IHY Options History — May 2022 In May 2022, IHY traded between $20.25 and $20.85. ATM implied volatility averaged 27.2%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 18.8% (HV 20d: 8.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2022-05-18 : Highest Volume — 38 contracts2022-05-23 : Largest IV spike — 200.5% change2022-05-23 : Highest IV Rank — 72.0%2022-05-23 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $20.53 $20.25 $20.85 $20.64 $20.83 ATM IV 27.2% 12.4% 55.6% 14.6% 22.6% Expected Move 7.6% 3.4% 15.9% 4.2% 6.5% HV 20d 8.3% 6.1% 9.3% 6.1% 8.8% HV 60d 11.1% 9.9% 11.5% 11.2% 9.9% IV Rank 29.9% 8.2% 72.0% 10.2% 23.5% IV Percentile 69.1% 39.7% 98.4% 53.6% 64.3% Term Structure -6.2% -42.1% 13.3% -3.6% -0.6% Skew 25d -1.4% -30.9% 15.5% 3.2% -19.2% Skew 10d 4.6% -23.1% 33.6% 7.1% -23.1% Call IV 25d 36.1% 13.1% 89.7% 15.4% 45.3% Put IV 25d 34.7% 13.2% 94.0% 18.6% 26.1% Bid-Ask Spread % 150.79 118.86 180.86 118.86 135.95 Gamma HHI 0.99 0.92 1.00 1.00 0.99 Net GEX -10.2K -16.6K -3.5K -13.7K -8.5K Net DEX 94.8K 66.7K 119.0K 86.1K 70.0K Net VEX -486 -589 -369 -469 -380 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 21.048 6 38 10 38 Total OI 104.714 90 117 105 90
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 2022-05-02 $20.64 $0.00 14.6% 4.2% 6.1% 10.2% 0.0% 3.2% -3.6% -13.7K 86.1K -469 0.00 118.86 0 10 0 105 2022-05-03 $20.74 $0.00 12.7% 3.6% 6.6% 8.2% 0.0% -2.3% -2.6% -15.7K 79.6K -466 0.00 134.35 0 10 0 110 2022-05-04 $20.81 $0.00 18.5% 5.3% 7.0% 14.3% 0.0% -2.1% -1.4% -11.2K 85.9K -501 0.00 146.46 0 10 0 110 2022-05-05 $20.57 $0.00 16.3% 4.3% 7.6% 12.0% 0.0% 2.5% -0.1% -12.3K 98.5K -513 0.00 146.30 0 10 0 110 2022-05-06 $20.55 $0.00 14.1% 3.7% 7.7% 9.6% 0.0% 2.6% 0.5% -13.6K 102.2K -533 0.00 146.30 0 10 0 115 2022-05-09 $20.36 $0.00 22.6% 4.6% 8.0% 18.7% 0.0% 1.2% -1.7% -11.1K 114.4K -557 0.00 147.41 0 10 0 115 2022-05-10 $20.42 $0.00 17.6% 3.4% 8.2% 13.4% 0.0% 1.7% -0.8% -16.6K 105.5K -524 0.00 143.26 0 10 0 115 2022-05-11 $20.43 $0.00 12.4% 3.5% 8.3% 10.6% 0.0% 2.6% -1.1% -15.1K 103.4K -541 0.00 152.32 0 6 0 115 2022-05-12 $20.25 $0.00 31.9% 9.1% 8.3% 38.3% 0.0% 6.8% -15.6% -10.1K 112.0K -580 0.00 164.54 0 6 0 116 2022-05-13 $20.34 $0.00 24.2% 7.0% 8.7% 27.4% 0.0% -1.8% -8.8% -6.8K 114.9K -589 0.00 148.47 0 6 0 117 2022-05-16 $20.38 $0.00 52.5% 15.1% 8.8% 67.7% 0.0% 5.0% -21.9% -7.3K 105.9K -581 0.00 180.86 0 6 0 117 2022-05-17 $20.46 $0.00 22.9% 6.6% 9.1% 25.5% 0.0% -4.8% -4.5% -12.2K 111.3K -537 0.00 150.27 0 6 0 117 2022-05-18 $20.34 $0.00 37.0% 10.6% 8.8% 45.6% 0.0% -5.9% -11.7% -11.1K 119.0K -540 0.00 165.91 0 38 0 117 2022-05-19 $20.36 $0.00 19.7% 5.6% 8.8% 20.9% 0.0% -3.4% -4.2% -6.2K 93.6K -419 0.00 141.18 0 38 0 90 2022-05-20 $20.36 $0.00 18.5% 5.3% 8.8% 19.3% 0.0% 15.5% 3.7% -7.8K 88.9K -428 0.00 147.90 0 38 0 90 2022-05-23 $20.56 $0.00 55.6% 15.9% 9.1% 72.0% 0.0% -30.9% -42.1% -7.0K 87.5K -406 0.00 161.23 0 38 0 90 2022-05-24 $20.56 $0.00 34.4% 9.9% 9.0% 40.6% 0.0% 0.6% 13.3% -6.8K 85.0K -417 0.00 159.36 0 38 0 90 2022-05-25 $20.62 $0.00 51.5% 14.8% 8.9% 65.5% 0.0% -3.2% -25.4% -7.3K 83.4K -410 0.00 164.27 0 38 0 90 2022-05-26 $20.77 $0.00 51.3% 14.7% 9.3% 65.3% 0.0% 4.3% -2.0% -3.5K 78.0K -442 0.00 171.66 0 38 0 90 2022-05-27 $20.85 $0.00 19.6% 5.6% 9.1% 19.2% 0.0% -2.4% 0.5% -10.0K 66.7K -369 0.00 139.75 0 38 0 90 2022-05-31 $20.83 $0.00 22.6% 6.5% 8.8% 23.5% 0.0% -19.2% -0.6% -8.5K 70.0K -380 0.00 135.95 0 38 0 90
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