IHY Options History — April 2022

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

In April 2022, IHY traded between $20.77 and $22.06. ATM implied volatility averaged 14.3%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 3.0%. IV traded above realized volatility by 5.6% (HV 20d: 8.6%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 13.13.

Notable Days

2022-04-25: Highest Volume — 65 contracts
2022-04-11: Largest IV spike — 117.3% change
2022-04-11: Highest IV Rank — 31.6%
2022-04-25: Largest Expected Move — 4.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.49	$20.77	$22.06	$22.04	$20.77
ATM IV	14.3%	8.9%	34.8%	11.1%	12.0%
Expected Move	3.0%	2.5%	4.6%	2.7%	3.4%
HV 20d	8.6%	6.0%	12.6%	12.6%	6.1%
HV 60d	11.1%	10.9%	11.2%	11.1%	11.2%
IV Rank	9.8%	4.1%	31.6%	6.4%	7.4%
IV Percentile	37.1%	11.5%	81.3%	27.4%	35.7%
Term Structure	-0.9%	-3.7%	2.3%	-1.8%	-0.7%
Skew 25d	2.3%	-2.1%	14.5%	14.5%	-2.1%
Skew 10d	6.1%	-3.1%	23.3%	23.3%	-3.1%
Call IV 25d	12.1%	10.0%	15.0%	15.0%	14.4%
Put IV 25d	14.4%	8.4%	29.5%	29.5%	12.3%
Bid-Ask Spread %	129.67	107.84	151.01	111.42	135.47
Gamma HHI	0.79	0.50	1.00	0.53	1.00
Net GEX	-5.9K	-19.4K	-2.4K	-3.8K	-12.7K
Net DEX	35.3K	11.2K	79.2K	32.3K	79.2K
Net VEX	-201	-468	-84	-167	-468
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	13.13	13.00	14.33	13.00	14.33
Total Volume	36.7	0	65	42	65
Total OI	53	30	105	41	105

Daily Data (20 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
2022-04-01	$22.04	$0.00	11.1%	2.7%	12.6%	6.4%	0.0%	14.5%	-1.8%	-3.8K	32.3K	-167	13.00	111.42	3	39	3	38
2022-04-04	$22.06	$0.00	11.9%	2.8%	11.7%	7.3%	0.0%	3.5%	0.3%	-3.7K	31.0K	-162	13.00	121.71	3	39	3	38
2022-04-05	$21.96	$0.00	13.2%	2.9%	11.8%	8.7%	0.0%	2.8%	-0.1%	-3.8K	31.8K	-157	13.00	118.73	3	39	3	38
2022-04-06	$21.85	$0.00	21.1%	2.8%	10.6%	17.1%	0.0%	1.4%	1.3%	-4.1K	23.8K	-107	13.00	107.84	3	39	3	38
2022-04-07	$21.79	$0.00	13.0%	2.6%	10.3%	8.5%	0.0%	2.3%	0.1%	-3.6K	33.9K	-161	13.00	125.40	3	39	3	38
2022-04-08	$21.73	$0.00	16.0%	2.7%	9.2%	11.7%	0.0%	2.4%	-1.0%	-5.0K	25.4K	-105	13.00	116.98	3	39	3	38
2022-04-11	$21.60	$0.00	34.8%	3.7%	9.4%	31.6%	0.0%	0.9%	-3.6%	-2.6K	36.9K	-165	13.00	120.48	3	39	3	38
2022-04-12	$21.57	$0.00	34.3%	3.1%	9.3%	31.0%	0.0%	0.2%	-2.7%	-4.5K	27.5K	-109	13.00	128.93	3	39	3	38
2022-04-13	$21.63	$0.00	10.6%	3.0%	8.8%	6.0%	0.0%	1.1%	-1.8%	-4.2K	27.5K	-109	13.00	125.87	3	39	3	38
2022-04-14	$21.61	$0.00	9.9%	2.8%	6.9%	5.2%	0.0%	3.2%	2.3%	-3.8K	28.0K	-84	14.33	137.12	3	43	3	38
2022-04-18	$21.49	$0.00	11.3%	3.2%	7.1%	6.7%	0.0%	0.9%	-1.4%	-3.7K	11.2K	-99	0.00	116.71	0	10	0	30
2022-04-19	$21.42	$0.00	10.2%	2.9%	7.2%	5.5%	0.0%	0.8%	-1.9%	-2.9K	26.7K	-195	0.00	131.18	0	10	0	40
2022-04-20	$21.53	$0.00	8.9%	2.6%	7.4%	4.2%	0.0%	0.9%	-2.6%	-3.5K	22.6K	-169	0.00	145.88	0	10	0	40
2022-04-21	$21.42	$0.00	8.9%	2.5%	7.6%	4.1%	0.0%	-1.9%	-0.8%	-2.9K	26.4K	-194	0.00	135.70	0	10	0	40
2022-04-22	$21.39	$0.00	9.6%	2.7%	7.5%	4.9%	0.0%	4.4%	1.0%	-2.4K	29.7K	-206	0.00	144.79	0	10	0	40
2022-04-25	$21.13	$0.00	16.0%	4.6%	8.5%	11.6%	0.0%	8.0%	-3.7%	-4.9K	21.6K	-163	0.00	137.60	0	65	0	40
2022-04-26	$21.02	$0.00	11.6%	3.3%	8.4%	7.0%	0.0%	0.3%	-1.2%	-12.0K	65.7K	-436	0.00	151.01	0	65	0	105
2022-04-27	$20.89	$0.00	10.7%	3.1%	6.4%	6.1%	0.0%	-0.7%	-0.2%	-19.4K	55.8K	-351	0.00	146.93	0	0	0	105
2022-04-28	$20.90	$0.00	10.3%	3.0%	6.0%	5.7%	0.0%	3.2%	-0.1%	-14.9K	68.1K	-409	0.00	133.71	0	65	0	105
2022-04-29	$20.77	$0.00	12.0%	3.4%	6.1%	7.4%	0.0%	-2.1%	-0.7%	-12.7K	79.2K	-468	0.00	135.47	0	65	0	105