IHY Options History — October 2024 In October 2024, IHY traded between $21.04 and $21.41. ATM implied volatility averaged 27.6%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 23.4% (HV 20d: 4.1%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 5 of 23 days.
Notable Days 2024-10-17 : Highest Volume — 1,085 contracts2024-10-18 : Largest IV spike — 422.5% change2024-10-07 : Highest IV Rank — 40.0%2024-10-21 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $21.22 $21.04 $21.41 $21.41 $21.12 ATM IV 27.6% 7.3% 62.2% 13.4% 8.7% Expected Move 6.9% 2.1% 17.5% 3.8% 2.5% HV 20d 4.1% 3.7% 4.3% 3.9% 3.8% HV 60d 4.6% 4.5% 4.8% 4.6% 4.5% IV Rank 15.5% 1.2% 40.0% 5.5% 2.1% IV Percentile 41.5% 2.0% 90.9% 11.1% 3.2% Term Structure -8.8% -48.3% 35.0% 4.5% -0.1% Skew 25d -7.9% -66.8% 25.1% -23.6% 7.6% Skew 10d 3.1% -13.4% 17.5% 4.9% 17.5% Call IV 25d 52.3% 18.3% 108.6% 68.6% 18.3% Put IV 25d 44.5% 8.8% 111.2% 45.0% 25.9% Bid-Ask Spread % 172.19 156.87 193.52 160.18 166.80 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -1.2K -4.5K 0 0 -2.1K Net DEX 125.6K 0 306.3K 0 298.2K Net VEX -96 -461 0 0 -126 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 47.174 0 1,085 0 0 Total OI 63.043 0 145 0 145
Daily Data (23 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 2024-10-01 $21.41 $0.00 13.4% 3.8% 3.9% 5.5% 0.0% -23.6% 4.5% 0 0 0 0.00 160.18 0 0 0 0 2024-10-02 $21.34 $0.00 39.3% 11.3% 4.1% 23.8% 0.0% 1.8% -21.1% 0 0 0 0.00 156.87 0 0 0 0 2024-10-03 $21.36 $0.00 21.3% 7.2% 4.1% 11.1% 0.0% 11.1% -19.7% 0 0 0 0.00 174.04 0 0 0 0 2024-10-04 $21.37 $0.00 30.5% 3.3% 4.0% 17.5% 0.0% -14.3% -12.5% 0 0 0 0.00 165.81 0 0 0 0 2024-10-07 $21.29 $0.00 62.2% 2.1% 4.3% 40.0% 0.0% -8.5% -1.9% 0 0 0 0.00 173.16 0 0 0 0 2024-10-08 $21.29 $0.00 32.8% 7.1% 4.3% 19.2% 0.0% -13.3% -29.9% 0 0 0 0.00 172.44 0 0 0 0 2024-10-09 $21.25 $0.00 9.6% 2.8% 4.3% 2.8% 0.0% -35.4% -6.6% 0 0 0 0.00 174.16 0 0 0 0 2024-10-10 $21.23 $0.00 7.3% 2.1% 4.3% 1.2% 0.0% -35.5% -2.6% 0 0 0 0.00 165.09 0 0 0 0 2024-10-11 $21.27 $0.00 21.5% 6.2% 4.2% 11.2% 0.0% 8.8% -6.4% 0 0 0 0.00 173.54 0 0 0 0 2024-10-14 $21.20 $0.00 15.0% 4.3% 4.2% 6.6% 0.0% -8.9% -7.5% 0 0 0 0.00 173.91 0 0 0 0 2024-10-15 $21.25 $0.00 19.8% 5.7% 4.3% 10.0% 0.0% 23.0% -6.9% 0 0 0 0.00 173.38 0 0 0 0 2024-10-16 $21.22 $0.00 21.2% 6.1% 4.3% 11.0% 0.0% 25.1% 5.3% 0 0 0 0.00 176.95 0 0 0 0 2024-10-17 $21.20 $0.00 9.4% 2.7% 3.7% 2.6% 0.0% -26.2% -1.3% 0 0 0 0.00 188.64 0 1,085 0 0 2024-10-18 $21.25 $0.00 48.9% 14.0% 3.8% 30.6% 0.0% 13.7% -40.8% -2.0K 301.3K -112 0.00 177.86 0 0 0 145 2024-10-21 $21.15 $0.00 61.1% 17.5% 4.1% 39.2% 0.0% 19.6% 30.0% -203 306.3K -8 0.00 193.52 0 0 0 145 2024-10-22 $21.14 $0.00 13.9% 4.0% 4.0% 5.8% 0.0% -6.1% -8.4% -2.8K 294.3K -194 0.00 166.55 0 0 0 145 2024-10-23 $21.04 $0.00 40.5% 11.6% 4.2% 24.6% 0.0% -38.7% -35.6% -3.6K 283.5K -269 0.00 171.57 0 0 0 145 2024-10-24 $21.10 $0.00 34.7% 9.9% 4.2% 20.5% 0.0% -18.2% -25.9% -4.2K 276.1K -360 0.00 168.10 0 0 0 145 2024-10-25 $21.09 $0.00 24.9% 7.1% 4.2% 13.6% 0.0% -66.8% 0.5% -4.5K 266.6K -461 0.00 166.80 0 0 0 145 2024-10-28 $21.14 $0.00 59.1% 16.9% 4.3% 37.8% 0.0% 1.7% -48.3% -3.5K 287.0K -264 0.00 178.22 0 0 0 145 2024-10-29 $21.10 $0.00 11.0% 3.1% 3.8% 3.8% 0.0% -1.6% 35.0% -544 304.8K -24 0.00 172.07 0 0 0 145 2024-10-30 $21.15 $0.00 27.7% 7.9% 3.9% 15.5% 0.0% 3.9% -1.5% -4.4K 271.3K -401 0.00 170.81 0 0 0 145 2024-10-31 $21.12 $0.00 8.7% 2.5% 3.8% 2.1% 0.0% 7.6% -0.1% -2.1K 298.2K -126 0.00 166.80 0 0 0 145
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