IHY Options History — April 2024 In April 2024, IHY traded between $20.19 and $20.70. ATM implied volatility averaged 56.8%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 50.4% (HV 20d: 6.3%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-04-24 : Largest IV spike — 102.5% change2024-04-09 : Highest IV Rank — 56.0%2024-04-02 : Largest Expected Move — 19.9%Monthly Statistics Metric Avg Min Max Open Close Price $20.40 $20.19 $20.70 $20.48 $20.23 ATM IV 56.8% 28.8% 84.5% 69.0% 57.8% Expected Move 14.6% 8.3% 19.9% 19.8% 16.6% HV 20d 6.3% 5.5% 7.0% 5.5% 5.8% HV 60d 5.4% 5.1% 5.6% 5.4% 5.4% IV Rank 36.5% 16.8% 56.0% 45.1% 37.2% IV Percentile 85.9% 62.3% 98.0% 96.4% 87.7% Term Structure -16.6% -30.3% 4.4% -24.9% -9.5% Skew 25d 5.0% -10.5% 40.2% 0.8% 1.5% Skew 10d 17.1% -3.1% 48.8% 26.5% 12.7% Call IV 25d 60.2% 20.1% 92.0% 87.8% 82.1% Put IV 25d 65.2% 9.6% 93.0% 88.6% 83.6% Bid-Ask Spread % 184.15 162.80 190.40 185.29 170.16 Gamma HHI 0.46 0.46 0.47 0.46 0.46 Net GEX 161 125 255 153 203 Net DEX -3.5K -4.6K -2.1K -3.9K -2.7K Net VEX -75 -83 -62 -83 -62 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 21 21 21 21 21
Daily Data (22 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 2024-04-01 $20.48 $0.00 69.0% 19.8% 5.5% 45.1% 0.0% 0.8% -24.9% 153 -3.9K -83 0.00 185.29 0 0 11 10 2024-04-02 $20.55 $0.00 69.3% 19.9% 5.6% 45.3% 0.0% 1.0% -22.8% 156 -4.1K -82 0.00 185.19 0 0 11 10 2024-04-03 $20.63 $0.00 69.1% 19.8% 5.8% 45.2% 0.0% 0.9% -23.8% 163 -4.4K -82 0.00 185.06 0 0 11 10 2024-04-04 $20.60 $0.00 59.4% 9.0% 5.7% 38.4% 0.0% 20.5% 4.4% 163 -4.3K -82 0.00 167.08 0 0 11 10 2024-04-05 $20.65 $0.00 73.8% 12.9% 5.6% 48.5% 0.0% 3.2% -11.8% 165 -4.5K -81 0.00 190.15 0 0 11 10 2024-04-08 $20.68 $0.00 81.5% 13.4% 5.7% 53.9% 0.0% 3.1% -13.5% 170 -4.5K -80 0.00 189.63 0 0 11 10 2024-04-09 $20.70 $0.00 84.5% 13.4% 5.7% 56.0% 0.0% 3.1% -13.8% 175 -4.6K -78 0.00 189.33 0 0 11 10 2024-04-10 $20.49 $0.00 44.4% 12.7% 6.7% 27.8% 0.0% -4.4% -30.3% 255 -3.4K -72 0.00 186.68 0 0 11 10 2024-04-11 $20.47 $0.00 49.5% 14.2% 6.6% 31.4% 0.0% 2.2% -15.0% 152 -3.8K -79 0.00 189.99 0 0 11 10 2024-04-12 $20.34 $0.00 50.9% 14.6% 6.6% 32.4% 0.0% 2.1% -17.3% 143 -3.3K -78 0.00 190.40 0 0 11 10 2024-04-15 $20.22 $0.00 51.9% 14.9% 6.8% 33.1% 0.0% 1.6% -19.2% 131 -2.8K -77 0.00 188.60 0 0 11 10 2024-04-16 $20.19 $0.00 52.8% 15.1% 6.8% 33.7% 0.0% 39.9% -20.8% 126 -2.7K -76 0.00 187.73 0 0 11 10 2024-04-17 $20.25 $0.00 53.5% 15.3% 7.0% 34.2% 0.0% 40.2% -21.2% 128 -3.0K -74 0.00 188.14 0 0 11 10 2024-04-18 $20.22 $0.00 28.8% 8.3% 6.8% 16.8% 0.0% -10.5% -8.2% 199 -2.1K -66 0.00 162.80 0 0 11 10 2024-04-19 $20.23 $0.00 54.9% 15.7% 6.6% 35.2% 0.0% 2.2% -16.4% 125 -2.9K -74 0.00 189.38 0 0 11 10 2024-04-22 $20.34 $0.00 57.8% 16.6% 7.0% 37.3% 0.0% 2.0% -17.4% 131 -3.3K -74 0.00 189.25 0 0 11 10 2024-04-23 $20.31 $0.00 30.0% 8.6% 6.9% 17.7% 0.0% -0.3% -15.8% 193 -3.3K -69 0.00 174.46 0 0 11 10 2024-04-24 $20.28 $0.00 60.8% 17.4% 6.8% 39.4% 0.0% 0.5% -21.2% 142 -3.4K -72 0.00 189.57 0 0 11 10 2024-04-25 $20.27 $0.00 61.0% 17.5% 6.8% 39.5% 0.0% 0.5% -21.4% 139 -3.4K -71 0.00 188.45 0 0 11 10 2024-04-26 $20.27 $0.00 53.8% 15.4% 6.8% 34.5% 0.0% 0.8% -3.8% 144 -3.3K -71 0.00 189.15 0 0 11 10 2024-04-29 $20.30 $0.00 34.8% 10.0% 5.9% 21.0% 0.0% -0.4% -21.2% 187 -3.2K -66 0.00 174.90 0 0 11 10 2024-04-30 $20.23 $0.00 57.8% 16.6% 5.8% 37.2% 0.0% 1.5% -9.5% 203 -2.7K -62 0.00 170.16 0 0 11 10
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