IHY Options History — March 2022

Name: IHY Options Analytics - March 2022
Creator: Options Analysis Suite

In March 2022, IHY traded between $21.36 and $22.21. ATM implied volatility averaged 13.5%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 0.8% (HV 20d: 14.4%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 9.96.

Notable Days

2022-03-10: Highest Volume — 42 contracts
2022-03-04: Largest IV spike — 56.6% change
2022-03-07: Highest IV Rank — 26.4%
2022-03-07: Largest Expected Move — 8.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.79	$21.36	$22.21	$22.13	$22.15
ATM IV	13.5%	9.0%	29.9%	18.7%	10.1%
Expected Move	4.1%	2.4%	8.6%	5.4%	2.4%
HV 20d	14.4%	11.1%	16.4%	11.1%	14.2%
HV 60d	9.9%	7.9%	11.1%	7.9%	11.1%
IV Rank	9.1%	4.3%	26.4%	14.6%	5.4%
IV Percentile	36.3%	13.1%	72.2%	56.7%	22.6%
Term Structure	-1.8%	-6.7%	2.1%	-6.7%	-2.1%
Skew 25d	4.8%	0.7%	12.6%	7.2%	10.3%
Skew 10d	11.4%	2.0%	21.6%	9.2%	21.6%
Call IV 25d	13.8%	10.4%	17.0%	16.2%	14.2%
Put IV 25d	18.6%	12.8%	25.5%	23.5%	24.6%
Bid-Ask Spread %	122.97	88.19	152.53	117.69	120.99
Gamma HHI	0.67	0.50	0.99	0.79	0.52
Net GEX	-2.7K	-5.8K	-580	-748	-4.2K
Net DEX	24.8K	11.4K	36.1K	11.4K	29.1K
Net VEX	-106	-170	-12	-18	-156
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	9.96	3.00	13.00	3.00	13.00
Total Volume	32.87	12	42	12	42
Total OI	30.565	11	41	11	41

Daily Data (23 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
2022-03-01	$22.13	$0.00	18.7%	5.4%	11.1%	14.6%	0.0%	7.2%	-6.7%	-748	11.4K	-18	3.00	117.69	3	9	3	8
2022-03-02	$22.21	$0.00	12.8%	3.7%	11.3%	8.3%	0.0%	5.6%	-2.1%	-968	11.4K	-16	3.00	129.89	3	9	3	8
2022-03-03	$22.00	$0.00	15.5%	4.4%	11.2%	11.1%	0.0%	4.4%	-1.7%	-967	12.3K	-16	3.00	126.61	3	9	3	8
2022-03-04	$21.61	$0.00	24.2%	6.9%	12.3%	20.4%	0.0%	6.3%	-5.8%	-580	13.0K	-16	3.00	139.54	3	9	3	8
2022-03-07	$21.36	$0.00	29.9%	8.6%	12.6%	26.4%	0.0%	4.6%	-3.9%	-623	13.9K	-12	3.00	152.53	3	9	3	8
2022-03-08	$21.48	$0.00	17.1%	7.9%	13.0%	12.8%	0.0%	4.4%	-4.8%	-690	13.8K	-13	3.00	151.12	3	9	3	8
2022-03-09	$21.83	$0.00	11.6%	4.1%	14.7%	7.0%	0.0%	2.0%	-1.3%	-1.2K	13.4K	-13	3.00	125.64	3	9	3	8
2022-03-10	$21.69	$0.00	13.4%	6.6%	14.3%	9.0%	0.0%	5.4%	-2.1%	-893	13.4K	-13	13.00	119.14	3	39	3	8
2022-03-11	$21.41	$0.00	12.9%	6.7%	14.7%	8.4%	0.0%	2.4%	-2.4%	-3.3K	33.1K	-162	13.00	138.89	3	39	3	38
2022-03-14	$21.49	$0.00	11.9%	2.8%	14.9%	7.4%	0.0%	2.4%	-1.8%	-2.8K	35.1K	-169	13.00	88.19	3	39	3	38
2022-03-15	$21.39	$0.00	13.0%	3.0%	14.9%	8.5%	0.0%	3.1%	-3.1%	-2.8K	36.1K	-169	13.00	120.12	3	39	3	38
2022-03-16	$21.57	$0.00	13.2%	3.3%	15.2%	8.7%	0.0%	6.1%	-0.7%	-3.9K	28.8K	-139	13.00	108.10	3	39	3	38
2022-03-17	$21.89	$0.00	10.5%	2.7%	16.4%	5.8%	0.0%	3.7%	-0.9%	-3.6K	31.8K	-159	13.00	114.82	3	39	3	38
2022-03-18	$21.84	$0.00	12.8%	3.1%	16.4%	8.3%	0.0%	0.7%	-0.8%	-3.1K	30.7K	-158	13.00	106.65	3	39	3	38
2022-03-21	$21.80	$0.00	12.3%	3.2%	16.4%	7.7%	0.0%	3.7%	-0.9%	-3.5K	30.8K	-153	13.00	102.41	3	39	3	38
2022-03-22	$21.84	$0.00	10.9%	3.1%	16.3%	6.3%	0.0%	4.2%	-1.5%	-4.5K	25.7K	-120	13.00	115.75	3	39	3	38
2022-03-23	$21.80	$0.00	9.5%	2.9%	16.2%	4.8%	0.0%	7.3%	2.1%	-3.0K	34.1K	-170	13.00	113.10	3	39	3	38
2022-03-24	$21.83	$0.00	10.7%	2.7%	15.3%	6.1%	0.0%	7.9%	1.8%	-3.7K	29.5K	-143	13.00	122.45	3	39	3	38
2022-03-25	$21.73	$0.00	11.1%	2.8%	14.8%	6.5%	0.0%	2.0%	0.6%	-3.3K	34.0K	-164	13.00	147.66	3	39	3	38
2022-03-28	$21.79	$0.00	10.8%	2.5%	14.8%	6.2%	0.0%	0.9%	-0.4%	-3.2K	32.4K	-157	13.00	114.90	3	39	3	38
2022-03-29	$22.08	$0.00	9.0%	2.6%	14.6%	4.3%	0.0%	12.6%	0.7%	-4.6K	29.0K	-151	13.00	124.81	3	39	3	38
2022-03-30	$22.17	$0.00	9.4%	2.4%	14.6%	4.7%	0.0%	4.5%	-2.2%	-5.8K	27.2K	-148	13.00	127.30	3	39	3	38
2022-03-31	$22.15	$0.00	10.1%	2.4%	14.2%	5.4%	0.0%	10.3%	-2.1%	-4.2K	29.1K	-156	13.00	120.99	3	39	3	38