IHY Options History — May 2018

In May 2018, IHY traded between $24.48 and $25.05. ATM implied volatility averaged 7.3%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 2.1%. IV traded above realized volatility by 2.9% (HV 20d: 4.4%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 8.19.

Notable Days

  • 2018-05-23: Highest Volume — 151 contracts
  • 2018-05-29: Largest IV spike — 63.6% change
  • 2018-05-29: Highest IV Rank — 7.9%
  • 2018-05-29: Largest Expected Move — 3.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.81$24.48$25.05$25.05$24.54
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV7.3%5.8%11.6%5.8%7.3%
Expected Move2.1%1.6%3.3%1.6%2.1%
HV 20d4.4%3.7%7.9%7.9%4.5%
HV 60d5.6%5.5%5.8%5.7%5.8%
IV Rank3.5%1.9%7.9%1.9%3.4%
IV Percentile61.5%23.4%87.7%23.4%65.9%
Term Structure-0.1%-3.0%3.0%1.0%-3.0%
VWIV7.7%6.5%8.9%6.5%8.9%
Skew 25d-18.0%-71.0%7.7%-70.4%4.5%
Skew 10d-53.1%-133.9%7.0%-122.6%-69.2%
Call IV 25d27.4%4.8%77.0%76.3%4.8%
Put IV 25d9.3%5.9%13.3%5.9%9.2%
Bid-Ask Spread %156.58101.98196.91183.83196.91
Gamma HHI0.440.400.690.430.47
Net GEX-38.0K-51.6K-28.9K-33.8K-48.7K
Net DEX318.2K183.3K494.7K293.8K486.0K
Net VEX-947-1.4K-335-1.1K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.192.3817.882.5017.88
Total Volume73.52715128151
Total OI246.318222299222299

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-05-01$25.05$25.005.8%1.6%7.9%1.9%6.5%-70.4%1.0%-33.8K293.8K-1.1K2.50183.838208214
2018-05-02$25.00$25.007.3%2.1%6.9%3.5%8.9%-70.3%0.3%-33.1K282.8K-1.1K2.50179.758208214
2018-05-03$24.99$0.006.8%1.7%5.4%3.0%0.0%-71.0%0.6%-33.5K281.6K-1.1K2.50179.198208214
2018-05-04$24.90$0.007.0%1.8%5.4%3.1%0.0%-54.6%-0.7%-33.1K295.4K-1.1K2.50155.608208214
2018-05-07$24.92$0.007.2%1.9%3.9%3.3%0.0%-59.1%-0.7%-33.0K195.9K-4072.50180.158208214
2018-05-08$24.85$0.008.2%1.9%3.7%4.4%0.0%2.8%-0.9%-35.6K207.7K-3962.50139.578208214
2018-05-09$24.80$0.007.6%2.2%3.7%3.8%0.0%3.6%-0.8%-37.1K290.9K-1.1K2.50132.988208214
2018-05-10$24.89$0.007.8%2.2%3.9%4.0%0.0%3.1%-0.4%-37.2K279.3K-1.0K2.38147.818198214
2018-05-11$24.93$0.008.0%2.3%4.0%4.2%0.0%-0.3%-1.2%-30.7K190.0K-3802.38136.488198214
2018-05-14$24.97$0.007.8%2.2%3.8%3.9%0.0%0.2%-0.4%-28.9K183.3K-3822.38151.408198214
2018-05-15$24.81$0.007.9%2.3%4.2%4.1%0.0%3.7%-0.9%-35.0K290.2K-1.0K2.38139.188198214
2018-05-16$24.83$0.007.6%2.2%4.3%3.8%0.0%3.0%-1.4%-31.9K201.3K-3352.38145.198198214
2018-05-17$24.80$0.006.4%1.8%4.3%2.5%0.0%3.8%1.4%-37.0K297.8K-1.0K11.00155.968888214
2018-05-18$24.77$0.006.9%2.0%4.0%3.0%0.0%-52.8%1.2%-40.9K368.0K-1.2K11.00155.538888253
2018-05-21$24.78$0.006.2%1.8%4.0%2.4%0.0%3.3%1.3%-40.9K369.3K-1.2K10.75137.588868251
2018-05-22$24.79$0.006.5%1.9%3.7%2.6%0.0%3.7%1.6%-42.9K361.2K-1.2K10.75175.968868251
2018-05-23$24.72$0.007.5%2.1%3.8%3.7%0.0%-23.2%2.7%-40.7K369.3K-1.2K17.88147.3681438251
2018-05-24$24.74$0.006.0%1.7%3.8%2.2%0.0%3.3%3.0%-36.3K347.2K-58117.88101.9881438291
2018-05-25$24.67$0.007.1%2.0%3.8%3.2%0.0%-42.6%-1.0%-51.6K435.9K-1.4K17.88173.5881438291
2018-05-29$24.48$0.0011.6%3.3%4.4%7.9%0.0%7.7%-0.6%-46.2K494.7K-1.2K17.88159.2881438291
2018-05-30$24.53$0.007.1%2.0%4.5%3.3%0.0%4.7%-2.8%-49.0K479.3K-1.2K17.88169.5381438291
2018-05-31$24.54$0.007.3%2.1%4.5%3.4%0.0%4.5%-3.0%-48.7K486.0K-1.2K17.88196.9181438291