IHY Options History — October 2019 In October 2019, IHY traded between $24.32 and $24.78. ATM implied volatility averaged 24.8%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 21.5% (HV 20d: 3.3%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2019-10-15 : Largest IV spike — 1165.7% change2019-10-21 : Highest IV Rank — 99.9%2019-10-21 : Largest Expected Move — 29.0%Monthly Statistics Metric Avg Min Max Open Close Price $24.55 $24.32 $24.78 $24.34 $24.76 Max Pain $24.00 $24.00 $24.00 $24.00 $24.00 ATM IV 24.8% 5.1% 101.2% 8.3% 7.2% Expected Move 7.1% 1.4% 29.0% 2.4% 2.1% HV 20d 3.3% 2.9% 3.6% 3.6% 3.0% HV 60d 3.4% 3.3% 3.5% 3.4% 3.4% IV Rank 21.4% 1.0% 99.9% 4.4% 3.3% IV Percentile 63.3% 6.0% 99.6% 72.6% 56.7% Term Structure -1.7% -2.7% -0.7% -2.1% -1.5% Skew 25d -51.3% -187.8% 4.1% 3.6% -121.9% Skew 10d -82.7% -188.6% -0.5% -71.5% -146.4% Call IV 25d 59.6% 3.8% 197.6% 5.4% 130.1% Put IV 25d 8.3% 5.6% 10.2% 9.1% 8.2% Bid-Ask Spread % 185.46 175.00 200.00 183.19 186.67 Gamma HHI 0.78 0.55 1.00 0.59 1.00 Net GEX 42.0K 24.7K 56.2K 28.1K 52.7K Net DEX -114.0K -179.7K -50.1K -67.0K -175.1K Net VEX -790 -1.0K -581 -819 -836 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 418 283 508 508 283
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 2019-10-01 $24.34 $24.00 8.3% 2.4% 3.6% 4.4% 0.0% 3.6% -2.1% 28.1K -67.0K -819 0.00 183.19 0 0 238 270 2019-10-02 $24.35 $24.00 8.5% 2.4% 3.6% 4.6% 0.0% 4.1% -2.3% 25.6K -64.2K -861 0.00 183.19 0 0 238 270 2019-10-03 $24.38 $0.00 8.6% 2.2% 3.3% 4.7% 0.0% 2.9% -1.7% 31.1K -74.9K -797 0.00 175.88 0 0 238 270 2019-10-04 $24.38 $0.00 8.2% 2.1% 3.2% 4.2% 0.0% 2.5% -1.3% 31.0K -72.1K -729 0.00 175.00 0 0 238 270 2019-10-07 $24.34 $0.00 8.7% 2.2% 3.2% 4.8% 0.0% 2.2% -2.0% 24.7K -50.1K -622 0.00 176.96 0 0 238 270 2019-10-08 $24.32 $0.00 9.2% 2.2% 3.2% 5.3% 0.0% 2.4% -2.5% 25.7K -95.3K -862 0.00 176.96 0 0 238 270 2019-10-10 $24.38 $0.00 8.3% 2.4% 3.4% 4.4% 0.0% 2.5% -2.4% 28.7K -60.2K -592 0.00 177.78 0 0 238 270 2019-10-11 $24.48 $0.00 7.4% 2.1% 3.5% 3.4% 0.0% -178.0% -2.2% 40.8K -71.5K -784 0.00 185.71 0 0 238 270 2019-10-14 $24.49 $0.00 7.2% 2.1% 3.5% 3.2% 0.0% -11.2% -2.7% 46.5K -68.4K -585 0.00 183.67 0 0 238 270 2019-10-15 $24.52 $0.00 90.9% 26.1% 3.4% 89.3% 0.0% -187.8% -1.7% 49.8K -71.8K -581 0.00 181.82 0 0 238 270 2019-10-16 $24.57 $0.00 92.4% 26.5% 3.2% 90.9% 0.0% -11.5% -1.1% 56.2K -92.2K -655 0.00 180.95 0 0 238 270 2019-10-17 $24.62 $0.00 94.0% 26.9% 3.3% 92.5% 0.0% -29.3% -1.4% 52.5K -155.5K -888 0.00 200.00 0 0 238 270 2019-10-21 $24.68 $0.00 101.2% 29.0% 3.4% 99.9% 0.0% 1.9% -1.4% 44.6K -151.1K -1.0K 0.00 200.00 0 0 198 85 2019-10-22 $24.71 $0.00 6.1% 1.8% 3.4% 2.2% 0.0% 0.0% -0.7% 51.1K -152.8K -928 0.00 181.32 0 0 198 85 2019-10-23 $24.71 $0.00 6.3% 1.8% 3.4% 2.3% 0.0% 3.5% -1.5% 49.5K -169.2K -860 0.00 183.37 0 0 198 85 2019-10-24 $24.72 $0.00 7.0% 2.0% 3.4% 3.0% 0.0% -137.5% -1.6% 49.3K -167.9K -854 0.00 188.24 0 0 198 85 2019-10-25 $24.71 $0.00 5.1% 1.4% 2.9% 1.0% 0.0% -138.9% -1.7% 49.1K -169.8K -850 0.00 200.00 0 0 198 85 2019-10-29 $24.73 $0.00 5.5% 1.6% 2.9% 1.5% 0.0% -111.5% -2.1% 50.5K -171.7K -847 0.00 200.00 0 0 198 85 2019-10-30 $24.78 $0.00 6.5% 1.8% 2.9% 2.5% 0.0% -124.5% -1.3% 52.6K -179.7K -847 0.00 188.46 0 0 198 85 2019-10-31 $24.76 $0.00 7.2% 2.1% 3.0% 3.3% 0.0% -121.9% -1.5% 52.7K -175.1K -836 0.00 186.67 0 0 198 85
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