IHY Options History — January 2025 In January 2025, IHY traded between $20.36 and $20.83. ATM implied volatility averaged 19.0%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 12.6% (HV 20d: 6.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2025-01-31 : Largest IV spike — 109.6% change2025-01-08 : Highest IV Rank — 19.8%2025-01-07 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $20.62 $20.36 $20.83 $20.44 $20.76 ATM IV 19.0% 9.1% 33.7% 14.1% 22.3% Expected Move 4.3% 2.6% 7.4% 4.0% 6.4% HV 20d 6.5% 5.5% 9.6% 9.6% 5.5% HV 60d 11.9% 11.8% 12.1% 11.8% 11.9% IV Rank 9.2% 2.1% 19.8% 5.9% 10.7% IV Percentile 27.1% 4.0% 56.7% 14.7% 38.1% Term Structure -2.5% -16.5% 56.7% -0.1% -15.4% Skew 25d -3.4% -22.4% 8.3% -22.4% -20.8% Skew 10d -4.7% -17.8% 7.6% -4.7% -7.4% Call IV 25d 21.6% 10.5% 41.9% 41.9% 35.8% Put IV 25d 18.2% 10.9% 35.0% 19.5% 15.0% Bid-Ask Spread % 138.57 120.07 163.01 130.89 137.66 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -158 -1.2K -2 -138 -31 Net DEX 298.6K 294.3K 301.7K 296.1K 301.0K Net VEX -6 -51 0 -6 -1 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 (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 2025-01-02 $20.44 $0.00 14.1% 4.0% 9.6% 5.9% 0.0% -22.4% -0.1% -138 296.1K -6 0.00 130.89 0 0 0 145 2025-01-03 $20.50 $0.00 14.2% 4.1% 6.9% 6.0% 0.0% -6.7% -2.4% -40 297.2K -2 0.00 132.36 0 0 0 145 2025-01-06 $20.61 $0.00 28.9% 3.1% 6.8% 16.4% 0.0% 5.0% -0.1% -14 298.8K -1 0.00 138.71 0 0 0 145 2025-01-07 $20.57 $0.00 33.1% 7.4% 6.8% 19.3% 0.0% 5.0% -9.6% -1.2K 294.3K -51 0.00 163.01 0 0 0 145 2025-01-08 $20.52 $0.00 33.7% 3.8% 6.6% 19.8% 0.0% -6.2% -7.7% -147 297.3K -5 0.00 138.40 0 0 0 145 2025-01-10 $20.39 $0.00 19.9% 4.9% 6.9% 10.1% 0.0% -6.7% -16.5% -34 295.6K -1 0.00 138.36 0 0 0 145 2025-01-13 $20.36 $0.00 25.1% 3.2% 6.3% 13.7% 0.0% 1.8% -3.3% -2 295.2K 0 0.00 120.07 0 0 0 145 2025-01-14 $20.43 $0.00 30.1% 4.4% 6.4% 17.3% 0.0% -2.4% -13.0% -22 296.2K -1 0.00 140.11 0 0 0 145 2025-01-15 $20.55 $0.00 10.8% 3.1% 6.8% 3.6% 0.0% -1.4% -2.5% -118 297.8K -4 0.00 136.00 0 0 0 145 2025-01-16 $20.57 $0.00 14.5% 4.2% 6.8% 6.2% 0.0% -4.3% 56.7% -184 297.9K -7 0.00 140.55 0 0 0 145 2025-01-17 $20.56 $0.00 24.7% 7.1% 6.8% 13.4% 0.0% 1.2% -15.5% -128 297.9K -4 0.00 143.57 0 0 0 145 2025-01-21 $20.73 $0.00 14.2% 4.1% 6.0% 6.0% 0.0% -6.2% -1.5% -23 300.6K -1 0.00 137.59 0 0 0 145 2025-01-22 $20.73 $0.00 16.1% 4.6% 6.0% 7.3% 0.0% -6.9% -11.2% -344 299.8K -12 0.00 137.16 0 0 0 145 2025-01-23 $20.70 $0.00 9.1% 2.6% 5.7% 2.4% 0.0% -0.6% 0.9% -70 300.0K -2 0.00 136.27 0 0 0 145 2025-01-24 $20.80 $0.00 18.9% 5.4% 5.9% 9.3% 0.0% 8.3% -1.6% -109 301.4K -3 0.00 142.00 0 0 0 145 2025-01-27 $20.83 $0.00 13.6% 3.9% 5.9% 5.6% 0.0% 0.2% -8.8% -192 301.7K -6 0.00 135.30 0 0 0 145 2025-01-28 $20.79 $0.00 10.3% 2.9% 6.0% 2.1% 0.0% -3.6% -0.8% -9 301.4K 0 0.00 140.44 0 0 0 145 2025-01-29 $20.77 $0.00 16.4% 4.7% 5.8% 6.5% 0.0% 0.8% 2.9% -171 300.8K -6 0.00 139.28 0 0 0 145 2025-01-30 $20.77 $0.00 10.7% 3.1% 5.8% 2.4% 0.0% -2.9% 0.5% -217 300.7K -6 0.00 143.58 0 0 0 145 2025-01-31 $20.76 $0.00 22.3% 6.4% 5.5% 10.7% 0.0% -20.8% -15.4% -31 301.0K -1 0.00 137.66 0 0 0 145
« Dec 2024 | All History | Feb 2025 » Home IHY History January 2025