IHY Options History — May 2023 In May 2023, IHY traded between $19.66 and $20.05. ATM implied volatility averaged 14.7%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 8.2% (HV 20d: 6.4%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.99.
Notable Days 2023-05-30 : Highest Volume — 44 contracts2023-05-08 : Largest IV spike — 552.7% change2023-05-26 : Highest IV Rank — 24.0%2023-05-26 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $19.85 $19.66 $20.05 $19.91 $19.70 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 14.7% 5.0% 47.5% 8.2% 30.7% Expected Move 4.0% 1.4% 13.6% 2.3% 8.8% HV 20d 6.4% 5.8% 7.1% 6.4% 5.8% HV 60d 7.3% 6.9% 7.7% 7.7% 6.9% IV Rank 5.0% 0.0% 24.0% 1.0% 14.5% IV Percentile 20.5% 0.0% 83.3% 1.2% 67.1% Term Structure -0.6% -12.0% 8.4% 0.1% -9.4% Skew 25d -2.9% -24.2% 24.1% -13.9% 0.1% Skew 10d -7.1% -35.0% 24.0% -24.2% 0.5% Call IV 25d 22.1% 8.4% 48.2% 22.8% 37.9% Put IV 25d 19.3% 7.6% 62.4% 8.9% 38.0% Bid-Ask Spread % 133.09 103.36 182.01 118.08 159.28 Gamma HHI 0.86 0.67 0.98 0.87 0.86 Net GEX -490 -4.1K 2.3K -1.2K 1.4K Net DEX 9.2K -16.0K 39.0K 13.8K 11.8K Net VEX -148 -442 -30 -129 -442 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.99 0.00 2.13 1.00 2.13 Total Volume 7.045 0 44 0 25 Total OI 73.909 39 139 69 139
Daily Data (22 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 2023-05-01 $19.91 $20.00 8.2% 2.3% 6.4% 1.0% 0.0% -13.9% 0.1% -1.2K 13.8K -129 0.00 118.08 0 0 30 39 2023-05-02 $19.99 $20.00 8.4% 2.4% 6.6% 1.2% 0.0% -13.8% -0.3% -1.3K 153 -126 0.00 117.25 0 0 30 39 2023-05-03 $20.01 $20.00 8.8% 2.5% 6.5% 1.4% 0.0% -2.8% -0.6% -1.2K 1.3K -121 0.00 123.66 0 0 30 39 2023-05-04 $19.98 $0.00 6.1% 2.2% 6.3% 0.0% 0.0% -9.4% -2.7% -1.3K 4.6K -121 0.00 116.93 0 0 30 39 2023-05-05 $20.05 $0.00 6.8% 2.4% 6.4% 0.4% 0.0% -10.3% -0.1% -1.4K -7.9K -113 0.00 125.67 0 0 30 39 2023-05-08 $19.99 $0.00 44.3% 6.5% 6.4% 21.6% 0.0% 12.2% -1.4% -649 4.9K -110 0.00 139.70 0 0 30 39 2023-05-09 $19.93 $0.00 6.6% 2.4% 6.4% 0.2% 0.0% -19.9% -3.0% -1.2K 15.5K -103 0.00 117.59 0 0 30 39 2023-05-10 $20.02 $0.00 7.9% 2.3% 6.4% 1.0% 0.0% 8.5% -2.6% -1.3K -2.3K -97 0.00 118.60 0 0 30 39 2023-05-11 $19.93 $0.00 7.8% 2.2% 5.9% 0.9% 0.0% 12.8% -2.5% -1.3K 19.4K -93 0.00 120.05 0 0 30 39 2023-05-12 $19.80 $0.00 5.9% 1.7% 5.9% 0.0% 0.0% -10.0% 0.8% -1.1K 39.0K -75 0.00 111.37 0 0 30 39 2023-05-15 $19.91 $0.00 7.2% 2.1% 6.3% 0.7% 0.0% -2.3% 1.9% -1.3K 27.6K -69 0.00 103.36 0 0 30 39 2023-05-16 $19.83 $0.00 6.8% 1.9% 6.4% 0.5% 0.0% -5.6% 0.7% -1.3K 12.1K -64 0.00 118.38 0 0 30 39 2023-05-17 $19.82 $0.00 6.7% 1.9% 6.4% 0.4% 0.0% -6.7% 2.3% -1.5K 11.5K -55 0.00 121.17 0 0 30 39 2023-05-18 $19.77 $0.00 8.0% 2.3% 6.5% 1.2% 0.0% -4.4% -0.4% 2.3K -16.0K -30 1.00 123.47 10 10 30 9 2023-05-19 $19.76 $0.00 6.1% 1.8% 6.4% 0.1% 0.0% -0.4% 7.0% -1.1K 17.1K -74 0.00 117.93 0 12 40 19 2023-05-22 $19.86 $0.00 5.0% 1.4% 6.8% 0.0% 0.0% 24.1% 4.7% -4.1K 26.7K -119 0.00 123.32 30 0 10 31 2023-05-23 $19.71 $0.00 12.4% 3.6% 7.1% 4.2% 0.0% -7.0% -1.1% 2.2K 8.9K -203 1.00 169.38 12 12 40 31 2023-05-24 $19.66 $0.00 20.9% 6.0% 7.1% 9.0% 0.0% -4.5% -1.3% 893 1.0K -290 0.00 154.10 0 0 52 43 2023-05-25 $19.66 $0.00 20.0% 5.7% 7.1% 8.5% 0.0% -24.2% -1.4% 2.2K 21.5K -258 0.00 182.01 0 0 52 43 2023-05-26 $19.68 $0.00 47.5% 13.6% 6.7% 24.0% 0.0% 14.2% -12.0% 589 -5.2K -286 0.00 176.06 0 0 52 43 2023-05-30 $19.71 $0.00 40.9% 11.7% 6.0% 20.2% 0.0% -0.1% 8.4% 771 -2.6K -275 0.83 170.69 24 20 52 43 2023-05-31 $19.70 $0.00 30.7% 8.8% 5.8% 14.5% 0.0% 0.1% -9.4% 1.4K 11.8K -442 2.13 159.28 8 17 76 63
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