IHY Options History — June 2018

Name: IHY Options Analytics - June 2018
Creator: Options Analysis Suite

In June 2018, IHY traded between $24.26 and $24.71. ATM implied volatility averaged 11.7%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 2.4%. IV traded above realized volatility by 7.1% (HV 20d: 4.6%). 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 9 of 21 days. Put/call ratio averaged 9.71.

Notable Days

2018-06-29: Highest Volume — 164 contracts
2018-06-29: Largest IV spike — 169.0% change
2018-06-11: Highest IV Rank — 44.6%
2018-06-29: Largest Expected Move — 7.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.53	$24.26	$24.71	$24.53	$24.43
Max Pain	$26.00	$26.00	$26.00	$26.00	$26.00
ATM IV	11.7%	5.1%	47.3%	6.9%	25.3%
Expected Move	2.4%	1.5%	7.3%	2.0%	7.3%
HV 20d	4.6%	3.8%	5.1%	4.5%	5.1%
HV 60d	5.8%	4.9%	5.9%	5.8%	4.9%
IV Rank	8.0%	1.2%	44.6%	3.1%	22.0%
IV Percentile	67.5%	7.5%	90.1%	56.0%	88.9%
Term Structure	-1.5%	-29.7%	1.8%	-2.8%	-29.7%
VWIV	28.6%	10.2%	91.6%	18.7%	14.7%
Skew 25d	1.8%	-41.6%	6.4%	4.4%	4.5%
Skew 10d	-95.3%	-152.7%	-32.5%	-112.0%	-32.5%
Call IV 25d	7.9%	4.2%	50.9%	4.2%	5.4%
Put IV 25d	9.7%	8.7%	11.2%	8.7%	9.9%
Bid-Ask Spread %	152.60	130.22	175.18	175.18	171.55
Gamma HHI	0.47	0.45	0.53	0.46	0.45
Net GEX	-58.3K	-66.1K	-50.7K	-51.2K	-63.3K
Net DEX	494.8K	446.9K	561.2K	463.8K	497.4K
Net VEX	-1.3K	-1.4K	-1.2K	-1.2K	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	9.71	2.00	18.75	17.88	2.42
Total Volume	132.19	94	164	151	164
Total OI	341.095	299	365	299	365

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
2018-06-01	$24.53	$0.00	6.9%	2.0%	4.5%	3.1%	0.0%	4.4%	-2.8%	-51.2K	463.8K	-1.2K	17.88	175.18	8	143	8	291
2018-06-04	$24.58	$26.00	7.4%	2.2%	4.5%	3.5%	18.7%	-3.5%	-0.0%	-53.9K	451.5K	-1.2K	17.88	130.22	8	143	8	291
2018-06-05	$24.69	$26.00	9.1%	2.1%	4.8%	5.4%	17.6%	5.1%	1.7%	-53.9K	446.9K	-1.2K	18.75	142.91	8	150	8	291
2018-06-06	$24.60	$26.00	9.9%	2.5%	4.9%	6.2%	21.2%	-41.6%	1.3%	-54.7K	447.2K	-1.3K	18.75	138.15	8	150	8	300
2018-06-07	$24.65	$26.00	10.0%	2.1%	4.9%	6.2%	91.6%	2.4%	-1.1%	-58.1K	460.0K	-1.3K	10.75	145.99	8	86	8	300
2018-06-08	$24.63	$26.00	24.7%	1.9%	4.7%	21.4%	85.5%	4.4%	0.7%	-59.7K	476.0K	-1.3K	14.13	162.32	8	113	8	309
2018-06-11	$24.71	$26.00	47.3%	1.6%	4.9%	44.6%	76.7%	4.7%	1.2%	-66.1K	489.7K	-1.4K	14.13	140.54	8	113	8	329
2018-06-12	$24.60	$26.00	13.9%	1.5%	5.0%	10.3%	23.0%	4.6%	1.4%	-62.2K	507.8K	-1.3K	12.38	149.56	8	99	8	329
2018-06-13	$24.61	$26.00	5.1%	1.5%	4.5%	1.2%	24.6%	5.8%	-0.3%	-64.1K	505.4K	-1.4K	12.38	152.09	8	99	8	348
2018-06-14	$24.54	$26.00	6.3%	1.8%	4.6%	2.4%	20.2%	5.1%	-0.8%	-64.0K	526.8K	-1.4K	12.38	146.51	8	99	8	348
2018-06-15	$24.52	$26.00	6.4%	1.8%	4.6%	2.5%	21.1%	5.1%	1.8%	-61.6K	528.4K	-1.4K	12.38	151.04	8	99	8	348
2018-06-18	$24.51	$26.00	6.6%	1.9%	4.6%	2.7%	19.5%	4.9%	-1.0%	-61.2K	516.0K	-1.3K	12.88	150.06	8	103	8	344
2018-06-19	$24.53	$26.00	6.5%	1.9%	4.6%	2.6%	17.3%	4.0%	-0.4%	-59.3K	516.7K	-1.3K	12.88	147.97	8	103	8	334
2018-06-20	$24.50	$26.00	10.2%	2.9%	4.6%	6.5%	24.3%	3.7%	-2.0%	-58.7K	508.4K	-1.3K	2.00	156.54	48	96	8	334
2018-06-21	$24.47	$26.00	9.4%	2.7%	4.5%	5.6%	17.9%	4.6%	1.2%	-56.0K	490.1K	-1.4K	2.00	154.45	48	96	28	337
2018-06-22	$24.56	$26.00	6.7%	1.9%	4.7%	2.8%	19.6%	0.8%	-1.3%	-59.2K	474.8K	-1.4K	2.00	148.64	48	96	28	337
2018-06-25	$24.51	$26.00	6.8%	1.9%	4.7%	3.0%	20.7%	6.4%	-1.7%	-56.2K	484.2K	-1.4K	2.00	152.71	48	96	28	337
2018-06-26	$24.47	$26.00	9.8%	2.8%	3.8%	6.1%	17.1%	3.9%	-2.2%	-56.5K	503.0K	-1.4K	2.00	155.90	48	96	28	337
2018-06-27	$24.33	$26.00	8.9%	2.6%	4.2%	5.1%	11.2%	5.3%	1.6%	-54.2K	535.4K	-1.3K	2.00	163.59	48	96	28	337
2018-06-28	$24.26	$26.00	9.4%	2.7%	4.3%	5.6%	10.2%	4.3%	0.1%	-50.7K	561.2K	-1.2K	2.00	168.73	48	96	28	337
2018-06-29	$24.43	$26.00	25.3%	7.3%	5.1%	22.0%	14.7%	4.5%	-29.7%	-63.3K	497.4K	-1.3K	2.42	171.55	48	116	28	337