IHY Options History — October 2022

In October 2022, IHY traded between $17.79 and $18.49. ATM implied volatility averaged 36.6%, placing in the 36.7% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 21.5% (HV 20d: 15.1%). 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 5 of 21 days.

Notable Days

  • 2022-10-13: Highest Volume — 405 contracts
  • 2022-10-24: Largest IV spike — 166.7% change
  • 2022-10-03: Highest IV Rank — 100.0%
  • 2022-10-03: Largest Expected Move — 25.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.08$17.79$18.49$18.16$18.20
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV36.6%15.2%88.7%88.7%17.2%
Expected Move10.4%4.3%25.4%25.4%4.9%
HV 20d15.1%13.9%16.3%14.7%14.4%
HV 60d13.3%12.8%13.7%12.9%13.2%
IV Rank36.7%10.7%100.0%100.0%13.2%
IV Percentile83.4%53.6%100.0%100.0%59.9%
Term Structure-5.5%-28.8%47.6%-28.6%-1.3%
VWIV56.9%26.7%92.6%92.6%51.4%
Skew 25d3.1%-37.2%50.3%0.9%50.3%
Skew 10d9.3%-28.9%95.3%-6.6%95.3%
Call IV 25d42.4%14.0%120.2%120.2%14.0%
Put IV 25d45.4%18.0%121.1%121.1%64.3%
Bid-Ask Spread %147.23117.30184.34171.38117.30
Gamma HHI0.640.560.970.740.60
Net GEX-37.4K-100.5K-14.2K-14.8K-43.3K
Net DEX572.3K369.2K786.1K369.2K514.6K
Net VEX-2.6K-3.2K-1.5K-1.8K-3.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume285.714125405125215
Total OI627.381419779419665

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$18.16$25.0088.7%25.4%14.7%100.0%92.6%0.9%-28.6%-14.8K369.2K-1.8K0.00171.3801250419
2022-10-04$18.49$25.0027.9%8.0%16.3%26.1%26.7%-1.4%14.8%-20.1K375.8K-1.7K0.00139.7001250419
2022-10-05$18.30$25.0043.6%12.5%15.9%45.2%51.4%-1.2%11.0%-20.1K399.3K-1.7K0.00147.0901250419
2022-10-06$18.14$0.0033.6%13.0%16.0%33.0%0.0%-15.9%-22.1%-18.6K397.6K-1.7K0.00184.3401250419
2022-10-07$17.99$0.0019.7%6.4%15.8%16.2%0.0%-0.9%-2.4%-33.0K468.5K-1.5K0.00137.5203250419
2022-10-10$17.92$0.0030.8%6.8%15.4%29.6%0.0%8.4%-8.2%-41.5K606.5K-2.4K0.00140.0703600619
2022-10-11$17.84$0.0034.2%6.3%14.8%33.9%0.0%12.4%-7.0%-42.7K614.9K-2.4K0.00140.5203600619
2022-10-12$17.83$0.0037.7%10.8%14.8%38.1%0.0%-37.2%-13.1%-34.0K589.2K-2.5K0.00145.5503600619
2022-10-13$18.01$0.0030.6%8.8%15.0%29.4%0.0%1.6%-11.1%-40.0K583.7K-2.5K0.00146.9904050619
2022-10-14$17.79$0.0026.0%7.4%14.9%23.8%0.0%10.5%-11.6%-46.8K721.6K-2.8K0.00143.5203650719
2022-10-17$18.03$0.0026.3%7.5%16.0%24.2%0.0%4.4%-7.5%-57.1K729.9K-3.1K0.00139.1603650779
2022-10-18$18.04$0.0024.8%7.1%15.8%22.3%0.0%1.2%-7.1%-65.3K731.8K-3.1K0.00143.4403650779
2022-10-19$17.86$0.0022.2%6.4%15.8%19.3%0.0%7.4%-4.3%-57.7K784.2K-3.0K0.00141.6603650779
2022-10-20$17.81$0.0015.2%4.3%15.8%10.7%0.0%13.2%0.4%-51.3K786.1K-3.0K0.00145.0403300779
2022-10-21$17.97$0.0020.3%5.8%15.2%16.9%0.0%1.5%1.5%-100.5K760.2K-2.8K0.00135.7603350779
2022-10-24$17.97$0.0054.2%15.5%14.5%58.1%0.0%-4.8%47.6%-22.0K575.9K-3.1K0.00141.4402700665
2022-10-25$18.15$0.0060.2%17.3%14.6%65.4%0.0%4.3%-3.7%-14.2K497.5K-3.2K0.00160.1302700665
2022-10-26$18.31$0.0061.8%17.7%14.2%67.4%0.0%3.5%-28.8%-17.6K493.3K-3.2K0.00156.4602700665
2022-10-27$18.37$0.0060.0%17.2%13.9%65.2%0.0%-16.9%-16.2%-15.6K490.1K-3.2K0.00171.2102700665
2022-10-28$18.41$0.0033.4%9.6%13.9%32.8%0.0%23.4%-18.1%-29.0K529.0K-3.0K0.00143.5202700665
2022-10-31$18.20$0.0017.2%4.9%14.4%13.2%0.0%50.3%-1.3%-43.3K514.6K-3.0K0.00117.3002150665