IHY Options History — February 2025

In February 2025, IHY traded between $20.62 and $20.98. ATM implied volatility averaged 22.2%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 16.7% (HV 20d: 5.5%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days.

Notable Days

  • 2025-02-28: Largest IV spike — 706.7% change
  • 2025-02-28: Highest IV Rank — 82.2%
  • 2025-02-28: Largest Expected Move — 35.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.82$20.62$20.98$20.62$20.75
ATM IV22.2%8.1%122.2%17.2%122.2%
Expected Move6.3%2.3%35.0%4.9%35.0%
HV 20d5.5%4.9%6.1%6.1%5.6%
HV 60d10.1%7.5%12.0%12.0%7.5%
IV Rank10.6%0.5%82.2%7.0%82.2%
IV Percentile29.7%1.2%99.6%25.4%99.6%
Term Structure-6.8%-42.2%8.5%-14.0%-42.2%
Skew 25d-1.0%-19.9%16.0%9.0%16.0%
Skew 10d-1.6%-16.9%16.0%4.3%16.0%
Call IV 25d30.0%12.7%143.7%24.5%143.7%
Put IV 25d29.0%12.7%159.7%33.5%159.7%
Bid-Ask Spread %150.86132.91199.72134.09199.72
Gamma HHI1.001.001.001.001.00
Net GEX-326-3.6K-4-11-3.6K
Net DEX296.8K208.9K303.7K299.0K208.9K
Net VEX-24-37800-378
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI145145145145145

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-02-03$20.62$0.0017.2%4.9%6.1%7.0%0.0%9.0%-14.0%-11299.0K00.00134.09000145
2025-02-04$20.69$0.0010.7%3.1%6.1%2.4%0.0%5.2%8.5%-9300.0K00.00132.91000145
2025-02-05$20.76$0.0010.4%3.0%5.9%2.2%0.0%6.5%-1.8%-41301.0K-10.00133.46000145
2025-02-06$20.79$0.0015.3%6.4%5.9%5.7%0.0%-1.2%-14.0%-8301.4K00.00155.75000145
2025-02-07$20.70$0.0017.3%4.2%6.0%7.1%0.0%1.9%-12.5%-65300.1K-20.00143.25000145
2025-02-10$20.70$0.0016.0%4.0%5.5%6.2%0.0%-7.4%8.5%-811297.9K-260.00142.39000145
2025-02-11$20.73$0.0024.1%4.5%5.4%12.0%0.0%2.4%1.8%-150300.3K-40.00151.20000145
2025-02-12$20.77$0.0013.6%3.9%5.4%4.5%0.0%-0.7%-0.2%-55301.1K-10.00150.55000145
2025-02-13$20.90$0.008.1%2.3%5.4%0.5%0.0%-3.0%0.0%-41303.0K-10.00152.92000145
2025-02-14$20.95$0.0016.9%4.9%5.4%6.9%0.0%-1.6%-11.8%-30303.7K-10.00156.53000145
2025-02-18$20.93$0.0020.6%5.9%5.5%9.5%0.0%-13.0%-7.4%-25303.5K-10.00157.06000145
2025-02-19$20.86$0.0014.1%4.0%4.9%4.8%0.0%0.0%-8.9%-18302.4K00.00152.71000145
2025-02-20$20.94$0.0022.3%6.4%5.1%10.7%0.0%-19.9%-9.5%-211303.2K-60.00159.65000145
2025-02-21$20.89$0.0018.9%5.4%5.1%8.3%0.0%-17.1%-14.6%-65302.8K-20.00152.75000145
2025-02-24$20.89$0.0017.1%4.9%4.9%7.0%0.0%-2.0%3.2%-4302.9K00.00134.91000145
2025-02-25$20.98$0.0015.7%4.5%5.1%6.0%0.0%-1.7%7.1%-479303.2K-130.00153.21000145
2025-02-26$20.95$0.0025.7%7.4%5.0%13.1%0.0%3.1%-13.9%-216303.4K-50.00153.48000145
2025-02-27$20.84$0.0015.2%4.3%5.4%5.6%0.0%4.6%-6.6%-346301.4K-90.00149.71000145
2025-02-28$20.75$0.00122.2%35.0%5.6%82.2%0.0%16.0%-42.2%-3.6K208.9K-3780.00199.72000145