IHY Options History — September 2022

In September 2022, IHY traded between $17.87 and $19.31. ATM implied volatility averaged 20.5%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 8.4% (HV 20d: 12.1%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days.

Notable Days

  • 2022-09-19: Highest Volume — 200 contracts
  • 2022-09-08: Largest IV spike — 162.6% change
  • 2022-09-08: Highest IV Rank — 43.1%
  • 2022-09-30: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.70$17.87$19.31$18.93$18.02
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV20.5%12.9%40.8%23.6%29.5%
Expected Move4.9%3.5%8.5%6.8%8.5%
HV 20d12.1%10.1%14.3%10.3%14.3%
HV 60d12.1%11.1%12.8%12.5%12.8%
IV Rank17.7%8.1%43.1%21.6%29.0%
IV Percentile65.3%42.1%90.5%75.4%85.3%
Term Structure0.5%-10.4%31.2%-10.0%3.5%
VWIV20.7%12.3%35.8%13.1%35.8%
Skew 25d5.9%-29.8%54.5%-29.8%-1.4%
Skew 10d9.7%-63.2%85.1%-63.2%11.1%
Call IV 25d19.1%10.6%61.7%45.5%61.7%
Put IV 25d25.0%10.7%67.0%15.7%60.3%
Bid-Ask Spread %120.49103.68154.81125.63154.81
Gamma HHI0.680.501.000.520.78
Net GEX-16.8K-36.2K-1.8K-10.8K-21.5K
Net DEX239.7K116.7K451.5K146.6K440.4K
Net VEX-656-1.7K-41-164-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume5502000125
Total OI225.952125419125419

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$18.93$0.0023.6%6.8%10.3%21.6%0.0%-29.8%-10.0%-10.8K146.6K-1640.00125.63000125
2022-09-02$18.90$0.0021.9%6.3%10.3%19.4%0.0%25.7%-3.6%-9.9K143.5K-2250.00137.92000125
2022-09-06$18.80$25.0019.3%5.0%10.1%16.2%13.1%7.6%-6.8%-8.1K162.4K-1870.00117.940850125
2022-09-07$19.02$25.0015.5%3.8%11.3%11.5%19.0%5.2%-1.0%-11.4K140.0K-1620.00103.680850125
2022-09-08$19.08$25.0040.8%3.5%10.4%43.1%0.0%4.5%-1.5%-11.7K135.8K-1400.00113.00000125
2022-09-09$19.18$25.0014.5%4.8%10.6%10.2%0.0%2.6%-5.1%-10.9K143.9K-2060.00112.17000125
2022-09-12$19.31$25.0031.6%4.8%11.0%31.6%0.0%-1.8%-10.4%-10.5K116.7K-2490.00118.28000125
2022-09-13$19.03$25.0038.8%3.6%11.9%40.7%14.6%3.2%-1.9%-11.0K147.1K-1300.00112.070850125
2022-09-14$19.05$25.0014.2%4.1%11.9%9.8%0.0%4.2%-2.8%-11.4K139.0K-1530.00117.95000125
2022-09-15$19.21$25.0013.9%4.0%12.3%9.5%0.0%5.9%1.2%-1.8K138.6K-410.00117.20000125
2022-09-16$18.97$25.0014.5%4.2%12.9%10.2%20.2%4.2%-1.9%-11.4K138.1K-1450.00106.950850125
2022-09-19$18.99$25.0018.5%5.3%12.4%15.1%0.0%-19.9%0.2%-11.7K142.2K-1530.00121.0202000125
2022-09-20$18.80$25.0013.4%3.8%12.2%8.8%0.0%3.1%-1.0%-19.3K287.3K-1.2K0.00110.01000325
2022-09-21$18.62$25.0016.4%4.7%12.3%12.6%0.0%-5.8%-1.2%-32.8K298.2K-1.1K0.00120.78000325
2022-09-22$18.57$25.0019.4%5.6%12.3%16.3%0.0%-2.4%1.3%-36.2K290.7K-1.0K0.00122.46000325
2022-09-23$18.25$25.0014.0%4.0%12.9%9.6%32.7%9.2%7.3%-17.7K328.4K-1.2K0.00122.39050325
2022-09-26$18.01$25.0012.9%3.7%12.9%8.1%12.3%54.5%5.9%-25.9K372.2K-1.1K0.00122.3401100324
2022-09-27$17.87$25.0014.3%4.1%13.0%9.9%14.1%12.2%5.9%-26.0K429.4K-1.3K0.00120.2601250364
2022-09-28$18.10$25.0017.1%4.9%14.2%13.4%17.3%13.6%0.4%-30.3K451.5K-1.6K0.00115.3301250419
2022-09-29$17.97$25.0026.8%7.7%14.3%25.7%28.1%29.0%31.2%-21.9K441.6K-1.6K0.00138.1601250419
2022-09-30$18.02$25.0029.5%8.5%14.3%29.0%35.8%-1.4%3.5%-21.5K440.4K-1.7K0.00154.8101250419