IHY Options History — January 2024 In January 2024, IHY traded between $20.56 and $20.84. ATM implied volatility averaged 32.6%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 25.4% (HV 20d: 7.2%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-18 : Highest Volume — 1 contracts2024-01-25 : Largest IV spike — 942.0% change2024-01-02 : Highest IV Rank — 47.7%2024-01-02 : Largest Expected Move — 19.7%Monthly Statistics Metric Avg Min Max Open Close Price $20.70 $20.56 $20.84 $20.66 $20.71 ATM IV 32.6% 5.7% 68.7% 68.7% 45.1% Expected Move 9.3% 1.6% 19.7% 19.7% 12.9% HV 20d 7.2% 5.9% 8.5% 7.9% 5.9% HV 60d 7.2% 7.1% 7.4% 7.1% 7.1% IV Rank 20.7% 0.6% 47.7% 47.7% 30.1% IV Percentile 69.9% 3.2% 98.0% 98.0% 87.7% Term Structure -2.1% -18.2% 35.5% 35.5% 1.5% Skew 25d -4.6% -20.3% 8.1% -20.3% -5.9% Skew 10d 11.5% -10.1% 113.2% 113.2% 2.2% Call IV 25d 47.2% 8.4% 86.3% 85.7% 46.5% Put IV 25d 42.6% 6.5% 86.5% 65.4% 40.6% Bid-Ask Spread % 170.67 132.58 191.94 156.25 177.48 Gamma HHI 0.41 0.34 0.57 0.34 0.38 Net GEX 444 143 824 143 329 Net DEX -6.6K -8.3K -4.9K -8.3K -6.9K Net VEX -91 -117 -32 -117 -107 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 0.048 0 1 0 0 Total OI 22.429 22 23 22 23
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 2024-01-02 $20.66 $0.00 68.7% 19.7% 7.9% 47.7% 0.0% -20.3% 35.5% 143 -8.3K -117 0.00 156.25 0 0 12 10 2024-01-03 $20.59 $0.00 17.9% 5.1% 8.0% 9.7% 0.0% 2.5% 6.6% 824 -5.7K -39 0.00 132.58 0 0 12 10 2024-01-04 $20.58 $0.00 17.7% 5.0% 8.0% 9.6% 0.0% -14.4% -7.7% 785 -4.9K -32 0.00 158.67 0 0 12 10 2024-01-05 $20.56 $0.00 18.3% 5.0% 8.0% 10.0% 0.0% -3.1% -8.0% 586 -5.3K -91 0.00 154.03 0 0 12 10 2024-01-08 $20.68 $0.00 20.1% 5.3% 8.1% 11.4% 0.0% -9.8% -8.9% 757 -5.9K -67 0.00 153.60 0 0 12 10 2024-01-09 $20.61 $0.00 21.7% 5.3% 8.2% 12.6% 0.0% -5.4% -8.4% 463 -6.5K -46 0.00 154.19 0 0 12 10 2024-01-10 $20.74 $0.00 18.4% 5.3% 8.4% 10.1% 0.0% -11.5% -8.5% 731 -6.4K -70 0.00 159.65 0 0 12 10 2024-01-11 $20.82 $0.00 17.7% 5.1% 8.5% 9.6% 0.0% -16.9% -8.4% 609 -6.9K -86 0.00 153.76 0 0 12 10 2024-01-12 $20.84 $0.00 18.4% 5.3% 7.7% 10.1% 0.0% 1.0% -9.4% 676 -7.3K -81 0.00 152.38 0 0 12 10 2024-01-16 $20.67 $0.00 18.9% 5.4% 7.0% 10.5% 0.0% -10.5% -8.5% 576 -5.9K -81 0.00 152.88 0 0 12 10 2024-01-17 $20.64 $0.00 27.2% 7.8% 6.7% 16.7% 0.0% 8.1% 3.9% 296 -5.6K -101 0.00 178.68 0 0 12 10 2024-01-18 $20.66 $0.00 27.1% 7.8% 6.6% 16.6% 0.0% 0.0% 23.2% 215 -5.8K -109 0.00 191.85 1 0 12 10 2024-01-19 $20.72 $0.00 33.1% 9.5% 6.5% 21.1% 0.0% 0.1% -7.1% 312 -7.0K -112 0.00 187.36 0 0 13 10 2024-01-22 $20.76 $0.00 34.4% 9.9% 6.6% 22.1% 0.0% -2.6% -1.6% 387 -7.3K -108 0.00 174.24 0 0 13 10 2024-01-23 $20.66 $0.00 56.5% 16.2% 6.6% 38.6% 0.0% 0.5% -12.2% 215 -6.9K -114 0.00 191.40 0 0 13 10 2024-01-24 $20.71 $0.00 5.7% 1.6% 6.6% 0.6% 0.0% -9.7% 31.2% 262 -7.0K -110 0.00 189.74 0 0 13 10 2024-01-25 $20.72 $0.00 59.6% 17.1% 6.6% 40.9% 0.0% 2.1% -15.9% 217 -7.1K -114 0.00 191.94 0 0 13 10 2024-01-26 $20.78 $0.00 60.3% 17.3% 6.7% 41.4% 0.0% 0.7% -16.5% 221 -7.3K -114 0.00 190.96 0 0 13 10 2024-01-29 $20.84 $0.00 32.4% 9.3% 6.7% 20.5% 0.0% -0.9% -5.9% 459 -7.7K -97 0.00 190.81 0 0 13 10 2024-01-30 $20.80 $0.00 65.6% 18.8% 6.7% 45.3% 0.0% 0.2% -18.2% 261 -7.4K -110 0.00 191.58 0 0 13 10 2024-01-31 $20.71 $0.00 45.1% 12.9% 5.9% 30.1% 0.0% -5.9% 1.5% 329 -6.9K -107 0.00 177.48 0 0 13 10
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