IHY Options History — December 2021

In December 2021, IHY traded between $23.85 and $24.14. ATM implied volatility averaged 10.7%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 2.6%. IV traded above realized volatility by 5.5% (HV 20d: 5.1%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 4.58.

Notable Days

2021-12-21: Highest Volume — 38 contracts
2021-12-15: Largest IV drop — 64.4% change
2021-12-14: Highest IV Rank — 21.1%
2021-12-13: Largest Expected Move — 4.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.03	$23.85	$24.14	$23.89	$24.14
Max Pain	$24.42	$24.00	$25.00	$24.00	$25.00
ATM IV	10.7%	6.4%	25.8%	14.2%	6.9%
Expected Move	2.6%	1.8%	4.4%	4.1%	2.0%
HV 20d	5.1%	4.1%	6.4%	5.5%	4.2%
HV 60d	5.0%	4.8%	5.2%	4.8%	5.0%
IV Rank	6.1%	1.9%	21.1%	9.7%	2.4%
IV Percentile	22.4%	6.0%	60.7%	40.1%	8.3%
Term Structure	-1.1%	-7.9%	10.9%	-7.4%	-1.1%
VWIV	13.4%	8.2%	21.5%	11.3%	16.2%
Skew 25d	4.7%	-4.4%	15.0%	-4.2%	-0.4%
Skew 10d	5.7%	-6.8%	21.5%	-3.8%	1.3%
Call IV 25d	9.5%	5.3%	16.5%	15.5%	10.7%
Put IV 25d	14.2%	10.3%	23.8%	11.3%	10.3%
Bid-Ask Spread %	139.46	122.07	173.63	123.38	160.61
Gamma HHI	0.41	0.28	0.87	0.36	0.42
Net GEX	-2.1K	-4.3K	-641	-3.1K	-991
Net DEX	14.1K	9.4K	22.4K	19.4K	13.9K
Net VEX	-52	-130	-10	-130	-23
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.58	4.17	5.33	4.17	5.17
Total Volume	33.5	31	38	31	37
Total OI	60.409	58	66	58	64

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
2021-12-01	$23.89	$0.00	14.2%	4.1%	5.5%	9.7%	0.0%	-4.2%	-7.4%	-3.1K	19.4K	-130	4.17	123.38	6	25	6	52
2021-12-02	$23.88	$0.00	11.5%	3.3%	5.5%	7.0%	0.0%	-3.4%	10.9%	-2.7K	12.4K	-51	4.17	129.25	6	25	6	52
2021-12-03	$23.91	$0.00	15.3%	4.4%	5.5%	10.7%	0.0%	-4.4%	-7.9%	-3.7K	15.0K	-101	4.17	130.43	6	25	6	52
2021-12-06	$23.85	$24.00	10.4%	2.0%	5.5%	5.9%	11.3%	5.2%	-0.4%	-3.2K	12.8K	-46	4.17	122.07	6	25	6	52
2021-12-07	$24.04	$24.00	11.4%	2.2%	6.3%	6.9%	12.9%	6.8%	0.9%	-2.2K	9.7K	-32	4.17	130.57	6	25	6	52
2021-12-08	$24.09	$24.00	11.1%	2.2%	6.4%	6.5%	8.2%	5.0%	-1.1%	-1.7K	9.4K	-30	4.17	126.56	6	25	6	52
2021-12-09	$24.08	$24.00	12.8%	2.2%	6.2%	8.3%	11.9%	4.3%	-0.0%	-2.4K	11.6K	-51	4.17	132.37	6	25	6	52
2021-12-10	$24.09	$24.00	12.2%	1.9%	6.1%	7.6%	21.5%	13.9%	-1.8%	-4.3K	22.4K	-110	4.17	138.91	6	25	6	52
2021-12-13	$24.13	$24.00	15.9%	4.4%	5.3%	11.4%	12.7%	7.7%	-1.1%	-1.4K	11.6K	-86	4.17	143.43	6	25	6	52
2021-12-14	$24.07	$24.00	25.8%	2.6%	5.1%	21.1%	13.0%	7.3%	1.6%	-1.9K	12.4K	-66	4.17	139.65	6	25	6	52
2021-12-15	$24.04	$24.00	9.2%	2.6%	5.1%	4.6%	12.1%	2.0%	-1.6%	-2.3K	10.3K	-53	4.17	134.20	6	25	6	52
2021-12-16	$24.04	$24.00	8.6%	2.5%	5.1%	4.1%	14.3%	7.7%	0.7%	-2.1K	12.6K	-50	4.17	128.28	6	25	6	52
2021-12-17	$24.00	$24.00	7.6%	2.2%	4.9%	3.1%	12.8%	4.7%	-0.9%	-2.2K	12.2K	-64	4.17	132.63	6	25	6	52
2021-12-20	$23.94	$24.00	7.8%	2.2%	4.9%	3.3%	14.1%	3.7%	-1.5%	-2.0K	14.6K	-75	4.67	141.49	6	28	6	52
2021-12-21	$23.98	$25.00	7.5%	2.2%	5.0%	3.0%	9.9%	15.0%	-1.0%	-1.3K	16.5K	-32	5.33	136.96	6	32	6	55
2021-12-22	$24.09	$25.00	7.2%	2.1%	5.1%	2.7%	15.0%	3.1%	-1.6%	-2.4K	14.4K	-20	5.33	152.23	6	32	6	60
2021-12-23	$24.10	$25.00	6.4%	1.8%	4.9%	1.9%	14.8%	10.2%	1.1%	-841	14.3K	-14	5.33	148.81	6	32	6	60
2021-12-27	$24.12	$25.00	8.0%	2.3%	4.4%	3.5%	13.5%	5.9%	-5.5%	-1.1K	16.8K	-36	5.33	173.63	6	32	6	60
2021-12-28	$24.11	$25.00	10.0%	2.9%	4.1%	5.4%	14.2%	-0.8%	-4.1%	-1.7K	18.0K	-49	5.17	143.54	6	31	6	60
2021-12-29	$24.05	$25.00	8.1%	2.3%	4.2%	3.5%	15.2%	6.5%	-1.0%	-1.0K	16.1K	-19	5.17	154.14	6	31	6	58
2021-12-30	$24.06	$25.00	6.8%	2.0%	4.1%	2.3%	10.8%	6.8%	-1.0%	-641	14.7K	-10	5.17	144.99	6	31	6	58
2021-12-31	$24.14	$25.00	6.9%	2.0%	4.2%	2.4%	16.2%	-0.4%	-1.1%	-991	13.9K	-23	5.17	160.61	6	31	6	58