IHY Options History — November 2023 In November 2023, IHY traded between $19.35 and $20.29. ATM implied volatility averaged 15.0%, placing in the 5.7% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 7.5% (HV 20d: 7.5%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-24 : Highest Volume — 10 contracts2023-11-07 : Largest IV spike — 139.5% change2023-11-01 : Highest IV Rank — 13.7%2023-11-01 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $19.88 $19.35 $20.29 $19.35 $20.20 ATM IV 15.0% 5.7% 29.2% 29.2% 15.2% Expected Move 4.0% 1.6% 8.4% 8.4% 4.4% HV 20d 7.5% 5.4% 8.4% 5.4% 7.9% HV 60d 6.8% 5.9% 7.2% 5.9% 6.9% IV Rank 5.7% 0.5% 13.7% 13.7% 5.8% IV Percentile 40.6% 2.8% 68.7% 68.3% 47.2% Term Structure -4.8% -16.1% 6.5% -8.4% -10.7% Skew 25d -6.5% -19.4% 6.2% -0.9% -10.2% Skew 10d 1.2% -12.4% 22.8% 2.9% -2.7% Call IV 25d 28.7% 8.5% 71.7% 45.0% 33.3% Put IV 25d 22.2% 6.6% 62.7% 44.1% 23.1% Bid-Ask Spread % 142.97 124.68 154.56 154.56 144.37 Gamma HHI 0.82 0.50 1.00 1.00 0.53 Net GEX 739 41 1.5K 1.5K 436 Net DEX -53.4K -58.3K -42.7K -42.7K -57.9K Net VEX -30 -70 -8 -70 -16 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 1.048 0 10 0 10 Total OI 30.905 28 40 28 40
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 2023-11-01 $19.35 $0.00 29.2% 8.4% 5.4% 13.7% 0.0% -0.9% -8.4% 1.5K -42.7K -70 0.00 154.56 0 0 28 0 2023-11-02 $19.52 $0.00 19.2% 3.8% 6.2% 8.1% 0.0% 2.4% -3.8% 1.4K -48.3K -50 0.00 130.69 0 0 28 0 2023-11-03 $19.72 $0.00 7.3% 1.6% 7.1% 1.4% 0.0% -5.5% 1.6% 519 -53.8K -10 0.00 128.30 0 0 28 0 2023-11-06 $19.66 $0.00 8.8% 1.7% 7.2% 2.2% 0.0% -2.9% -0.5% 480 -54.0K -10 0.00 124.68 0 0 28 0 2023-11-07 $19.66 $0.00 21.1% 3.7% 7.2% 9.2% 0.0% -17.1% -0.6% 938 -52.2K -23 0.00 131.26 0 0 28 0 2023-11-08 $19.66 $0.00 13.1% 3.8% 7.2% 4.6% 0.0% -9.0% -0.6% 1.2K -50.6K -37 0.00 144.37 0 0 28 0 2023-11-09 $19.55 $0.00 13.6% 3.9% 7.0% 4.9% 0.0% -3.9% -1.6% 1.3K -49.1K -43 0.00 141.39 0 0 28 0 2023-11-10 $19.63 $0.00 13.4% 3.8% 7.1% 4.8% 0.0% -7.4% -0.8% 1.2K -50.7K -32 0.00 139.02 0 0 28 0 2023-11-13 $19.67 $0.00 13.5% 3.9% 7.1% 4.9% 0.0% -8.8% -0.9% 1.2K -50.7K -32 0.00 142.37 1 0 28 0 2023-11-14 $19.95 $0.00 15.1% 4.3% 8.4% 5.8% 0.0% -8.2% -3.9% 1.1K -52.6K -38 0.00 147.40 0 0 29 0 2023-11-15 $19.90 $0.00 12.6% 3.6% 8.3% 4.4% 0.0% -13.5% -0.2% 316 -56.2K -8 0.00 139.35 0 0 29 0 2023-11-16 $19.92 $0.00 20.7% 5.9% 8.2% 8.9% 0.0% 3.0% -0.2% 445 -56.0K -12 0.00 150.22 1 0 29 0 2023-11-17 $20.00 $0.00 5.7% 1.6% 8.2% 0.5% 0.0% 6.2% -1.2% 355 -57.9K -10 0.00 150.61 0 0 30 0 2023-11-20 $20.12 $0.00 11.9% 3.4% 8.1% 4.0% 0.0% -6.0% -13.4% 388 -58.3K -12 0.00 151.72 0 0 30 0 2023-11-21 $20.09 $0.00 11.6% 3.3% 8.1% 3.8% 0.0% -5.4% -12.7% 296 -58.3K -10 0.00 148.19 0 0 30 0 2023-11-22 $20.07 $0.00 11.8% 3.4% 7.9% 3.9% 0.0% -5.6% -13.1% 301 -58.2K -10 0.00 151.76 0 0 30 0 2023-11-24 $20.09 $0.00 26.0% 7.5% 7.8% 11.9% 0.0% 0.6% 6.5% 1.2K -49.1K -66 0.00 147.13 0 10 30 0 2023-11-27 $20.17 $0.00 13.9% 4.0% 7.8% 5.1% 0.0% -12.2% -10.0% 591 -58.0K -17 0.00 142.74 0 0 30 10 2023-11-28 $20.23 $0.00 13.4% 3.8% 7.6% 4.8% 0.0% -13.0% -9.3% 41 -53.9K -56 0.00 147.51 0 0 30 10 2023-11-29 $20.29 $0.00 17.4% 5.0% 7.5% 7.1% 0.0% -19.4% -16.1% 351 -53.3K -67 0.00 144.82 0 0 30 10 2023-11-30 $20.20 $0.00 15.2% 4.4% 7.9% 5.8% 0.0% -10.2% -10.7% 436 -57.9K -16 0.00 144.37 10 0 30 10
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