IHY Options History — August 2021 In August 2021, IHY traded between $25.31 and $25.53. ATM implied volatility averaged 39.7%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 36.7% (HV 20d: 3.0%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2021-08-23 : Highest Volume — 25 contracts2021-08-10 : Largest IV spike — 119.7% change2021-08-10 : Highest IV Rank — 57.4%2021-08-24 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $25.43 $25.31 $25.53 $25.45 $25.53 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 39.7% 23.1% 62.3% 28.8% 23.1% Expected Move 10.7% 6.6% 15.6% 8.2% 6.6% HV 20d 3.0% 2.5% 3.5% 2.6% 3.4% HV 60d 3.0% 2.9% 3.4% 3.4% 2.9% IV Rank 35.0% 18.5% 57.4% 24.1% 18.5% IV Percentile 78.9% 42.5% 96.8% 62.7% 42.5% Term Structure -10.7% -24.5% -3.1% -15.3% -9.1% Skew 25d 0.5% -12.1% 22.1% 0.7% 5.1% Skew 10d 4.4% -13.6% 12.9% -0.6% -0.2% Call IV 25d 47.4% 14.8% 105.6% 60.8% 30.7% Put IV 25d 48.0% 14.0% 109.0% 61.5% 35.8% Bid-Ask Spread % 178.80 163.81 188.20 185.90 169.63 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -348 -1.3K 0 -207 -1.0K Net DEX 4.2K 0 13.3K 2.9K 13.3K Net VEX -19 -109 0 -4 -109 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.273 0 25 0 0 Total OI 7.227 0 26 2 26
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 2021-08-02 $25.45 $26.00 28.8% 8.2% 2.6% 24.1% 0.0% 0.7% -15.3% -207 2.9K -4 0.00 185.90 0 0 0 2 2021-08-03 $25.49 $26.00 46.4% 13.3% 2.5% 41.7% 0.0% -0.4% -11.1% -176 2.8K -4 0.00 180.02 0 0 0 2 2021-08-04 $25.49 $26.00 51.4% 14.7% 2.5% 46.6% 0.0% 0.8% -10.5% -168 2.8K -4 0.00 180.03 0 0 0 2 2021-08-05 $25.52 $0.00 38.1% 8.2% 2.5% 33.4% 0.0% -3.0% -4.7% -200 2.8K -4 0.00 181.05 0 0 0 2 2021-08-06 $25.45 $0.00 45.4% 10.7% 2.5% 40.7% 0.0% 0.6% -6.7% -172 2.8K -4 0.00 183.84 0 0 0 2 2021-08-09 $25.36 $0.00 28.3% 7.4% 2.7% 23.7% 0.0% -1.5% -3.1% -305 3.3K -3 0.00 184.97 0 0 0 2 2021-08-10 $25.36 $0.00 62.3% 8.3% 2.6% 57.4% 0.0% 22.1% -7.5% -232 3.0K -3 0.00 182.79 0 0 0 2 2021-08-11 $25.42 $0.00 37.9% 10.9% 2.8% 33.2% 0.0% 0.3% -7.8% -164 2.8K -3 0.00 180.42 0 0 0 2 2021-08-12 $25.42 $0.00 31.6% 9.1% 2.7% 27.0% 0.0% -0.9% -8.1% -185 2.9K -3 0.00 184.42 0 0 0 2 2021-08-13 $25.52 $0.00 26.5% 7.6% 3.1% 21.8% 0.0% -0.4% -3.8% -295 3.0K -3 0.00 169.51 0 0 0 2 2021-08-16 $25.46 $0.00 41.5% 11.9% 3.0% 36.8% 0.0% 0.4% -9.4% -180 2.8K -2 0.00 180.03 0 0 0 2 2021-08-17 $25.36 $0.00 29.4% 8.4% 3.2% 24.8% 0.0% -0.6% -9.8% -302 3.3K -2 0.00 172.95 0 0 0 2 2021-08-18 $25.35 $0.00 41.3% 11.8% 3.2% 36.5% 0.0% -0.5% -10.0% -191 2.9K -1 0.00 172.72 0 0 0 2 2021-08-19 $25.32 $0.00 41.1% 11.8% 3.2% 36.4% 0.0% 0.1% -10.3% -50 5.0K 0 0.00 163.81 0 0 0 2 2021-08-20 $25.31 $0.00 33.3% 9.5% 3.2% 28.6% 0.0% -12.1% -10.7% 0 5.1K 0 0.00 176.63 0 2 0 2 2021-08-23 $25.36 $0.00 39.0% 11.2% 3.3% 34.3% 0.0% -1.5% -12.2% 0 0 0 0.00 179.81 0 25 0 0 2021-08-24 $25.40 $0.00 54.6% 15.6% 3.4% 49.8% 0.0% 3.4% -24.5% 0 0 0 0.00 188.20 0 1 0 0 2021-08-25 $25.43 $0.00 47.0% 13.5% 3.4% 42.3% 0.0% 0.6% -13.5% -12 0 0 0.00 179.58 0 0 0 25 2021-08-26 $25.41 $0.00 30.8% 8.8% 3.3% 26.1% 0.0% -1.5% -15.0% -1.3K 9.2K -85 0.00 172.34 0 0 0 26 2021-08-27 $25.49 $0.00 48.1% 13.8% 3.5% 43.3% 0.0% 0.0% -14.4% -1.2K 10.8K -98 0.00 183.45 0 0 0 26 2021-08-30 $25.50 $0.00 48.0% 13.8% 3.4% 43.2% 0.0% 0.2% -17.6% -1.2K 10.5K -96 0.00 181.38 0 0 0 26 2021-08-31 $25.53 $0.00 23.1% 6.6% 3.4% 18.5% 0.0% 5.1% -9.1% -1.0K 13.3K -109 0.00 169.63 0 0 0 26
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