IHY Options History — November 2021

In November 2021, IHY traded between $23.84 and $24.39. ATM implied volatility averaged 10.0%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 2.8%. IV traded above realized volatility by 4.7% (HV 20d: 5.3%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 16.02.

Notable Days

2021-11-01: Highest Volume — 131 contracts
2021-11-10: Largest IV drop — 32.1% change
2021-11-04: Highest IV Rank — 8.4%
2021-11-02: Largest Expected Move — 3.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.20	$23.84	$24.39	$24.33	$23.95
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	10.0%	7.9%	12.9%	9.4%	11.3%
Expected Move	2.8%	2.3%	3.4%	2.7%	3.3%
HV 20d	5.3%	4.5%	5.8%	5.5%	5.5%
HV 60d	4.4%	4.1%	4.8%	4.2%	4.8%
IV Rank	5.5%	3.4%	8.4%	4.8%	6.8%
IV Percentile	17.5%	7.9%	29.4%	13.9%	26.2%
Term Structure	-1.5%	-8.0%	26.2%	-1.2%	-5.1%
VWIV	14.5%	12.4%	16.9%	12.4%	16.9%
Skew 25d	2.6%	-2.5%	9.6%	-2.5%	9.6%
Skew 10d	5.6%	-1.2%	25.0%	-0.5%	11.8%
Call IV 25d	10.4%	8.1%	12.8%	11.8%	12.8%
Put IV 25d	13.0%	9.0%	22.4%	9.4%	22.4%
Bid-Ask Spread %	154.11	135.11	174.91	155.41	139.22
Gamma HHI	0.41	0.33	0.65	0.38	0.41
Net GEX	-15.0K	-23.1K	-2.0K	-20.5K	-2.3K
Net DEX	84.5K	10.8K	127.5K	108.7K	14.0K
Net VEX	-139	-235	-53	-215	-82
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	16.02	4.17	20.83	20.83	4.17
Total Volume	102.143	31	131	131	31
Total OI	130.095	58	159	158	58

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
2021-11-01	$24.33	$25.00	9.4%	2.7%	5.5%	4.8%	12.4%	-2.5%	-1.2%	-20.5K	108.7K	-215	20.83	155.41	6	125	6	152
2021-11-02	$24.37	$25.00	12.0%	3.4%	5.4%	7.5%	14.3%	-0.7%	-4.5%	-19.9K	103.7K	-208	20.83	158.81	6	125	6	153
2021-11-03	$24.35	$25.00	11.1%	3.2%	5.1%	6.6%	16.9%	-2.1%	-3.8%	-19.4K	105.2K	-188	20.83	159.79	6	125	6	153
2021-11-04	$24.34	$0.00	12.9%	3.1%	5.1%	8.4%	0.0%	2.5%	-2.4%	-17.7K	105.8K	-197	20.83	149.73	6	125	6	153
2021-11-05	$24.39	$0.00	11.7%	3.0%	5.0%	7.1%	0.0%	8.1%	-5.9%	-17.0K	103.3K	-235	20.83	159.35	6	125	6	153
2021-11-08	$24.35	$0.00	12.6%	3.2%	4.5%	8.0%	0.0%	1.8%	-8.0%	-18.2K	107.4K	-226	20.83	174.91	6	125	6	153
2021-11-09	$24.33	$0.00	12.5%	2.6%	4.5%	7.9%	0.0%	1.5%	-2.4%	-19.3K	108.1K	-178	20.83	173.13	6	125	6	153
2021-11-10	$24.21	$0.00	8.5%	2.4%	4.7%	4.0%	0.0%	3.6%	-1.3%	-23.1K	121.6K	-120	20.83	150.78	6	125	6	153
2021-11-11	$24.16	$0.00	9.6%	2.7%	4.5%	5.0%	0.0%	4.9%	-1.6%	-20.9K	124.6K	-119	20.83	148.36	6	125	6	153
2021-11-12	$24.36	$0.00	10.1%	2.9%	5.5%	5.6%	0.0%	-1.0%	-2.3%	-21.9K	107.1K	-99	20.67	135.11	6	124	6	153
2021-11-15	$24.23	$0.00	10.2%	2.9%	5.7%	5.7%	0.0%	4.4%	-2.0%	-22.5K	120.6K	-115	20.67	145.81	6	124	6	153
2021-11-16	$24.20	$0.00	9.0%	2.6%	5.3%	4.4%	0.0%	3.9%	-2.2%	-21.8K	123.7K	-131	20.67	163.97	6	124	6	153
2021-11-17	$24.16	$0.00	8.1%	2.3%	5.3%	3.6%	0.0%	-0.3%	-1.7%	-22.7K	127.5K	-111	20.67	162.75	6	124	6	153
2021-11-18	$24.24	$0.00	8.6%	2.5%	5.5%	4.1%	0.0%	-0.5%	-2.0%	-22.0K	120.4K	-109	20.67	162.47	6	124	6	153
2021-11-19	$24.18	$0.00	7.9%	2.3%	5.5%	3.4%	0.0%	-0.7%	-1.8%	-13.1K	100.9K	-78	20.67	160.20	6	124	6	153
2021-11-22	$24.15	$0.00	9.6%	2.8%	5.5%	5.1%	0.0%	6.8%	-1.2%	-2.4K	14.5K	-73	4.17	150.47	6	25	6	52
2021-11-23	$24.07	$0.00	8.4%	2.4%	5.5%	3.9%	0.0%	7.3%	-2.0%	-2.0K	10.8K	-53	4.17	146.96	6	25	6	52
2021-11-24	$23.97	$0.00	8.4%	2.4%	5.6%	3.9%	0.0%	9.2%	-1.6%	-3.3K	13.0K	-104	4.17	147.13	6	25	6	52
2021-11-26	$23.84	$0.00	8.9%	2.6%	5.7%	4.4%	0.0%	-2.3%	-3.8%	-2.9K	18.6K	-148	4.17	144.69	6	25	6	52
2021-11-29	$23.96	$0.00	9.3%	2.7%	5.8%	4.7%	0.0%	1.6%	26.2%	-2.2K	14.8K	-130	4.17	147.36	6	25	6	52
2021-11-30	$23.95	$0.00	11.3%	3.3%	5.5%	6.8%	0.0%	9.6%	-5.1%	-2.3K	14.0K	-82	4.17	139.22	6	25	6	52