IHY Options History — October 2018

In October 2018, IHY traded between $23.80 and $24.26. ATM implied volatility averaged 7.0%, placing in the 3.2% IV rank vs the trailing year. The 30-day expected move averaged 1.9%. IV traded above realized volatility by 2.6% (HV 20d: 4.4%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.59.

Notable Days

  • 2018-10-01: Highest Volume — 79 contracts
  • 2018-10-05: Largest IV spike — 49.1% change
  • 2018-10-05: Highest IV Rank — 7.4%
  • 2018-10-11: Largest Expected Move — 2.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.05$23.80$24.26$24.26$23.84
Max Pain$26.00$26.00$26.00$26.00$26.00
ATM IV7.0%5.8%11.2%5.8%7.1%
Expected Move1.9%1.7%2.4%1.7%2.0%
HV 20d4.4%4.1%5.6%5.6%4.2%
HV 60d5.2%5.0%5.4%5.3%5.1%
IV Rank3.2%1.9%7.4%1.9%3.2%
IV Percentile39.1%17.1%83.3%17.1%44.8%
Term Structure-0.4%-1.7%0.9%-1.2%-1.6%
VWIV6.1%5.8%6.5%5.8%6.5%
Skew 25d-69.9%-116.6%3.6%1.2%-73.0%
Skew 10d-113.5%-166.5%4.0%1.8%-142.8%
Call IV 25d78.0%5.3%124.3%5.3%82.8%
Put IV 25d8.1%5.9%10.5%6.5%9.8%
Bid-Ask Spread %176.96160.98191.78160.98178.57
Gamma HHI0.860.521.000.830.52
Net GEX-68.0K-441.7K5.8K-62.9K1.4K
Net DEX149.4K-19.2K283.8K192.7K-12.2K
Net VEX-249-465-81-386-152
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.500.650.650.50
Total Volume72.30460797960
Total OI174.3484024624640

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-10-01$24.26$26.005.8%1.7%5.6%1.9%5.8%1.2%-1.2%-62.9K192.7K-3860.65160.98483128218
2018-10-02$24.24$26.006.1%1.7%4.3%2.2%6.1%-100.4%-0.4%-66.0K204.1K-4020.65169.22483128218
2018-10-03$24.18$26.006.5%1.9%4.4%2.7%6.5%-97.2%-1.2%-74.1K227.8K-4240.65182.20483128218
2018-10-04$24.15$0.007.5%2.2%4.4%3.7%0.0%-100.9%-0.6%-72.7K231.0K-3620.65173.42483128218
2018-10-05$24.14$0.0011.2%1.8%4.4%7.4%0.0%-95.7%0.4%-58.6K256.5K-4650.65177.98483128218
2018-10-08$24.07$0.006.7%1.9%4.4%2.8%0.0%-93.7%-0.1%-97.3K251.7K-3210.65165.04483128218
2018-10-09$24.13$0.007.6%2.0%4.4%3.8%0.0%-94.5%-0.3%-85.2K247.5K-3780.65172.49483128218
2018-10-10$24.03$0.007.2%2.1%4.4%3.4%0.0%-94.0%-0.4%-77.8K283.8K-3740.65175.32483128218
2018-10-11$24.13$0.008.2%2.4%4.6%4.4%0.0%-105.2%-0.9%-74.7K257.4K-3720.65177.10483128218
2018-10-12$24.11$0.007.5%2.1%4.6%3.6%0.0%-103.5%-0.2%-85.7K242.7K-2680.65171.41483128218
2018-10-15$24.16$0.007.3%2.1%4.5%3.5%0.0%-113.8%0.4%-81.2K222.7K-2150.65168.28483128218
2018-10-16$24.21$0.007.1%2.0%4.5%3.2%0.0%-116.6%0.1%-76.5K214.8K-2690.65167.34483128218
2018-10-17$24.16$0.006.3%1.8%4.1%2.4%0.0%3.6%0.7%-89.1K229.3K-2610.65184.42483128218
2018-10-18$24.01$0.006.5%1.9%4.4%2.7%0.0%2.0%-0.2%-151.3K282.2K-1600.65175.71483128218
2018-10-19$24.04$0.006.6%1.9%4.4%2.7%0.0%2.5%0.1%-441.7K180.0K-980.60184.93482928218
2018-10-22$23.99$0.006.7%1.9%4.4%2.9%0.0%-57.1%-1.2%3.4K-3.3K-1720.50175.5140202020
2018-10-23$24.01$0.006.6%1.9%4.3%2.7%0.0%-53.2%-0.1%5.6K-19.2K-890.50191.7840202020
2018-10-24$23.89$0.006.6%1.9%4.5%2.7%0.0%-50.6%0.8%5.7K-15.8K-820.50184.0040202020
2018-10-25$23.85$0.006.1%1.7%4.4%2.2%0.0%-45.1%0.9%5.8K-15.1K-830.50186.8040202020
2018-10-26$23.86$0.006.3%1.8%4.4%2.4%0.0%-86.0%-1.7%5.3K-15.5K-810.50179.3040202020
2018-10-29$23.81$0.006.6%1.9%4.2%2.7%0.0%-73.7%-0.7%2.1K5.3K-1520.50184.5640202020
2018-10-30$23.80$0.006.7%1.9%4.2%2.9%0.0%-62.4%-1.4%1.4K-12.1K-1530.50183.7240202020
2018-10-31$23.84$0.007.1%2.0%4.2%3.2%0.0%-73.0%-1.6%1.4K-12.2K-1520.50178.5740202020