IHY Options History — July 2024 In July 2024, IHY traded between $20.43 and $20.88. ATM implied volatility averaged 25.7%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 21.0% (HV 20d: 4.7%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-30 : Highest Volume — 1 contracts2024-07-24 : Largest IV spike — 138.5% change2024-07-02 : Highest IV Rank — 33.4%2024-07-02 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $20.76 $20.43 $20.88 $20.43 $20.88 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 25.7% 11.4% 52.3% 23.0% 19.9% Expected Move 7.2% 3.3% 15.0% 6.6% 5.7% HV 20d 4.7% 3.9% 5.2% 4.3% 3.9% HV 60d 4.5% 4.1% 5.1% 4.9% 4.1% IV Rank 14.3% 4.1% 33.4% 12.8% 10.2% IV Percentile 45.6% 10.3% 77.8% 47.2% 37.7% Term Structure -7.2% -39.5% 18.6% -12.4% -5.0% Skew 25d -6.4% -29.8% 29.2% 0.9% 4.8% Skew 10d 3.8% -6.4% 14.1% 1.1% 3.5% Call IV 25d 46.9% 16.7% 81.4% 20.1% 70.0% Put IV 25d 40.4% 17.2% 83.2% 21.0% 74.8% Bid-Ask Spread % 168.58 124.93 176.33 161.69 171.08 Gamma HHI 0.62 0.48 1.00 0.59 1.00 Net GEX 386 0 937 699 98 Net DEX -3.1K -6.3K 0 -2.4K -1.0K Net VEX -8 -25 0 -10 -3 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 0.045 0 1 0 0 Total OI 13.409 0 21 21 1
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 2024-07-01 $20.43 $18.00 23.0% 6.6% 4.3% 12.8% 0.0% 0.9% -12.4% 699 -2.4K -10 0.00 161.69 0 0 11 10 2024-07-02 $20.52 $18.00 52.3% 15.0% 4.6% 33.4% 0.0% -11.3% -39.5% 658 -4.0K -17 0.00 161.81 0 0 11 10 2024-07-03 $20.59 $18.00 35.6% 10.2% 4.8% 21.6% 0.0% 1.7% -35.0% 374 -5.1K -25 0.00 166.44 0 0 11 10 2024-07-05 $20.71 $0.00 27.4% 4.0% 5.2% 15.5% 0.0% -15.4% -2.8% 634 -5.5K -20 0.00 171.53 0 0 11 10 2024-07-08 $20.67 $0.00 23.8% 10.6% 5.2% 12.9% 0.0% 5.1% -15.6% 937 -3.0K -9 0.00 165.78 0 0 11 10 2024-07-09 $20.68 $0.00 50.7% 10.6% 5.0% 31.9% 0.0% -1.2% -18.9% 729 -4.9K -14 0.00 170.90 0 0 11 10 2024-07-10 $20.71 $0.00 19.8% 5.7% 4.9% 10.1% 0.0% -16.3% 18.6% 462 -5.6K -18 0.00 173.60 0 0 11 10 2024-07-11 $20.77 $0.00 21.0% 6.0% 4.9% 11.0% 0.0% -17.7% -2.8% 576 -5.9K -16 0.00 173.61 0 0 11 10 2024-07-12 $20.84 $0.00 18.4% 5.3% 4.9% 9.1% 0.0% -9.1% 0.3% 534 -6.3K -15 0.00 170.65 0 0 11 10 2024-07-15 $20.83 $0.00 15.2% 4.3% 4.8% 6.8% 0.0% 0.1% 3.5% 848 -5.6K -9 0.00 174.47 0 0 11 10 2024-07-16 $20.88 $0.00 14.4% 4.1% 4.3% 6.3% 0.0% -29.8% 17.2% 788 -6.2K -8 0.00 172.22 0 0 11 10 2024-07-17 $20.88 $0.00 19.9% 5.7% 4.3% 10.1% 0.0% -25.6% -2.1% 678 -6.3K -8 0.00 176.33 0 0 11 10 2024-07-18 $20.80 $0.00 20.2% 5.8% 4.6% 10.4% 0.0% -25.7% -2.7% 468 -6.0K -6 0.00 172.14 0 0 11 10 2024-07-19 $20.76 $0.00 23.8% 6.8% 4.7% 12.9% 0.0% -16.5% -1.9% 0 0 0 0.00 170.73 0 0 11 10 2024-07-22 $20.85 $0.00 11.4% 3.3% 4.9% 4.1% 0.0% 0.5% -3.6% 0 0 0 0.00 124.93 0 0 0 0 2024-07-23 $20.86 $0.00 19.8% 5.7% 4.8% 10.1% 0.0% 1.7% -4.2% 0 0 0 0.00 171.09 0 0 0 0 2024-07-24 $20.83 $0.00 47.3% 13.6% 4.9% 29.5% 0.0% 1.5% -36.2% 0 0 0 0.00 171.28 0 0 0 0 2024-07-25 $20.80 $0.00 28.7% 8.2% 4.7% 16.4% 0.0% 29.2% 2.1% 0 0 0 0.00 170.84 0 0 0 0 2024-07-26 $20.84 $0.00 23.1% 6.6% 4.7% 12.4% 0.0% 3.0% -4.2% 0 0 0 0.00 171.12 0 0 0 0 2024-07-29 $20.83 $0.00 20.8% 6.0% 4.7% 10.8% 0.0% -0.5% -6.0% 0 0 0 0.00 175.52 0 0 0 0 2024-07-30 $20.83 $0.00 29.8% 8.5% 4.0% 17.2% 0.0% -20.6% -6.3% 0 0 0 0.00 171.00 1 0 0 0 2024-07-31 $20.88 $0.00 19.9% 5.7% 3.9% 10.2% 0.0% 4.8% -5.0% 98 -1.0K -3 0.00 171.08 0 0 1 0
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