IHY Options History — January 2021

In January 2021, IHY traded between $25.81 and $26.05. ATM implied volatility averaged 24.4%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 20.9% (HV 20d: 3.5%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 7 of 19 days.

Notable Days

  • 2021-01-27: Largest IV spike — 248.4% change
  • 2021-01-12: Highest IV Rank — 54.7%
  • 2021-01-05: Largest Expected Move — 8.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.91$25.81$26.05$25.97$25.82
ATM IV24.4%4.5%105.1%32.0%8.2%
Expected Move3.6%1.3%8.2%6.1%2.4%
HV 20d3.5%2.6%4.1%4.0%3.3%
HV 60d5.3%4.6%5.5%5.5%4.7%
IV Rank11.2%0.4%54.7%15.3%2.4%
IV Percentile37.2%2.8%97.2%67.9%10.3%
Term Structure-1.0%-16.7%15.6%4.1%-2.1%
Skew 25d-8.3%-82.5%21.5%-21.2%-57.5%
Skew 10d-7.6%-66.1%19.3%4.3%-66.1%
Call IV 25d24.9%8.1%97.7%40.7%68.9%
Put IV 25d16.6%6.6%42.3%19.6%11.4%
Bid-Ask Spread %177.11158.15198.01175.62198.01
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-01-04$25.97$0.0032.0%6.1%4.0%15.3%0.0%-21.2%4.1%0000.00175.620000
2021-01-05$26.01$0.0048.1%8.2%4.0%24.0%0.0%21.5%-12.9%0000.00177.300000
2021-01-06$26.05$0.0062.9%3.1%4.0%31.9%0.0%0.2%15.6%0000.00179.600000
2021-01-07$26.02$0.0026.0%4.8%4.0%12.0%0.0%-4.4%8.0%0000.00179.440000
2021-01-08$25.99$0.0043.5%4.2%3.8%21.5%0.0%8.3%-6.6%0000.00176.260000
2021-01-11$25.88$0.0041.3%4.9%4.1%20.3%0.0%3.8%0.4%0000.00164.660000
2021-01-12$25.90$0.00105.1%7.9%3.9%54.7%0.0%15.2%-16.7%0000.00187.570000
2021-01-13$25.87$0.0017.0%4.9%3.7%7.2%0.0%-7.5%-1.1%0000.00167.440000
2021-01-14$25.87$0.008.3%2.4%3.7%2.4%0.0%-0.4%-0.4%0000.00162.280000
2021-01-15$25.81$0.0010.7%3.1%3.4%3.8%0.0%-1.6%-0.3%0000.00158.150000
2021-01-19$25.86$0.006.4%1.8%3.3%1.4%0.0%-1.1%-2.3%0000.00168.170000
2021-01-20$25.88$0.007.4%2.1%3.3%2.0%0.0%-2.5%-0.1%0000.00184.130000
2021-01-21$25.90$0.006.7%1.9%2.7%1.6%0.0%-2.1%2.0%0000.00168.600000
2021-01-22$25.94$0.005.1%1.4%2.8%0.7%0.0%13.6%-1.2%0000.00173.990000
2021-01-25$25.88$0.004.8%1.4%2.6%0.6%0.0%-1.1%-0.3%0000.00185.500000
2021-01-26$25.95$0.004.5%1.3%2.8%0.4%0.0%0.4%0.5%0000.00172.410000
2021-01-27$25.82$0.0015.7%4.5%3.3%6.4%0.0%-82.5%0.1%0000.00197.670000
2021-01-28$25.85$0.0010.1%2.9%3.3%3.4%0.0%-39.9%-4.7%0000.00188.220000
2021-01-29$25.82$0.008.2%2.4%3.3%2.4%0.0%-57.5%-2.1%0000.00198.010000