IHY Options History — October 2017

In October 2017, IHY traded between $25.61 and $25.84. ATM implied volatility averaged 5.8%, placing in the 1.8% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 2.0% (HV 20d: 3.8%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 67.52.

Notable Days

  • 2017-10-25: Highest Volume — 166 contracts
  • 2017-10-03: Largest IV spike — 57.8% change
  • 2017-10-03: Highest IV Rank — 4.0%
  • 2017-10-03: Largest Expected Move — 2.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.71$25.61$25.84$25.61$25.71
Max Pain$26.00$26.00$26.00$26.00$26.00
ATM IV5.8%4.0%8.4%5.3%7.7%
Expected Move1.7%1.4%2.4%1.5%2.2%
HV 20d3.8%2.3%4.5%4.5%2.4%
HV 60d3.9%3.6%4.2%4.2%3.7%
IV Rank1.8%0.0%4.0%0.8%3.8%
IV Percentile18.7%0.0%63.9%5.6%57.1%
Term Structure3.0%-2.5%89.5%-1.8%-1.8%
VWIV10.2%5.2%35.2%5.3%11.3%
Skew 25d-148.0%-181.8%0.7%0.7%-142.8%
Skew 10d-156.3%-184.5%-135.3%-146.6%-147.8%
Call IV 25d156.6%7.1%191.2%7.1%151.2%
Put IV 25d8.6%7.7%9.6%7.8%8.3%
Bid-Ask Spread %170.20154.50193.39176.51166.46
Gamma HHI0.560.350.780.520.37
Net GEX-41.1K-79.8K-16.3K-37.6K-27.9K
Net DEX209.4K84.4K304.1K250.9K138.8K
Net VEX-621-1.1K-369-626-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio67.526.90140.00140.006.90
Total Volume132.182104166141166
Total OI235.091144255209234

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-10-02$25.61$26.005.3%1.5%4.5%0.8%5.3%0.7%-1.8%-37.6K250.9K-626140.00176.5111401208
2017-10-03$25.67$26.008.4%2.4%4.4%4.0%11.2%-144.3%-0.9%-55.9K264.2K-548120.00193.3911201233
2017-10-04$25.67$26.005.2%1.5%4.3%0.6%5.2%-149.0%-1.0%-41.9K253.6K-708120.00179.8011201253
2017-10-05$25.66$26.004.0%1.7%4.3%0.0%8.2%-150.9%0.2%-43.9K257.8K-687120.00167.6911201253
2017-10-06$25.65$26.004.2%1.4%4.3%0.2%6.0%-152.8%0.2%-45.6K259.7K-672120.00176.5711201253
2017-10-09$25.64$26.004.8%1.6%4.3%0.8%7.7%-152.5%-0.4%-48.3K267.7K-64860.00160.8121201253
2017-10-10$25.66$26.004.9%1.6%4.3%0.9%14.1%-160.5%-0.0%-45.6K265.4K-64960.00171.2021202253
2017-10-11$25.74$26.005.7%1.6%4.4%1.8%14.2%-161.5%-1.7%-64.7K266.4K-57460.00184.2921202253
2017-10-12$25.76$26.005.5%1.6%4.4%1.5%7.6%-160.9%-2.5%-42.5K231.8K-62360.00165.5021202253
2017-10-13$25.79$26.005.6%1.6%4.4%1.7%7.9%-163.0%89.5%-44.0K232.8K-75660.00154.5021202253
2017-10-16$25.75$26.005.7%1.6%4.4%1.8%8.7%-170.6%-1.4%-54.6K238.9K-53460.00171.4421202253
2017-10-17$25.76$26.005.4%1.6%4.3%1.5%8.2%-173.2%-2.2%-54.8K238.5K-53360.00155.2621202253
2017-10-18$25.82$26.005.2%1.5%3.8%1.3%8.0%-175.6%-0.9%-63.9K240.1K-50760.00169.9121202253
2017-10-19$25.84$26.005.8%1.7%3.4%1.9%8.3%-178.5%-1.3%-79.8K250.6K-47760.00166.0121202253
2017-10-20$25.81$26.005.3%1.5%3.4%1.4%8.2%-181.8%-1.7%-16.3K304.1K-43760.00167.3921202253
2017-10-23$25.77$26.006.0%1.7%3.3%2.1%9.0%-135.3%-0.3%-17.5K84.4K-369103.00165.7411031143
2017-10-24$25.75$26.006.1%1.8%3.2%2.2%9.0%-136.8%-0.4%-20.3K94.0K-389128.00169.2211281143
2017-10-25$25.74$26.006.7%1.9%3.1%2.8%10.1%-138.3%-0.4%-18.8K89.2K-3856.90184.12211451193
2017-10-26$25.67$26.006.7%1.9%3.3%2.8%9.6%-140.7%-1.4%-22.1K96.5K-6786.90174.142114521213
2017-10-27$25.63$26.005.3%1.5%3.1%1.3%35.2%-142.7%-1.6%-25.4K120.0K-7036.90168.432114521213
2017-10-30$25.63$26.007.8%2.2%2.3%3.9%11.2%-145.4%-1.9%-32.3K162.5K-1.1K6.90155.992114521213
2017-10-31$25.71$26.007.7%2.2%2.4%3.8%11.3%-142.8%-1.8%-27.9K138.8K-1.1K6.90166.462114521213