IHY Options History — August 2022

In August 2022, IHY traded between $19.11 and $20.03. ATM implied volatility averaged 37.0%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 25.0% (HV 20d: 12.0%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 17.50.

Notable Days

  • 2022-08-31: Highest Volume — 85 contracts
  • 2022-08-24: Largest IV spike — 330.5% change
  • 2022-08-09: Highest IV Rank — 87.6%
  • 2022-08-29: Largest Expected Move — 20.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.60$19.11$20.03$19.74$19.11
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV37.0%12.2%76.2%15.2%13.9%
Expected Move9.7%3.5%20.6%4.4%4.0%
HV 20d12.0%10.1%13.1%13.0%10.1%
HV 60d12.3%12.1%12.7%12.2%12.4%
IV Rank38.4%7.3%87.6%11.1%9.4%
IV Percentile71.7%34.9%99.6%51.6%49.6%
Term Structure-10.4%-30.4%-0.0%-1.3%-0.0%
VWIV17.0%14.7%20.1%16.1%20.1%
Skew 25d-4.8%-55.3%27.6%-8.1%14.0%
Skew 10d9.5%-44.9%47.9%19.9%23.5%
Call IV 25d42.2%10.3%107.7%19.8%25.0%
Put IV 25d37.5%9.9%94.7%11.7%39.0%
Bid-Ask Spread %151.98110.25189.04124.47134.22
Gamma HHI0.840.501.001.000.50
Net GEX-7.1K-15.6K-2.8K-9.9K-11.2K
Net DEX100.3K73.5K138.7K101.6K135.7K
Net VEX-269-377-134-240-162
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio17.5017.5017.5017.5017.50
Total Volume15.5220853785
Total OI917512577125

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$19.74$20.0015.2%4.4%13.0%11.1%16.1%-8.1%-1.3%-9.9K101.6K-24017.50124.47235275
2022-08-02$19.57$20.0012.4%3.6%12.9%7.6%14.7%-19.6%-2.2%-4.6K86.8K-26917.50117.82235275
2022-08-03$19.73$20.0026.7%7.6%12.7%25.5%20.1%-45.4%-5.7%-3.9K79.3K-28017.50142.28235275
2022-08-04$19.81$0.0019.8%4.0%12.7%16.8%0.0%-13.8%-5.3%-11.8K92.9K-26117.50110.25235175
2022-08-05$19.75$0.0067.8%14.7%12.8%77.0%0.0%0.7%-11.1%-3.6K82.4K-27117.50187.92235175
2022-08-08$19.82$0.0074.2%15.0%12.7%85.0%0.0%1.8%-19.9%-6.0K90.2K-25017.50187.84235175
2022-08-09$19.73$0.0076.2%14.4%12.3%87.6%0.0%1.7%-11.5%-2.8K75.8K-2730.00188.5900175
2022-08-10$19.95$0.0050.6%14.5%12.6%55.5%0.0%1.6%-11.2%-2.8K73.5K-2740.00188.7400175
2022-08-11$19.99$0.0059.4%17.0%12.0%66.4%0.0%-24.4%-13.2%-3.1K74.1K-2710.00188.3200175
2022-08-12$20.03$0.0012.7%3.6%11.8%7.9%0.0%-2.0%-7.0%-15.6K84.2K-2480.00125.5800175
2022-08-15$19.95$0.0013.0%3.7%12.0%8.3%0.0%-28.4%-2.6%-6.8K81.0K-2540.00150.1000175
2022-08-16$19.89$0.0013.3%3.8%11.4%8.6%0.0%0.1%-0.3%-9.7K89.2K-2450.00112.5400175
2022-08-17$19.75$0.0017.5%5.0%11.9%14.0%0.0%-7.8%-3.1%-10.3K95.4K-2380.00122.6000175
2022-08-18$19.66$0.0016.1%4.6%11.7%12.2%0.0%0.8%-0.9%-10.4K106.8K-2060.00123.4900175
2022-08-19$19.43$0.0012.2%3.5%12.6%7.3%0.0%2.9%-3.1%-8.3K112.5K-1900.00110.6400175
2022-08-22$19.20$0.0018.4%5.3%13.1%15.1%0.0%27.6%-6.5%-6.3K124.6K-1340.00124.72050075
2022-08-23$19.30$0.0013.7%3.9%12.2%9.1%0.0%15.6%-2.1%-9.9K138.7K-2980.00128.60000125
2022-08-24$19.32$0.0058.8%16.9%11.2%65.7%0.0%-0.1%-20.1%-5.6K116.5K-3650.00183.89000125
2022-08-25$19.47$0.0070.6%20.2%11.1%80.5%0.0%19.4%-25.5%-4.3K111.2K-3770.00177.10000125
2022-08-26$19.23$0.0054.9%15.7%11.0%60.8%0.0%7.8%-26.2%-5.6K118.7K-3630.00189.04000125
2022-08-29$19.22$0.0071.9%20.6%11.0%82.2%0.0%1.6%-29.6%-4.3K114.9K-3610.00188.48000125
2022-08-30$19.15$0.0061.9%17.8%10.7%69.6%0.0%-55.3%-30.4%-5.6K120.8K-3500.00188.32000125
2022-08-31$19.11$0.0013.9%4.0%10.1%9.4%0.0%14.0%-0.0%-11.2K135.7K-1620.00134.220850125