IHY Options History — December 2022

In December 2022, IHY traded between $19.51 and $19.91. ATM implied volatility averaged 52.7%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 42.6% (HV 20d: 10.1%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 13 of 21 days.

Notable Days

  • 2022-12-16: Highest Volume — 560 contracts
  • 2022-12-02: Largest IV spike — 1129.9% change
  • 2022-12-12: Highest IV Rank — 100.0%
  • 2022-12-02: Largest Expected Move — 25.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.70$19.51$19.91$19.77$19.70
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV52.7%7.3%182.3%7.3%9.4%
Expected Move8.1%2.1%25.7%2.1%2.7%
HV 20d10.1%8.1%14.2%14.2%8.1%
HV 60d13.5%12.1%14.6%14.5%12.1%
IV Rank28.8%0.6%100.0%0.6%1.7%
IV Percentile58.7%3.2%100.0%3.2%7.9%
Term Structure-2.6%-37.8%18.5%0.5%7.0%
Skew 25d-5.5%-27.9%4.3%-14.9%-11.6%
Skew 10d-5.7%-57.1%44.5%-57.1%-39.3%
Call IV 25d40.6%8.3%121.0%25.8%22.8%
Put IV 25d35.1%9.9%125.3%10.8%11.2%
Bid-Ask Spread %158.49135.72185.75137.77136.20
Gamma HHI0.630.461.001.000.46
Net GEX-18.5K-40.0K-1.5K-1.7K-8.5K
Net DEX169.7K12.0K394.6K12.0K47.0K
Net VEX-1.2K-2.7K-29-29-300
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume27.048056010
Total OI450.714147681673147

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$19.77$0.007.3%2.1%14.2%0.6%0.0%-14.9%0.5%-1.7K12.0K-290.00137.77010673
2022-12-02$19.76$0.0089.7%25.7%12.5%53.8%0.0%4.3%-37.8%-26.6K281.1K-2.2K0.00185.75000674
2022-12-05$19.62$20.0090.3%8.7%12.8%54.2%0.0%3.1%18.5%-40.0K287.6K-2.0K0.00180.39010674
2022-12-06$19.56$20.00106.5%16.3%12.9%64.7%0.0%3.0%-14.3%-37.7K326.9K-2.2K0.00181.92040675
2022-12-07$19.63$20.0036.8%12.3%12.9%19.6%0.0%-0.2%-27.2%-28.0K296.9K-2.3K0.00179.01020679
2022-12-08$19.64$20.00119.9%13.7%12.3%73.3%0.0%0.3%-17.3%-29.4K264.6K-2.1K0.00181.92000681
2022-12-09$19.67$20.00124.6%14.4%9.9%76.4%0.0%0.6%-16.5%-28.9K262.5K-2.1K0.00181.92000681
2022-12-12$19.73$20.00164.6%8.6%8.3%100.0%0.0%0.3%-4.4%-28.6K260.7K-2.1K0.00179.64000681
2022-12-13$19.91$20.00182.3%15.6%8.7%100.0%0.0%2.4%-10.6%-17.4K394.6K-2.7K0.00181.35000681
2022-12-14$19.91$20.0029.7%8.5%8.8%13.3%0.0%1.1%1.4%-20.5K363.4K-2.6K0.00181.51000681
2022-12-15$19.74$20.0019.6%5.6%9.5%7.5%0.0%2.2%-5.5%-29.4K250.2K-2.0K0.00141.68000681
2022-12-16$19.67$20.0015.5%4.5%9.4%5.2%0.0%-18.8%7.8%-31.2K226.4K-1.8K0.00148.1205600681
2022-12-19$19.59$20.0014.5%4.1%9.6%4.6%0.0%-6.2%6.2%-7.7K65.2K-4340.00147.96000147
2022-12-20$19.63$20.0014.8%4.2%9.3%4.8%0.0%-6.6%6.2%-1.5K13.3K-300.00144.77000147
2022-12-21$19.77$20.0014.1%4.0%9.3%4.4%0.0%-27.9%0.7%-10.3K29.4K-1760.00142.50000147
2022-12-22$19.70$20.0017.1%4.9%9.2%6.1%0.0%-11.6%3.4%-4.5K12.6K-290.00139.71000147
2022-12-23$19.73$20.0015.1%4.3%8.9%5.0%0.0%-26.2%7.0%-7.8K46.2K-3270.00137.93000147
2022-12-27$19.70$20.0016.9%4.8%8.5%6.0%0.0%-8.1%6.0%-8.1K48.0K-3270.00138.09000147
2022-12-28$19.51$20.009.6%2.8%9.2%1.8%0.0%2.6%7.3%-8.1K50.1K-3130.00135.72000147
2022-12-29$19.66$20.009.1%2.6%8.7%1.5%0.0%-2.4%7.0%-11.8K25.7K-1250.00144.34000147
2022-12-30$19.70$20.009.4%2.7%8.1%1.7%0.0%-11.6%7.0%-8.5K47.0K-3000.00136.20000147