IHY Options History — July 2022

In July 2022, IHY traded between $18.60 and $19.78. ATM implied volatility averaged 26.7%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 15.6% (HV 20d: 11.2%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 12.25.

Notable Days

2022-07-22: Highest Volume — 37 contracts
2022-07-29: Largest IV spike — 198.0% change
2022-07-07: Highest IV Rank — 100.0%
2022-07-07: Largest Expected Move — 15.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.04	$18.60	$19.78	$19.10	$19.78
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	26.7%	10.9%	86.1%	28.9%	32.5%
Expected Move	6.6%	3.1%	15.7%	8.3%	9.3%
HV 20d	11.2%	8.2%	13.0%	12.0%	13.0%
HV 60d	10.9%	10.1%	12.2%	10.1%	12.2%
IV Rank	26.3%	5.7%	100.0%	32.6%	32.7%
IV Percentile	67.1%	24.6%	100.0%	72.2%	81.3%
Term Structure	-5.3%	-36.2%	11.0%	-12.1%	-18.4%
VWIV	36.2%	7.3%	108.7%	19.5%	36.4%
Skew 25d	-6.2%	-51.9%	26.6%	-51.8%	-35.8%
Skew 10d	-3.5%	-53.3%	36.4%	-13.5%	-26.2%
Call IV 25d	38.2%	11.4%	94.2%	94.2%	59.8%
Put IV 25d	32.0%	16.3%	73.3%	42.5%	23.9%
Bid-Ask Spread %	144.51	123.53	176.89	142.59	158.31
Gamma HHI	1.00	0.97	1.00	0.99	1.00
Net GEX	-5.8K	-7.8K	-3.5K	-5.2K	-6.9K
Net DEX	130.5K	90.3K	155.9K	129.3K	90.3K
Net VEX	-268	-379	-191	-379	-270
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	12.25	10.00	17.50	10.00	17.50
Total Volume	26.5	22	37	22	37
Total OI	92.25	77	102	102	77

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
2022-07-01	$19.10	$0.00	28.9%	8.3%	12.0%	32.6%	0.0%	-51.8%	-12.1%	-5.2K	129.3K	-379	10.00	142.59	2	20	2	100
2022-07-05	$18.92	$20.00	28.0%	5.2%	12.1%	31.3%	19.5%	6.5%	-2.7%	-5.6K	146.1K	-261	10.00	136.96	2	20	2	95
2022-07-06	$18.79	$20.00	40.3%	8.9%	12.1%	49.1%	21.4%	5.7%	-19.1%	-5.1K	140.2K	-280	10.00	152.43	2	20	2	95
2022-07-07	$18.88	$20.00	86.1%	15.7%	12.3%	100.0%	58.5%	1.3%	-36.2%	-5.2K	139.8K	-281	10.00	165.87	2	20	2	95
2022-07-08	$18.90	$20.00	27.5%	5.1%	12.5%	26.5%	17.7%	8.4%	0.9%	-5.4K	133.1K	-311	10.00	152.07	2	20	2	95
2022-07-11	$18.84	$20.00	29.7%	7.3%	12.5%	29.2%	25.7%	14.4%	11.0%	-3.5K	117.9K	-339	10.00	167.42	2	20	2	95
2022-07-12	$18.68	$20.00	33.3%	6.4%	11.2%	33.8%	19.0%	8.4%	-8.7%	-4.6K	155.9K	-191	10.00	143.90	2	20	2	95
2022-07-13	$18.74	$20.00	26.1%	7.5%	8.2%	24.7%	30.4%	-3.3%	-10.5%	-5.6K	140.6K	-272	10.00	141.35	2	20	2	95
2022-07-14	$18.60	$20.00	20.3%	5.8%	8.4%	17.5%	55.8%	-13.0%	-0.8%	-4.5K	149.1K	-225	10.00	137.69	2	20	2	95
2022-07-15	$18.78	$20.00	23.5%	6.8%	8.8%	21.5%	81.0%	-38.9%	-3.4%	-5.4K	148.3K	-239	10.00	142.84	2	20	2	95
2022-07-18	$18.78	$20.00	21.6%	6.2%	8.7%	19.0%	108.7%	-51.9%	0.1%	-5.1K	147.3K	-231	10.00	139.45	2	20	2	95
2022-07-19	$19.05	$20.00	18.6%	5.3%	10.4%	15.4%	21.0%	2.5%	-3.2%	-6.8K	143.0K	-266	10.00	144.66	2	20	2	95
2022-07-20	$19.07	$20.00	17.0%	4.9%	10.4%	13.3%	46.6%	-19.3%	0.4%	-6.3K	137.6K	-284	10.00	132.91	2	20	2	95
2022-07-21	$19.25	$20.00	15.0%	4.3%	11.0%	10.9%	55.1%	-3.6%	0.9%	-7.8K	133.4K	-303	10.00	123.53	2	20	2	95
2022-07-22	$19.27	$20.00	20.4%	5.8%	11.0%	17.5%	10.9%	4.1%	2.2%	-7.4K	137.7K	-290	17.50	128.31	2	35	2	95
2022-07-25	$19.40	$20.00	16.3%	4.7%	11.3%	12.4%	10.4%	17.2%	-4.8%	-6.9K	115.2K	-201	17.50	128.06	2	35	2	75
2022-07-26	$19.13	$20.00	19.8%	5.7%	12.2%	16.8%	50.6%	0.8%	-0.8%	-5.5K	109.8K	-216	17.50	176.89	2	35	2	75
2022-07-27	$19.39	$20.00	19.1%	5.5%	12.8%	15.9%	12.2%	26.6%	-6.9%	-5.4K	100.1K	-250	17.50	139.28	2	35	2	75
2022-07-28	$19.55	$20.00	10.9%	3.1%	12.4%	5.7%	7.3%	-2.0%	6.2%	-7.0K	94.8K	-263	17.50	135.75	2	35	2	75
2022-07-29	$19.78	$20.00	32.5%	9.3%	13.0%	32.7%	36.4%	-35.8%	-18.4%	-6.9K	90.3K	-270	17.50	158.31	2	35	2	75