IHY Options History — August 2019

In August 2019, IHY traded between $24.34 and $24.59. ATM implied volatility averaged 12.1%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 8.9% (HV 20d: 3.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days.

Notable Days

  • 2019-08-13: Highest Volume — 1 contracts
  • 2019-08-22: Largest IV spike — 1339.6% change
  • 2019-08-22: Highest IV Rank — 93.0%
  • 2019-08-22: Largest Expected Move — 26.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.48$24.34$24.59$24.59$24.41
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV12.1%4.0%93.9%6.2%6.2%
Expected Move3.1%1.2%26.9%1.8%1.8%
HV 20d3.2%2.8%3.5%2.9%3.4%
HV 60d3.8%3.6%4.0%3.7%3.6%
IV Rank8.2%0.0%93.0%2.1%2.2%
IV Percentile58.8%0.0%98.0%35.3%37.7%
Term Structure16.7%-2.9%139.5%-2.5%139.5%
VWIV11.1%11.1%11.1%11.1%11.1%
Skew 25d-26.1%-143.5%7.1%-143.5%-31.2%
Skew 10d-53.0%-159.1%4.8%-146.9%4.6%
Call IV 25d34.3%4.0%151.3%151.3%39.3%
Put IV 25d8.3%5.3%11.1%7.8%8.1%
Bid-Ask Spread %169.2194.94200.00179.43200.00
Gamma HHI0.720.610.870.740.69
Net GEX32.0K24.8K37.2K36.2K27.8K
Net DEX-86.5K-132.5K-27.4K-132.5K-58.1K
Net VEX-1.2K-1.9K-827-1.5K-827
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.0450100
Total OI453.591453454453454

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-08-01$24.59$0.006.2%1.8%2.9%2.1%0.0%-143.5%-2.5%36.2K-132.5K-1.5K0.00179.4300238215
2019-08-02$24.55$0.006.7%1.9%2.9%2.7%0.0%-100.5%-2.9%35.9K-109.0K-1.4K0.00200.0000238215
2019-08-05$24.46$0.0014.5%2.4%3.0%10.8%0.0%3.8%-1.1%30.7K-94.7K-1.4K0.00159.0900238215
2019-08-06$24.53$0.0013.2%1.6%3.3%9.4%0.0%4.4%0.1%35.0K-111.0K-1.4K0.0094.9400238215
2019-08-07$24.54$0.008.6%2.2%3.1%4.6%0.0%-138.8%-0.2%24.8K-92.2K-1.6K0.00181.6700238215
2019-08-08$24.57$0.008.8%1.6%2.8%4.8%0.0%-100.7%1.3%32.7K-27.4K-1.9K0.00168.0900238215
2019-08-09$24.56$0.009.5%1.6%2.8%5.6%0.0%-93.0%-0.7%37.2K-129.2K-1.2K0.00167.4200238215
2019-08-12$24.51$0.006.4%1.8%2.9%2.4%0.0%4.4%-1.0%33.9K-101.0K-1.4K0.00154.0900238215
2019-08-13$24.47$0.0015.6%2.4%2.9%11.9%11.1%3.6%-1.2%31.8K-80.2K-1.3K0.00163.7201238215
2019-08-14$24.34$25.008.7%2.5%3.3%4.8%0.0%3.3%-0.4%25.7K-54.6K-1.1K0.00178.9700238216
2019-08-15$24.35$25.0010.1%2.9%3.3%6.2%0.0%3.3%-2.4%28.2K-76.5K-1.0K0.00185.4200238216
2019-08-16$24.37$25.008.1%2.3%3.2%4.2%0.0%2.5%104.0%26.6K-55.0K-1.1K0.00176.9600238216
2019-08-19$24.39$25.006.6%1.9%3.2%2.6%0.0%0.0%-0.7%27.4K-57.1K-1.1K0.00108.4200238216
2019-08-20$24.42$25.006.1%1.8%3.2%2.1%0.0%-0.7%-1.1%29.6K-64.4K-1.1K0.0095.6400238216
2019-08-21$24.48$25.006.5%1.9%3.3%2.5%0.0%3.2%-1.3%32.6K-74.2K-1.1K0.00180.0000238216
2019-08-22$24.51$25.0093.9%26.9%3.4%93.0%0.0%3.1%-1.3%33.2K-77.0K-1.2K0.00180.9500238216
2019-08-23$24.54$25.007.6%2.2%3.4%3.6%0.0%3.8%-1.4%36.7K-109.6K-1.1K0.00167.7500238216
2019-08-26$24.49$25.005.9%1.7%3.5%1.9%0.0%7.1%5.8%35.2K-112.2K-1.1K0.00180.0000238216
2019-08-27$24.52$25.005.9%1.7%3.5%1.8%0.0%4.2%-1.7%33.6K-92.9K-1.2K0.00200.0000238216
2019-08-28$24.51$25.006.1%1.7%3.5%2.1%0.0%3.7%-1.8%35.2K-101.1K-1.0K0.00200.0000238216
2019-08-29$24.50$25.004.0%1.2%3.2%0.0%0.0%-15.7%137.7%34.4K-92.1K-1.0K0.00200.0000238216
2019-08-30$24.41$25.006.2%1.8%3.4%2.2%0.0%-31.2%139.5%27.8K-58.1K-8270.00200.0000238216