IHY Options History — June 2023

In June 2023, IHY traded between $19.70 and $20.14. ATM implied volatility averaged 13.6%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 8.4% (HV 20d: 5.3%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.17.

Notable Days

2023-06-26: Highest Volume — 18 contracts
2023-06-28: Largest IV spike — 276.8% change
2023-06-02: Highest IV Rank — 25.8%
2023-06-02: Largest Expected Move — 14.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.93	$19.70	$20.14	$19.70	$20.02
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	13.6%	5.0%	50.7%	46.6%	6.6%
Expected Move	3.9%	1.4%	14.5%	13.4%	1.9%
HV 20d	5.3%	4.5%	5.8%	5.8%	5.6%
HV 60d	6.3%	5.8%	6.8%	6.7%	6.0%
IV Rank	4.9%	0.0%	25.8%	23.5%	0.9%
IV Percentile	20.5%	0.4%	86.1%	83.7%	5.2%
Term Structure	4.9%	-15.7%	27.8%	1.5%	4.0%
Skew 25d	9.8%	-15.4%	36.4%	-0.2%	20.9%
Skew 10d	11.1%	-32.6%	47.3%	3.1%	29.4%
Call IV 25d	20.6%	5.4%	51.2%	51.2%	21.0%
Put IV 25d	30.4%	6.7%	51.0%	51.0%	41.9%
Bid-Ask Spread %	130.41	110.63	178.78	178.78	133.86
Gamma HHI	0.87	0.42	1.00	0.73	0.94
Net GEX	4.6K	665	9.4K	665	8.0K
Net DEX	-21.1K	-129.8K	52.7K	-2.1K	-129.8K
Net VEX	-605	-691	-524	-617	-547
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	1.00	1.00	0.00
Total Volume	3.857	0	18	16	0
Total OI	196.476	168	249	168	249

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
2023-06-01	$19.70	$0.00	46.6%	13.4%	5.8%	23.5%	0.0%	-0.2%	1.5%	665	-2.1K	-617	1.00	178.78	8	8	88	80
2023-06-02	$19.73	$0.00	50.7%	14.5%	5.8%	25.8%	0.0%	-0.4%	-9.2%	904	3.8K	-688	0.00	170.08	0	0	96	88
2023-06-05	$19.75	$20.00	14.9%	2.0%	5.6%	5.6%	0.0%	-8.7%	-1.6%	3.3K	39.2K	-632	0.00	125.95	0	0	96	88
2023-06-06	$19.76	$20.00	14.7%	2.7%	5.6%	5.5%	0.0%	-15.4%	-5.0%	3.1K	35.1K	-634	0.00	153.70	0	0	96	88
2023-06-07	$19.73	$20.00	15.4%	1.7%	5.5%	5.9%	0.0%	-2.4%	1.0%	3.4K	52.7K	-602	0.00	131.50	0	0	96	88
2023-06-08	$19.86	$20.00	6.0%	5.7%	5.8%	0.6%	0.0%	30.6%	11.8%	3.5K	28.2K	-621	0.00	154.01	0	0	96	88
2023-06-09	$19.91	$20.00	5.5%	4.2%	5.7%	0.3%	0.0%	-6.3%	-4.0%	2.1K	-10.1K	-569	0.00	115.37	0	0	96	88
2023-06-12	$19.92	$20.00	7.3%	1.9%	5.2%	1.3%	0.0%	18.4%	3.2%	4.4K	25.5K	-603	0.00	113.07	0	0	96	88
2023-06-13	$19.96	$20.00	6.8%	1.8%	4.8%	1.0%	0.0%	16.1%	2.6%	4.9K	8.3K	-637	0.00	112.38	0	0	96	88
2023-06-14	$19.94	$20.00	14.8%	4.3%	4.6%	5.5%	0.0%	19.2%	6.1%	4.0K	21.5K	-583	0.00	117.39	0	0	96	88
2023-06-15	$20.12	$20.00	26.0%	7.5%	5.5%	11.9%	0.0%	0.6%	-15.7%	1.0K	-25.2K	-642	0.00	127.19	0	0	96	88
2023-06-16	$20.14	$20.00	6.7%	1.9%	5.4%	0.9%	0.0%	5.4%	13.7%	4.9K	-37.4K	-615	0.00	125.96	0	0	96	88
2023-06-20	$20.07	$20.00	6.9%	2.0%	5.6%	1.0%	0.0%	11.1%	18.8%	5.2K	-9.3K	-547	0.00	110.63	0	0	96	88
2023-06-21	$20.04	$20.00	5.8%	1.7%	5.4%	0.4%	0.0%	12.8%	17.2%	6.8K	-51.3K	-524	0.00	112.85	0	0	96	88
2023-06-22	$20.02	$20.00	8.3%	2.4%	4.5%	1.9%	0.0%	11.4%	27.8%	5.2K	-8.7K	-599	0.00	125.49	17	0	96	88
2023-06-23	$19.98	$20.00	5.3%	1.5%	4.5%	0.2%	0.0%	20.1%	6.3%	5.2K	-28.5K	-587	0.00	114.78	14	0	113	88
2023-06-26	$19.96	$20.00	5.4%	1.5%	4.5%	0.2%	0.0%	22.0%	9.6%	8.4K	-38.0K	-610	0.00	128.45	18	0	127	88
2023-06-27	$20.05	$20.00	5.8%	1.7%	4.7%	0.5%	0.0%	12.2%	5.2%	9.4K	-103.0K	-691	0.00	126.25	2	0	145	88
2023-06-28	$20.02	$20.00	21.9%	6.3%	4.8%	9.5%	0.0%	2.7%	0.2%	2.6K	-117.2K	-597	0.00	140.81	14	0	147	88
2023-06-29	$19.91	$20.00	5.0%	1.4%	5.3%	0.0%	0.0%	36.4%	10.0%	8.5K	-96.4K	-569	0.00	120.04	0	0	161	88
2023-06-30	$20.02	$20.00	6.6%	1.9%	5.6%	0.9%	0.0%	20.9%	4.0%	8.0K	-129.8K	-547	0.00	133.86	0	0	161	88