IHY Options History — March 2024 In March 2024, IHY traded between $20.66 and $20.90. ATM implied volatility averaged 64.1%, placing in the 42.7% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 59.9% (HV 20d: 4.2%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-12 : Largest IV spike — 105.9% change2024-03-12 : Highest IV Rank — 100.0%2024-03-01 : Largest Expected Move — 21.0%Monthly Statistics Metric Avg Min Max Open Close Price $20.77 $20.66 $20.90 $20.71 $20.69 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 64.1% 45.3% 147.0% 73.1% 60.2% Expected Move 14.3% 10.0% 21.0% 21.0% 17.3% HV 20d 4.2% 3.3% 5.1% 5.1% 4.1% HV 60d 5.7% 5.0% 6.4% 6.4% 5.0% IV Rank 42.7% 29.2% 100.0% 50.9% 39.0% IV Percentile 91.8% 84.9% 100.0% 98.4% 93.3% Term Structure -14.5% -27.9% -4.5% -27.9% -17.6% Skew 25d 9.1% 0.4% 38.2% 0.4% 2.2% Skew 10d 32.1% 21.7% 56.6% 25.5% 26.9% Call IV 25d 57.5% 25.8% 96.3% 96.3% 79.2% Put IV 25d 66.6% 42.1% 96.6% 96.6% 81.4% Bid-Ask Spread % 180.70 164.57 189.19 189.19 174.84 Gamma HHI 0.39 0.37 0.43 0.38 0.38 Net GEX 307 250 564 250 256 Net DEX -7.9K -8.7K -7.3K -7.8K -7.4K Net VEX -91 -101 -81 -101 -88 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 2024-03-01 $20.71 $0.00 73.1% 21.0% 5.1% 50.9% 0.0% 0.4% -27.9% 250 -7.8K -101 0.00 189.19 0 0 13 10 2024-03-04 $20.73 $20.00 80.7% 12.3% 4.9% 56.6% 0.0% 1.8% -13.2% 254 -7.8K -100 0.00 184.03 0 0 13 10 2024-03-05 $20.72 $20.00 45.3% 12.6% 4.5% 30.2% 0.0% 10.7% -20.1% 419 -7.9K -89 0.00 172.93 0 0 13 10 2024-03-06 $20.77 $20.00 47.7% 10.0% 4.5% 32.0% 0.0% 9.8% -15.9% 462 -8.2K -88 0.00 168.11 0 0 13 10 2024-03-07 $20.85 $20.00 90.4% 12.5% 4.6% 63.8% 0.0% 2.7% -13.8% 267 -8.3K -96 0.00 184.49 0 0 13 10 2024-03-08 $20.85 $20.00 94.5% 12.5% 4.6% 66.9% 0.0% 2.7% -13.7% 263 -8.3K -96 0.00 184.75 0 0 13 10 2024-03-11 $20.85 $20.00 71.4% 10.6% 4.5% 49.7% 0.0% 5.2% -4.5% 564 -8.4K -81 0.00 164.57 0 0 13 10 2024-03-12 $20.86 $20.00 147.0% 13.1% 4.5% 100.0% 0.0% 30.7% -15.4% 267 -8.3K -95 0.00 183.72 0 0 13 10 2024-03-13 $20.90 $20.00 46.3% 13.3% 3.3% 29.2% 0.0% 25.4% -22.9% 498 -8.7K -83 0.00 179.13 0 0 13 10 2024-03-14 $20.78 $20.00 47.1% 13.5% 3.8% 29.7% 0.0% 1.8% -10.4% 269 -7.9K -94 0.00 184.13 0 0 13 10 2024-03-15 $20.79 $20.00 47.7% 13.7% 3.5% 30.2% 0.0% 37.0% -10.4% 279 -8.0K -93 0.00 175.92 0 0 13 10 2024-03-18 $20.80 $20.00 49.4% 14.2% 3.5% 31.3% 0.0% 1.6% -10.6% 265 -8.0K -92 0.00 184.07 0 0 13 10 2024-03-19 $20.78 $20.00 50.7% 14.5% 3.5% 32.3% 0.0% 1.4% -11.1% 261 -7.9K -92 0.00 184.12 0 0 13 10 2024-03-20 $20.84 $20.00 50.4% 14.5% 3.6% 32.1% 0.0% 38.2% -11.4% 277 -8.2K -91 0.00 177.68 0 0 13 10 2024-03-21 $20.71 $20.00 52.5% 15.0% 4.1% 33.5% 0.0% 2.0% -12.3% 260 -7.6K -89 0.00 184.04 0 0 13 10 2024-03-22 $20.66 $20.00 53.4% 15.3% 4.1% 34.2% 0.0% 2.3% -12.7% 255 -7.3K -91 0.00 184.52 0 0 13 10 2024-03-25 $20.71 $20.00 57.1% 16.4% 4.1% 36.7% 0.0% 2.2% -14.4% 259 -7.5K -91 0.00 185.08 0 0 13 10 2024-03-26 $20.72 $20.00 57.1% 16.4% 4.1% 36.7% 0.0% 2.4% -15.1% 263 -7.5K -91 0.00 184.21 0 0 13 10 2024-03-27 $20.74 $20.00 59.5% 17.1% 4.1% 38.4% 0.0% 2.1% -16.6% 260 -7.6K -88 0.00 184.54 0 0 13 10 2024-03-28 $20.69 $20.00 60.2% 17.3% 4.1% 39.0% 0.0% 2.2% -17.6% 256 -7.4K -88 0.00 174.84 0 0 13 10
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