IHY Options History — February 2024 In February 2024, IHY traded between $20.42 and $20.77. ATM implied volatility averaged 48.6%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 43.1% (HV 20d: 5.5%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-02-23 : Largest IV spike — 99.8% change2024-02-02 : Highest IV Rank — 52.1%2024-02-26 : Largest Expected Move — 18.5%Monthly Statistics Metric Avg Min Max Open Close Price $20.63 $20.42 $20.77 $20.73 $20.69 ATM IV 48.6% 29.2% 74.6% 37.7% 36.2% Expected Move 12.5% 6.7% 18.5% 9.3% 10.4% HV 20d 5.5% 5.1% 6.3% 5.8% 5.1% HV 60d 6.6% 6.2% 7.0% 6.8% 6.3% IV Rank 32.6% 18.2% 52.1% 24.5% 23.4% IV Percentile 87.9% 72.2% 98.0% 81.7% 80.2% Term Structure -10.0% -23.2% 21.7% -4.0% -9.0% Skew 25d -1.6% -32.1% 17.5% 0.3% -6.5% Skew 10d 6.7% -21.8% 21.4% 2.3% -21.8% Call IV 25d 50.8% 12.9% 87.1% 28.0% 38.0% Put IV 25d 49.2% 12.8% 87.8% 28.2% 31.5% Bid-Ask Spread % 186.34 169.55 192.87 192.87 179.34 Gamma HHI 0.38 0.36 0.40 0.39 0.38 Net GEX 321 218 982 365 289 Net DEX -7.0K -7.6K -6.2K -7.5K -7.2K Net VEX -101 -111 -58 -105 -98 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 23 23 23 23 23
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 2024-02-01 $20.73 $0.00 37.7% 9.3% 5.8% 24.5% 0.0% 0.3% -4.0% 365 -7.5K -105 0.00 192.87 0 0 13 10 2024-02-02 $20.65 $0.00 74.6% 12.9% 6.0% 52.1% 0.0% 2.8% -9.0% 227 -7.2K -111 0.00 192.18 0 0 13 10 2024-02-05 $20.54 $0.00 57.0% 6.7% 6.3% 38.9% 0.0% 3.1% 21.7% 264 -6.7K -108 0.00 191.91 0 0 13 10 2024-02-06 $20.59 $0.00 54.4% 6.8% 6.0% 36.9% 0.0% 17.5% 3.3% 306 -6.9K -106 0.00 178.63 0 0 13 10 2024-02-07 $20.63 $0.00 48.5% 13.9% 5.9% 32.6% 0.0% 2.6% -11.4% 226 -7.1K -109 0.00 192.09 0 0 13 10 2024-02-08 $20.59 $0.00 31.2% 8.9% 5.4% 19.7% 0.0% 3.6% -7.3% 327 -6.9K -105 0.00 192.74 0 0 13 10 2024-02-09 $20.58 $0.00 29.2% 8.4% 5.2% 18.2% 0.0% -0.1% -13.9% 982 -6.2K -58 0.00 174.38 0 0 13 10 2024-02-12 $20.58 $0.00 51.7% 14.8% 5.2% 34.9% 0.0% -13.1% -12.7% 224 -6.9K -106 0.00 191.31 0 0 13 10 2024-02-13 $20.42 $0.00 53.5% 15.3% 5.1% 36.3% 0.0% 1.8% -14.4% 218 -6.2K -107 0.00 190.87 0 0 13 10 2024-02-14 $20.52 $0.00 55.6% 15.9% 5.4% 37.8% 0.0% 2.8% -14.0% 219 -6.6K -105 0.00 189.39 0 0 13 10 2024-02-15 $20.61 $0.00 53.7% 15.4% 5.7% 36.5% 0.0% 2.1% -14.2% 225 -7.0K -106 0.00 189.15 0 0 13 10 2024-02-16 $20.59 $0.00 55.2% 15.8% 5.6% 37.6% 0.0% 2.3% -14.9% 225 -6.9K -105 0.00 188.57 0 0 13 10 2024-02-20 $20.63 $0.00 58.4% 16.7% 5.6% 40.0% 0.0% -32.1% -17.3% 230 -7.0K -105 0.00 187.59 0 0 13 10 2024-02-21 $20.66 $0.00 34.7% 10.0% 5.3% 22.3% 0.0% 4.1% -18.2% 442 -7.1K -96 0.00 169.55 0 0 13 10 2024-02-22 $20.73 $0.00 30.5% 8.8% 5.4% 19.2% 0.0% -0.1% -6.0% 461 -7.5K -93 0.00 174.28 0 0 13 10 2024-02-23 $20.77 $0.00 61.0% 17.5% 5.4% 41.9% 0.0% 0.8% -18.6% 239 -7.6K -104 0.00 188.13 0 0 13 10 2024-02-26 $20.71 $0.00 64.6% 18.5% 5.4% 44.6% 0.0% 0.7% -23.2% 234 -7.3K -103 0.00 187.14 0 0 13 10 2024-02-27 $20.72 $0.00 50.2% 14.4% 5.3% 33.9% 0.0% -24.0% -9.8% 320 -7.3K -96 0.00 187.86 0 0 13 10 2024-02-28 $20.74 $0.00 33.6% 9.6% 5.3% 21.5% 0.0% -0.9% -8.1% 397 -7.5K -96 0.00 188.73 0 0 13 10 2024-02-29 $20.69 $0.00 36.2% 10.4% 5.1% 23.4% 0.0% -6.5% -9.0% 289 -7.2K -98 0.00 179.34 0 0 13 10
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