IHY Options History — August 2018

In August 2018, IHY traded between $23.94 and $24.49. ATM implied volatility averaged 8.2%, placing in the 4.4% IV rank vs the trailing year. The 30-day expected move averaged 2.1%. IV traded above realized volatility by 2.5% (HV 20d: 5.7%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.76.

Notable Days

  • 2018-08-01: Highest Volume — 133 contracts
  • 2018-08-15: Largest IV drop — 39.8% change
  • 2018-08-14: Highest IV Rank — 7.8%
  • 2018-08-03: Largest Expected Move — 2.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.23$23.94$24.49$24.49$24.21
ATM IV8.2%6.4%11.5%8.4%6.9%
Expected Move2.1%1.8%2.4%2.4%2.0%
HV 20d5.7%4.7%6.3%6.0%5.5%
HV 60d5.6%5.3%5.8%5.5%5.7%
IV Rank4.4%2.5%7.8%4.6%3.0%
IV Percentile61.6%32.1%83.3%71.8%44.0%
Term Structure-0.3%-2.9%1.8%-2.7%0.6%
Skew 25d-20.9%-120.1%4.1%4.1%0.2%
Skew 10d-53.9%-173.2%2.0%-87.0%0.3%
Call IV 25d28.5%4.3%128.4%4.3%6.4%
Put IV 25d7.6%6.6%8.7%8.4%6.6%
Bid-Ask Spread %166.14105.18184.00175.66166.20
Gamma HHI0.630.510.730.510.72
Net GEX-47.6K-54.4K-41.0K-41.5K-54.4K
Net DEX291.5K233.2K359.3K233.2K314.1K
Net VEX-892-1.1K-743-1.1K-782
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.761.751.771.771.75
Total Volume132.609132133133132
Total OI255.304254256256254

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-08-01$24.49$0.008.4%2.4%6.0%4.6%0.0%4.1%-2.7%-41.5K233.2K-1.1K1.77175.66488528228
2018-08-02$24.46$0.008.1%2.3%5.9%4.3%0.0%4.0%-0.4%-43.3K243.5K-1.1K1.77171.08488528228
2018-08-03$24.45$0.008.5%2.4%5.2%4.7%0.0%3.4%-2.9%-43.0K244.8K-1.1K1.77167.46488528228
2018-08-06$24.37$0.009.3%2.1%5.3%5.5%0.0%3.2%1.6%-44.6K253.9K-1.0K1.77167.10488528228
2018-08-07$24.35$0.009.9%2.0%5.1%6.1%0.0%2.6%1.8%-44.6K253.8K-1.0K1.77168.14488528228
2018-08-08$24.36$0.009.4%2.1%4.7%5.7%0.0%2.7%1.4%-46.0K263.4K-1.0K1.77168.06488528228
2018-08-09$24.36$0.0010.0%2.1%4.7%6.3%0.0%2.7%1.4%-46.0K263.4K-9961.77163.93488528228
2018-08-10$24.14$0.009.1%2.3%5.5%5.3%0.0%1.3%0.1%-43.3K294.7K-8631.77169.93488528228
2018-08-13$24.05$0.0011.1%2.3%5.6%7.4%0.0%0.5%0.3%-41.0K315.4K-8171.77142.07488528228
2018-08-14$23.96$0.0011.5%1.9%5.7%7.8%0.0%-0.2%0.2%-43.1K340.6K-7431.77105.18488528228
2018-08-15$23.94$0.006.9%2.0%5.7%3.1%0.0%-75.4%-0.7%-44.7K359.3K-8381.77151.87488528228
2018-08-16$24.02$0.006.9%2.0%5.9%3.1%0.0%-90.5%0.3%-45.3K327.1K-7621.77173.20488528228
2018-08-17$24.09$0.007.6%2.2%5.8%3.8%0.0%-96.8%-0.4%-48.3K329.8K-8811.77174.59488528228
2018-08-20$24.07$0.007.4%2.1%5.8%3.6%0.0%-35.6%-0.4%-49.4K338.4K-8511.77160.69488528228
2018-08-21$24.21$0.008.0%2.3%6.3%4.2%0.0%-120.1%-1.6%-51.9K302.6K-8751.75179.65488428228
2018-08-22$24.27$0.006.8%2.0%6.0%3.0%0.0%1.6%-0.9%-52.3K299.0K-8601.75174.07488428226
2018-08-23$24.15$0.006.8%1.9%6.2%2.9%0.0%0.8%0.5%-50.4K312.0K-8441.75177.85488428226
2018-08-24$24.23$0.007.0%2.0%6.3%3.2%0.0%1.1%0.2%-53.5K294.8K-8371.75164.24488428226
2018-08-27$24.29$0.008.0%2.3%6.3%4.2%0.0%-95.0%-2.1%-53.0K276.1K-8251.75175.05488428226
2018-08-28$24.29$0.006.8%2.0%6.3%3.0%0.0%1.7%-1.8%-53.2K275.1K-8321.75177.81488428226
2018-08-29$24.30$0.006.4%1.8%5.4%2.5%0.0%1.7%-1.8%-53.0K276.0K-8241.75184.00488428226
2018-08-30$24.25$0.007.4%2.1%5.5%3.6%0.0%0.9%1.3%-50.0K293.3K-8201.75163.36488428226
2018-08-31$24.21$0.006.9%2.0%5.5%3.0%0.0%0.2%0.6%-54.4K314.1K-7821.75166.20488428226