IHY Options History — December 2023 In December 2023, IHY traded between $20.17 and $20.91. ATM implied volatility averaged 16.7%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 9.9% (HV 20d: 6.8%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days.
Notable Days 2023-12-27 : Largest IV spike — 104.9% change2023-12-07 : Highest IV Rank — 17.6%2023-12-27 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $20.56 $20.17 $20.91 $20.22 $20.86 ATM IV 16.7% 5.9% 36.1% 16.2% 6.1% Expected Move 3.8% 1.7% 7.2% 4.6% 1.7% HV 20d 6.8% 5.5% 7.5% 7.5% 6.8% HV 60d 7.1% 6.8% 7.7% 6.8% 6.8% IV Rank 7.5% 0.8% 17.6% 6.4% 0.9% IV Percentile 46.5% 4.8% 79.8% 49.6% 5.6% Term Structure -0.3% -12.2% 11.2% -12.2% 8.0% Skew 25d -1.9% -28.1% 57.0% -14.3% -13.0% Skew 10d 16.2% -25.6% 93.5% -0.4% -25.6% Call IV 25d 25.4% 6.0% 70.8% 41.0% 36.3% Put IV 25d 23.6% 7.2% 127.8% 26.7% 23.3% Bid-Ask Spread % 144.81 139.28 168.55 149.38 149.31 Gamma HHI 0.40 0.34 0.66 0.36 0.39 Net GEX 465 109 865 392 485 Net DEX -5.6K -9.2K -2.4K -3.6K -7.3K Net VEX -95 -120 -40 -110 -103 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 22 22 22 22 22
Daily Data (20 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 2023-12-01 $20.22 $0.00 16.2% 4.6% 7.5% 6.4% 0.0% -14.3% -12.2% 392 -3.6K -110 0.00 149.38 0 0 12 10 2023-12-04 $20.23 $0.00 18.2% 3.1% 6.8% 7.5% 0.0% 1.8% -8.4% 492 -3.6K -93 0.00 141.20 0 0 12 10 2023-12-05 $20.19 $0.00 18.4% 3.0% 6.7% 7.6% 0.0% 0.5% -9.2% 491 -3.7K -110 0.00 141.54 0 0 12 10 2023-12-06 $20.17 $0.00 18.4% 2.9% 6.7% 7.7% 0.0% -0.1% -8.0% 352 -2.4K -103 0.00 141.36 0 0 12 10 2023-12-07 $20.25 $0.00 36.1% 3.1% 6.8% 17.6% 0.0% 1.5% -8.0% 673 -3.7K -92 0.00 141.29 0 0 12 10 2023-12-08 $20.23 $0.00 21.8% 3.0% 6.3% 9.5% 0.0% 0.6% -8.6% 467 -4.9K -40 0.00 140.86 0 0 12 10 2023-12-11 $20.27 $0.00 13.2% 3.2% 6.3% 4.7% 0.0% -7.8% -9.4% 512 -3.6K -74 0.00 141.03 0 0 12 10 2023-12-12 $20.27 $0.00 15.3% 3.2% 6.3% 5.9% 0.0% -0.4% -9.6% 386 -4.3K -111 0.00 145.16 0 0 12 10 2023-12-13 $20.49 $0.00 12.4% 3.5% 5.5% 4.2% 0.0% -10.2% -7.2% 638 -5.2K -78 0.00 145.22 0 0 12 10 2023-12-14 $20.75 $0.00 24.3% 7.0% 6.6% 11.0% 0.0% 23.4% 6.9% 544 -7.2K -102 0.00 145.19 0 0 12 10 2023-12-15 $20.63 $0.00 15.2% 4.4% 7.1% 7.7% 0.0% -8.4% 5.4% 109 -6.8K -67 0.00 141.17 0 0 12 10 2023-12-18 $20.70 $0.00 21.1% 6.1% 7.1% 12.1% 0.0% 5.3% 6.2% 439 -6.2K -107 0.00 142.18 0 0 12 10 2023-12-19 $20.77 $0.00 14.3% 4.1% 7.0% 7.0% 0.0% -14.3% 7.0% 458 -6.5K -106 0.00 139.28 0 0 12 10 2023-12-20 $20.75 $0.00 17.1% 4.9% 6.9% 9.1% 0.0% 3.1% 7.8% 494 -6.4K -106 0.00 141.32 0 0 12 10 2023-12-21 $20.84 $0.00 13.2% 3.8% 6.9% 6.2% 0.0% -13.7% 5.3% 420 -6.8K -111 0.00 144.25 0 0 12 10 2023-12-22 $20.89 $0.00 9.2% 2.6% 6.9% 3.2% 0.0% -28.1% 1.4% 865 -7.1K -48 0.00 144.23 0 0 12 10 2023-12-26 $20.89 $0.00 12.2% 3.5% 6.9% 5.5% 0.0% -9.4% 5.3% 491 -6.9K -101 0.00 149.59 0 0 12 10 2023-12-27 $20.91 $0.00 25.0% 7.2% 6.9% 15.0% 0.0% 57.0% 11.2% 138 -9.2K -120 0.00 168.55 0 0 12 10 2023-12-28 $20.84 $0.00 5.9% 1.7% 7.1% 0.8% 0.0% -10.7% 9.5% 456 -6.7K -108 0.00 144.06 0 0 12 10 2023-12-29 $20.86 $0.00 6.1% 1.7% 6.8% 0.9% 0.0% -13.0% 8.0% 485 -7.3K -103 0.00 149.31 0 0 12 10
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