IHY Options History — August 2024 In August 2024, IHY traded between $20.75 and $21.41. ATM implied volatility averaged 31.2%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 26.4% (HV 20d: 4.8%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-21 : Highest Volume — 1 contracts2024-08-06 : Largest IV spike — 112.0% change2024-08-06 : Highest IV Rank — 64.5%2024-08-28 : Largest Expected Move — 14.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.09 $20.75 $21.41 $20.76 $21.32 Max Pain $21.00 $21.00 $21.00 $21.00 $21.00 ATM IV 31.2% 8.5% 96.9% 20.5% 16.4% Expected Move 5.9% 2.4% 14.4% 5.9% 4.7% HV 20d 4.8% 4.3% 5.7% 4.4% 5.0% HV 60d 4.6% 4.3% 4.8% 4.3% 4.8% IV Rank 18.1% 2.0% 64.5% 10.6% 7.6% IV Percentile 44.1% 4.4% 99.2% 39.3% 20.2% Term Structure -2.2% -37.1% 20.6% 12.3% -7.9% VWIV 14.2% 14.2% 14.2% 14.2% 14.2% Skew 25d -2.1% -30.7% 33.8% 0.3% -1.7% Skew 10d 2.1% -49.5% 18.6% 1.2% -0.2% Call IV 25d 46.4% 12.2% 95.7% 25.5% 20.1% Put IV 25d 44.3% 14.2% 103.6% 25.8% 18.4% Bid-Ask Spread % 179.32 126.07 196.79 177.57 184.12 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 73 0 255 85 0 Net DEX -748 -1.2K 0 -1.0K 0 Net VEX -2 -3 0 -3 0 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 0.682 0 1 1 0
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 2024-08-01 $20.76 $0.00 20.5% 5.9% 4.4% 10.6% 0.0% 0.3% 12.3% 85 -1.0K -3 0.00 177.57 0 0 1 0 2024-08-02 $20.86 $0.00 29.0% 8.3% 4.3% 16.5% 0.0% 3.4% -4.7% 90 -1.0K -3 0.00 176.80 0 0 1 0 2024-08-05 $20.75 $21.00 45.7% 10.7% 4.6% 28.3% 0.0% 33.8% -36.0% 46 -1.1K -3 0.00 192.82 0 0 1 0 2024-08-06 $20.76 $21.00 96.9% 6.8% 4.6% 64.5% 0.0% 8.0% -2.8% 44 -1.1K -3 0.00 196.79 0 0 1 0 2024-08-07 $20.80 $21.00 53.4% 6.1% 4.7% 33.8% 0.0% -0.9% -0.9% 76 -1.0K -3 0.00 183.36 0 0 1 0 2024-08-08 $20.83 $21.00 51.5% 5.3% 4.6% 32.5% 0.0% -9.4% -1.9% 78 -1.0K -3 0.00 182.24 0 0 1 0 2024-08-09 $20.86 $21.00 60.6% 7.5% 4.5% 38.8% 0.0% -11.1% 4.2% 81 -1.0K -3 0.00 179.54 0 0 1 0 2024-08-12 $20.91 $21.00 27.0% 2.4% 4.5% 15.1% 0.0% 2.0% 0.5% 255 -978 -3 0.00 126.07 0 0 1 0 2024-08-13 $21.00 $21.00 44.4% 2.5% 4.7% 27.4% 0.0% 1.4% 4.2% 156 -1.1K -3 0.00 183.51 0 0 1 0 2024-08-14 $21.05 $21.00 9.4% 2.7% 4.7% 2.6% 0.0% -14.1% 4.3% 125 -1.1K -3 0.00 182.30 0 0 1 0 2024-08-15 $21.04 $21.00 18.1% 5.2% 4.5% 8.8% 0.0% -30.7% 3.6% 103 -1.1K -3 0.00 179.09 0 0 1 0 2024-08-16 $21.17 $21.00 8.5% 2.4% 4.8% 2.0% 0.0% -4.6% 20.6% 122 -1.2K -3 0.00 184.57 0 0 1 0 2024-08-19 $21.23 $21.00 8.8% 2.5% 4.7% 2.2% 0.0% -7.8% 8.0% 124 -1.2K -2 0.00 176.00 0 0 1 0 2024-08-20 $21.24 $21.00 8.9% 2.5% 4.7% 2.3% 0.0% -9.2% 8.1% 130 -1.2K -2 0.00 176.16 0 0 1 0 2024-08-21 $21.31 $21.00 12.2% 3.5% 4.7% 4.6% 14.2% -3.9% -1.6% 97 -1.2K -2 0.00 182.53 1 0 1 0 2024-08-22 $21.25 $0.00 14.1% 4.0% 4.8% 6.0% 0.0% -4.1% -2.7% 0 0 0 0.00 179.87 0 0 0 0 2024-08-23 $21.41 $0.00 26.5% 7.6% 5.3% 14.8% 0.0% 1.6% 11.2% 0 0 0 0.00 182.31 0 0 0 0 2024-08-26 $21.41 $0.00 39.5% 11.3% 5.3% 24.0% 0.0% 1.5% -23.6% 0 0 0 0.00 174.00 0 0 0 0 2024-08-27 $21.40 $0.00 25.1% 7.2% 5.3% 13.8% 0.0% -0.3% -20.5% 0 0 0 0.00 181.17 0 0 0 0 2024-08-28 $21.30 $0.00 50.3% 14.4% 5.7% 31.6% 0.0% -0.5% -37.1% 0 0 0 0.00 185.84 0 0 0 0 2024-08-29 $21.29 $0.00 19.8% 5.7% 5.2% 10.0% 0.0% -0.2% 15.4% 0 0 0 0.00 178.40 0 0 0 0 2024-08-30 $21.32 $0.00 16.4% 4.7% 5.0% 7.6% 0.0% -1.7% -7.9% 0 0 0 0.00 184.12 0 0 0 0
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