	0.0%	-68.3%	-1.9%	223	-433	-3	7.00	158.68	1	7	1	30
2017-08-17	$25.40	$0.00	8.0%	2.3%	3.7%	4.7%	0.0%	-35.1%	-2.1%	201	-459	-3	7.00	161.55	1	7	1	30
2017-08-18	$25.43	$0.00	7.1%	2.0%	3.5%	3.5%	0.0%	-183.1%	-2.4%	211	-456	-3	7.00	167.44	1	7	1	30
2017-08-21	$25.48	$0.00	7.9%	2.3%	3.6%	4.6%	0.0%	3.4%	-3.1%	240	-540	-3	27.00	154.48	1	27	1	30
2017-08-22	$25.40	$0.00	7.8%	2.2%	3.8%	4.4%	0.0%	2.1%	-3.5%	-4.4K	41.2K	-56	27.00	163.54	1	27	1	50
2017-08-23	$25.50	$0.00	5.1%	1.5%	3.6%	0.7%	0.0%	3.3%	1.0%	-9.6K	82.1K	-112	27.00	176.12	1	27	1	70
2017-08-24	$25.51	$0.00	6.0%	1.7%	3.5%	1.9%	0.0%	-0.0%	-2.0%	-988	63.2K	-266	27.00	175.60	1	27	1	70
2017-08-25	$25.64	$0.00	5.3%	1.5%	3.8%	1.0%	0.0%	-0.1%	-1.8%	-6.1K	78.4K	-261	17.00	181.07	1	17	1	70
2017-08-28	$25.66	$0.00	33.3%	9.6%	3.8%	39.2%	0.0%	0.7%	-2.1%	-7.3K	92.5K	-290	17.00	176.41	1	17	1	80
2017-08-29	$25.68	$0.00	6.9%	2.0%	3.7%	3.2%	0.0%	1.1%	-3.5%	-7.3K	91.5K	-287	27.00	177.59	1	27	1	80
2017-08-30	$25.66	$0.00	6.0%	1.7%	3.7%	1.9%	0.0%	0.7%	-2.4%	-9.6K	121.5K	-359	27.00	189.56	1	27	1	100
2017-08-31	$25.70	$0.00	5.1%	1.5%	3.7%	0.7%	0.0%	0.8%	-2.0%	-9.9K	116.5K	-362	67.00	188.46	1	67	1	100