IHY Options History — November 2018 In November 2018, IHY traded between $23.40 and $23.94. ATM implied volatility averaged 7.2%, placing in the 3.4% IV rank vs the trailing year. The 30-day expected move averaged 1.8%. IV traded above realized volatility by 3.3% (HV 20d: 4.0%). Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.57.
Notable Days 2018-11-01 : Highest Volume — 63 contracts2018-11-14 : Largest IV drop — 56.7% change2018-11-13 : Highest IV Rank — 9.0%2018-11-26 : Largest Expected Move — 2.2%Monthly Statistics Metric Avg Min Max Open Close Price $23.65 $23.40 $23.94 $23.86 $23.42 ATM IV 7.2% 5.5% 12.6% 6.3% 6.5% Expected Move 1.8% 1.5% 2.2% 1.8% 1.9% HV 20d 4.0% 3.3% 4.4% 4.3% 4.2% HV 60d 4.6% 4.2% 5.1% 5.1% 4.3% IV Rank 3.4% 1.6% 9.0% 2.5% 2.6% IV Percentile 41.7% 7.1% 86.9% 23.0% 25.8% Term Structure 6.2% -2.5% 143.6% -1.3% -0.3% Skew 25d -61.6% -176.8% 4.1% -143.7% 2.9% Skew 10d -113.8% -180.5% -46.5% -149.5% -62.4% Call IV 25d 69.5% 4.1% 186.8% 150.8% 5.2% Put IV 25d 7.9% 5.5% 10.2% 7.2% 8.1% Bid-Ask Spread % 170.92 146.00 188.41 184.42 180.61 Gamma HHI 0.51 0.50 0.53 0.53 0.52 Net GEX 14 -2.6K 3.0K 2.4K -2.0K Net DEX 226 -14.7K 12.7K -9.4K 10.5K Net VEX -136 -152 -118 -130 -118 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.57 0.57 0.57 0.57 Total Volume 63 63 63 63 63 Total OI 42.857 40 43 40 43
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 2018-11-01 $23.86 $0.00 6.3% 1.8% 4.3% 2.5% 0.0% -143.7% -1.3% 2.4K -9.4K -130 0.57 184.42 40 23 20 20 2018-11-02 $23.81 $0.00 6.4% 1.8% 4.3% 2.5% 0.0% -38.2% 2.0% 1.0K -4.8K -152 0.57 178.78 40 23 20 23 2018-11-05 $23.88 $0.00 6.6% 1.6% 4.4% 2.8% 0.0% -53.0% 0.2% 1.8K -8.3K -143 0.57 165.96 40 23 20 23 2018-11-06 $23.92 $0.00 7.8% 1.7% 4.3% 4.0% 0.0% -65.1% 0.1% 2.3K -11.3K -133 0.57 178.67 40 23 20 23 2018-11-07 $23.94 $0.00 6.6% 1.5% 4.1% 2.8% 0.0% -56.1% 0.0% 3.0K -10.2K -131 0.57 173.66 40 23 20 23 2018-11-08 $23.92 $0.00 7.0% 1.6% 3.8% 3.1% 0.0% -53.2% -0.1% 2.2K -10.6K -121 0.57 168.23 40 23 20 23 2018-11-09 $23.87 $0.00 8.3% 1.5% 3.8% 4.5% 0.0% -163.2% -2.4% 1.3K -14.7K -149 0.57 176.46 40 23 20 23 2018-11-12 $23.75 $0.00 10.0% 1.5% 4.0% 6.2% 0.0% -170.7% -0.9% 1.1K -10.5K -147 0.57 182.07 40 23 20 23 2018-11-13 $23.69 $0.00 12.6% 1.5% 3.9% 9.0% 0.0% -173.7% -0.1% 499 -1.5K -150 0.57 172.76 40 23 20 23 2018-11-14 $23.66 $0.00 5.5% 1.6% 3.9% 1.6% 0.0% -176.8% -0.8% 946 -5.0K -152 0.57 167.03 40 23 20 23 2018-11-15 $23.63 $0.00 5.9% 1.7% 3.4% 2.1% 0.0% -97.3% -0.1% 10 1.9K -152 0.57 150.46 40 23 20 23 2018-11-16 $23.60 $0.00 5.9% 1.7% 3.3% 2.0% 0.0% -84.8% -1.0% -144 3.1K -139 0.57 146.00 40 23 20 23 2018-11-19 $23.55 $0.00 6.5% 1.9% 3.3% 2.6% 0.0% 4.1% -1.1% -851 6.2K -140 0.57 148.33 40 23 20 23 2018-11-20 $23.40 $0.00 7.5% 2.1% 3.8% 3.6% 0.0% -42.3% -0.4% -2.0K 11.8K -135 0.57 167.81 40 23 20 23 2018-11-21 $23.50 $0.00 7.2% 2.1% 4.0% 3.4% 0.0% 3.3% -1.8% -1.4K 8.2K -133 0.57 168.17 40 23 20 23 2018-11-23 $23.42 $0.00 7.3% 2.1% 4.1% 3.4% 0.0% 2.7% -2.4% -2.0K 10.5K -126 0.57 166.69 40 23 20 23 2018-11-26 $23.44 $0.00 7.6% 2.2% 4.1% 3.8% 0.0% 2.8% -2.5% -2.1K 10.6K -127 0.57 173.36 40 23 20 23 2018-11-27 $23.41 $0.00 7.4% 2.1% 4.1% 3.5% 0.0% 2.6% -0.3% -2.6K 12.7K -125 0.57 163.34 40 23 20 23 2018-11-28 $23.46 $0.00 6.5% 1.9% 4.2% 2.6% 0.0% 2.8% 0.1% -2.3K 10.5K -120 0.57 188.41 40 23 20 23 2018-11-29 $23.48 $0.00 6.8% 1.9% 4.2% 2.9% 0.0% 2.3% 143.6% -684 5.1K -129 0.57 187.99 40 23 20 23 2018-11-30 $23.42 $0.00 6.5% 1.9% 4.2% 2.6% 0.0% 2.9% -0.3% -2.0K 10.5K -118 0.57 180.61 40 23 20 23
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