IHY Options History — March 2019

In March 2019, IHY traded between $24.09 and $24.57. ATM implied volatility averaged 28.3%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 24.5% (HV 20d: 3.8%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.00.

Notable Days

2019-03-27: Highest Volume — 10 contracts
2019-03-18: Largest IV spike — 1554.7% change
2019-03-22: Highest IV Rank — 99.5%
2019-03-29: Largest Expected Move — 22.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.35	$24.09	$24.57	$24.26	$24.39
Max Pain	$23.38	$23.00	$24.00	$24.00	$23.00
ATM IV	28.3%	5.0%	100.6%	6.6%	5.1%
Expected Move	6.5%	1.6%	22.0%	1.9%	22.0%
HV 20d	3.8%	3.2%	4.2%	3.4%	3.9%
HV 60d	4.1%	4.0%	4.2%	4.1%	4.2%
IV Rank	24.5%	0.4%	99.5%	2.0%	0.4%
IV Percentile	54.5%	2.0%	99.6%	33.3%	3.2%
Term Structure	-13.7%	-189.3%	126.6%	-2.0%	126.6%
VWIV	7.3%	5.4%	8.8%	6.7%	8.8%
Skew 25d	-54.8%	-176.0%	2.6%	1.5%	-16.5%
Skew 10d	-51.6%	-149.4%	1.8%	1.7%	-64.6%
Call IV 25d	63.1%	4.6%	185.2%	5.3%	24.0%
Put IV 25d	8.4%	6.2%	16.8%	6.8%	7.6%
Bid-Ask Spread %	158.62	77.60	200.00	187.50	188.57
Gamma HHI	0.56	0.31	0.73	0.73	0.43
Net GEX	-3.6K	-9.7K	-829	-6.9K	-2.7K
Net DEX	21.7K	1.7K	49.2K	42.6K	20.0K
Net VEX	-138	-369	-11	-360	-106
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	1.00	1.00	1.00	1.00
Total Volume	2.429	0	10	2	10
Total OI	108.286	102	118	102	118

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
2019-03-01	$24.26	$0.00	6.6%	1.9%	3.4%	2.0%	0.0%	1.5%	-2.0%	-6.9K	42.6K	-360	1.00	187.50	1	1	0	102
2019-03-04	$24.23	$0.00	7.6%	2.2%	3.2%	3.1%	0.0%	1.1%	1.2%	-7.2K	42.1K	-338	0.00	116.77	0	0	1	103
2019-03-05	$24.27	$0.00	7.8%	2.2%	3.2%	3.2%	6.7%	1.3%	1.1%	-1.1K	1.7K	-11	0.00	111.73	0	3	1	103
2019-03-06	$24.23	$24.00	7.6%	2.2%	3.3%	3.0%	6.6%	-1.2%	0.8%	-8.5K	42.7K	-340	0.00	113.62	0	3	1	106
2019-03-07	$24.10	$24.00	7.7%	2.2%	3.8%	3.2%	7.1%	-1.8%	0.7%	-9.0K	49.0K	-368	0.00	117.14	0	3	1	106
2019-03-08	$24.09	$24.00	6.4%	1.8%	3.7%	1.8%	5.4%	-93.6%	-0.1%	-9.7K	49.2K	-369	0.00	200.00	0	3	1	106
2019-03-11	$24.16	$23.00	10.6%	1.8%	3.8%	6.2%	0.0%	-103.2%	0.7%	-2.6K	4.4K	-20	0.00	153.66	0	1	1	106
2019-03-12	$24.26	$23.00	5.0%	1.8%	3.9%	0.4%	0.0%	-171.4%	1.2%	-1.9K	17.5K	-66	0.00	152.68	0	0	1	107
2019-03-13	$24.34	$23.00	13.3%	1.6%	3.9%	9.0%	8.2%	-3.7%	-17.4%	-2.8K	6.8K	-37	0.00	77.60	0	2	1	107
2019-03-14	$24.36	$23.00	5.4%	2.0%	3.8%	0.7%	8.4%	-174.5%	0.9%	-2.6K	16.7K	-67	0.00	155.69	0	2	1	109
2019-03-15	$24.42	$23.00	5.7%	1.7%	3.9%	1.1%	8.8%	-176.0%	-1.6%	-1.7K	15.4K	-65	0.00	155.48	0	2	1	109
2019-03-18	$24.47	$0.00	95.0%	6.0%	3.9%	93.6%	0.0%	-12.7%	-147.9%	-1.2K	2.9K	-20	0.00	188.57	0	0	1	107
2019-03-19	$24.52	$0.00	92.4%	18.9%	3.8%	90.9%	0.0%	-5.4%	-1.6%	-831	18.9K	-67	0.00	188.57	0	0	1	107
2019-03-20	$24.57	$0.00	94.0%	19.1%	3.8%	92.6%	0.0%	-129.2%	-1.6%	-3.5K	26.0K	-156	0.00	200.00	0	0	1	107
2019-03-21	$24.54	$0.00	95.6%	19.3%	3.8%	94.3%	0.0%	-130.8%	-1.7%	-4.5K	31.9K	-217	0.00	200.00	0	0	1	107
2019-03-22	$24.45	$0.00	100.6%	1.8%	4.2%	99.5%	0.0%	2.3%	-189.3%	-829	19.2K	-64	0.00	170.53	0	0	1	107
2019-03-25	$24.42	$0.00	6.1%	1.9%	4.2%	1.4%	0.0%	2.6%	-0.2%	-2.0K	14.2K	-54	0.00	173.67	0	0	1	107
2019-03-26	$24.44	$0.00	6.3%	21.0%	4.0%	1.7%	0.0%	-138.4%	-55.5%	-2.0K	13.5K	-51	0.00	200.00	0	0	1	107
2019-03-27	$24.39	$0.00	6.1%	2.0%	4.1%	1.5%	0.0%	2.6%	-5.1%	-2.1K	10.4K	-38	0.00	177.55	0	10	1	107
2019-03-28	$24.35	$0.00	8.8%	3.3%	4.1%	4.2%	0.0%	-3.5%	3.4%	-2.3K	10.9K	-78	0.00	101.72	0	10	1	117
2019-03-29	$24.39	$0.00	5.1%	22.0%	3.9%	0.4%	0.0%	-16.5%	126.6%	-2.7K	20.0K	-106	0.00	188.57	0	10	1	117