IHY Options History — September 2024

Name: IHY Options Analytics - September 2024
Creator: Options Analysis Suite

In September 2024, IHY traded between $21.17 and $21.56. ATM implied volatility averaged 30.9%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 26.1% (HV 20d: 4.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days.

Notable Days

2024-09-09: Largest IV spike — 184.2% change
2024-09-26: Highest IV Rank — 36.7%
2024-09-26: Largest Expected Move — 16.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.35	$21.17	$21.56	$21.18	$21.55
ATM IV	30.9%	13.5%	57.6%	35.7%	22.8%
Expected Move	8.2%	3.8%	16.5%	10.2%	6.5%
HV 20d	4.8%	3.9%	5.3%	5.2%	3.9%
HV 60d	4.7%	4.4%	5.0%	5.0%	4.4%
IV Rank	17.9%	5.5%	36.7%	21.2%	12.1%
IV Percentile	50.9%	11.9%	85.7%	62.7%	40.9%
Term Structure	-16.5%	-66.0%	18.0%	-42.2%	-2.6%
Skew 25d	-8.0%	-35.2%	18.4%	2.0%	-0.2%
Skew 10d	9.1%	-1.4%	22.5%	11.2%	-0.3%
Call IV 25d	55.1%	16.6%	96.2%	75.8%	22.8%
Put IV 25d	47.1%	16.6%	99.8%	77.8%	22.6%
Bid-Ask Spread %	171.84	158.44	185.90	180.25	159.54
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %
2024-09-03	$21.18	$0.00	35.7%	10.2%	5.2%	21.2%	0.0%	2.0%	-42.2%	180.25
2024-09-04	$21.20	$0.00	46.8%	13.4%	5.2%	29.1%	0.0%	1.9%	-19.4%	184.82
2024-09-05	$21.21	$0.00	18.0%	3.8%	5.2%	8.7%	0.0%	-10.5%	6.3%	174.05
2024-09-06	$21.17	$0.00	19.5%	3.9%	5.3%	9.8%	0.0%	-23.6%	-5.7%	170.49
2024-09-09	$21.20	$0.00	55.5%	4.0%	5.3%	35.3%	0.0%	18.4%	-5.5%	172.91
2024-09-10	$21.20	$0.00	24.0%	8.2%	5.3%	12.9%	0.0%	-24.3%	-35.0%	170.76
2024-09-11	$21.18	$0.00	13.5%	3.9%	5.1%	5.5%	0.0%	-32.1%	-2.0%	173.42
2024-09-12	$21.22	$0.00	14.6%	4.2%	5.1%	6.3%	0.0%	1.0%	-6.5%	172.79
2024-09-13	$21.29	$0.00	15.2%	4.4%	5.2%	6.7%	0.0%	-32.2%	-4.7%	170.88
2024-09-16	$21.34	$0.00	25.9%	7.4%	4.8%	14.3%	0.0%	-35.2%	-27.4%	171.15
2024-09-17	$21.36	$0.00	35.1%	10.1%	4.7%	20.8%	0.0%	-27.2%	-28.7%	170.73
2024-09-18	$21.35	$0.00	27.3%	7.8%	4.7%	15.3%	0.0%	1.7%	18.0%	178.95
2024-09-19	$21.47	$0.00	30.2%	8.7%	5.0%	17.4%	0.0%	1.4%	6.1%	167.89
2024-09-20	$21.50	$0.00	25.2%	7.2%	4.9%	13.8%	0.0%	0.2%	-1.2%	168.81
2024-09-23	$21.48	$0.00	33.1%	9.5%	4.2%	19.4%	0.0%	1.1%	-8.1%	161.29
2024-09-24	$21.51	$0.00	39.8%	11.4%	4.2%	24.1%	0.0%	-6.1%	-42.1%	158.44
2024-09-25	$21.47	$0.00	38.0%	10.9%	4.2%	22.9%	0.0%	1.4%	-16.5%	185.90
2024-09-26	$21.53	$0.00	57.6%	16.5%	3.9%	36.7%	0.0%	3.6%	-66.0%	180.40
2024-09-27	$21.56	$0.00	40.6%	11.7%	3.9%	24.7%	0.0%	-1.8%	-46.4%	163.41
2024-09-30	$21.55	$0.00	22.8%	6.5%	3.9%	12.1%	0.0%	-0.2%	-2.6%	159.54