IHY Options History — November 2024 In November 2024, IHY traded between $20.59 and $21.41. ATM implied volatility averaged 31.2%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 20.1% (HV 20d: 11.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2024-11-19 : Highest Volume — 30 contracts2024-11-06 : Largest IV spike — 623.0% change2024-11-11 : Highest IV Rank — 53.6%2024-11-01 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $21.00 $20.59 $21.41 $20.96 $20.90 ATM IV 31.2% 8.3% 81.4% 61.1% 9.8% Expected Move 6.4% 2.1% 17.5% 17.5% 2.8% HV 20d 11.1% 4.5% 17.5% 4.5% 17.5% HV 60d 7.4% 4.7% 10.4% 4.7% 10.4% IV Rank 18.0% 1.9% 53.6% 39.2% 2.9% IV Percentile 40.0% 2.4% 96.4% 90.1% 6.7% Term Structure -9.3% -52.1% 5.1% -18.4% -2.8% Skew 25d 3.6% -42.4% 78.9% 3.9% -1.2% Skew 10d 14.4% -13.2% 86.7% 11.4% -5.3% Call IV 25d 39.0% 11.8% 128.3% 128.3% 15.1% Put IV 25d 42.6% 11.4% 132.1% 132.1% 13.9% Bid-Ask Spread % 158.94 125.74 185.88 175.14 127.45 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -2.1K -5.0K -89 -3.4K -89 Net DEX 283.1K 203.5K 304.1K 284.6K 302.9K Net VEX -206 -723 -3 -271 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.5 0 30 0 0 Total OI 145 145 145 145 145
Daily Data (20 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 2024-11-01 $20.96 $0.00 61.1% 17.5% 4.5% 39.2% 0.0% 3.9% -18.4% -3.4K 284.6K -271 0.00 175.14 0 0 0 145 2024-11-04 $21.01 $0.00 48.2% 9.7% 4.6% 30.1% 0.0% 22.9% -20.2% -1.5K 299.9K -89 0.00 182.99 0 0 0 145 2024-11-05 $21.07 $0.00 9.8% 3.5% 4.7% 2.9% 0.0% 2.4% -11.8% -1.5K 301.1K -71 0.00 182.35 0 0 0 145 2024-11-06 $21.30 $0.00 70.6% 2.1% 6.2% 46.0% 0.0% -33.6% 5.1% -5.0K 253.5K -560 0.00 175.05 0 0 0 145 2024-11-07 $21.41 $0.00 17.2% 9.3% 6.4% 8.2% 0.0% -12.0% -37.5% -2.1K 303.7K -110 0.00 180.91 0 0 0 145 2024-11-08 $21.41 $0.00 63.2% 2.9% 6.4% 40.7% 0.0% -42.4% -52.1% -4.8K 231.6K -658 0.00 177.66 0 0 0 145 2024-11-11 $21.00 $0.00 81.4% 5.5% 9.4% 53.6% 0.0% -39.7% -0.8% -3.3K 286.5K -221 0.00 185.88 0 0 0 145 2024-11-12 $21.00 $0.00 44.4% 12.5% 9.4% 27.4% 0.0% 75.2% -0.2% -4.5K 246.2K -543 0.00 178.74 0 0 0 145 2024-11-13 $20.76 $0.00 8.3% 2.4% 10.1% 1.9% 0.0% 1.9% -1.9% -89 300.9K -4 0.00 125.74 0 0 0 145 2024-11-14 $20.85 $0.00 49.4% 14.2% 10.3% 30.9% 0.0% 78.9% -0.8% -4.3K 251.6K -486 0.00 174.55 0 0 0 145 2024-11-15 $21.20 $0.00 49.6% 14.2% 12.0% 31.1% 0.0% 66.0% -0.9% -3.8K 203.5K -723 0.00 177.25 0 0 0 145 2024-11-18 $21.21 $0.00 10.1% 2.9% 11.9% 3.1% 0.0% 1.7% -2.1% -3.8K 286.0K -252 0.00 126.23 0 0 0 145 2024-11-19 $20.77 $0.00 16.4% 4.7% 14.1% 7.6% 0.0% -12.7% -1.3% -166 300.9K -7 0.00 150.67 0 30 0 145 2024-11-20 $20.77 $0.00 9.2% 2.6% 14.0% 2.5% 0.0% -6.3% -2.9% -203 300.8K -8 0.00 143.39 0 0 0 145 2024-11-21 $20.59 $0.00 9.5% 2.7% 14.2% 2.6% 0.0% -0.4% -2.6% -685 296.7K -31 0.00 141.47 0 0 0 145 2024-11-22 $21.02 $0.00 11.3% 3.2% 16.2% 4.0% 0.0% -3.6% -2.8% -352 304.1K -13 0.00 140.76 0 0 0 145 2024-11-25 $20.77 $0.00 10.1% 2.9% 16.7% 3.1% 0.0% -6.5% -2.6% -169 300.9K -7 0.00 143.81 0 0 0 145 2024-11-26 $20.95 $0.00 15.7% 4.5% 17.0% 7.1% 0.0% -6.5% -11.6% -595 302.4K -29 0.00 146.94 0 0 0 145 2024-11-27 $21.09 $0.00 28.5% 8.2% 17.2% 16.1% 0.0% -16.0% -17.4% -721 304.1K -29 0.00 141.85 0 0 0 145 2024-11-29 $20.90 $0.00 9.8% 2.8% 17.5% 2.9% 0.0% -1.2% -2.8% -89 302.9K -3 0.00 127.45 0 0 0 145
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