IHY Options History — February 2023

Name: IHY Options Analytics - February 2023
Creator: Options Analysis Suite

In February 2023, IHY traded between $19.82 and $20.67. ATM implied volatility averaged 43.4%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 35.9% (HV 20d: 7.4%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days.

Notable Days

2023-02-02: Highest Volume — 2 contracts
2023-02-17: Largest IV spike — 289.3% change
2023-02-06: Highest IV Rank — 42.4%
2023-02-23: Largest Expected Move — 14.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.17	$19.82	$20.67	$20.66	$19.92
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	43.4%	11.7%	81.4%	17.4%	44.6%
Expected Move	10.9%	3.3%	14.7%	5.0%	12.8%
HV 20d	7.4%	6.7%	8.7%	8.3%	8.3%
HV 60d	9.1%	8.4%	10.3%	10.2%	8.4%
IV Rank	20.6%	2.5%	42.4%	5.8%	21.3%
IV Percentile	76.4%	15.9%	95.6%	46.8%	82.9%
Term Structure	-10.8%	-30.1%	6.0%	1.5%	-1.3%
Skew 25d	1.5%	-12.9%	20.8%	6.7%	-12.9%
Skew 10d	6.0%	-10.0%	15.3%	1.1%	7.8%
Call IV 25d	41.2%	29.8%	62.4%	30.4%	43.0%
Put IV 25d	42.6%	21.6%	64.4%	37.2%	30.0%
Bid-Ask Spread %	168.13	142.78	186.09	152.09	153.87
Gamma HHI	0.37	0.33	0.62	0.46	0.42
Net GEX	-11.2K	-26.0K	-7.5K	-12.1K	-16.4K
Net DEX	97.4K	48.0K	125.3K	48.0K	81.1K
Net VEX	-512	-671	-247	-387	-340
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.211	0	2	0	0
Total OI	242.474	235	249	235	249

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Put Vol	Call OI	Put OI
2023-02-01	$20.66	$0.00	17.4%	5.0%	8.3%	5.8%	0.0%	6.7%	1.5%	-12.1K	48.0K	-387	152.09	0	8	227
2023-02-02	$20.67	$20.00	67.6%	12.6%	8.1%	34.4%	0.0%	2.2%	-9.1%	-7.5K	110.3K	-641	182.29	2	8	227
2023-02-03	$20.48	$20.00	75.0%	13.3%	8.7%	38.7%	0.0%	2.2%	-9.8%	-7.7K	118.6K	-671	183.81	0	8	229
2023-02-06	$20.34	$20.00	81.4%	13.6%	7.2%	42.4%	0.0%	2.2%	-10.7%	-7.8K	123.2K	-660	186.09	1	8	229
2023-02-07	$20.34	$20.00	56.1%	11.1%	7.1%	27.9%	0.0%	-0.1%	-9.7%	-10.2K	92.1K	-526	174.28	0	8	230
2023-02-08	$20.32	$20.00	48.6%	13.9%	7.1%	23.6%	0.0%	2.1%	-11.3%	-7.8K	125.3K	-655	182.82	1	8	230
2023-02-09	$20.25	$20.00	36.3%	10.4%	6.8%	16.6%	0.0%	0.5%	-10.6%	-10.4K	107.9K	-588	174.28	0	8	231
2023-02-10	$20.14	$20.00	40.6%	11.6%	6.7%	19.0%	0.0%	1.0%	-24.4%	-10.4K	82.2K	-440	169.67	0	8	231
2023-02-13	$20.21	$20.00	42.3%	12.1%	6.8%	20.0%	0.0%	0.9%	-24.8%	-10.6K	95.1K	-499	174.28	0	8	231
2023-02-14	$20.19	$20.00	25.2%	7.2%	6.8%	10.2%	0.0%	2.1%	4.2%	-11.8K	105.5K	-537	162.88	0	8	231
2023-02-15	$20.14	$20.00	36.1%	10.3%	6.7%	16.5%	0.0%	10.7%	-8.9%	-10.5K	112.7K	-565	164.83	0	8	231
2023-02-16	$20.07	$20.00	11.7%	3.3%	6.8%	2.5%	0.0%	-12.6%	6.0%	-12.5K	50.8K	-304	142.78	0	18	231
2023-02-17	$20.08	$20.00	45.4%	13.0%	6.7%	21.8%	0.0%	1.0%	-30.1%	-9.6K	75.1K	-459	163.92	0	18	231
2023-02-21	$19.86	$20.00	49.3%	14.1%	7.5%	24.0%	0.0%	10.4%	-18.5%	-10.1K	118.4K	-581	173.09	0	18	231
2023-02-22	$19.82	$20.00	45.3%	13.0%	7.4%	21.7%	0.0%	1.6%	-14.2%	-9.9K	120.4K	-581	170.61	0	18	231
2023-02-23	$19.95	$20.00	51.4%	14.7%	7.9%	25.2%	0.0%	0.6%	-19.8%	-9.4K	114.0K	-576	183.40	0	18	231
2023-02-24	$19.84	$20.00	21.5%	6.2%	7.9%	8.1%	0.0%	-11.4%	-0.4%	-12.7K	96.3K	-463	148.22	0	18	231
2023-02-27	$19.98	$20.00	28.5%	8.2%	8.5%	12.1%	0.0%	20.8%	-12.6%	-26.0K	73.4K	-247	151.18	0	18	231
2023-02-28	$19.92	$20.00	44.6%	12.8%	8.3%	21.3%	0.0%	-12.9%	-1.3%	-16.4K	81.1K	-340	153.87	0	18	231