IHY Options History — June 2019

In June 2019, IHY traded between $24.09 and $24.88. ATM implied volatility averaged 10.6%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 2.9%. IV traded above realized volatility by 6.4% (HV 20d: 4.2%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.05.

Notable Days

2019-06-20: Highest Volume — 208 contracts
2019-06-19: Largest IV spike — 1137.4% change
2019-06-19: Highest IV Rank — 90.9%
2019-06-19: Largest Expected Move — 26.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.51	$24.09	$24.88	$24.09	$24.88
Max Pain	$23.00	$23.00	$23.00	$23.00	$23.00
ATM IV	10.6%	4.8%	92.3%	6.3%	4.8%
Expected Move	2.9%	1.4%	26.5%	1.8%	1.4%
HV 20d	4.2%	3.5%	5.0%	3.5%	4.3%
HV 60d	3.6%	3.4%	3.9%	3.5%	3.8%
IV Rank	6.2%	0.1%	90.9%	1.7%	0.2%
IV Percentile	28.7%	1.2%	96.4%	27.4%	2.0%
Term Structure	-1.1%	-4.4%	2.8%	-0.9%	-0.1%
Skew 25d	-42.2%	-179.3%	2.4%	-4.1%	-146.3%
Skew 10d	-42.8%	-172.7%	1.7%	-4.1%	-146.5%
Call IV 25d	49.0%	3.9%	196.2%	11.7%	154.9%
Put IV 25d	6.8%	4.5%	16.9%	7.6%	8.6%
Bid-Ask Spread %	133.88	95.20	200.00	127.49	188.57
Gamma HHI	0.58	0.34	1.00	0.44	1.00
Net GEX	12.3K	-4.2K	48.1K	-3.1K	48.1K
Net DEX	-24.2K	-165.7K	70.8K	28.1K	-148.1K
Net VEX	-644	-1.5K	-235	-235	-1.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.05	0.05	0.05	0.05
Total Volume	27.35	0	208	0	20
Total OI	317.9	240	499	240	499

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
2019-06-03	$24.09	$0.00	6.3%	1.8%	3.5%	1.7%	0.0%	-4.1%	-0.9%	-3.1K	28.1K	-235	0.00	127.49	0	0	40	200
2019-06-04	$24.16	$0.00	6.4%	1.8%	3.7%	1.7%	0.0%	-96.1%	-0.7%	-1.4K	22.5K	-248	0.00	194.44	0	0	40	200
2019-06-05	$24.16	$0.00	5.9%	1.7%	3.6%	1.3%	0.0%	-4.3%	-1.0%	-2.9K	25.0K	-255	0.00	127.79	0	0	40	200
2019-06-06	$24.25	$23.00	6.4%	1.6%	3.9%	1.8%	0.0%	-103.6%	1.2%	-850	19.5K	-257	0.00	180.00	0	0	40	200
2019-06-07	$24.34	$23.00	6.9%	1.5%	4.1%	2.3%	0.0%	-1.0%	-1.8%	328	11.3K	-279	0.00	95.20	0	1	40	200
2019-06-10	$24.38	$23.00	9.2%	1.6%	4.0%	4.7%	0.0%	-1.0%	-2.3%	-159	11.2K	-295	0.00	97.30	0	0	40	201
2019-06-11	$24.43	$23.00	11.9%	1.6%	3.9%	7.5%	0.0%	-0.7%	2.8%	-287	20.3K	-273	0.00	95.20	0	0	40	201
2019-06-12	$24.42	$23.00	6.5%	1.9%	3.9%	1.9%	0.0%	-169.4%	-2.5%	-4.2K	42.7K	-453	0.00	188.24	0	10	40	201
2019-06-13	$24.41	$23.00	5.8%	1.7%	3.9%	1.1%	0.0%	-1.0%	-2.4%	659	7.9K	-300	0.00	98.41	0	10	40	211
2019-06-14	$24.36	$23.00	5.5%	1.6%	4.0%	0.9%	0.0%	-1.1%	-2.3%	173	11.6K	-279	0.00	95.73	0	10	40	211
2019-06-17	$24.38	$23.00	5.7%	1.6%	3.9%	1.1%	0.0%	-1.2%	-2.5%	-26	11.6K	-265	0.00	95.73	0	0	40	211
2019-06-18	$24.47	$23.00	7.5%	2.1%	4.1%	2.9%	0.0%	-0.9%	-4.4%	1.4K	4.4K	-286	0.00	107.53	0	0	40	211
2019-06-19	$24.65	$23.00	92.3%	26.5%	4.8%	90.9%	0.0%	2.1%	-1.0%	2.1K	70.8K	-509	0.00	200.00	0	0	40	211
2019-06-20	$24.77	$23.00	5.2%	1.5%	5.0%	0.6%	0.0%	-179.3%	-0.2%	2.2K	18.0K	-396	0.05	192.31	198	10	40	211
2019-06-21	$24.78	$23.00	4.9%	1.4%	4.8%	0.2%	0.0%	1.9%	-1.3%	42.7K	-125.4K	-1.4K	0.05	97.15	198	10	238	216
2019-06-24	$24.82	$23.00	4.8%	1.4%	4.8%	0.1%	0.0%	2.1%	-0.1%	44.6K	-131.9K	-1.4K	0.00	111.38	0	20	238	241
2019-06-25	$24.77	$23.00	5.7%	1.6%	4.4%	1.1%	0.0%	2.2%	-1.0%	25.4K	-165.7K	-1.5K	0.00	102.76	0	20	238	261
2019-06-26	$24.78	$23.00	5.3%	1.5%	4.4%	0.7%	0.0%	-144.8%	-1.1%	44.0K	-106.4K	-1.4K	0.00	183.67	0	20	238	261
2019-06-27	$24.83	$23.00	5.1%	1.5%	4.4%	0.4%	0.0%	2.4%	-0.2%	46.7K	-111.9K	-1.4K	0.00	98.72	0	20	238	261
2019-06-28	$24.88	$23.00	4.8%	1.4%	4.3%	0.2%	0.0%	-146.3%	-0.1%	48.1K	-148.1K	-1.4K	0.00	188.57	0	20	238	261