IHY Options History — December 2019

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

In December 2019, IHY traded between $24.72 and $25.11. ATM implied volatility averaged 5.0%, placing in the 1.0% IV rank vs the trailing year. The 30-day expected move averaged 1.4%. IV traded above realized volatility by 3.1% (HV 20d: 1.9%). Max pain ranged from $22.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days.

Notable Days

2019-12-17: Highest Volume — 20 contracts
2019-12-31: Largest IV spike — 46.5% change
2019-12-03: Highest IV Rank — 3.3%
2019-12-03: Largest Expected Move — 2.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.93	$24.72	$25.11	$24.72	$25.07
Max Pain	$22.17	$22.00	$25.00	$22.00	$22.00
ATM IV	5.0%	3.9%	7.3%	5.0%	5.7%
Expected Move	1.4%	1.1%	2.1%	1.4%	1.6%
HV 20d	1.9%	1.7%	2.2%	2.0%	2.0%
HV 60d	2.5%	2.2%	2.8%	2.8%	2.2%
IV Rank	1.0%	0.0%	3.3%	1.0%	1.9%
IV Percentile	12.2%	0.0%	57.9%	7.1%	31.0%
Term Structure	1.3%	-7.7%	3.1%	0.2%	-0.1%
Skew 25d	-35.9%	-158.9%	2.5%	2.1%	1.9%
Skew 10d	-14.4%	-143.5%	30.6%	6.2%	3.1%
Call IV 25d	43.6%	4.5%	167.9%	6.8%	5.7%
Put IV 25d	7.7%	6.2%	9.3%	8.9%	7.5%
Bid-Ask Spread %	188.54	178.11	200.00	183.33	192.86
Gamma HHI	0.96	0.83	1.00	0.83	1.00
Net GEX	79.6K	15.8K	216.0K	17.6K	151.2K
Net DEX	-239.5K	-342.7K	-181.8K	-201.3K	-293.0K
Net VEX	-642	-826	-461	-826	-462
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	2.143	0	20	0	0
Total OI	321.143	264	349	304	349

Daily Data (21 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
2019-12-02	$24.72	$0.00	5.0%	1.4%	2.0%	1.0%	0.0%	2.1%	0.2%	17.6K	-201.3K	-826	183.33	0	199	105
2019-12-03	$24.74	$0.00	7.3%	2.1%	2.0%	3.3%	0.0%	-147.3%	-7.7%	16.1K	-204.3K	-819	183.33	0	199	105
2019-12-04	$24.77	$0.00	4.9%	1.4%	2.0%	0.9%	0.0%	-67.1%	0.2%	63.4K	-181.8K	-708	188.57	0	199	105
2019-12-05	$24.78	$22.00	5.1%	1.4%	2.0%	1.1%	0.0%	-150.7%	2.3%	15.8K	-213.2K	-792	184.76	0	199	105
2019-12-06	$24.77	$22.00	4.6%	1.3%	1.9%	0.5%	0.0%	-152.8%	1.8%	16.2K	-211.6K	-776	183.67	0	199	105
2019-12-09	$24.77	$22.00	5.9%	1.3%	1.9%	1.9%	0.0%	-158.9%	2.6%	17.3K	-211.3K	-741	183.67	0	199	105
2019-12-10	$24.81	$22.00	5.6%	1.5%	1.9%	1.6%	0.0%	2.1%	3.1%	71.8K	-186.5K	-678	180.95	0	199	105
2019-12-11	$24.87	$22.00	5.4%	1.5%	2.0%	1.4%	0.0%	2.0%	2.2%	76.3K	-204.1K	-668	183.33	0	199	105
2019-12-12	$24.90	$22.00	5.1%	1.5%	2.0%	1.1%	0.0%	2.1%	2.6%	81.7K	-212.9K	-672	187.88	0	199	105
2019-12-13	$24.96	$22.00	4.8%	1.4%	2.1%	0.8%	0.0%	2.3%	2.4%	85.0K	-234.0K	-664	185.19	0	199	105
2019-12-16	$24.99	$25.00	5.1%	1.5%	2.1%	1.1%	0.0%	2.0%	2.2%	90.5K	-245.3K	-638	178.11	15	199	65
2019-12-17	$25.01	$22.00	4.8%	1.4%	2.1%	0.8%	0.0%	1.9%	2.3%	98.1K	-254.0K	-627	191.84	20	199	120
2019-12-18	$25.01	$22.00	4.9%	1.4%	1.8%	0.9%	0.0%	1.9%	2.2%	98.2K	-253.7K	-618	191.84	0	199	140
2019-12-19	$25.05	$22.00	5.1%	1.5%	1.8%	1.1%	0.0%	1.6%	1.5%	100.6K	-272.0K	-598	190.48	10	199	140
2019-12-20	$25.03	$22.00	4.7%	1.3%	1.7%	0.7%	0.0%	2.5%	2.8%	92.8K	-260.6K	-595	190.48	0	199	150
2019-12-23	$25.02	$22.00	4.9%	1.4%	1.7%	0.9%	0.0%	2.5%	2.7%	96.7K	-255.6K	-567	190.48	0	199	150
2019-12-24	$25.03	$22.00	3.9%	1.1%	1.7%	0.0%	0.0%	0.4%	1.4%	30.3K	-247.7K	-563	200.00	0	199	150
2019-12-26	$25.07	$22.00	4.0%	1.1%	1.7%	0.1%	0.0%	-106.5%	0.7%	61.1K	-264.8K	-532	200.00	0	199	150
2019-12-27	$25.11	$22.00	4.0%	1.1%	1.7%	0.1%	0.0%	1.7%	1.1%	175.1K	-342.7K	-461	200.00	0	199	150
2019-12-30	$25.03	$22.00	3.9%	1.1%	2.2%	0.1%	0.0%	1.7%	1.4%	216.0K	-279.5K	-480	188.57	0	199	150
2019-12-31	$25.07	$22.00	5.7%	1.6%	2.0%	1.9%	0.0%	1.9%	-0.1%	151.2K	-293.0K	-462	192.86	0	199	150