IHY Options History — July 2019

In July 2019, IHY traded between $24.68 and $24.91. ATM implied volatility averaged 6.7%, placing in the 2.7% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 3.1% (HV 20d: 3.6%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days.

Notable Days

  • 2019-07-11: Highest Volume — 23 contracts
  • 2019-07-09: Largest IV spike — 204.7% change
  • 2019-07-09: Highest IV Rank — 15.0%
  • 2019-07-29: Largest Expected Move — 4.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.76$24.68$24.91$24.86$24.68
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV6.7%4.1%18.6%5.0%5.8%
Expected Move1.7%1.2%4.3%1.4%1.7%
HV 20d3.6%2.9%4.4%3.7%3.0%
HV 60d3.9%3.7%4.0%3.8%3.7%
IV Rank2.7%0.0%15.0%0.3%1.7%
IV Percentile28.2%0.0%95.2%3.2%22.6%
Term Structure-0.5%-2.5%6.6%0.3%-2.5%
Skew 25d-34.6%-169.4%4.5%-148.8%-144.8%
Skew 10d-38.5%-170.4%2.4%-148.8%-144.8%
Call IV 25d42.3%3.4%179.6%158.3%153.0%
Put IV 25d7.7%5.6%10.2%9.5%8.2%
Bid-Ask Spread %130.5695.20200.00200.00200.00
Gamma HHI0.790.710.880.850.75
Net GEX37.8K18.6K52.5K43.4K34.4K
Net DEX-190.6K-274.8K-119.0K-202.0K-207.9K
Net VEX-1.7K-2.4K-1.5K-1.7K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume4.63602300
Total OI487.545438524499453

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-07-01$24.86$23.005.0%1.4%3.7%0.3%0.0%-148.8%0.3%43.4K-202.0K-1.7K0.00200.0000238261
2019-07-02$24.84$23.005.7%1.6%3.8%1.0%0.0%1.0%0.2%24.6K-119.0K-2.4K0.00113.2600238261
2019-07-03$24.91$23.004.1%1.2%3.8%0.0%0.0%-0.1%0.4%52.5K-154.2K-1.5K0.00124.4100238261
2019-07-05$24.84$0.005.6%1.2%4.0%1.5%0.0%-0.1%-0.1%45.5K-159.3K-1.5K0.00101.1500238261
2019-07-08$24.80$0.006.1%1.3%4.0%2.1%0.0%-162.0%0.1%45.7K-231.3K-1.7K0.00183.6702238261
2019-07-09$24.77$0.0018.6%1.2%4.1%15.0%0.0%1.2%-0.2%43.7K-221.1K-1.7K0.0097.2602238263
2019-07-10$24.84$0.005.0%1.4%4.1%0.9%0.0%-166.0%-0.7%18.6K-274.8K-1.7K0.00190.4802238263
2019-07-11$24.74$0.005.2%1.5%4.4%1.2%0.0%-169.4%-0.6%31.5K-226.9K-1.7K0.00185.71023238263
2019-07-12$24.76$0.004.5%1.3%4.4%0.4%0.0%1.5%-0.2%43.2K-214.5K-1.7K0.0095.20023238286
2019-07-15$24.74$0.005.1%1.5%4.3%1.0%0.0%1.5%-0.5%42.3K-211.5K-1.7K0.0095.7300238286
2019-07-16$24.71$0.005.1%1.5%4.4%1.0%0.0%2.1%-0.8%35.3K-186.4K-1.5K0.0096.3900238286
2019-07-17$24.71$0.005.2%1.5%4.2%1.1%0.0%2.2%-0.7%35.3K-178.6K-1.5K0.0099.0000238286
2019-07-18$24.75$0.004.9%1.4%3.4%0.8%0.0%4.5%-0.9%44.9K-214.3K-1.6K0.00180.9500238286
2019-07-19$24.68$0.005.8%1.6%3.1%1.7%0.0%1.9%6.6%33.6K-156.9K-1.6K0.0097.8100238286
2019-07-22$24.72$0.005.7%1.6%3.2%1.6%0.0%2.4%-1.4%35.0K-161.9K-1.6K0.0098.3700238200
2019-07-23$24.70$0.008.3%2.4%3.1%4.3%0.0%2.0%-1.5%34.8K-165.2K-1.6K0.00110.51010238200
2019-07-24$24.73$0.008.1%2.3%3.1%4.1%0.0%2.1%-1.6%35.5K-169.1K-1.6K0.00107.53010238210
2019-07-25$24.74$0.005.6%1.6%3.1%1.5%0.0%2.5%-1.6%44.8K-208.3K-1.6K0.00145.04015238210
2019-07-26$24.76$0.006.9%2.0%3.0%2.9%0.0%2.3%-1.6%36.1K-192.2K-1.5K0.00114.39015238215
2019-07-29$24.74$0.0014.9%4.3%2.9%11.2%0.0%0.9%-2.0%37.2K-165.7K-1.6K0.00126.0000238215
2019-07-30$24.73$0.006.9%2.0%2.9%2.9%0.0%2.7%-2.1%33.4K-171.4K-1.7K0.00109.3400238215
2019-07-31$24.68$0.005.8%1.7%3.0%1.7%0.0%-144.8%-2.5%34.4K-207.9K-1.6K0.00200.0000238215