IHY Options History — May 2019 In May 2019, IHY traded between $24.20 and $24.48. ATM implied volatility averaged 8.0%, placing in the 3.4% IV rank vs the trailing year. The 30-day expected move averaged 1.9%. IV traded above realized volatility by 4.5% (HV 20d: 3.4%). Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.02.
Notable Days 2019-05-14 : Highest Volume — 81 contracts2019-05-23 : Largest IV spike — 131.2% change2019-05-13 : Highest IV Rank — 10.2%2019-05-23 : Largest Expected Move — 3.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.33 $24.20 $24.48 $24.46 $24.21 ATM IV 8.0% 4.7% 14.5% 6.9% 5.8% Expected Move 1.9% 1.4% 3.7% 2.0% 1.6% HV 20d 3.4% 2.9% 3.7% 3.5% 3.2% HV 60d 3.5% 3.4% 3.5% 3.5% 3.5% IV Rank 3.4% 0.0% 10.2% 2.3% 1.1% IV Percentile 44.4% 0.4% 92.1% 40.9% 13.1% Term Structure -2.1% -7.8% 3.9% -1.6% -7.8% Skew 25d -42.8% -186.5% 2.4% -147.2% -0.0% Skew 10d -49.3% -189.5% 1.3% -147.2% 0.6% Call IV 25d 49.9% 4.4% 195.3% 154.8% 7.8% Put IV 25d 7.1% 4.7% 8.7% 7.6% 7.8% Bid-Ask Spread % 146.48 94.06 200.00 200.00 138.27 Gamma HHI 0.61 0.39 0.99 0.77 0.52 Net GEX -815 -3.7K 324 -108 -1.7K Net DEX 13.4K 81 29.5K 373 27.6K Net VEX -169 -314 0 -1 -228 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.02 1.02 1.02 1.02 1.02 Total Volume 7.5 0 81 0 0 Total OI 191.364 146 240 146 240
Daily Data (22 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 2019-05-01 $24.46 $0.00 6.9% 2.0% 3.5% 2.3% 0.0% -147.2% -1.6% -108 373 -1 0.00 200.00 0 0 0 146 2019-05-02 $24.44 $0.00 6.9% 2.0% 3.3% 2.3% 0.0% 0.3% -7.5% -18 81 0 0.00 135.35 0 0 0 146 2019-05-03 $24.48 $0.00 9.7% 2.8% 3.4% 5.2% 0.0% -4.7% -6.7% -85 337 -1 0.00 125.19 0 0 0 146 2019-05-06 $24.46 $0.00 9.5% 1.5% 3.4% 5.0% 0.0% 0.5% -0.5% -809 1.5K -9 0.00 94.06 0 0 0 146 2019-05-07 $24.38 $0.00 9.7% 1.9% 3.6% 5.2% 0.0% 2.0% -1.0% -3.7K 29.5K -268 0.00 100.09 0 0 0 146 2019-05-08 $24.39 $0.00 10.1% 2.0% 3.6% 5.7% 0.0% 2.4% -0.8% -839 1.6K -9 0.00 173.33 0 0 0 146 2019-05-09 $24.34 $0.00 10.2% 2.0% 3.6% 5.7% 0.0% 2.0% 3.9% -1.1K 1.8K -11 0.00 99.17 0 3 0 146 2019-05-10 $24.40 $0.00 9.5% 1.8% 3.7% 5.0% 0.0% -163.1% -1.2% -1.3K 5.0K -27 0.00 188.89 0 1 0 149 2019-05-13 $24.33 $0.00 14.5% 2.1% 3.7% 10.2% 0.0% 2.2% 0.3% -1.3K 5.2K -27 0.00 176.04 0 0 0 149 2019-05-14 $24.35 $0.00 13.5% 2.0% 3.7% 9.1% 0.0% 1.9% -1.0% -1.2K 5.9K -29 1.02 150.93 40 41 0 150 2019-05-15 $24.32 $0.00 5.8% 1.7% 3.7% 1.2% 0.0% -173.1% -0.8% 324 15.4K -301 0.00 186.67 0 0 40 170 2019-05-16 $24.32 $0.00 5.0% 1.4% 3.7% 0.3% 0.0% -0.9% 0.7% 255 14.3K -314 0.00 96.68 0 10 40 170 2019-05-17 $24.28 $0.00 6.0% 1.7% 3.7% 1.4% 0.0% -178.1% -1.4% -323 17.9K -289 0.00 189.29 0 10 40 180 2019-05-20 $24.28 $0.00 5.4% 1.6% 3.7% 0.8% 0.0% -186.5% 0.9% 16 16.3K -289 0.00 186.32 0 0 40 180 2019-05-21 $24.31 $0.00 5.5% 1.6% 3.7% 0.8% 0.0% 1.0% -1.1% -240 18.3K -294 0.00 185.71 0 0 40 180 2019-05-22 $24.32 $0.00 5.5% 1.6% 2.9% 0.9% 0.0% -4.0% -1.2% 242 15.7K -301 0.00 107.57 0 20 40 180 2019-05-23 $24.25 $0.00 12.8% 3.7% 2.9% 8.4% 0.0% -5.8% -7.4% -2.1K 24.4K -307 0.00 127.32 0 20 40 200 2019-05-24 $24.32 $0.00 5.7% 1.6% 3.0% 1.1% 0.0% -4.2% -1.2% -560 20.9K -269 0.00 112.34 0 20 40 200 2019-05-28 $24.20 $0.00 6.0% 1.7% 3.4% 1.3% 0.0% -82.9% -1.4% -1.2K 24.6K -243 0.00 195.06 0 0 40 200 2019-05-29 $24.22 $0.00 6.6% 1.9% 3.2% 2.0% 0.0% -4.0% -2.2% -1.2K 25.5K -247 0.00 130.89 0 0 40 200 2019-05-30 $24.23 $0.00 4.7% 1.4% 3.2% 0.0% 0.0% -0.1% -7.3% -851 23.1K -254 0.00 123.34 0 0 40 200 2019-05-31 $24.21 $0.00 5.8% 1.6% 3.2% 1.1% 0.0% -0.0% -7.8% -1.7K 27.6K -228 0.00 138.27 0 0 40 200
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