IHY Options History — November 2020

In November 2020, IHY traded between $24.28 and $25.41. ATM implied volatility averaged 28.4%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 21.5% (HV 20d: 6.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 7 of 20 days.

Notable Days

  • 2020-11-19: Largest IV spike — 73.9% change
  • 2020-11-05: Highest IV Rank — 20.5%
  • 2020-11-04: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.99$24.28$25.41$24.28$25.36
ATM IV28.4%14.8%41.5%26.2%21.1%
Expected Move7.4%4.2%10.7%7.5%6.0%
HV 20d6.9%4.9%7.6%6.1%4.9%
HV 60d6.1%5.9%6.4%5.9%6.1%
IV Rank13.4%6.1%20.5%12.2%9.5%
IV Percentile61.3%33.3%84.5%57.9%42.5%
Term Structure-5.9%-21.5%15.0%-14.3%-14.9%
Skew 25d-11.7%-37.6%17.7%-34.0%17.7%
Skew 10d-8.6%-31.1%13.0%-28.0%-31.1%
Call IV 25d45.8%22.9%64.4%63.8%32.9%
Put IV 25d34.2%16.0%52.6%29.7%50.6%
Bid-Ask Spread %171.27155.14184.32164.11177.40
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-11-02$24.28$0.0026.2%7.5%6.1%12.2%0.0%-34.0%-14.3%0000.00164.110000
2020-11-03$24.41$0.0032.8%9.4%6.4%15.8%0.0%-20.0%4.8%0000.00156.260000
2020-11-04$24.57$0.0037.2%10.7%6.8%18.2%0.0%-37.6%-17.9%0000.00155.140000
2020-11-05$24.79$0.0041.5%7.8%7.4%20.5%0.0%-10.0%0.0%0000.00175.550000
2020-11-06$24.82$0.0029.5%4.7%7.3%14.0%0.0%-10.3%1.4%0000.00173.500000
2020-11-09$24.96$0.0039.4%6.6%7.6%19.3%0.0%-9.6%2.0%0000.00173.640000
2020-11-10$25.01$0.0026.5%5.7%7.5%12.4%0.0%-14.6%-2.4%0000.00174.820000
2020-11-11$24.94$0.0015.6%4.5%7.6%6.5%0.0%-23.7%-4.6%0000.00163.400000
2020-11-12$24.93$0.0022.1%6.3%7.3%10.0%0.0%-5.7%0.4%0000.00178.910000
2020-11-13$24.98$0.0034.1%9.8%7.3%16.5%0.0%-26.3%-12.8%0000.00157.640000
2020-11-16$25.07$0.0027.5%7.9%7.3%12.9%0.0%-0.1%-19.8%0000.00184.320000
2020-11-17$25.10$0.0015.1%4.3%7.3%6.2%0.0%-15.6%9.8%0000.00176.320000
2020-11-18$25.14$0.0014.8%4.2%7.2%6.1%0.0%2.1%15.0%0000.00180.540000
2020-11-19$25.18$0.0025.7%7.4%7.1%12.0%0.0%1.7%-5.4%0000.00182.340000
2020-11-20$25.15$0.0027.5%7.9%7.0%12.9%0.0%-18.8%-21.5%0000.00167.390000
2020-11-23$25.16$0.0029.6%8.5%6.8%14.1%0.0%-0.5%-7.9%0000.00158.910000
2020-11-24$25.28$0.0033.0%9.5%6.9%15.9%0.0%-15.8%-6.2%0000.00165.840000
2020-11-25$25.41$0.0035.6%10.2%5.7%17.3%0.0%-4.9%-10.3%0000.00178.490000
2020-11-27$25.34$0.0032.5%9.3%5.9%15.6%0.0%-7.5%-13.8%0000.00180.830000
2020-11-30$25.36$0.0021.1%6.0%4.9%9.5%0.0%17.7%-14.9%0000.00177.400000