IHY Options History — April 2019

In April 2019, IHY traded between $24.34 and $24.58. ATM implied volatility averaged 26.2%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 23.1% (HV 20d: 3.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2019-04-23: Highest Volume — 40 contracts
  • 2019-04-17: Largest IV spike — 1083.5% change
  • 2019-04-18: Highest IV Rank — 92.6%
  • 2019-04-18: Largest Expected Move — 26.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.48$24.34$24.58$24.37$24.48
ATM IV26.2%6.0%94.0%6.7%6.8%
Expected Move6.6%1.4%26.9%1.8%1.9%
HV 20d3.1%2.1%4.0%3.9%3.5%
HV 60d3.6%3.3%4.2%4.2%3.5%
IV Rank22.3%1.4%92.6%2.1%2.2%
IV Percentile64.9%17.9%98.0%39.3%38.5%
Term Structure-11.1%-194.4%-0.4%-1.7%-1.5%
Skew 25d-16.8%-141.3%3.7%1.8%0.9%
Skew 10d-26.3%-141.3%23.4%-1.5%-0.8%
Call IV 25d27.1%3.2%162.6%5.2%4.1%
Put IV 25d10.3%4.5%95.2%7.0%5.0%
Bid-Ask Spread %140.1595.20200.00170.71129.95
Gamma HHI0.540.301.000.380.81
Net GEX-1.4K-3.8K0-1.7K-160
Net DEX7.8K030.7K8.4K553
Net VEX-65-2790-69-2
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume9.04804000
Total OI128.762106146118146

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$24.37$0.006.7%1.8%3.9%2.1%0.0%1.8%-1.7%-1.7K8.4K-690.00170.71001117
2019-04-02$24.36$0.007.0%1.5%3.9%2.4%0.0%-5.5%-2.6%-1.8K8.7K-680.0095.73001117
2019-04-03$24.44$0.007.5%1.4%4.0%2.9%0.0%-67.4%-0.4%-1.3K7.5K-640.00180.950101117
2019-04-04$24.44$0.007.1%1.4%3.3%2.5%0.0%0.3%-0.5%-2.4K13.5K-1150.0095.200101127
2019-04-05$24.45$0.0010.3%1.6%3.3%5.8%0.0%0.2%-1.3%-2.0K12.4K-1120.0096.210101127
2019-04-08$24.48$0.0012.4%1.8%3.2%8.0%0.0%-0.7%-3.8%-1.9K11.5K-1080.00104.53001127
2019-04-09$24.49$0.0013.0%1.9%3.0%8.7%0.0%-0.5%-3.8%-7611.2K-50.00106.04001127
2019-04-10$24.52$0.0083.2%23.9%2.8%81.4%0.0%3.3%-1.4%-1.9K7.1K-180.00200.00001127
2019-04-11$24.51$0.007.5%2.2%2.8%3.0%0.0%-0.4%-1.5%-1.9K11.3K-1070.00105.17001127
2019-04-12$24.57$0.0085.6%24.5%2.8%83.9%0.0%1.1%-1.5%-1.8K5.6K-140.00200.00001127
2019-04-15$24.57$0.007.7%2.2%2.7%3.1%0.0%0.6%-1.6%-1.9K11.0K-980.00104.84001127
2019-04-16$24.56$0.007.8%2.2%2.6%3.2%0.0%0.4%-1.8%-1.9K10.7K-960.00104.84001127
2019-04-17$24.57$0.0092.4%26.5%2.5%91.0%0.0%3.7%-1.8%-1.7K10.3K-930.00200.00001127
2019-04-18$24.54$0.0094.0%26.9%2.5%92.6%0.0%-0.4%-2.0%-1.2K8.6K-900.00200.00001127
2019-04-22$24.56$0.008.7%2.5%2.1%4.1%0.0%0.2%-1.8%0300.00107.74000106
2019-04-23$24.58$0.0065.9%0.0%2.1%63.5%0.0%-136.4%-194.4%0000.00200.000400106
2019-04-24$24.41$0.006.1%1.8%3.3%1.5%0.0%-3.9%-2.1%-1.5K3.5K-260.00121.490400146
2019-04-25$24.34$0.006.0%1.7%3.4%1.4%0.0%-4.9%-1.7%-3.8K30.7K-2790.00112.890400146
2019-04-26$24.39$0.006.5%1.9%3.4%1.9%0.0%-141.3%-2.5%-277698-30.00186.930400146
2019-04-29$24.41$0.007.0%2.0%3.4%2.4%0.0%-4.5%-2.9%-176486-20.00120.04000146
2019-04-30$24.48$0.006.8%1.9%3.5%2.2%0.0%0.9%-1.5%-160553-20.00129.95000146