IHY Options History — February 2021

In February 2021, IHY traded between $25.73 and $25.97. ATM implied volatility averaged 10.3%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 2.7%. IV traded above realized volatility by 7.0% (HV 20d: 3.3%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 13 of 19 days.

Notable Days

  • 2021-02-02: Largest IV spike — 740.9% change
  • 2021-02-02: Highest IV Rank — 25.5%
  • 2021-02-02: Largest Expected Move — 14.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.88$25.73$25.97$25.73$25.83
ATM IV10.3%4.8%51.0%6.1%11.9%
Expected Move2.7%1.1%14.6%1.7%3.4%
HV 20d3.3%3.0%3.6%3.5%3.0%
HV 60d4.1%3.8%4.7%4.7%3.9%
IV Rank3.5%0.6%25.5%1.3%4.0%
IV Percentile12.8%3.2%90.9%7.9%12.7%
Term Structure0.0%-17.0%2.9%-0.5%0.2%
Skew 25d-2.8%-35.9%32.1%-12.6%-1.9%
Skew 10d-8.2%-48.3%45.0%-35.2%4.3%
Call IV 25d18.8%7.1%65.6%21.6%12.6%
Put IV 25d16.0%5.4%66.5%8.9%10.6%
Bid-Ask Spread %172.42146.21187.43173.12183.19
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
2021-02-01$25.73$0.006.1%1.7%3.5%1.3%0.0%-12.6%-0.5%0000.00173.120000
2021-02-02$25.74$0.0051.0%14.6%3.4%25.5%0.0%0.9%-17.0%0000.00168.320000
2021-02-03$25.80$0.004.8%1.4%3.5%0.6%0.0%-18.9%-0.5%0000.00177.300000
2021-02-04$25.80$0.0012.3%1.6%3.4%4.6%0.0%-35.9%2.4%0000.00170.250000
2021-02-05$25.88$0.0012.3%1.5%3.6%4.6%0.0%-0.8%2.3%0000.00176.190000
2021-02-08$25.86$0.006.8%1.6%3.6%1.6%0.0%-19.4%2.4%0000.00178.610000
2021-02-09$25.90$0.008.6%1.1%3.4%2.6%0.0%-4.5%2.5%0000.00175.260000
2021-02-10$25.92$0.005.9%1.7%3.4%1.2%0.0%-28.0%2.3%0000.00184.380000
2021-02-11$25.94$0.005.2%1.5%3.3%0.8%0.0%-13.5%2.9%0000.00163.070000
2021-02-12$25.92$0.005.7%1.6%3.4%1.1%0.0%-2.3%0.5%0000.00173.530000
2021-02-16$25.91$0.005.7%1.6%3.2%1.1%0.0%29.6%0.9%0000.00172.440000
2021-02-17$25.88$0.005.7%1.6%3.2%1.0%0.0%-2.7%2.2%0000.00173.190000
2021-02-18$25.89$0.006.7%1.9%3.2%1.5%0.0%15.0%0.3%0000.00146.210000
2021-02-19$25.97$0.006.0%1.7%3.4%1.2%0.0%-2.5%2.6%0000.00187.430000
2021-02-22$25.94$0.0010.5%3.0%3.4%3.5%0.0%15.1%-1.3%0000.00172.660000
2021-02-23$25.95$0.008.3%2.4%3.2%2.1%0.0%32.1%-0.1%0000.00162.950000
2021-02-24$25.96$0.0011.9%3.4%3.1%4.0%0.0%-0.9%-2.4%0000.00170.210000
2021-02-25$25.84$0.0010.6%3.0%3.0%3.3%0.0%-2.4%1.1%0000.00167.660000
2021-02-26$25.83$0.0011.9%3.4%3.0%4.0%0.0%-1.9%0.2%0000.00183.190000