IHY Options History — August 2020 In August 2020, IHY traded between $24.56 and $24.99. ATM implied volatility averaged 26.2%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 21.2% (HV 20d: 5.1%). Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 5 of 21 days.
Notable Days 2020-08-14 : Highest Volume — 5 contracts2020-08-06 : Largest IV spike — 168.7% change2020-08-06 : Highest IV Rank — 29.2%2020-08-04 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $24.78 $24.56 $24.99 $24.56 $24.99 ATM IV 26.2% 16.5% 57.7% 26.4% 17.4% Expected Move 6.8% 4.7% 12.4% 7.6% 5.0% HV 20d 5.1% 4.0% 6.0% 4.9% 5.6% HV 60d 8.9% 7.9% 9.9% 9.9% 7.9% IV Rank 12.3% 7.0% 29.2% 12.4% 7.5% IV Percentile 67.8% 54.8% 92.5% 69.0% 54.8% Term Structure -1.5% -19.2% 18.5% -5.8% -5.3% Skew 25d 2.2% -14.4% 11.0% 2.5% 4.6% Skew 10d -2.3% -23.0% 11.3% 3.3% 1.6% Call IV 25d 27.1% 19.7% 47.4% 29.7% 20.1% Put IV 25d 29.3% 22.3% 50.0% 32.3% 24.7% Bid-Ask Spread % 169.09 146.56 186.35 160.64 159.54 Gamma HHI 0.80 0.36 1.00 1.00 1.00 Net GEX 6 -1.6K 912 697 912 Net DEX -5.2K -7.5K 2.9K -5.9K -7.5K Net VEX -22 -75 -9 -15 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.238 0 5 0 0 Total OI 45.619 43 48 43 48
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 P/C Spread % Call Vol Put Vol Call OI Put OI 2020-08-03 $24.56 $0.00 26.4% 7.6% 4.9% 12.4% 0.0% 2.5% -5.8% 697 -5.9K -15 0.00 160.64 0 0 4 39 2020-08-04 $24.65 $0.00 43.2% 12.4% 4.6% 21.4% 0.0% 1.8% -19.2% 434 -5.7K -16 0.00 186.35 0 0 4 39 2020-08-05 $24.73 $0.00 21.5% 6.2% 4.6% 9.7% 0.0% 4.0% 2.0% 632 -6.3K -15 0.00 161.01 0 0 4 39 2020-08-06 $24.81 $0.00 57.7% 10.5% 4.0% 29.2% 0.0% 2.7% -1.4% -1.1K -4.4K -17 0.00 186.21 0 0 4 39 2020-08-07 $24.74 $0.00 27.5% 5.2% 4.4% 12.9% 0.0% 2.6% -0.9% -1.5K -2.3K -40 0.00 159.12 0 0 4 39 2020-08-10 $24.69 $0.00 24.4% 5.4% 4.4% 11.3% 0.0% 2.0% -1.4% 552 -6.1K -15 0.00 160.05 0 0 4 39 2020-08-11 $24.70 $0.00 31.8% 5.2% 4.4% 15.2% 0.0% 2.1% -0.6% -880 -4.8K -17 0.00 160.63 0 0 4 39 2020-08-12 $24.82 $0.00 16.5% 4.7% 4.5% 7.0% 0.0% 11.0% 4.9% -1.5K -1.6K -49 0.00 167.32 0 0 4 39 2020-08-13 $24.80 $0.00 29.6% 8.5% 4.6% 14.1% 0.0% 7.4% 0.6% -1.4K 2.9K -75 0.00 166.11 0 0 4 39 2020-08-14 $24.74 $0.00 17.7% 5.1% 4.8% 7.7% 0.0% 5.7% -1.3% -1.6K -2.7K -40 0.00 151.39 0 5 4 39 2020-08-17 $24.77 $0.00 30.1% 8.6% 4.7% 14.3% 0.0% 2.2% -0.7% 667 -6.3K -13 0.00 165.21 0 0 4 44 2020-08-18 $24.92 $0.00 19.3% 5.5% 4.3% 8.5% 0.0% 1.4% -2.5% 590 -7.1K -13 0.00 161.01 0 0 4 44 2020-08-19 $24.67 $0.00 19.6% 5.6% 5.8% 8.6% 0.0% 0.9% -3.2% 516 -6.2K -14 0.00 184.10 0 0 4 44 2020-08-20 $24.70 $0.00 20.8% 6.0% 5.8% 9.3% 0.0% 0.5% -2.0% 764 -6.4K -13 0.00 185.84 0 0 4 44 2020-08-21 $24.80 $0.00 19.8% 5.7% 6.0% 8.8% 0.0% 0.9% 18.5% -106 -5.8K -14 0.00 184.81 0 0 4 44 2020-08-24 $24.81 $0.00 20.5% 5.9% 5.8% 9.2% 0.0% 1.4% -2.6% 804 -6.9K -12 0.00 184.67 0 0 4 44 2020-08-25 $24.85 $0.00 20.9% 6.0% 5.8% 9.4% 0.0% 1.9% -2.0% 784 -6.9K -12 0.00 185.15 0 0 4 44 2020-08-26 $24.86 $0.00 21.4% 6.1% 5.7% 9.6% 0.0% -14.4% 0.6% -430 -4.6K -32 0.00 177.88 0 0 4 44 2020-08-27 $24.85 $0.00 25.0% 7.2% 5.7% 11.6% 0.0% 2.5% -1.6% 842 -7.5K -11 0.00 146.56 0 0 4 44 2020-08-28 $24.92 $0.00 39.8% 11.4% 5.6% 19.6% 0.0% 2.5% -7.6% 425 -6.3K -12 0.00 157.27 0 0 4 44 2020-08-31 $24.99 $0.00 17.4% 5.0% 5.6% 7.5% 0.0% 4.6% -5.3% 912 -7.5K -9 0.00 159.54 0 0 4 44
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