IHY Options History — November 2022 In November 2022, IHY traded between $18.00 and $19.60. ATM implied volatility averaged 37.3%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 23.0% (HV 20d: 14.2%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2022-11-01 : Highest Volume — 216 contracts2022-11-02 : Largest IV spike — 403.6% change2022-11-02 : Highest IV Rank — 100.0%2022-11-02 : Largest Expected Move — 46.2%Monthly Statistics Metric Avg Min Max Open Close Price $18.87 $18.00 $19.60 $18.17 $19.60 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 37.3% 10.6% 161.2% 32.0% 20.1% Expected Move 10.1% 3.0% 46.2% 9.2% 5.8% HV 20d 14.2% 12.4% 15.6% 12.7% 14.1% HV 60d 14.2% 13.1% 15.0% 13.1% 14.6% IV Rank 20.6% 2.7% 100.0% 31.1% 8.8% IV Percentile 72.8% 18.7% 100.0% 84.5% 63.9% Term Structure -8.2% -61.2% 18.9% -8.5% -2.1% VWIV 90.6% 36.6% 144.6% 36.6% 144.6% Skew 25d -3.4% -36.7% 31.1% -5.2% -16.6% Skew 10d 5.1% -68.6% 91.6% -10.9% -9.6% Call IV 25d 42.9% 9.7% 198.5% 38.9% 49.4% Put IV 25d 39.5% 11.2% 229.6% 33.7% 32.8% Bid-Ask Spread % 157.73 132.01 192.57 142.23 151.85 Gamma HHI 0.62 0.56 0.78 0.56 0.64 Net GEX -38.5K -64.6K -15.1K -37.2K -53.5K Net DEX 378.1K 161.9K 548.4K 548.4K 168.6K Net VEX -2.5K -3.1K -1.3K -3.0K -1.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 172.714 0 216 216 0 Total OI 672.333 670 673 670 672
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 2022-11-01 $18.17 $0.00 32.0% 9.2% 12.7% 31.1% 36.6% -5.2% -8.5% -37.2K 548.4K -3.0K 0.00 142.23 0 216 0 670 2022-11-02 $18.27 $19.00 161.2% 46.2% 12.4% 100.0% 144.6% 31.1% -61.2% -26.5K 479.8K -3.1K 0.00 186.21 0 216 0 671 2022-11-03 $18.00 $0.00 96.7% 18.1% 13.1% 58.3% 0.0% 2.7% -12.1% -15.1K 515.1K -3.1K 0.00 192.57 0 216 0 671 2022-11-04 $18.23 $0.00 48.4% 15.3% 13.6% 27.1% 0.0% 14.2% -13.4% -28.6K 495.8K -3.1K 0.00 191.85 0 213 0 673 2022-11-07 $18.38 $0.00 27.4% 3.3% 13.7% 13.5% 0.0% -33.2% 18.9% -40.7K 515.6K -2.9K 0.00 160.49 0 213 0 673 2022-11-08 $18.41 $0.00 29.1% 10.0% 13.5% 14.7% 0.0% -26.5% -3.8% -29.3K 459.7K -3.0K 0.00 168.06 0 213 0 673 2022-11-09 $18.28 $0.00 29.3% 8.4% 13.9% 14.8% 0.0% -29.1% 5.0% -31.5K 498.7K -3.0K 0.00 165.48 0 213 0 673 2022-11-10 $18.71 $0.00 32.6% 9.3% 15.6% 16.9% 0.0% -8.2% 1.1% -24.5K 501.9K -3.0K 0.00 172.61 0 213 0 673 2022-11-11 $19.03 $0.00 33.6% 9.6% 15.6% 17.6% 0.0% -7.6% -11.6% -37.1K 414.7K -2.8K 0.00 167.64 0 213 0 673 2022-11-14 $19.06 $0.00 64.7% 18.5% 15.1% 37.7% 0.0% -6.5% -42.2% -64.3K 208.9K -1.4K 0.00 163.32 0 213 0 673 2022-11-15 $19.12 $0.00 35.2% 10.1% 15.1% 18.6% 0.0% -36.7% 2.7% -25.6K 417.8K -2.9K 0.00 164.32 0 213 0 673 2022-11-16 $19.20 $0.00 35.2% 10.1% 14.3% 18.6% 0.0% 6.9% -14.9% -24.1K 425.2K -2.9K 0.00 167.51 0 213 0 673 2022-11-17 $19.11 $0.00 16.5% 4.7% 14.4% 6.5% 0.0% 8.6% -3.6% -49.1K 363.6K -2.3K 0.00 132.01 0 213 0 673 2022-11-18 $19.11 $0.00 16.9% 4.8% 14.3% 6.8% 0.0% 3.6% -3.7% -64.6K 274.9K -2.0K 0.00 133.82 0 213 0 673 2022-11-21 $19.01 $0.00 10.6% 3.0% 14.6% 2.7% 0.0% 26.2% 4.5% -53.1K 366.9K -2.4K 0.00 139.15 0 212 0 672 2022-11-22 $19.13 $0.00 16.3% 4.7% 14.4% 6.4% 0.0% 3.5% -2.9% -53.7K 246.2K -1.9K 0.00 143.29 0 212 0 672 2022-11-23 $19.29 $0.00 17.4% 5.0% 14.4% 7.1% 0.0% 4.9% -5.1% -54.2K 236.7K -1.8K 0.00 132.93 0 212 0 672 2022-11-25 $19.43 $0.00 19.1% 5.5% 14.5% 8.2% 0.0% -26.7% 3.6% -29.1K 316.1K -2.4K 0.00 154.41 0 0 0 672 2022-11-28 $19.30 $0.00 17.9% 5.1% 14.9% 7.5% 0.0% 23.6% -8.4% -31.9K 324.5K -2.5K 0.00 138.05 0 0 0 672 2022-11-29 $19.38 $0.00 22.3% 6.4% 14.0% 10.3% 0.0% -0.3% -14.9% -34.9K 161.9K -1.4K 0.00 144.47 0 0 0 672 2022-11-30 $19.60 $0.00 20.1% 5.8% 14.1% 8.8% 0.0% -16.6% -2.1% -53.5K 168.6K -1.3K 0.00 151.85 0 0 0 672
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