IHY Options History — June 2021 In June 2021, IHY traded between $25.70 and $26.01. ATM implied volatility averaged 22.8%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 19.1% (HV 20d: 3.7%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2021-06-23 : Highest Volume — 12 contracts2021-06-22 : Largest IV spike — 100.8% change2021-06-04 : Highest IV Rank — 27.3%2021-06-28 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $25.86 $25.70 $26.01 $25.95 $25.72 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 22.8% 7.9% 54.9% 26.3% 32.1% Expected Move 4.9% 2.3% 9.8% 7.5% 9.2% HV 20d 3.7% 3.3% 4.7% 4.1% 3.3% HV 60d 4.2% 4.0% 4.5% 4.5% 4.0% IV Rank 11.2% 1.8% 27.3% 11.8% 19.2% IV Percentile 44.2% 7.9% 92.9% 52.8% 72.6% Term Structure 9.3% -17.4% 22.7% -17.4% 22.7% VWIV 8.6% 7.2% 9.4% 7.2% 9.4% Skew 25d -15.3% -62.1% 3.4% 3.4% -47.9% Skew 10d -8.3% -30.5% 16.4% 8.0% -1.2% Call IV 25d 30.5% 9.0% 87.8% 52.5% 65.4% Put IV 25d 15.2% 6.3% 57.1% 55.9% 17.5% Bid-Ask Spread % 180.89 172.75 191.23 182.59 181.93 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 534 265 786 648 344 Net DEX -3.6K -3.9K -3.1K -3.7K -3.5K Net VEX -9 -11 -6 -11 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.136 0 12 0 1 Total OI 3 3 3 3 3
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2021-06-01 $25.95 $0.00 26.3% 7.5% 4.1% 11.8% 0.0% 3.4% -17.4% 648 -3.7K -11 0.00 182.59 0 0 3 0 2021-06-02 $25.98 $0.00 32.3% 9.3% 4.1% 15.1% 0.0% 1.7% -4.1% 660 -3.8K -11 0.00 191.23 0 0 3 0 2021-06-03 $25.85 $26.00 28.0% 2.5% 4.5% 12.7% 0.0% -0.4% 3.5% 652 -3.4K -10 0.00 172.75 0 0 3 0 2021-06-04 $25.94 $26.00 54.9% 2.4% 4.7% 27.3% 0.0% -0.5% 15.6% 659 -3.6K -10 0.00 182.18 0 0 3 0 2021-06-07 $25.99 $26.00 30.6% 2.4% 4.1% 14.1% 0.0% -0.2% 3.4% 706 -3.8K -10 0.00 181.65 0 0 3 0 2021-06-08 $25.99 $26.00 48.1% 2.3% 4.0% 23.6% 0.0% -2.3% 8.6% 786 -3.7K -10 0.00 172.96 0 0 3 0 2021-06-09 $26.01 $26.00 7.9% 2.3% 4.0% 1.8% 0.0% -2.1% 9.8% 590 -3.9K -10 0.00 182.73 0 0 3 0 2021-06-10 $26.01 $26.00 9.2% 2.6% 3.6% 2.5% 0.0% -3.5% 12.7% 565 -3.9K -10 0.00 181.90 0 0 3 0 2021-06-11 $25.99 $26.00 9.7% 2.8% 3.6% 2.8% 0.0% -3.5% 5.1% 579 -3.8K -10 0.00 183.64 0 0 3 0 2021-06-14 $25.93 $26.00 8.4% 2.4% 3.4% 2.1% 0.0% -2.1% 10.2% 650 -3.6K -9 0.00 180.05 0 0 3 0 2021-06-15 $25.93 $26.00 9.4% 2.7% 3.4% 2.7% 0.0% -2.6% 4.2% 578 -3.7K -9 0.00 181.50 0 0 3 0 2021-06-16 $25.83 $26.00 13.7% 3.9% 3.5% 5.0% 0.0% -1.8% 8.5% 483 -3.5K -9 0.00 180.84 0 0 3 0 2021-06-17 $25.76 $26.00 10.0% 2.9% 3.4% 3.8% 0.0% -2.0% 21.7% 613 -3.2K -9 0.00 178.11 0 0 3 0 2021-06-18 $25.70 $26.00 10.1% 2.9% 3.3% 3.9% 0.0% -1.2% 8.2% 535 -3.2K -8 0.00 178.07 0 0 3 0 2021-06-21 $25.73 $26.00 12.6% 3.6% 3.4% 5.6% 0.0% -2.3% 14.2% 622 -3.1K -8 0.00 183.38 0 0 3 0 2021-06-22 $25.79 $26.00 25.3% 7.2% 3.4% 14.5% 0.0% -39.1% 10.7% 337 -3.6K -8 0.00 185.07 0 0 3 0 2021-06-23 $25.80 $26.00 26.3% 7.5% 3.4% 15.2% 7.2% -39.9% 14.9% 342 -3.6K -8 0.00 180.73 12 0 3 0 2021-06-24 $25.80 $26.00 23.9% 6.9% 3.4% 13.6% 0.0% -41.1% 15.1% 358 -3.6K -8 0.00 176.17 0 0 3 0 2021-06-25 $25.78 $26.00 24.5% 7.0% 3.3% 13.9% 0.0% -41.4% 0.6% 375 -3.6K -7 0.00 178.36 0 0 3 0 2021-06-28 $25.77 $26.00 34.1% 9.8% 3.3% 20.7% 0.0% -62.1% 17.6% 265 -3.7K -7 0.00 185.33 0 0 3 0 2021-06-29 $25.72 $26.00 23.8% 6.8% 3.3% 13.4% 9.1% -45.9% 19.3% 393 -3.4K -7 0.00 178.39 12 0 3 0 2021-06-30 $25.72 $26.00 32.1% 9.2% 3.3% 19.2% 9.4% -47.9% 22.7% 344 -3.5K -6 0.00 181.93 1 0 3 0
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