IHY Options History — June 2020

In June 2020, IHY traded between $23.22 and $24.19. ATM implied volatility averaged 47.9%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 35.4% (HV 20d: 12.4%). Max pain ranged from $20.00 to $23.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 6.15.

Notable Days

  • 2020-06-04: Highest Volume — 97 contracts
  • 2020-06-16: Largest IV spike — 481.6% change
  • 2020-06-16: Highest IV Rank — 100.0%
  • 2020-06-16: Largest Expected Move — 54.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.72$23.22$24.19$23.22$23.65
Max Pain$22.59$20.00$23.00$20.00$23.00
ATM IV47.9%15.2%189.0%15.2%41.9%
Expected Move12.4%4.3%54.2%4.3%12.0%
HV 20d12.4%10.4%15.3%10.7%12.7%
HV 60d18.8%11.8%26.0%26.0%11.8%
IV Rank31.7%11.1%100.0%11.9%20.7%
IV Percentile88.1%76.6%100.0%76.6%90.1%
Term Structure-6.1%-95.9%115.6%-0.5%-22.1%
VWIV31.7%25.2%38.3%38.3%25.2%
Skew 25d-41.5%-170.6%29.1%2.3%29.1%
Skew 10d-54.5%-159.1%18.1%0.5%17.3%
Call IV 25d78.0%13.9%196.7%13.9%23.2%
Put IV 25d36.6%16.1%169.9%16.1%52.3%
Bid-Ask Spread %167.94138.22182.75142.94167.57
Gamma HHI0.780.600.980.820.98
Net GEX-25.2K-38.9K-16.9K-38.9K-35.7K
Net DEX143.3K107.0K218.5K201.4K113.1K
Net VEX-605-775-328-775-328
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.153.608.708.703.60
Total Volume6.59109700
Total OI607.909573626625573

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-06-01$23.22$20.0015.2%4.3%10.7%11.9%0.0%2.3%-0.5%-38.9K201.4K-7750.00142.940010615
2020-06-02$23.37$20.0031.7%9.1%10.6%28.9%0.0%3.8%-14.8%-26.7K170.6K-7640.00177.380010615
2020-06-03$23.65$20.0028.7%8.2%11.0%25.7%0.0%-28.3%-9.7%-27.2K152.5K-7260.00182.540010615
2020-06-04$23.77$23.0027.1%8.8%10.4%24.1%38.3%-49.2%-17.6%-22.8K119.1K-6718.70150.8210879615
2020-06-05$24.01$23.0028.0%10.8%10.5%25.0%0.0%-59.5%-9.0%-22.2K119.3K-6650.00158.270010616
2020-06-08$24.19$23.0030.6%5.3%10.6%27.7%0.0%1.2%-5.5%-23.4K107.0K-5780.00138.83009616
2020-06-09$23.89$23.0030.8%7.0%12.2%27.9%0.0%-59.1%-4.3%-22.1K137.0K-6680.00176.62009616
2020-06-10$23.94$23.0083.2%23.8%12.2%81.5%0.0%-62.4%-46.8%-28.1K148.5K-6510.00177.41009616
2020-06-11$23.42$23.0042.0%12.1%15.2%39.4%25.2%-124.3%-39.2%-17.7K218.5K-7720.00176.49029616
2020-06-12$23.58$23.0042.4%12.2%15.3%39.8%0.0%-149.4%2.8%-20.8K175.8K-7280.00178.68009614
2020-06-15$23.66$23.0032.5%9.3%15.1%29.7%0.0%-61.1%3.2%-19.6K164.1K-6730.00179.25009614
2020-06-16$23.90$23.00189.0%54.2%13.0%100.0%0.0%-170.6%-95.9%-24.3K143.4K-6020.00182.75009614
2020-06-17$23.83$23.0031.9%9.2%13.1%15.3%0.0%-16.6%-9.0%-28.0K137.4K-5820.00170.06009614
2020-06-18$23.77$23.0033.2%9.5%12.6%16.0%0.0%-22.7%96.2%-27.8K125.6K-5640.00179.21009614
2020-06-19$23.73$23.0024.2%6.9%12.7%11.2%0.0%-18.7%115.6%-23.2K144.8K-5890.00138.65009614
2020-06-22$23.77$23.0024.1%6.9%12.6%11.1%0.0%6.9%1.4%-17.9K117.8K-5220.00138.22009564
2020-06-23$23.84$23.00137.5%0.0%12.5%72.2%0.0%18.1%-54.7%-28.1K110.3K-3873.60178.2310369564
2020-06-24$23.69$23.0052.5%15.1%12.7%26.4%0.0%-29.8%5.2%-16.9K122.2K-5280.00182.27009564
2020-06-25$23.68$23.0039.2%11.2%12.7%19.3%0.0%-8.2%-1.8%-24.7K152.1K-5590.00181.97009564
2020-06-26$23.62$23.0041.7%12.0%12.8%20.6%0.0%-117.3%8.5%-19.2K128.2K-5120.00170.65009564
2020-06-29$23.57$23.0046.1%13.2%12.8%23.0%0.0%3.5%-36.7%-38.1K143.7K-4570.00165.88009564
2020-06-30$23.65$23.0041.9%12.0%12.7%20.7%0.0%29.1%-22.1%-35.7K113.1K-3280.00167.57009564