IHY Options History — October 2020 In October 2020, IHY traded between $24.25 and $24.72. ATM implied volatility averaged 36.4%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 30.4% (HV 20d: 6.0%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 9 of 22 days.
Notable Days 2020-10-15 : Largest IV spike — 213.7% change2020-10-13 : Highest IV Rank — 45.9%2020-10-02 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $24.54 $24.25 $24.72 $24.33 $24.25 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 36.4% 11.9% 88.6% 22.1% 23.9% Expected Move 7.3% 3.4% 11.5% 6.3% 6.8% HV 20d 6.0% 5.1% 6.7% 5.5% 6.6% HV 60d 5.5% 5.3% 5.9% 5.5% 5.9% IV Rank 17.7% 4.5% 45.9% 10.0% 11.0% IV Percentile 70.4% 37.7% 95.6% 57.1% 53.6% Term Structure -1.8% -23.5% 36.8% 12.2% 1.4% Skew 25d 4.3% -24.1% 35.7% 0.5% 19.5% Skew 10d -0.3% -30.3% 29.5% 17.0% -4.4% Call IV 25d 33.8% 14.3% 64.5% 39.4% 33.4% Put IV 25d 38.1% 14.1% 91.5% 40.0% 52.9% Bid-Ask Spread % 167.49 149.44 178.26 149.44 165.14 Gamma HHI 0.56 0.36 1.00 0.36 1.00 Net GEX -102 -1.4K 1.0K -412 0 Net DEX -1.6K -9.8K 8.5K -2.5K 0 Net VEX -9 -52 0 -22 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 26.182 0 48 48 0
Daily Data (22 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 2020-10-01 $24.33 $22.00 22.1% 6.3% 5.5% 10.0% 0.0% 0.5% 12.2% -412 -2.5K -22 0.00 149.44 0 0 4 44 2020-10-02 $24.28 $22.00 40.3% 11.5% 5.5% 19.8% 0.0% 35.7% 36.8% -1.4K 8.5K -52 0.00 164.61 0 0 4 44 2020-10-05 $24.45 $0.00 38.9% 5.6% 6.2% 19.1% 0.0% -3.1% 7.8% 17 -4.6K -13 0.00 162.51 0 0 4 44 2020-10-06 $24.49 $0.00 46.4% 6.9% 6.2% 23.1% 0.0% -7.2% 7.1% -1.1K 3.0K -33 0.00 172.24 0 0 4 44 2020-10-07 $24.56 $0.00 47.1% 6.2% 6.2% 23.5% 0.0% -2.2% -13.4% -173 -4.1K -15 0.00 158.06 0 0 4 44 2020-10-08 $24.63 $0.00 37.0% 6.9% 6.3% 18.1% 0.0% 13.4% -16.9% -7 -5.0K -11 0.00 163.61 0 0 4 44 2020-10-09 $24.72 $0.00 79.1% 6.4% 6.5% 40.7% 0.0% -20.0% -3.5% -1.2K 5.4K -31 0.00 168.49 0 0 4 44 2020-10-12 $24.71 $0.00 62.2% 7.0% 6.4% 31.7% 0.0% 13.2% 0.1% 653 -7.3K -4 0.00 157.43 0 0 4 44 2020-10-13 $24.67 $0.00 88.6% 7.4% 6.4% 45.9% 0.0% -13.2% -5.6% 281 -6.1K -5 0.00 177.77 0 0 4 44 2020-10-14 $24.61 $0.00 11.9% 3.4% 6.5% 4.5% 0.0% -15.8% 2.4% -10 -4.6K -7 0.00 172.12 0 0 4 44 2020-10-15 $24.49 $0.00 37.3% 10.7% 6.7% 18.2% 0.0% -24.1% -23.5% 1.0K -7.4K -2 0.00 174.37 0 0 4 44 2020-10-16 $24.52 $0.00 16.7% 4.8% 6.7% 7.1% 0.0% 2.2% -2.7% 0 -9.8K 0 0.00 175.72 0 0 4 44 2020-10-19 $24.49 $0.00 26.5% 7.6% 5.6% 12.4% 0.0% -4.4% 8.5% 0 0 0 0.00 178.26 0 0 0 0 2020-10-20 $24.57 $0.00 28.8% 8.3% 5.4% 13.6% 0.0% 16.5% -5.5% 0 0 0 0.00 175.84 0 0 0 0 2020-10-21 $24.66 $0.00 24.0% 6.9% 5.2% 11.0% 0.0% 15.7% -4.1% 0 0 0 0.00 160.27 0 0 0 0 2020-10-22 $24.60 $0.00 19.4% 5.6% 5.2% 8.5% 0.0% -8.9% -8.8% 0 0 0 0.00 174.57 0 0 0 0 2020-10-23 $24.72 $0.00 31.7% 9.1% 5.1% 15.2% 0.0% 15.5% -12.4% 0 0 0 0.00 162.95 0 0 0 0 2020-10-26 $24.62 $0.00 28.7% 8.2% 5.4% 13.6% 0.0% 5.8% -11.5% 0 0 0 0.00 160.75 0 0 0 0 2020-10-27 $24.62 $0.00 28.8% 8.3% 5.2% 13.6% 0.0% 24.9% -12.1% 0 0 0 0.00 172.42 0 0 0 0 2020-10-28 $24.39 $0.00 29.3% 8.4% 6.2% 13.9% 0.0% 14.3% 6.1% 0 0 0 0.00 171.53 0 0 0 0 2020-10-29 $24.43 $0.00 32.1% 9.2% 6.1% 15.4% 0.0% 16.6% -1.5% 0 0 0 0.00 166.69 0 0 0 0 2020-10-30 $24.25 $0.00 23.9% 6.8% 6.6% 11.0% 0.0% 19.5% 1.4% 0 0 0 0.00 165.14 0 0 0 0
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