IHY Options History — February 2022 In February 2022, IHY traded between $22.44 and $23.48. ATM implied volatility averaged 12.7%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 5.2% (HV 20d: 7.5%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 3.51.
Notable Days 2022-02-01 : Highest Volume — 15 contracts2022-02-11 : Largest IV spike — 83.7% change2022-02-24 : Highest IV Rank — 16.1%2022-02-24 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $23.02 $22.44 $23.48 $23.38 $22.50 ATM IV 12.7% 8.5% 20.2% 13.4% 19.6% Expected Move 3.4% 2.4% 5.8% 3.8% 5.6% HV 20d 7.5% 5.9% 10.1% 5.9% 10.1% HV 60d 6.0% 5.4% 7.2% 5.4% 7.2% IV Rank 8.2% 3.7% 16.1% 9.0% 15.5% IV Percentile 37.2% 13.5% 59.5% 46.4% 58.3% Term Structure -1.7% -10.2% 1.7% -4.6% -3.8% Skew 25d 3.7% -1.3% 7.1% 4.1% 7.1% Skew 10d 5.8% -2.1% 11.6% 11.6% 1.4% Call IV 25d 11.2% 8.2% 13.5% 12.8% 13.5% Put IV 25d 14.9% 9.9% 20.6% 16.9% 20.6% Bid-Ask Spread % 138.06 119.53 172.27 131.63 148.51 Gamma HHI 0.67 0.46 0.96 0.51 0.96 Net GEX -724 -2.0K -231 -321 -2.0K Net DEX 8.4K 6.4K 10.5K 8.2K 9.2K Net VEX -15 -25 -5 -20 -10 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.51 3.00 4.00 4.00 3.00 Total Volume 13.526 12 15 15 12 Total OI 11 11 11 11 11
Daily Data (19 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 2022-02-01 $23.38 $0.00 13.4% 3.8% 5.9% 9.0% 0.0% 4.1% -4.6% -321 8.2K -20 4.00 131.63 3 12 3 8 2022-02-02 $23.48 $0.00 13.2% 3.8% 6.1% 8.9% 0.0% -0.2% -5.9% -300 7.8K -19 4.00 132.29 3 12 3 8 2022-02-03 $23.46 $0.00 12.3% 2.8% 6.1% 7.8% 0.0% 1.2% -1.1% -231 8.1K -25 4.00 140.31 3 12 3 8 2022-02-04 $23.29 $0.00 13.2% 2.6% 6.5% 8.7% 0.0% 5.2% -0.5% -657 6.9K -10 4.00 123.31 3 12 3 8 2022-02-07 $23.11 $0.00 12.4% 2.5% 6.9% 7.9% 0.0% 5.6% 1.7% -812 7.6K -11 4.00 141.52 3 12 3 8 2022-02-08 $23.15 $0.00 13.0% 2.6% 7.0% 8.5% 0.0% 5.4% 1.0% -781 7.4K -11 3.67 132.65 3 11 3 8 2022-02-09 $23.29 $0.00 9.4% 2.7% 7.4% 4.7% 0.0% 4.7% -1.5% -446 8.5K -17 3.33 141.06 3 10 3 8 2022-02-10 $23.15 $0.00 9.6% 2.7% 7.6% 4.9% 0.0% 5.6% 0.6% -461 6.4K -5 3.33 145.79 3 10 3 8 2022-02-11 $22.98 $0.00 17.6% 5.1% 7.8% 13.4% 0.0% 0.8% -2.1% -502 8.3K -24 3.33 172.27 3 10 3 8 2022-02-14 $22.89 $0.00 13.5% 3.9% 7.7% 9.1% 0.0% 0.5% 0.3% -660 8.6K -18 3.33 156.78 3 10 3 8 2022-02-15 $23.01 $0.00 8.5% 2.4% 7.7% 3.7% 0.0% 6.2% 0.1% -671 9.0K -14 3.33 138.44 3 10 3 8 2022-02-16 $23.01 $0.00 9.0% 2.6% 7.0% 4.3% 0.0% 6.3% -0.6% -710 9.3K -14 3.33 134.35 3 10 3 8 2022-02-17 $23.01 $0.00 9.8% 2.8% 7.0% 5.2% 0.0% 6.7% -0.8% -561 9.3K -15 3.33 141.81 3 10 3 8 2022-02-18 $22.97 $0.00 12.8% 3.7% 6.9% 8.3% 0.0% -1.3% -0.8% -486 8.4K -19 3.33 127.55 3 10 3 8 2022-02-22 $22.77 $0.00 11.4% 3.3% 7.4% 6.8% 0.0% 2.7% -3.4% -1.0K 8.4K -11 3.33 134.34 3 10 3 8 2022-02-23 $22.83 $0.00 11.0% 3.1% 7.5% 6.4% 0.0% 2.0% -1.8% -1.2K 8.3K -9 3.33 123.13 3 10 3 8 2022-02-24 $22.44 $0.00 20.2% 5.8% 9.3% 16.1% 0.0% 3.5% -10.2% -936 10.5K -17 3.33 137.93 3 10 3 8 2022-02-25 $22.64 $0.00 10.7% 3.1% 9.9% 6.1% 0.0% 4.7% 0.5% -947 9.4K -15 3.33 119.53 3 10 3 8 2022-02-28 $22.50 $0.00 19.6% 5.6% 10.1% 15.5% 0.0% 7.1% -3.8% -2.0K 9.2K -10 3.00 148.51 3 9 3 8
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