IHY Options History — December 2018 In December 2018, IHY traded between $23.30 and $23.47. ATM implied volatility averaged 8.8%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 4.9% (HV 20d: 3.9%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 8 of 20 days.
Notable Days 2018-12-19 : Largest IV spike — 65.3% change2018-12-20 : Highest IV Rank — 9.6%2018-12-06 : Largest Expected Move — 25.7%Monthly Statistics Metric Avg Min Max Open Close Price $23.40 $23.30 $23.47 $23.46 $23.40 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 8.8% 5.5% 13.3% 7.7% 8.0% Expected Move 3.6% 1.6% 25.7% 2.2% 2.3% HV 20d 3.9% 3.4% 4.4% 4.2% 3.4% HV 60d 4.1% 3.9% 4.3% 4.3% 3.9% IV Rank 5.0% 1.6% 9.6% 3.9% 4.2% IV Percentile 62.7% 6.7% 91.7% 60.3% 66.7% Term Structure 0.6% -7.9% 42.6% -1.8% -2.1% Skew 25d -80.6% -184.4% 12.7% 12.7% 3.4% Skew 10d -103.5% -187.0% 3.5% -47.9% -82.3% Call IV 25d 99.4% 4.0% 194.1% 5.2% 5.2% Put IV 25d 18.8% 7.3% 181.9% 18.0% 8.5% Bid-Ask Spread % 189.13 171.77 200.00 171.77 187.65 Gamma HHI 0.53 0.50 0.71 0.56 0.53 Net GEX -1.6K -8.9K 20 -4.3K -2.6K Net DEX 3.5K -7.0K 13.4K 5.9K 5.5K Net VEX -111 -146 -53 -97 -53 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 43 43 43 43 43
Daily Data (20 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 2018-12-03 $23.46 $0.00 7.7% 2.2% 4.2% 3.9% 0.0% 12.7% -1.8% -4.3K 5.9K -97 0.00 171.77 0 0 20 23 2018-12-04 $23.41 $0.00 10.3% 3.0% 4.0% 6.6% 0.0% -167.1% -5.3% -67 178 -146 0.00 185.71 0 0 20 23 2018-12-05 $23.41 $0.00 10.6% 3.0% 3.9% 6.9% 0.0% 4.2% -5.6% -323 793 -145 0.00 185.71 0 0 20 23 2018-12-06 $23.37 $23.00 9.8% 25.7% 3.9% 6.0% 0.0% -172.8% 1.4% -555 -7.0K -139 0.00 186.33 0 0 20 23 2018-12-07 $23.41 $23.00 9.8% 2.0% 4.0% 6.0% 0.0% -171.7% 1.7% -488 459 -142 0.00 189.47 0 0 20 23 2018-12-10 $23.31 $23.00 9.2% 2.1% 4.1% 5.4% 0.0% 1.6% 1.1% -5.9K 13.3K -91 0.00 182.67 0 0 20 23 2018-12-11 $23.30 $23.00 8.8% 2.0% 3.9% 5.1% 0.0% 0.9% 1.4% -8.9K 13.4K -78 0.00 181.91 0 0 20 23 2018-12-12 $23.41 $23.00 5.5% 1.6% 4.3% 1.6% 0.0% -180.9% 0.2% -565 984 -134 0.00 186.93 0 0 20 23 2018-12-13 $23.45 $23.00 5.9% 1.7% 4.4% 2.0% 0.0% -183.0% -0.4% -284 1.1K -132 0.00 185.97 0 0 20 23 2018-12-14 $23.41 $23.00 5.6% 1.6% 4.4% 1.8% 0.0% -184.4% -0.3% -591 1.4K -129 0.00 186.93 0 0 20 23 2018-12-17 $23.40 $23.00 6.0% 1.7% 4.4% 2.1% 0.0% 5.0% -0.7% -598 2.1K -124 0.00 186.93 0 0 20 23 2018-12-18 $23.44 $23.00 6.4% 1.8% 4.4% 2.6% 0.0% 5.8% 0.4% -602 1.9K -120 0.00 185.97 0 0 20 23 2018-12-19 $23.45 $23.00 10.6% 3.0% 3.8% 6.9% 0.0% 2.9% -4.9% -555 1.3K -121 0.00 198.00 0 0 20 23 2018-12-20 $23.47 $23.00 13.3% 3.8% 3.4% 9.6% 0.0% -9.6% -7.9% -456 837 -119 0.00 200.00 0 0 20 23 2018-12-21 $23.37 $23.00 9.7% 2.8% 3.6% 5.9% 0.0% -83.7% -3.7% -590 3.1K -116 0.00 200.00 0 0 20 23 2018-12-24 $23.39 $23.00 9.7% 2.8% 3.6% 5.9% 0.0% -145.0% -2.8% -1.4K 5.3K -83 0.00 195.31 0 0 20 23 2018-12-26 $23.38 $23.00 10.3% 2.9% 3.5% 6.6% 0.0% -147.2% 2.9% 20 5.9K -103 0.00 200.00 0 0 20 23 2018-12-27 $23.36 $23.00 10.4% 3.0% 3.5% 6.7% 0.0% -149.3% -3.9% -1.9K 7.1K -79 0.00 197.65 0 0 20 23 2018-12-28 $23.40 $23.00 8.1% 2.3% 3.5% 4.3% 0.0% -53.5% 42.6% -2.1K 5.5K -62 0.00 187.65 0 0 20 23 2018-12-31 $23.40 $23.00 8.0% 2.3% 3.4% 4.2% 0.0% 3.4% -2.1% -2.6K 5.5K -53 0.00 187.65 0 0 20 23
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