IHY Options History — February 2020

In February 2020, IHY traded between $24.64 and $25.12. ATM implied volatility averaged 5.4%, placing in the 2.0% IV rank vs the trailing year. The 30-day expected move averaged 1.5%. IV traded above realized volatility by 2.5% (HV 20d: 3.0%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2020-02-18: Highest Volume — 5 contracts
  • 2020-02-27: Largest IV spike — 57.3% change
  • 2020-02-27: Highest IV Rank — 6.5%
  • 2020-02-27: Largest Expected Move — 2.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.00$24.64$25.12$24.99$24.64
ATM IV5.4%3.7%9.9%5.1%9.8%
Expected Move1.5%1.1%2.8%1.5%2.8%
HV 20d3.0%2.6%3.9%2.8%3.9%
HV 60d2.4%2.3%3.0%2.4%3.0%
IV Rank2.0%0.2%6.5%1.6%6.4%
IV Percentile25.6%0.8%83.3%16.7%82.9%
Term Structure-0.2%-1.6%0.9%0.9%-1.0%
Skew 25d-53.0%-180.5%68.7%-64.7%-22.3%
Skew 10d-44.9%-184.2%124.8%-115.0%-115.5%
Call IV 25d93.1%5.0%187.8%72.4%33.1%
Put IV 25d40.1%4.1%102.4%7.7%10.8%
Bid-Ask Spread %181.37101.55200.00200.00177.01
Gamma HHI0.860.431.000.500.67
Net GEX-7.3K-11.2K-4.8K-8.5K-8.0K
Net DEX18.9K10.9K44.9K18.3K22.1K
Net VEX-85-247-35-85-120
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.4740500
Total OI143.737141150141150

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-02-03$24.99$0.005.1%1.5%2.8%1.6%0.0%-64.7%0.9%-8.5K18.3K-850.00200.00000141
2020-02-04$25.03$0.005.2%1.5%2.9%1.7%0.0%-73.3%0.3%-5.8K13.5K-410.00200.00000141
2020-02-05$25.05$0.005.3%1.5%2.9%1.9%0.0%-3.4%-0.1%-10.2K21.8K-1150.00132.37000141
2020-02-06$25.06$0.004.9%1.4%2.9%1.4%0.0%0.3%0.6%-5.5K12.6K-420.00101.55000141
2020-02-07$25.06$0.005.0%1.4%2.9%1.6%0.0%-79.1%0.8%-5.4K12.8K-410.00180.36000141
2020-02-10$25.03$0.005.0%1.5%2.9%1.5%0.0%13.5%-0.5%-6.8K13.6K-390.00181.48000141
2020-02-11$25.06$0.006.0%1.2%2.9%2.5%0.0%-69.4%-0.0%-6.5K12.7K-390.00186.24000141
2020-02-12$25.07$0.004.2%1.2%2.9%0.7%0.0%-4.4%-0.5%-8.5K12.3K-380.00185.19000141
2020-02-13$25.06$0.004.3%1.2%2.8%0.8%0.0%-1.0%0.2%-6.4K12.9K-380.00185.19000141
2020-02-14$25.08$0.004.3%1.2%2.7%0.8%0.0%-8.8%-0.0%-7.0K12.1K-380.00185.19000141
2020-02-18$25.08$0.003.7%1.1%2.7%0.2%0.0%-180.5%0.0%-9.2K11.9K-350.00183.70050141
2020-02-19$25.11$0.005.2%1.5%2.7%1.7%0.0%-105.7%-1.5%-6.6K30.8K-1620.00186.24000146
2020-02-20$25.09$0.003.8%1.1%2.6%0.3%0.0%-109.7%0.7%-7.5K11.8K-360.00182.22000146
2020-02-21$25.12$0.004.0%1.1%2.6%0.5%0.0%68.7%0.5%-7.0K10.9K-360.00192.59000146
2020-02-24$25.01$0.005.7%1.6%3.0%2.2%0.0%22.7%-1.3%-4.8K13.6K-360.00194.44000146
2020-02-25$24.90$0.005.7%1.6%3.3%2.2%0.0%-128.6%-0.4%-11.2K44.9K-2470.00195.00400146
2020-02-26$24.89$0.006.3%1.8%3.3%2.8%0.0%-119.3%-0.5%-5.3K37.1K-2260.00200.00004146
2020-02-27$24.76$0.009.9%2.8%3.7%6.5%0.0%-141.6%-1.6%-8.5K32.7K-1950.00197.22004146
2020-02-28$24.64$0.009.8%2.8%3.9%6.4%0.0%-22.3%-1.0%-8.0K22.1K-1200.00177.01004146