IHY Options History — October 2023 In October 2023, IHY traded between $19.21 and $19.45. ATM implied volatility averaged 22.8%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 16.2% (HV 20d: 6.6%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-10-26 : Highest Volume — 43 contracts2023-10-23 : Largest IV spike — 185.0% change2023-10-04 : Highest IV Rank — 23.6%2023-10-04 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $19.32 $19.21 $19.45 $19.40 $19.36 Max Pain $18.35 $18.00 $20.00 $20.00 $18.00 ATM IV 22.8% 8.0% 46.7% 43.8% 30.8% Expected Move 6.7% 2.3% 13.4% 12.6% 8.8% HV 20d 6.6% 5.5% 7.5% 5.7% 5.5% HV 60d 6.3% 5.9% 6.9% 6.7% 6.0% IV Rank 10.1% 1.8% 23.6% 22.0% 14.6% IV Percentile 54.1% 14.7% 86.1% 82.5% 70.6% Term Structure -7.9% -28.0% 3.1% -1.3% -28.0% VWIV 36.3% 26.5% 46.1% 46.1% 26.5% Skew 25d 1.3% -21.3% 12.5% 4.7% 7.0% Skew 10d 1.3% -12.6% 21.4% 3.1% 4.0% Call IV 25d 24.5% 9.3% 42.9% 40.3% 31.7% Put IV 25d 25.8% 14.7% 48.1% 45.1% 38.7% Bid-Ask Spread % 154.04 128.88 187.73 163.65 154.35 Gamma HHI 0.80 0.49 1.00 0.52 1.00 Net GEX 4.5K 1.4K 8.2K 3.6K 1.7K Net DEX -46.9K -83.5K -23.1K -51.7K -46.4K Net VEX -67 -143 -7 -143 -55 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 4.909 0 43 4 0 Total OI 54.636 28 84 82 28
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 2023-10-02 $19.40 $20.00 43.8% 12.6% 5.7% 22.0% 0.0% 4.7% -1.3% 3.6K -51.7K -143 0.00 163.65 4 0 68 14 2023-10-03 $19.23 $20.00 25.6% 7.3% 6.2% 11.7% 46.1% 6.4% 3.1% 4.6K -26.3K -99 0.00 151.78 2 0 60 14 2023-10-04 $19.30 $20.00 46.7% 13.4% 6.5% 23.6% 0.0% 7.8% -7.9% 2.9K -29.3K -106 0.00 172.57 5 0 54 14 2023-10-05 $19.33 $18.00 31.9% 13.0% 6.3% 15.2% 0.0% 0.5% -15.7% 5.5K -43.4K -76 0.00 187.73 0 0 55 0 2023-10-06 $19.33 $18.00 19.1% 6.3% 6.2% 8.1% 0.0% -5.8% -12.4% 6.9K -38.3K -65 0.00 157.82 0 0 55 0 2023-10-09 $19.36 $18.00 26.2% 6.6% 6.1% 12.0% 0.0% 0.7% -19.9% 7.0K -39.4K -57 0.00 154.06 0 0 55 0 2023-10-10 $19.41 $18.00 15.0% 5.0% 6.3% 5.7% 0.0% -2.2% -2.4% 8.2K -33.9K -42 0.00 153.85 0 0 55 0 2023-10-11 $19.45 $18.00 21.2% 6.1% 6.3% 9.2% 0.0% -4.7% -12.2% 6.7K -44.8K -57 0.00 157.53 0 0 55 0 2023-10-12 $19.31 $18.00 18.1% 5.2% 6.7% 7.5% 0.0% -1.1% -10.3% 5.0K -23.1K -19 0.00 150.62 0 0 55 0 2023-10-13 $19.32 $18.00 16.2% 4.6% 6.7% 6.4% 0.0% -0.4% -1.0% 7.0K -35.7K -42 0.00 147.96 0 0 55 0 2023-10-16 $19.37 $18.00 17.4% 5.0% 6.8% 7.1% 0.0% -2.1% -6.4% 7.1K -38.3K -34 0.00 150.51 0 0 55 0 2023-10-17 $19.32 $18.00 20.1% 5.8% 6.8% 8.6% 0.0% -2.5% -12.8% 7.1K -32.4K -25 0.00 153.03 0 0 55 0 2023-10-18 $19.25 $18.00 8.3% 2.4% 6.8% 1.9% 0.0% 7.8% -2.2% 4.3K -23.1K -7 0.00 128.88 31 0 55 0 2023-10-19 $19.21 $18.00 18.0% 5.2% 6.8% 7.4% 0.0% 12.5% -4.6% 6.5K -83.5K -93 0.00 147.25 2 0 82 0 2023-10-20 $19.24 $18.00 8.0% 2.3% 6.8% 1.8% 0.0% 8.7% -0.2% 1.4K -72.8K -33 0.00 151.78 12 0 84 0 2023-10-23 $19.38 $18.00 22.9% 6.6% 7.5% 10.1% 0.0% -2.3% -6.5% 2.2K -64.2K -123 0.00 145.37 4 0 44 0 2023-10-24 $19.35 $18.00 32.4% 9.3% 7.2% 15.5% 26.5% 11.9% -2.1% 2.6K -72.3K -123 0.00 158.20 5 0 48 0 2023-10-25 $19.27 $0.00 18.7% 5.4% 7.2% 7.8% 0.0% 6.3% -13.0% 2.7K -68.1K -101 0.00 148.28 0 0 43 0 2023-10-26 $19.25 $0.00 19.9% 5.7% 6.9% 8.4% 0.0% -3.1% -16.7% 2.5K -75.0K -60 0.00 159.34 43 0 43 0 2023-10-27 $19.25 $0.00 25.9% 7.4% 6.9% 11.8% 0.0% -0.1% -4.9% 1.4K -39.1K -85 0.00 150.13 0 0 28 0 2023-10-30 $19.38 $0.00 15.5% 4.4% 6.4% 6.0% 0.0% -21.3% 2.5% 1.4K -50.5K -29 0.00 144.11 0 0 28 0 2023-10-31 $19.36 $0.00 30.8% 8.8% 5.5% 14.6% 0.0% 7.0% -28.0% 1.7K -46.4K -55 0.00 154.35 0 0 28 0
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