IHY Options History — November 2017

In November 2017, IHY traded between $25.32 and $25.72. ATM implied volatility averaged 34.0%, placing in the 31.0% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 30.2% (HV 20d: 3.9%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 6.02.

Notable Days

2017-11-01: Highest Volume — 166 contracts
2017-11-17: Largest IV spike — 1353.9% change
2017-11-22: Highest IV Rank — 99.9%
2017-11-22: Largest Expected Move — 28.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.57	$25.32	$25.72	$25.66	$25.52
Max Pain	$26.00	$26.00	$26.00	$26.00	$26.00
ATM IV	34.0%	5.3%	101.0%	8.0%	7.2%
Expected Move	8.8%	1.5%	28.9%	2.3%	2.1%
HV 20d	3.9%	2.6%	5.0%	2.6%	5.0%
HV 60d	3.9%	3.7%	4.1%	3.7%	4.0%
IV Rank	31.0%	1.3%	99.9%	4.2%	3.3%
IV Percentile	57.1%	7.1%	99.6%	62.3%	54.4%
Term Structure	-1.6%	-4.7%	0.3%	-1.0%	-4.7%
VWIV	11.9%	11.9%	11.9%	11.9%	11.9%
Skew 25d	-139.1%	-189.8%	-27.9%	-145.9%	-61.8%
Skew 10d	-152.8%	-189.8%	-111.9%	-149.2%	-135.0%
Call IV 25d	148.8%	36.4%	199.7%	154.0%	84.0%
Put IV 25d	9.7%	7.9%	22.2%	8.1%	22.2%
Bid-Ask Spread %	172.52	147.11	196.34	168.01	179.09
Gamma HHI	0.54	0.37	0.71	0.50	0.62
Net GEX	-30.0K	-43.3K	-16.0K	-30.9K	-24.4K
Net DEX	157.6K	105.4K	197.0K	113.6K	105.4K
Net VEX	-621	-1.1K	-459	-655	-459
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.02	5.55	6.90	6.90	5.55
Total Volume	144.857	131	166	166	131
Total OI	264.095	253	284	284	253

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
2017-11-01	$25.66	$26.00	8.0%	2.3%	2.6%	4.2%	11.9%	-145.9%	-1.0%	-30.9K	113.6K	-655	6.90	168.01	21	145	21	263
2017-11-02	$25.67	$0.00	5.4%	1.9%	2.6%	1.4%	0.0%	-147.7%	-0.0%	-33.7K	138.9K	-519	6.90	162.47	21	145	1	263
2017-11-03	$25.57	$0.00	6.4%	1.6%	2.9%	2.5%	0.0%	-136.9%	-0.1%	-33.3K	149.7K	-523	6.14	149.19	21	129	1	263
2017-11-06	$25.57	$0.00	7.2%	1.7%	2.9%	3.3%	0.0%	-134.4%	-0.7%	-36.1K	154.1K	-529	6.14	147.11	21	129	1	267
2017-11-07	$25.59	$0.00	75.2%	1.6%	2.9%	73.4%	0.0%	-133.4%	-0.8%	-34.6K	149.2K	-520	6.14	151.53	21	129	1	267
2017-11-08	$25.55	$0.00	79.6%	22.8%	2.7%	77.9%	0.0%	-164.6%	-0.9%	-37.7K	165.8K	-511	6.14	171.02	21	129	1	267
2017-11-09	$25.52	$0.00	80.7%	23.1%	2.7%	79.0%	0.0%	-167.3%	-1.0%	-36.9K	167.1K	-510	6.14	178.98	21	129	1	267
2017-11-10	$25.32	$0.00	6.6%	1.9%	3.7%	2.7%	0.0%	-171.4%	0.3%	-30.1K	197.0K	-511	6.24	182.83	21	131	1	267
2017-11-13	$25.46	$0.00	6.6%	1.9%	4.3%	2.7%	0.0%	-177.6%	-1.2%	-43.3K	183.1K	-507	6.24	176.81	21	131	1	273
2017-11-14	$25.45	$0.00	7.2%	2.1%	4.3%	3.3%	0.0%	-180.7%	-2.0%	-39.0K	185.3K	-525	6.24	168.59	21	131	1	273
2017-11-15	$25.46	$0.00	6.8%	1.9%	4.2%	2.9%	0.0%	-183.2%	-1.9%	-34.6K	189.3K	-502	6.24	167.04	21	131	1	273
2017-11-16	$25.55	$0.00	6.3%	1.8%	4.4%	2.4%	0.0%	-185.0%	-1.4%	-35.4K	175.8K	-518	6.24	165.87	21	131	1	273
2017-11-17	$25.53	$0.00	91.5%	26.2%	4.4%	90.1%	0.0%	-189.8%	-1.5%	-31.7K	180.4K	-506	6.24	181.63	21	131	1	273
2017-11-20	$25.55	$0.00	96.8%	27.8%	4.4%	95.6%	0.0%	-27.9%	-2.3%	-27.4K	125.1K	-510	5.55	184.32	20	111	0	253
2017-11-21	$25.57	$0.00	98.8%	28.3%	4.4%	97.7%	0.0%	-70.5%	-3.1%	-24.3K	107.3K	-490	5.55	184.32	20	111	0	253
2017-11-22	$25.60	$0.00	101.0%	28.9%	4.5%	99.9%	0.0%	-124.4%	-2.1%	-22.8K	192.3K	-1.1K	5.55	174.02	20	111	0	253
2017-11-24	$25.72	$0.00	6.9%	2.0%	4.7%	3.0%	0.0%	-125.9%	-2.0%	-16.0K	144.0K	-853	5.55	180.01	20	111	0	253
2017-11-27	$25.71	$0.00	5.3%	1.5%	4.7%	1.3%	0.0%	-129.6%	-2.3%	-22.7K	187.5K	-1.1K	5.55	174.64	20	111	0	253
2017-11-28	$25.67	$0.00	5.7%	1.6%	4.7%	1.8%	0.0%	-131.3%	-2.6%	-16.5K	144.5K	-808	5.55	179.09	20	111	0	253
2017-11-29	$25.67	$0.00	5.9%	1.7%	4.6%	2.0%	0.0%	-132.5%	-2.7%	-18.6K	154.0K	-880	5.55	196.34	20	111	0	253
2017-11-30	$25.52	$0.00	7.2%	2.1%	5.0%	3.3%	0.0%	-61.8%	-4.7%	-24.4K	105.4K	-459	5.55	179.09	20	111	0	253