IHY Options History — February 2019

In February 2019, IHY traded between $23.93 and $24.34. ATM implied volatility averaged 6.1%, placing in the 1.5% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 2.3% (HV 20d: 3.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 10 of 19 days.

Notable Days

  • 2019-02-08: Highest Volume — 10 contracts
  • 2019-02-27: Largest IV spike — 140.3% change
  • 2019-02-27: Highest IV Rank — 7.1%
  • 2019-02-27: Largest Expected Move — 3.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.11$23.93$24.34$24.05$24.34
ATM IV6.1%4.8%11.5%5.9%5.3%
Expected Move1.7%1.4%3.3%1.7%1.5%
HV 20d3.9%3.2%5.1%5.1%3.2%
HV 60d4.3%4.0%4.5%4.5%4.0%
IV Rank1.5%0.1%7.1%1.3%0.6%
IV Percentile17.9%0.8%91.7%11.9%3.6%
Term Structure-0.1%-5.2%1.8%0.3%-5.2%
Skew 25d-24.1%-185.8%2.6%-0.0%2.6%
Skew 10d-27.0%-185.9%4.4%-0.1%4.4%
Call IV 25d31.9%5.3%196.9%6.3%5.3%
Put IV 25d7.8%5.4%13.3%6.3%7.8%
Bid-Ask Spread %154.46112.98200.00179.14200.00
Gamma HHI0.920.731.000.771.00
Net GEX-3.0K-7.0K0-3.2K0
Net DEX22.9K069.2K2.4K1
Net VEX-179-4990-170
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.52601000
Total OI98.8429210292102

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-02-01$24.05$0.005.9%1.7%5.1%1.3%0.0%-0.0%0.3%-3.2K2.4K-170.00179.1400092
2019-02-04$24.07$0.008.9%1.8%5.1%4.4%0.0%-166.5%-1.4%-5036.9K-320.00200.0000092
2019-02-05$24.07$0.007.0%1.7%4.5%2.4%0.0%-94.5%0.6%-2.0K717-60.00193.7500092
2019-02-06$24.06$0.006.1%1.7%4.5%1.5%0.0%-1.6%-0.7%-178104-10.00122.9500092
2019-02-07$24.00$0.005.8%1.7%3.7%1.2%0.0%-0.9%1.7%-6.4K47.4K-4110.00112.9800092
2019-02-08$23.96$0.005.4%1.6%3.7%0.8%0.0%-1.4%-0.6%-9965.2K-270.00117.54010092
2019-02-11$23.93$0.005.6%1.6%3.7%1.0%0.0%-185.8%-0.5%-7.0K69.2K-4990.00190.91000102
2019-02-12$24.02$0.005.3%1.5%3.9%0.7%0.0%-1.5%1.2%-6.5K51.2K-4070.00116.73000102
2019-02-13$23.99$0.005.4%1.5%3.9%0.8%0.0%-1.9%1.1%-6.6K52.5K-4060.00175.97000102
2019-02-14$24.01$0.005.1%1.4%3.6%0.4%0.0%-1.1%1.8%-6.2K52.4K-4020.00117.24000102
2019-02-15$24.05$0.005.5%1.6%3.6%0.8%0.0%-1.6%1.6%-6.2K50.3K-4000.00115.84000102
2019-02-19$24.13$0.006.0%1.7%3.6%1.4%0.0%-3.0%0.1%-6.0K48.9K-3950.00117.83000102
2019-02-20$24.17$0.005.6%1.6%3.5%1.0%0.0%1.9%0.2%0000.00194.44000102
2019-02-21$24.15$0.005.2%1.5%3.6%0.6%0.0%-3.3%0.9%-5.7K46.9K-3910.00124.72000102
2019-02-22$24.18$0.005.9%1.7%3.6%1.2%0.0%-3.6%-0.2%01600.00126.09000102
2019-02-25$24.23$0.006.2%1.8%3.4%1.6%0.0%2.5%-2.2%0900.00190.00000102
2019-02-26$24.32$0.004.8%1.4%3.5%0.1%0.0%2.3%0.0%0300.00200.00000102
2019-02-27$24.32$0.0011.5%3.3%3.5%7.1%0.0%-0.8%-5.2%01800.00138.53000102
2019-02-28$24.34$0.005.3%1.5%3.2%0.6%0.0%2.6%0.0%0100.00200.00000102