IHY Options History — September 2019

Name: IHY Options Analytics - September 2019
Creator: Options Analysis Suite

In September 2019, IHY traded between $24.28 and $24.60. ATM implied volatility averaged 20.8%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 17.0% (HV 20d: 3.8%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days.

Notable Days

2019-09-23: Highest Volume — 25 contracts
2019-09-12: Largest IV spike — 1325.4% change
2019-09-23: Highest IV Rank — 100.0%
2019-09-23: Largest Expected Move — 29.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.49	$24.28	$24.60	$24.28	$24.46
Max Pain	$24.10	$24.00	$25.00	$25.00	$24.00
ATM IV	20.8%	4.3%	101.3%	6.6%	7.0%
Expected Move	5.8%	1.2%	29.0%	1.9%	2.0%
HV 20d	3.8%	3.5%	4.0%	3.7%	3.7%
HV 60d	3.5%	3.3%	3.8%	3.7%	3.3%
IV Rank	17.3%	0.3%	100.0%	2.6%	3.1%
IV Percentile	64.3%	0.8%	100.0%	48.0%	57.1%
Term Structure	-0.8%	-5.9%	1.9%	1.1%	1.9%
Skew 25d	10.6%	-2.8%	66.9%	-0.6%	3.5%
Skew 10d	18.1%	-83.7%	192.6%	1.9%	-70.5%
Call IV 25d	6.1%	3.9%	11.0%	7.6%	5.1%
Put IV 25d	16.7%	5.3%	73.8%	7.0%	8.6%
Bid-Ask Spread %	149.05	67.31	200.00	94.40	200.00
Gamma HHI	0.67	0.53	0.81	0.59	0.57
Net GEX	31.6K	9.7K	51.1K	21.1K	26.2K
Net DEX	-83.2K	-349.3K	6.6K	-38.4K	-7.1K
Net VEX	-1.1K	-1.5K	-589	-954	-726
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	2.75	0	25	0	0
Total OI	470.95	454	508	454	508

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	Spread %	Put Vol	Call OI	Put OI
2019-09-03	$24.28	$25.00	6.6%	1.9%	3.7%	2.6%	0.0%	-0.6%	1.1%	21.1K	-38.4K	-954	94.40	0	238	216
2019-09-04	$24.33	$25.00	7.2%	2.1%	3.6%	3.3%	0.0%	1.8%	-2.7%	16.2K	-349.3K	-1.1K	186.67	0	238	216
2019-09-05	$24.43	$24.00	7.6%	1.5%	3.9%	3.7%	0.0%	66.6%	1.3%	26.4K	-23.3K	-1.3K	175.44	0	238	216
2019-09-06	$24.47	$24.00	7.3%	1.6%	4.0%	3.4%	0.0%	66.9%	-1.3%	25.6K	-21.2K	-1.4K	176.67	0	238	216
2019-09-09	$24.48	$24.00	11.8%	1.6%	4.0%	8.1%	0.0%	0.3%	1.9%	9.7K	-206.2K	-1.4K	76.47	0	238	216
2019-09-10	$24.48	$24.00	8.7%	1.7%	3.9%	4.9%	0.0%	54.4%	1.0%	24.2K	-55.1K	-1.5K	176.67	0	238	216
2019-09-11	$24.46	$24.00	5.9%	1.7%	3.9%	1.9%	0.0%	-0.1%	0.8%	36.2K	-92.9K	-886	76.47	0	238	216
2019-09-12	$24.54	$24.00	84.2%	24.2%	3.5%	83.0%	0.0%	2.0%	-1.1%	29.9K	-70.3K	-1.4K	175.76	0	238	216
2019-09-13	$24.57	$24.00	5.5%	1.6%	3.5%	1.6%	0.0%	0.9%	-1.1%	43.9K	-129.5K	-1.0K	67.31	0	238	216
2019-09-16	$24.51	$24.00	6.5%	1.9%	3.6%	2.6%	0.0%	0.9%	-1.4%	39.5K	-111.2K	-972	153.78	10	238	216
2019-09-17	$24.60	$24.00	12.3%	3.5%	3.8%	8.6%	0.0%	2.3%	-1.3%	39.8K	-137.6K	-1.2K	78.99	0	238	226
2019-09-18	$24.59	$24.00	6.1%	1.8%	3.8%	2.1%	0.0%	1.4%	-1.2%	51.1K	-118.9K	-938	153.78	0	238	226
2019-09-19	$24.60	$24.00	13.2%	3.8%	3.8%	9.5%	0.0%	2.7%	-1.2%	41.2K	-50.9K	-1.2K	200.00	10	238	226
2019-09-20	$24.57	$24.00	95.1%	27.3%	3.8%	94.3%	0.0%	3.0%	-0.1%	42.1K	-4.6K	-1.3K	200.00	10	238	236
2019-09-23	$24.56	$24.00	101.3%	29.0%	3.8%	100.0%	0.0%	-2.8%	-1.5%	33.0K	-65.4K	-1.5K	200.00	25	238	235
2019-09-24	$24.55	$24.00	4.3%	1.2%	3.7%	0.3%	0.0%	3.2%	-0.1%	37.4K	6.6K	-1.2K	200.00	0	238	270
2019-09-25	$24.45	$24.00	8.1%	2.3%	3.9%	4.1%	0.0%	1.2%	-3.4%	32.2K	-58.5K	-589	98.51	0	238	270
2019-09-26	$24.45	$24.00	9.4%	2.7%	3.9%	5.5%	0.0%	0.7%	-5.9%	31.4K	-56.7K	-658	106.04	0	238	270
2019-09-27	$24.44	$24.00	7.9%	2.3%	3.9%	4.0%	0.0%	3.8%	-2.3%	24.9K	-73.2K	-727	184.13	0	238	270
2019-09-30	$24.46	$24.00	7.0%	2.0%	3.7%	3.1%	0.0%	3.5%	1.9%	26.2K	-7.1K	-726	200.00	0	238	270