IHY Options History — December 2017

In December 2017, IHY traded between $25.46 and $25.64. ATM implied volatility averaged 56.1%, placing in the 53.7% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 52.3% (HV 20d: 3.8%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 5.59.

Notable Days

2017-12-21: Highest Volume — 150 contracts
2017-12-20: Largest IV spike — 1398.5% change
2017-12-27: Highest IV Rank — 100.0%
2017-12-11: Largest Expected Move — 44.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.53	$25.46	$25.64	$25.58	$25.64
Max Pain	$26.00	$26.00	$26.00	$26.00	$26.00
ATM IV	56.1%	4.7%	101.1%	6.3%	4.7%
Expected Move	17.8%	1.4%	44.5%	1.8%	1.4%
HV 20d	3.8%	2.5%	5.0%	5.0%	2.5%
HV 60d	3.8%	3.4%	4.1%	4.0%	3.5%
IV Rank	53.7%	0.8%	100.0%	2.4%	0.8%
IV Percentile	76.8%	1.6%	100.0%	34.1%	1.6%
Term Structure	-24.1%	-152.6%	0.5%	-2.3%	-1.4%
VWIV	71.5%	6.1%	113.2%	7.6%	6.8%
Skew 25d	-84.9%	-179.7%	26.4%	-137.9%	-141.7%
Skew 10d	-78.8%	-142.8%	26.4%	-133.9%	-141.7%
Call IV 25d	149.6%	17.0%	189.9%	145.5%	149.6%
Put IV 25d	64.7%	6.8%	199.5%	7.6%	8.0%
Bid-Ask Spread %	175.61	145.41	185.92	178.72	174.85
Gamma HHI	0.56	0.38	0.85	0.40	0.67
Net GEX	-17.8K	-27.6K	-10.5K	-26.8K	-27.5K
Net DEX	148.1K	127.1K	214.5K	136.2K	143.1K
Net VEX	-648	-1.1K	-436	-588	-505
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.59	5.30	6.50	5.55	5.30
Total Volume	131.9	126	150	131	126
Total OI	259.4	253	279	253	279

Daily Data (20 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	Put OI
2017-12-01	$25.58	$0.00	6.3%	1.8%	5.0%	2.4%	0.0%	-137.9%	-2.3%	-26.8K	136.2K	-588	5.55	178.72	20	111	253
2017-12-04	$25.58	$26.00	7.1%	1.7%	4.8%	3.2%	7.6%	-129.1%	0.5%	-23.1K	127.1K	-485	5.55	150.86	20	111	253
2017-12-05	$25.53	$26.00	8.0%	1.8%	4.9%	4.1%	7.8%	-129.3%	0.3%	-27.6K	134.0K	-526	5.55	145.41	20	111	253
2017-12-06	$25.48	$26.00	8.8%	1.7%	4.9%	4.9%	82.5%	-143.5%	-1.1%	-21.1K	141.9K	-574	5.55	166.56	20	111	253
2017-12-07	$25.51	$26.00	50.3%	23.8%	4.9%	47.7%	83.9%	-120.5%	-9.8%	-19.2K	197.8K	-1.1K	5.55	182.00	20	111	253
2017-12-08	$25.48	$26.00	77.7%	22.3%	4.9%	76.0%	84.7%	23.8%	-67.2%	-12.8K	138.2K	-781	5.55	185.03	20	111	253
2017-12-11	$25.51	$26.00	61.7%	44.5%	4.0%	59.5%	88.0%	25.1%	-71.6%	-19.5K	162.7K	-899	5.55	181.95	20	111	253
2017-12-12	$25.46	$26.00	81.8%	23.4%	3.6%	80.1%	88.9%	24.6%	-73.9%	-12.5K	137.1K	-749	5.55	185.17	20	111	253
2017-12-13	$25.50	$26.00	81.8%	23.5%	3.6%	80.2%	89.7%	25.5%	-152.6%	-10.6K	127.8K	-461	5.55	182.32	20	111	253
2017-12-14	$25.51	$26.00	80.9%	23.2%	3.6%	79.2%	91.0%	25.9%	-1.1%	-10.5K	127.7K	-457	5.55	178.88	20	111	253
2017-12-15	$25.51	$26.00	82.0%	23.5%	3.4%	80.4%	91.9%	26.4%	-1.0%	-11.0K	127.7K	-452	5.55	185.92	20	111	253
2017-12-18	$25.49	$26.00	87.5%	25.1%	3.4%	86.1%	96.0%	-129.7%	-45.5%	-14.2K	130.4K	-470	5.55	181.59	20	111	253
2017-12-19	$25.53	$26.00	6.0%	1.7%	3.4%	2.1%	6.1%	-175.1%	-1.1%	-16.1K	136.9K	-436	5.55	179.03	20	111	253
2017-12-20	$25.50	$26.00	90.4%	25.9%	3.4%	89.0%	99.1%	-10.0%	-48.5%	-12.6K	140.5K	-692	5.55	174.21	20	111	253
2017-12-21	$25.53	$26.00	90.1%	25.8%	3.4%	88.7%	101.4%	-179.7%	-0.3%	-19.5K	182.1K	-908	6.50	168.81	20	130	253
2017-12-22	$25.58	$26.00	91.7%	26.3%	3.0%	90.4%	103.0%	-133.2%	-1.1%	-13.1K	150.5K	-782	6.50	177.30	20	130	278
2017-12-26	$25.58	$26.00	99.0%	28.4%	3.0%	97.9%	111.2%	-138.1%	-1.3%	-18.2K	214.5K	-1.1K	5.30	177.30	20	106	278
2017-12-27	$25.53	$26.00	101.1%	29.0%	3.1%	100.0%	113.2%	-140.3%	-1.5%	-19.4K	153.3K	-544	5.30	178.01	20	106	279
2017-12-28	$25.58	$26.00	5.0%	1.4%	3.2%	1.0%	6.3%	-141.0%	-1.4%	-19.8K	151.4K	-525	5.30	178.32	20	106	279
2017-12-29	$25.64	$26.00	4.7%	1.4%	2.5%	0.8%	6.8%	-141.7%	-1.4%	-27.5K	143.1K	-505	5.30	174.85	20	106	279