IHY Options History — April 2021

In April 2021, IHY traded between $25.39 and $25.85. ATM implied volatility averaged 26.7%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 22.5% (HV 20d: 4.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.

Notable Days

  • 2021-04-27: Largest IV spike — 379.3% change
  • 2021-04-13: Highest IV Rank — 29.7%
  • 2021-04-23: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.67$25.39$25.85$25.39$25.69
ATM IV26.7%5.6%59.4%12.2%24.6%
Expected Move5.9%1.6%10.5%3.5%7.1%
HV 20d4.2%3.5%5.1%4.8%4.4%
HV 60d4.0%3.9%4.2%3.9%4.2%
IV Rank12.0%0.6%29.7%4.2%10.9%
IV Percentile50.4%2.0%94.4%17.1%50.8%
Term Structure-8.3%-28.9%19.2%-1.0%-11.2%
Skew 25d-13.0%-33.9%3.8%-6.9%-6.0%
Skew 10d-13.7%-44.4%19.3%-41.3%-27.2%
Call IV 25d37.7%17.4%62.5%18.9%37.7%
Put IV 25d24.7%9.5%51.1%12.1%31.8%
Bid-Ask Spread %174.17163.02183.79165.46168.27
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-04-01$25.39$0.0012.2%3.5%4.8%4.2%0.0%-6.9%-1.0%0000.00165.460000
2021-04-05$25.50$0.0012.2%8.0%5.1%4.2%0.0%-17.6%-26.7%0000.00183.790000
2021-04-06$25.56$0.0038.3%8.6%4.6%18.3%0.0%-15.1%-18.4%0000.00177.970000
2021-04-07$25.55$0.0034.2%4.9%4.5%16.1%0.0%-5.8%-11.2%0000.00179.150000
2021-04-08$25.61$0.0041.3%6.6%4.6%19.9%0.0%-4.0%-8.0%0000.00178.740000
2021-04-09$25.61$0.0044.1%6.9%4.0%21.5%0.0%-24.0%-28.9%0000.00172.720000
2021-04-12$25.59$0.0057.1%5.4%3.8%28.5%0.0%0.8%-8.8%0000.00174.840000
2021-04-13$25.65$0.0059.4%5.2%3.9%29.7%0.0%-1.7%-9.1%0000.00177.170000
2021-04-14$25.65$0.0016.1%4.6%3.9%6.3%0.0%-16.7%-9.5%0000.00175.630000
2021-04-15$25.71$0.008.5%2.4%3.8%2.2%0.0%-22.5%19.2%0000.00176.250000
2021-04-16$25.65$0.0015.0%4.3%3.5%5.7%0.0%-33.9%-6.0%0000.00178.330000
2021-04-19$25.74$0.0022.4%6.4%3.7%9.7%0.0%-1.0%-2.5%0000.00165.600000
2021-04-20$25.76$0.0010.5%3.0%3.7%3.3%0.0%-30.6%-4.9%0000.00174.910000
2021-04-21$25.81$0.0026.9%7.7%3.6%12.2%0.0%-17.1%-6.6%0000.00173.440000
2021-04-22$25.73$0.0012.2%3.5%3.8%4.2%0.0%-24.2%-6.1%0000.00177.980000
2021-04-23$25.85$0.0036.6%10.5%4.0%17.4%0.0%-0.7%-25.5%0000.00168.560000
2021-04-26$25.72$0.005.6%1.6%4.5%0.6%0.0%-7.9%2.6%0000.00163.020000
2021-04-27$25.73$0.0026.8%7.7%4.4%12.1%0.0%3.8%-8.1%0000.00178.500000
2021-04-28$25.81$0.0033.7%9.7%4.5%15.8%0.0%-13.9%-5.3%0000.00173.720000
2021-04-29$25.82$0.0022.1%6.3%4.5%9.5%0.0%-27.4%2.6%0000.00173.500000
2021-04-30$25.69$0.0024.6%7.1%4.4%10.9%0.0%-6.0%-11.2%0000.00168.270000