IHY Options History — December 2024 In December 2024, IHY traded between $20.48 and $21.13. ATM implied volatility averaged 14.3%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded below realized volatility by 1.0% (HV 20d: 15.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days.
Notable Days 2024-12-30 : Largest IV spike — 144.3% change2024-12-05 : Highest IV Rank — 16.3%2024-12-30 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $20.75 $20.48 $21.13 $21.12 $20.48 ATM IV 14.3% 8.1% 28.7% 16.5% 13.8% Expected Move 3.9% 2.1% 7.9% 4.7% 3.9% HV 20d 15.3% 9.6% 19.0% 17.7% 9.6% HV 60d 11.5% 10.7% 11.8% 10.7% 11.8% IV Rank 6.1% 1.7% 16.3% 7.6% 5.7% IV Percentile 16.3% 2.0% 48.0% 19.4% 13.9% Term Structure -1.5% -28.2% 11.1% 0.6% 9.4% Skew 25d -3.9% -25.1% 11.6% 2.3% -25.1% Skew 10d -0.7% -10.4% 13.9% 12.1% -6.3% Call IV 25d 21.5% 10.5% 46.7% 46.7% 39.0% Put IV 25d 17.6% 10.4% 49.0% 49.0% 13.9% Bid-Ask Spread % 135.99 122.19 144.66 139.56 132.32 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -468 -1.4K -65 -519 -224 Net DEX 299.5K 295.3K 305.4K 305.1K 296.5K Net VEX -21 -71 -2 -21 -8 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 145 145 145 145 145
Daily Data (21 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 2024-12-02 $21.12 $0.00 16.5% 4.7% 17.7% 7.6% 0.0% 2.3% 0.6% -519 305.1K -21 0.00 139.56 0 0 0 145 2024-12-03 $21.13 $0.00 16.2% 4.7% 17.7% 7.4% 0.0% -10.4% -0.3% -471 305.4K -16 0.00 138.31 0 0 0 145 2024-12-04 $20.72 $0.00 14.0% 4.0% 19.0% 5.9% 0.0% 8.3% -6.4% -95 300.3K -3 0.00 139.27 0 0 0 145 2024-12-05 $20.86 $0.00 28.7% 2.2% 18.7% 16.3% 0.0% -7.8% -0.2% -434 301.5K -20 0.00 144.06 0 0 0 145 2024-12-06 $20.86 $0.00 9.8% 2.1% 18.5% 2.9% 0.0% -1.5% -0.3% -1.3K 298.3K -71 0.00 141.23 0 0 0 145 2024-12-09 $20.75 $0.00 14.3% 4.6% 18.6% 6.1% 0.0% -5.0% -0.9% -463 299.8K -20 0.00 144.66 0 0 0 145 2024-12-10 $20.72 $0.00 10.1% 4.1% 17.4% 3.1% 0.0% 11.6% -1.6% -1.4K 295.3K -69 0.00 142.92 0 0 0 145 2024-12-11 $20.86 $0.00 11.3% 3.2% 17.6% 3.9% 0.0% -7.3% 11.1% -705 300.6K -33 0.00 141.16 0 0 0 145 2024-12-12 $20.89 $0.00 8.1% 2.3% 17.1% 1.7% 0.0% 0.6% 0.7% -483 301.8K -19 0.00 138.72 0 0 0 145 2024-12-13 $20.81 $0.00 8.1% 2.3% 17.1% 1.7% 0.0% -0.2% -1.1% -384 300.9K -14 0.00 122.19 0 0 0 145 2024-12-16 $20.83 $0.00 19.7% 5.7% 15.9% 9.9% 0.0% -3.3% -7.0% -833 299.7K -41 0.00 136.90 0 0 0 145 2024-12-17 $20.80 $0.00 9.6% 2.8% 15.9% 2.8% 0.0% -0.8% -1.6% -632 300.0K -24 0.00 137.12 0 0 0 145 2024-12-18 $20.55 $0.00 11.4% 3.3% 14.7% 4.0% 0.0% 0.9% -3.2% -188 297.6K -7 0.00 136.52 0 0 0 145 2024-12-19 $20.55 $0.00 11.0% 3.2% 14.7% 3.8% 0.0% -5.0% 11.1% -106 297.8K -4 0.00 131.43 0 0 0 145 2024-12-20 $20.67 $0.00 11.0% 3.1% 14.5% 3.7% 0.0% -3.8% -2.5% -136 299.5K -5 0.00 136.78 0 0 0 145 2024-12-23 $20.63 $0.00 20.4% 5.8% 12.3% 10.4% 0.0% -13.4% -14.1% -122 298.9K -5 0.00 131.71 0 0 0 145 2024-12-24 $20.64 $0.00 11.7% 3.4% 11.6% 4.2% 0.0% -5.1% 8.9% -982 296.1K -49 0.00 131.81 0 0 0 145 2024-12-26 $20.65 $0.00 15.5% 4.4% 11.1% 6.9% 0.0% 8.6% -8.6% -135 299.2K -5 0.00 127.53 0 0 0 145 2024-12-27 $20.57 $0.00 11.2% 3.2% 10.8% 3.9% 0.0% -0.4% 1.7% -65 298.2K -2 0.00 131.07 0 0 0 145 2024-12-30 $20.56 $0.00 27.4% 7.9% 10.4% 15.4% 0.0% -24.8% -28.2% -151 297.8K -6 0.00 130.43 0 0 0 145 2024-12-31 $20.48 $0.00 13.8% 3.9% 9.6% 5.7% 0.0% -25.1% 9.4% -224 296.5K -8 0.00 132.32 0 0 0 145
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