IHY Options History — May 2024 In May 2024, IHY traded between $20.30 and $20.69. ATM implied volatility averaged 38.3%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 33.7% (HV 20d: 4.7%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days.
Notable Days 2024-05-16 : Largest IV spike — 304.9% change2024-05-14 : Highest IV Rank — 69.7%2024-05-03 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $20.56 $20.30 $20.69 $20.30 $20.64 ATM IV 38.3% 7.7% 104.0% 29.4% 16.3% Expected Move 6.1% 2.2% 10.0% 8.4% 4.7% HV 20d 4.7% 3.8% 6.3% 5.8% 4.2% HV 60d 5.3% 5.1% 5.5% 5.4% 5.3% IV Rank 23.6% 2.0% 69.7% 17.3% 8.1% IV Percentile 60.6% 11.9% 99.6% 61.1% 34.1% Term Structure -3.3% -25.8% 32.5% -9.0% 1.8% Skew 25d -7.4% -39.1% 3.4% 0.4% -11.8% Skew 10d 6.5% -7.9% 45.8% 7.1% -4.6% Call IV 25d 47.2% 18.2% 83.0% 80.6% 37.9% Put IV 25d 39.8% 8.0% 81.0% 81.0% 26.1% Bid-Ask Spread % 153.63 141.69 173.10 148.65 160.03 Gamma HHI 0.51 0.47 0.62 0.47 0.48 Net GEX 532 288 824 419 377 Net DEX -3.5K -4.6K -2.3K -2.3K -4.4K Net VEX -38 -56 -18 -40 -44 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 2024-05-01 $20.30 $0.00 29.4% 8.4% 5.8% 17.3% 0.0% 0.4% -9.0% 419 -2.3K -40 0.00 148.65 0 0 11 10 2024-05-02 $20.37 $0.00 34.8% 10.0% 6.0% 21.1% 0.0% -2.1% -16.8% 397 -2.9K -49 0.00 149.20 0 0 11 10 2024-05-03 $20.48 $0.00 34.9% 10.0% 6.3% 21.1% 0.0% -4.8% -6.0% 355 -3.7K -55 0.00 149.81 0 0 11 10 2024-05-06 $20.50 $0.00 27.1% 3.6% 6.2% 15.6% 0.0% -6.2% 10.7% 451 -3.7K -48 0.00 156.46 0 0 11 10 2024-05-07 $20.50 $0.00 51.7% 3.2% 6.2% 33.0% 0.0% -2.0% -9.2% 693 -2.4K -23 0.00 141.69 0 0 11 10 2024-05-08 $20.48 $0.00 60.6% 3.3% 5.1% 39.2% 0.0% -4.1% -3.5% 654 -2.6K -26 0.00 143.78 0 0 11 10 2024-05-09 $20.51 $0.00 65.8% 6.4% 5.1% 42.9% 0.0% -4.9% -25.8% 674 -2.8K -28 0.00 156.38 0 0 11 10 2024-05-10 $20.50 $0.00 81.1% 5.0% 4.5% 53.6% 0.0% 0.1% -2.7% 519 -3.4K -41 0.00 147.37 0 0 11 10 2024-05-13 $20.49 $0.00 96.8% 2.9% 3.8% 64.7% 0.0% -2.3% 0.4% 594 -3.0K -31 0.00 149.03 0 0 11 10 2024-05-14 $20.55 $0.00 104.0% 7.0% 3.8% 69.7% 0.0% -8.8% -3.5% 435 -3.9K -45 0.00 145.67 0 0 11 10 2024-05-15 $20.68 $0.00 7.7% 2.2% 4.2% 2.0% 0.0% -18.1% 2.3% 731 -4.1K -33 0.00 147.38 0 0 11 10 2024-05-16 $20.66 $0.00 31.2% 8.9% 4.2% 18.5% 0.0% 1.7% 7.4% 288 -4.6K -56 0.00 162.23 0 0 11 10 2024-05-17 $20.63 $0.00 18.8% 5.4% 4.3% 9.8% 0.0% -13.6% -10.7% 750 -3.4K -27 0.00 164.93 0 0 11 10 2024-05-20 $20.67 $0.00 15.0% 4.3% 4.0% 7.2% 0.0% 3.4% -6.9% 637 -4.2K -36 0.00 149.45 0 0 11 10 2024-05-21 $20.69 $0.00 22.4% 6.4% 3.9% 12.3% 0.0% -15.8% 32.5% 554 -4.5K -39 0.00 151.10 0 0 11 10 2024-05-22 $20.60 $0.00 27.2% 7.8% 4.2% 15.7% 0.0% -39.1% -22.9% 490 -2.9K -42 0.00 159.69 0 0 11 10 2024-05-23 $20.57 $0.00 30.4% 8.7% 4.3% 18.0% 0.0% -0.7% -9.2% 352 -3.9K -47 0.00 151.22 0 0 11 10 2024-05-24 $20.64 $0.00 31.8% 9.1% 4.4% 19.0% 0.0% 0.2% -1.8% 824 -2.9K -18 0.00 155.89 0 0 11 10 2024-05-28 $20.63 $0.00 14.6% 4.2% 4.4% 6.9% 0.0% -11.0% 4.3% 550 -4.1K -34 0.00 157.34 0 0 11 10 2024-05-29 $20.56 $0.00 18.7% 5.4% 4.4% 9.7% 0.0% -10.2% -6.6% 462 -3.8K -37 0.00 159.51 0 0 11 10 2024-05-30 $20.59 $0.00 23.3% 6.7% 4.3% 12.9% 0.0% -12.3% 3.3% 503 -4.0K -33 0.00 173.10 0 0 11 10 2024-05-31 $20.64 $0.00 16.3% 4.7% 4.2% 8.1% 0.0% -11.8% 1.8% 377 -4.4K -44 0.00 160.03 0 0 11 10
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