IHY Options History — July 2021

In July 2021, IHY traded between $25.51 and $25.66. ATM implied volatility averaged 40.7%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 38.0% (HV 20d: 2.7%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2021-07-06: Highest Volume — 4 contracts
2021-07-19: Largest IV spike — 84.7% change
2021-07-19: Highest IV Rank — 70.4%
2021-07-19: Largest Expected Move — 21.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.58	$25.51	$25.66	$25.65	$25.52
Max Pain	$26.00	$26.00	$26.00	$26.00	$26.00
ATM IV	40.7%	18.7%	75.3%	32.0%	18.7%
Expected Move	10.3%	5.4%	21.6%	9.2%	5.4%
HV 20d	2.7%	2.5%	3.0%	3.0%	2.5%
HV 60d	3.8%	3.4%	4.0%	4.0%	3.4%
IV Rank	32.1%	14.1%	70.4%	19.2%	14.1%
IV Percentile	79.4%	36.1%	98.0%	72.2%	36.1%
Term Structure	-6.1%	-24.5%	28.3%	15.5%	-7.0%
VWIV	34.3%	34.3%	34.3%	34.3%	34.3%
Skew 25d	-9.0%	-49.2%	10.1%	-48.7%	1.1%
Skew 10d	-1.4%	-25.8%	25.8%	-8.5%	25.8%
Call IV 25d	56.4%	24.6%	93.1%	65.1%	24.6%
Put IV 25d	47.4%	14.8%	96.2%	16.3%	25.7%
Bid-Ask Spread %	184.83	174.97	191.06	178.06	174.97
Gamma HHI	0.84	0.51	1.00	1.00	1.00
Net GEX	262	-380	1.8K	396	-380
Net DEX	-2.9K	-10.5K	3.3K	-3.4K	3.3K
Net VEX	-6	-11	-1	-6	-5
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	0.286	0	4	0	0
Total OI	4.143	2	9	3	2

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Put Vol	Call OI	Put OI
2021-07-01	$25.65	$26.00	32.0%	9.2%	3.0%	19.2%	0.0%	-48.7%	15.5%	396	-3.4K	-6	178.06	0	0	3	0
2021-07-02	$25.66	$26.00	33.7%	9.7%	2.6%	20.4%	0.0%	-49.2%	23.4%	337	-3.5K	-6	185.82	0	0	3	0
2021-07-06	$25.58	$0.00	40.6%	10.2%	2.6%	25.2%	0.0%	1.1%	-8.5%	320	-3.5K	-5	190.02	4	0	3	0
2021-07-07	$25.57	$0.00	57.6%	13.9%	2.6%	37.0%	0.0%	-3.0%	-14.6%	518	-9.7K	-11	190.23	0	0	7	0
2021-07-08	$25.60	$0.00	51.1%	8.6%	2.6%	32.5%	0.0%	-37.0%	-9.6%	642	-9.8K	-10	185.59	0	0	7	0
2021-07-09	$25.66	$0.00	38.9%	9.2%	2.8%	28.8%	0.0%	-26.9%	-6.4%	874	-10.1K	-10	185.04	0	0	7	0
2021-07-12	$25.66	$0.00	49.1%	8.9%	2.8%	37.3%	0.0%	-9.8%	-24.5%	1.1K	-10.2K	-7	181.56	0	0	7	0
2021-07-13	$25.59	$0.00	72.6%	8.8%	2.9%	57.0%	0.0%	-9.1%	-18.0%	831	-9.8K	-6	180.46	0	0	7	0
2021-07-14	$25.61	$0.00	35.4%	10.2%	2.9%	30.7%	0.0%	0.8%	-10.5%	610	-9.8K	-5	185.20	0	0	7	0
2021-07-15	$25.63	$0.00	24.9%	7.2%	2.7%	20.3%	34.3%	-28.8%	28.3%	1.8K	-10.5K	-1	184.50	0	2	7	0
2021-07-16	$25.60	$26.00	40.8%	11.7%	2.6%	36.0%	0.0%	0.7%	-8.1%	-165	-7.5K	-6	181.53	0	0	7	2
2021-07-19	$25.51	$26.00	75.3%	21.6%	2.7%	70.4%	0.0%	3.0%	-17.5%	-90	2.5K	-6	186.01	0	0	0	2
2021-07-20	$25.53	$26.00	46.3%	13.3%	2.7%	41.6%	0.0%	1.3%	14.8%	-126	2.7K	-6	190.72	0	0	0	2
2021-07-21	$25.55	$26.00	38.0%	10.9%	2.5%	33.3%	0.0%	1.1%	-13.6%	-126	2.6K	-6	185.27	0	0	0	2
2021-07-22	$25.55	$26.00	29.1%	8.3%	2.5%	24.4%	0.0%	0.9%	-10.2%	-174	2.8K	-6	183.55	0	0	0	2
2021-07-23	$25.57	$26.00	30.9%	8.9%	2.6%	26.3%	0.0%	0.8%	-10.6%	-166	2.8K	-6	187.10	0	0	0	2
2021-07-26	$25.56	$26.00	30.9%	8.9%	2.6%	26.2%	0.0%	0.4%	-10.0%	-199	2.8K	-5	186.30	0	0	0	2
2021-07-27	$25.53	$26.00	36.8%	10.5%	2.6%	32.1%	0.0%	0.9%	-12.9%	-169	2.8K	-5	182.54	0	0	0	2
2021-07-28	$25.52	$26.00	34.6%	9.9%	2.5%	29.9%	0.0%	0.9%	-12.7%	-167	2.8K	-5	185.91	0	0	0	2
2021-07-29	$25.56	$26.00	36.9%	10.6%	2.6%	32.2%	0.0%	10.1%	-14.5%	-165	2.8K	-5	191.06	0	0	0	2
2021-07-30	$25.52	$26.00	18.7%	5.4%	2.5%	14.1%	0.0%	1.1%	-7.0%	-380	3.3K	-5	174.97	0	0	0	2