IHY Options History — October 2021

In October 2021, IHY traded between $24.37 and $24.86. ATM implied volatility averaged 18.5%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 14.2% (HV 20d: 4.3%). Max pain ranged from $25.00 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 18.37.

Notable Days

2021-10-20: Highest Volume — 130 contracts
2021-10-06: Largest IV spike — 75.5% change
2021-10-12: Highest IV Rank — 39.9%
2021-10-29: Largest Expected Move — 5.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.60	$24.37	$24.86	$24.86	$24.47
Max Pain	$25.10	$25.00	$27.00	$27.00	$25.00
ATM IV	18.5%	9.1%	44.6%	15.9%	19.5%
Expected Move	3.8%	2.6%	5.6%	4.6%	5.6%
HV 20d	4.3%	3.3%	5.2%	3.3%	5.2%
HV 60d	3.7%	3.2%	4.1%	3.2%	4.1%
IV Rank	13.9%	4.6%	39.9%	11.4%	14.9%
IV Percentile	37.3%	13.1%	87.7%	32.1%	42.5%
Term Structure	-3.0%	-11.7%	0.7%	-1.2%	-11.7%
VWIV	13.5%	10.8%	24.1%	11.8%	14.1%
Skew 25d	0.3%	-4.0%	5.2%	4.2%	-0.8%
Skew 10d	0.4%	-2.1%	5.7%	1.3%	-1.2%
Call IV 25d	10.3%	8.3%	13.1%	13.1%	12.0%
Put IV 25d	10.5%	7.5%	17.3%	17.3%	11.3%
Bid-Ask Spread %	162.01	142.47	187.00	145.28	151.65
Gamma HHI	0.35	0.30	0.43	0.38	0.31
Net GEX	-20.3K	-28.0K	-11.9K	-28.0K	-18.7K
Net DEX	112.1K	78.6K	155.7K	102.0K	102.1K
Net VEX	-322	-441	-251	-326	-308
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	18.37	0.00	20.67	0.00	20.67
Total Volume	51.048	0	130	0	130
Total OI	205.19	148	257	251	158

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
2021-10-01	$24.86	$27.00	15.9%	4.6%	3.3%	11.4%	0.0%	4.2%	-1.2%	-28.0K	102.0K	-326	0.00	145.28	0	0	1	250
2021-10-04	$24.82	$25.00	16.5%	2.7%	3.3%	11.9%	0.0%	1.9%	0.7%	-22.2K	121.6K	-441	0.00	176.62	0	0	1	248
2021-10-05	$24.72	$25.00	14.7%	2.6%	3.4%	10.2%	0.0%	-0.7%	-1.1%	-27.4K	122.8K	-427	0.00	148.55	0	0	1	248
2021-10-06	$24.59	$25.00	25.9%	3.8%	3.7%	21.2%	0.0%	2.1%	-1.1%	-21.8K	131.0K	-337	0.00	165.73	0	2	1	248
2021-10-07	$24.62	$25.00	25.8%	3.6%	3.7%	21.1%	0.0%	1.4%	-2.8%	-21.2K	140.8K	-408	0.00	187.00	0	0	1	248
2021-10-08	$24.53	$25.00	30.0%	3.8%	3.7%	25.4%	0.0%	2.1%	-2.4%	-22.9K	134.2K	-326	0.00	173.29	0	0	1	246
2021-10-11	$24.37	$25.00	36.1%	3.9%	4.0%	31.5%	0.0%	1.3%	-5.9%	-22.3K	152.9K	-346	0.00	173.26	0	0	1	246
2021-10-12	$24.37	$25.00	44.6%	4.1%	3.9%	39.9%	11.8%	2.1%	-5.9%	-22.6K	144.9K	-292	0.00	161.57	0	10	1	246
2021-10-13	$24.43	$25.00	13.6%	3.9%	4.1%	9.0%	0.0%	1.2%	-5.7%	-21.6K	155.7K	-311	0.00	182.01	0	0	1	246
2021-10-14	$24.52	$25.00	13.5%	3.9%	4.5%	8.9%	0.0%	1.2%	-1.6%	-24.5K	136.5K	-290	0.00	162.28	5	0	1	256
2021-10-15	$24.54	$25.00	14.1%	4.1%	4.5%	9.6%	0.0%	0.6%	-1.6%	-18.2K	119.2K	-287	0.00	162.30	0	5	1	256
2021-10-18	$24.60	$25.00	15.2%	4.4%	4.5%	10.6%	24.1%	5.2%	-0.3%	-11.9K	90.3K	-354	0.00	178.86	0	10	6	142
2021-10-19	$24.71	$25.00	9.1%	2.6%	4.9%	4.6%	0.0%	-0.4%	-1.6%	-19.4K	78.6K	-271	0.00	147.41	0	0	6	142
2021-10-20	$24.72	$25.00	11.5%	3.3%	4.8%	7.0%	11.2%	-2.1%	-2.0%	-18.0K	79.0K	-274	20.67	149.03	6	124	6	152
2021-10-21	$24.65	$25.00	12.5%	3.6%	4.8%	8.0%	12.6%	-0.9%	-1.8%	-17.8K	84.3K	-287	20.67	142.47	6	124	6	152
2021-10-22	$24.60	$25.00	12.6%	3.6%	4.8%	8.1%	11.1%	-2.1%	-2.0%	-17.8K	86.7K	-251	20.67	161.84	6	124	6	152
2021-10-25	$24.58	$25.00	12.3%	3.5%	4.7%	7.8%	10.8%	-2.3%	-4.1%	-16.5K	93.4K	-278	20.67	163.67	6	124	6	152
2021-10-26	$24.62	$25.00	13.2%	3.8%	4.7%	8.6%	13.1%	-0.9%	-3.2%	-18.1K	86.3K	-262	20.67	158.91	6	124	6	152
2021-10-27	$24.62	$25.00	18.1%	5.2%	4.7%	13.5%	15.2%	-3.8%	-3.5%	-18.4K	95.3K	-331	20.67	150.76	6	124	6	152
2021-10-28	$24.64	$25.00	13.3%	3.8%	4.7%	8.7%	11.3%	-4.0%	-4.1%	-17.9K	96.6K	-346	20.67	159.72	6	124	6	152
2021-10-29	$24.47	$25.00	19.5%	5.6%	5.2%	14.9%	14.1%	-0.8%	-11.7%	-18.7K	102.1K	-308	20.67	151.65	6	124	6	152