IHY Options History — March 2021

In March 2021, IHY traded between $25.43 and $25.74. ATM implied volatility averaged 13.2%, placing in the 4.7% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 8.9% (HV 20d: 4.3%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 13 of 23 days.

Notable Days

  • 2021-03-26: Largest IV spike — 265.5% change
  • 2021-03-26: Highest IV Rank — 13.7%
  • 2021-03-26: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.59$25.43$25.74$25.72$25.53
ATM IV13.2%6.9%29.9%11.2%11.0%
Expected Move3.5%2.0%8.6%3.2%3.2%
HV 20d4.3%3.1%5.0%3.3%4.6%
HV 60d3.8%3.5%4.0%3.6%3.7%
IV Rank4.7%1.3%13.7%3.6%3.5%
IV Percentile18.5%6.0%63.1%11.9%14.7%
Term Structure2.7%-4.4%30.1%5.5%2.7%
Skew 25d-5.3%-33.1%4.1%0.0%-2.6%
Skew 10d-10.8%-77.3%18.1%-7.2%-7.3%
Call IV 25d15.7%8.7%41.4%11.3%13.8%
Put IV 25d10.4%6.9%17.4%11.3%11.2%
Bid-Ask Spread %162.47131.33187.79158.19165.86
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-03-01$25.72$0.0011.2%3.2%3.3%3.6%0.0%0.0%5.5%0000.00158.190000
2021-03-02$25.74$0.006.9%2.0%3.1%1.3%0.0%-11.4%1.8%0000.00144.700000
2021-03-03$25.74$0.0012.4%3.6%3.1%4.3%0.0%2.1%3.1%0000.00131.330000
2021-03-04$25.65$0.0015.8%3.2%3.2%6.1%0.0%-2.2%-2.6%0000.00158.220000
2021-03-05$25.60$0.0024.9%5.4%3.3%11.0%0.0%0.3%-2.5%0000.00164.090000
2021-03-08$25.43$0.0020.4%3.2%3.7%8.6%0.0%-2.6%-3.9%0000.00143.020000
2021-03-09$25.47$0.0011.4%3.0%3.8%3.7%0.0%-0.9%-4.4%0000.00162.780000
2021-03-10$25.52$0.008.5%2.4%3.8%2.1%0.0%3.6%-1.7%0000.00146.540000
2021-03-11$25.68$0.008.9%2.6%4.5%2.4%0.0%-2.8%-1.8%0000.00166.130000
2021-03-12$25.60$0.0012.6%3.6%4.6%4.4%0.0%0.7%-2.6%0000.00179.280000
2021-03-15$25.59$0.007.9%2.3%4.6%1.9%0.0%-2.2%-2.6%0000.00167.640000
2021-03-16$25.61$0.009.4%2.7%4.6%2.7%0.0%-1.4%-2.7%0000.00168.560000
2021-03-17$25.70$0.0025.2%7.2%4.9%11.2%0.0%-9.8%-4.3%0000.00176.720000
2021-03-18$25.59$0.0010.6%3.0%5.0%3.3%0.0%-3.0%30.1%0000.00177.480000
2021-03-19$25.64$0.008.2%2.3%5.0%2.0%0.0%-0.9%3.8%0000.00149.570000
2021-03-22$25.62$0.008.5%2.4%4.9%2.2%0.0%-33.1%23.6%0000.00187.790000
2021-03-23$25.56$0.0012.6%3.6%5.0%4.4%0.0%-16.4%4.4%0000.00166.210000
2021-03-24$25.54$0.0010.8%3.1%4.9%3.4%0.0%-13.4%4.3%0000.00159.100000
2021-03-25$25.52$0.008.2%2.3%4.7%2.0%0.0%0.4%4.2%0000.00165.200000
2021-03-26$25.54$0.0029.9%8.6%4.8%13.7%0.0%-9.3%3.5%0000.00161.570000
2021-03-29$25.49$0.0015.6%4.5%4.6%6.0%0.0%-21.3%2.3%0000.00174.700000
2021-03-30$25.51$0.0013.6%3.9%4.6%4.9%0.0%4.1%2.8%0000.00162.220000
2021-03-31$25.53$0.0011.0%3.2%4.6%3.5%0.0%-2.6%2.7%0000.00165.860000