IHY Options History — May 2021

In May 2021, IHY traded between $25.76 and $26.03. ATM implied volatility averaged 24.3%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 19.4% (HV 20d: 4.9%). Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-05-26: Highest Volume — 12 contracts
  • 2021-05-19: Largest IV spike — 411.8% change
  • 2021-05-11: Highest IV Rank — 51.5%
  • 2021-05-11: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.90$25.76$26.03$25.80$26.00
ATM IV24.3%5.0%99.6%32.6%24.6%
Expected Move5.8%1.4%14.2%9.4%7.1%
HV 20d4.9%4.3%5.4%4.4%4.3%
HV 60d4.5%4.3%4.7%4.3%4.5%
IV Rank10.7%0.2%51.5%15.2%10.9%
IV Percentile41.5%1.2%96.8%72.2%48.4%
Term Structure-12.8%-49.0%2.6%-5.0%-15.1%
Skew 25d-11.4%-36.6%11.3%-36.6%1.2%
Skew 10d-7.0%-31.5%6.3%-29.0%4.0%
Call IV 25d37.5%13.9%82.7%60.6%26.8%
Put IV 25d26.1%6.3%50.8%24.0%28.1%
Bid-Ask Spread %179.62170.46186.88179.40184.88
Gamma HHI1.001.001.001.001.00
Net GEX6006720533
Net DEX-371-3.7K00-3.7K
Net VEX-1-1100-11
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.601200
Total OI0.30303

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-05-03$25.80$0.0032.6%9.4%4.4%15.2%0.0%-36.6%-5.0%0000.00179.400000
2021-05-04$25.77$0.0017.8%5.1%4.4%7.2%0.0%-29.8%2.6%0000.00175.840000
2021-05-05$25.77$0.0046.8%13.4%4.4%22.9%0.0%-22.0%-18.8%0000.00176.510000
2021-05-06$25.78$0.0012.9%2.1%4.4%4.6%0.0%-16.3%0.1%0000.00175.410000
2021-05-07$25.95$0.0036.3%7.1%4.9%17.3%0.0%-12.0%-24.4%0000.00175.390000
2021-05-10$25.90$0.0022.2%3.1%4.9%9.6%0.0%-7.5%-0.0%0000.00175.110000
2021-05-11$25.88$0.0099.6%14.2%4.9%51.5%0.0%-31.9%-49.0%0000.00185.360000
2021-05-12$25.76$0.0019.7%5.6%5.2%8.2%0.0%-4.3%-18.9%0000.00180.720000
2021-05-13$25.79$0.0016.4%4.7%5.2%6.5%0.0%-1.3%-9.8%0000.00180.810000
2021-05-14$25.91$0.0020.8%6.0%5.3%8.8%0.0%-8.2%-30.2%0000.00170.460000
2021-05-17$25.90$0.0014.2%4.1%5.2%5.2%0.0%-13.1%-5.8%0000.00177.800000
2021-05-18$25.97$0.005.3%1.5%5.3%0.4%0.0%-7.5%-0.4%0000.00174.290000
2021-05-19$25.89$0.0026.9%7.7%5.4%12.2%0.0%-8.0%-25.2%0000.00177.530000
2021-05-20$25.96$0.0018.8%5.4%5.3%7.7%0.0%-1.8%-15.1%0000.00184.530000
2021-05-21$25.95$0.0013.0%3.7%5.1%4.6%0.0%5.1%-7.2%0000.00184.470000
2021-05-24$26.01$0.005.0%1.4%4.8%0.2%0.0%-8.6%-0.3%0000.00184.270000
2021-05-25$26.03$0.0017.8%5.1%4.8%7.2%0.0%-15.8%-13.5%0000.00181.000000
2021-05-26$25.99$0.0010.0%2.9%4.7%3.0%0.0%-20.7%-5.3%0000.00186.8812000
2021-05-27$26.00$0.0025.5%7.3%4.7%11.4%0.0%11.3%-15.3%672-3.7K-110.00181.710030
2021-05-28$26.00$0.0024.6%7.1%4.3%10.9%0.0%1.2%-15.1%533-3.7K-110.00184.880030