IHY Options History — September 2021

In September 2021, IHY traded between $24.92 and $25.51. ATM implied volatility averaged 33.8%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 30.5% (HV 20d: 3.3%). Max pain ranged from $22.00 to $27.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 13.00.

Notable Days

2021-09-16: Highest Volume — 176 contracts
2021-09-27: Largest IV spike — 76.3% change
2021-09-21: Highest IV Rank — 50.6%
2021-09-21: Largest Expected Move — 15.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.29	$24.92	$25.51	$25.46	$24.92
Max Pain	$24.70	$22.00	$27.00	$22.00	$27.00
ATM IV	33.8%	10.8%	55.4%	52.1%	12.8%
Expected Move	9.1%	3.1%	15.9%	14.9%	3.7%
HV 20d	3.3%	2.3%	3.6%	3.5%	3.5%
HV 60d	3.0%	2.8%	3.2%	2.9%	3.2%
IV Rank	29.2%	6.3%	50.6%	47.3%	8.2%
IV Percentile	66.1%	18.7%	95.2%	93.3%	25.8%
Term Structure	-17.1%	-60.1%	1.6%	-29.1%	-1.8%
VWIV	35.6%	13.1%	72.1%	46.3%	13.1%
Skew 25d	-7.7%	-73.0%	10.7%	7.7%	3.0%
Skew 10d	-9.9%	-69.3%	17.5%	0.5%	-1.7%
Call IV 25d	40.0%	12.5%	104.0%	24.2%	12.5%
Put IV 25d	32.2%	9.5%	65.3%	31.8%	15.5%
Bid-Ask Spread %	172.04	149.16	188.72	181.42	156.24
Gamma HHI	0.59	0.32	1.00	1.00	0.49
Net GEX	-7.1K	-26.6K	-33	-34	-26.6K
Net DEX	35.0K	41	96.7K	56	88.5K
Net VEX	-168	-480	0	0	-286
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	13.00	13.00	13.00	13.00	13.00
Total Volume	41.714	0	176	0	2
Total OI	110.667	26	251	26	251

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	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2021-09-01	$25.46	$0.00	52.1%	14.9%	3.5%	47.3%	0.0%	7.7%	-29.1%	-34	56	0	0.00	181.42	0	0	0	26
2021-09-02	$25.51	$22.00	38.7%	9.1%	3.6%	34.0%	0.0%	-15.8%	-12.3%	-1.2K	9.8K	-89	0.00	180.15	0	0	0	26
2021-09-03	$25.45	$22.00	51.2%	10.4%	3.5%	46.4%	0.0%	-1.1%	-13.5%	-1.3K	8.4K	-78	0.00	182.86	0	0	0	26
2021-09-07	$25.43	$22.00	47.7%	6.4%	3.3%	43.0%	46.3%	-4.8%	-14.4%	-1.3K	5.1K	-52	0.00	180.84	0	99	0	26
2021-09-08	$25.41	$22.00	19.8%	5.7%	3.3%	15.2%	0.0%	-3.8%	-5.4%	-33	41	0	0.00	169.65	0	13	0	26
2021-09-09	$25.43	$22.00	28.8%	8.3%	3.2%	24.2%	72.1%	10.7%	-15.7%	-2.6K	22.2K	-103	0.00	178.49	0	6	0	46
2021-09-10	$25.44	$22.00	38.5%	11.0%	3.2%	33.8%	20.5%	0.4%	-16.5%	-3.0K	24.5K	-118	0.00	179.78	0	4	0	51
2021-09-13	$25.45	$22.00	41.1%	11.8%	2.9%	36.4%	36.1%	-17.0%	-17.6%	-3.3K	22.0K	-110	0.00	174.78	0	152	0	55
2021-09-14	$25.48	$22.00	40.0%	11.5%	2.8%	35.3%	47.7%	-19.1%	-17.6%	-2.9K	28.6K	-140	0.00	178.60	0	36	0	56
2021-09-15	$25.48	$25.00	48.3%	13.8%	2.3%	43.5%	20.7%	-73.0%	-40.6%	-6.1K	33.7K	-178	0.00	188.72	0	58	0	102
2021-09-16	$25.36	$25.00	40.2%	11.5%	2.9%	35.5%	42.1%	-7.2%	1.6%	-7.5K	32.1K	-183	0.00	178.34	0	176	0	118
2021-09-17	$25.28	$25.00	30.6%	8.8%	3.1%	25.9%	23.2%	-13.3%	-19.2%	-3.2K	15.4K	-118	0.00	170.95	0	168	0	125
2021-09-20	$25.15	$27.00	33.6%	9.6%	3.6%	28.9%	0.0%	-8.4%	-27.0%	-7.0K	44.1K	-269	13.00	164.55	1	13	0	90
2021-09-21	$25.19	$27.00	55.4%	15.9%	3.6%	50.6%	0.0%	-9.2%	-60.1%	-8.6K	93.3K	-444	0.00	162.05	0	39	0	138
2021-09-22	$25.23	$27.00	34.3%	9.8%	3.6%	29.6%	34.1%	-5.9%	-23.8%	-12.2K	77.5K	-366	0.00	171.90	0	53	1	143
2021-09-23	$25.24	$27.00	41.2%	11.8%	3.5%	36.4%	0.0%	0.5%	-22.9%	-10.7K	96.7K	-480	0.00	171.16	0	7	1	173
2021-09-24	$25.19	$27.00	10.8%	3.1%	3.6%	6.3%	0.0%	-3.1%	-7.3%	-10.4K	24.6K	-131	0.00	162.69	0	6	1	210
2021-09-27	$25.10	$27.00	19.1%	5.5%	3.5%	14.5%	0.0%	0.1%	-12.0%	-13.5K	43.5K	-181	0.00	172.94	0	2	1	208
2021-09-28	$25.02	$27.00	12.1%	3.5%	3.5%	7.6%	13.1%	-2.5%	-1.9%	-11.1K	21.1K	-50	0.00	157.54	0	41	1	211
2021-09-29	$24.94	$27.00	14.2%	4.1%	3.5%	9.7%	0.0%	-0.5%	-2.0%	-15.8K	44.9K	-154	0.00	149.16	0	0	1	211
2021-09-30	$24.92	$27.00	12.8%	3.7%	3.5%	8.2%	0.0%	3.0%	-1.8%	-26.6K	88.5K	-286	0.00	156.24	0	2	1	250