IHY Options History — June 2022

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

In June 2022, IHY traded between $19.11 and $20.84. ATM implied volatility averaged 28.7%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 16.7% (HV 20d: 12.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 24.00.

Notable Days

2022-06-24: Highest Volume — 50 contracts
2022-06-21: Largest IV spike — 332.1% change
2022-06-21: Highest IV Rank — 99.5%
2022-06-21: Largest Expected Move — 21.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.90	$19.11	$20.84	$20.64	$19.11
ATM IV	28.7%	14.9%	75.0%	23.8%	44.2%
Expected Move	7.8%	4.0%	21.5%	6.8%	12.7%
HV 20d	12.0%	8.7%	14.1%	9.3%	12.9%
HV 60d	9.9%	9.0%	10.4%	9.8%	10.1%
IV Rank	32.3%	12.4%	99.5%	25.2%	54.9%
IV Percentile	69.2%	53.6%	99.6%	66.3%	89.3%
Term Structure	-5.0%	-34.9%	21.1%	-2.0%	-34.9%
Skew 25d	-1.1%	-20.9%	11.1%	-0.4%	-20.9%
Skew 10d	-5.0%	-35.5%	26.4%	-3.5%	8.5%
Call IV 25d	38.3%	13.2%	93.1%	42.1%	88.1%
Put IV 25d	37.2%	16.0%	99.4%	41.7%	67.2%
Bid-Ask Spread %	131.13	107.56	169.36	131.01	136.24
Gamma HHI	0.99	0.93	1.00	0.99	0.99
Net GEX	-7.5K	-11.9K	-3.1K	-7.6K	-5.4K
Net DEX	105.7K	69.5K	133.7K	80.2K	133.7K
Net VEX	-384	-452	-334	-403	-367
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	24.00	24.00	24.00	24.00	24.00
Total Volume	43.238	38	50	38	50
Total OI	94.667	90	102	90	102

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
2022-06-01	$20.64	$0.00	23.8%	6.8%	9.3%	25.2%	0.0%	-0.4%	-2.0%	-7.6K	80.2K	-403	0.00	131.01	0	38	0	90
2022-06-02	$20.84	$0.00	22.2%	4.6%	9.9%	22.9%	0.0%	-0.6%	-2.1%	-9.7K	69.5K	-362	0.00	118.26	0	38	0	90
2022-06-03	$20.68	$0.00	16.4%	4.2%	9.3%	14.5%	0.0%	-14.6%	-2.4%	-11.9K	72.1K	-355	0.00	120.39	0	38	0	90
2022-06-06	$20.61	$0.00	22.8%	4.0%	9.4%	23.8%	0.0%	-7.8%	1.5%	-8.6K	78.7K	-387	0.00	118.90	0	38	0	90
2022-06-07	$20.65	$0.00	30.3%	4.7%	8.7%	34.7%	0.0%	-7.0%	-2.4%	-8.2K	77.1K	-390	0.00	124.78	0	38	0	90
2022-06-08	$20.56	$0.00	14.9%	4.3%	8.9%	12.4%	0.0%	-2.3%	-1.3%	-8.9K	76.2K	-390	0.00	112.37	0	38	0	90
2022-06-09	$20.46	$0.00	17.0%	4.9%	9.1%	15.4%	0.0%	-2.5%	-3.1%	-8.7K	86.7K	-383	0.00	125.58	0	38	0	90
2022-06-10	$20.06	$0.00	16.2%	4.6%	11.1%	14.2%	0.0%	4.3%	-5.3%	-10.9K	101.1K	-386	0.00	119.23	0	38	0	90
2022-06-13	$19.57	$0.00	18.6%	5.3%	13.9%	17.7%	0.0%	8.5%	-6.4%	-8.3K	121.0K	-348	0.00	107.56	0	38	0	90
2022-06-14	$19.56	$0.00	19.7%	5.6%	13.8%	19.3%	0.0%	-6.9%	-2.9%	-7.0K	117.5K	-351	0.00	118.56	0	38	0	90
2022-06-15	$19.70	$0.00	15.8%	4.5%	14.0%	13.7%	0.0%	4.9%	-0.3%	-7.9K	114.7K	-359	0.00	118.17	0	38	0	90
2022-06-16	$19.58	$0.00	17.4%	5.0%	14.0%	15.9%	0.0%	4.3%	21.1%	-8.4K	122.7K	-334	0.00	113.51	0	48	0	90
2022-06-17	$19.61	$0.00	17.3%	5.0%	14.1%	15.9%	0.0%	11.1%	3.1%	-9.0K	131.3K	-399	0.00	111.68	0	48	0	100
2022-06-21	$19.65	$0.00	75.0%	21.5%	14.1%	99.5%	0.0%	6.3%	-18.5%	-3.1K	101.7K	-452	0.00	169.36	0	48	0	100
2022-06-22	$19.58	$0.00	26.3%	7.5%	13.4%	28.9%	0.0%	7.4%	0.4%	-7.3K	127.8K	-399	0.00	154.80	0	48	0	100
2022-06-23	$19.54	$0.00	35.9%	10.3%	13.4%	42.8%	0.0%	-4.9%	-4.7%	-7.2K	131.5K	-380	0.00	152.21	0	48	0	100
2022-06-24	$19.59	$0.00	26.1%	7.5%	13.4%	28.6%	0.0%	-2.2%	5.0%	-7.4K	128.9K	-391	24.00	140.29	2	48	0	100
2022-06-27	$19.50	$0.00	71.3%	20.4%	12.9%	94.1%	0.0%	5.2%	-26.7%	-3.3K	103.0K	-440	24.00	168.46	2	48	2	100
2022-06-28	$19.31	$0.00	54.0%	15.5%	12.8%	69.1%	0.0%	5.3%	-23.1%	-3.6K	113.2K	-418	24.00	162.47	2	48	2	100
2022-06-29	$19.11	$0.00	17.1%	4.9%	13.0%	15.6%	0.0%	-10.7%	0.1%	-5.6K	131.0K	-377	24.00	130.00	2	48	2	100
2022-06-30	$19.11	$0.00	44.2%	12.7%	12.9%	54.9%	0.0%	-20.9%	-34.9%	-5.4K	133.7K	-367	24.00	136.24	2	48	2	100