HI Options History — January 2021 In January 2021, HI traded between $38.52 and $44.65. ATM implied volatility averaged 41.8%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 6.6% (HV 20d: 35.2%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 1.05.
Notable Days 2021-01-22 : Highest Volume — 772 contracts2021-01-11 : Largest IV spike — 70.6% change2021-01-27 : Highest IV Rank — 37.2%2021-01-27 : Largest Expected Move — 19.5%Monthly Statistics Metric Avg Min Max Open Close Price $42.79 $38.52 $44.65 $38.52 $41.25 Max Pain $41.32 $40.00 $45.00 $40.00 $45.00 ATM IV 41.8% 23.3% 68.1% 39.5% 54.3% Expected Move 12.5% 10.9% 19.5% 11.6% 15.6% HV 20d 35.2% 24.7% 40.8% 24.7% 40.8% HV 60d 38.9% 36.1% 39.9% 36.1% 39.8% IV Rank 19.0% 6.1% 37.2% 17.4% 27.6% IV Percentile 33.8% 1.2% 74.2% 29.4% 61.5% Term Structure -0.2% -20.4% 7.8% -0.4% 2.9% VWIV 42.2% 37.3% 54.2% 41.4% 49.6% Skew 25d 3.4% -9.3% 19.9% 3.3% 8.1% Skew 10d 7.2% -10.6% 43.0% 10.8% -5.6% Call IV 25d 43.0% 37.6% 59.5% 42.0% 46.1% Put IV 25d 46.4% 40.1% 79.4% 45.3% 54.1% Bid-Ask Spread % 87.65 67.12 107.62 89.33 104.49 Gamma HHI 0.38 0.27 0.68 0.38 0.36 Net GEX 1.1K -58.4K 121.4K 22.8K -56.5K Net DEX -2.3M -3.8M -348.6K -1.6M -375.6K Net VEX -7.9K -10.3K -6.0K -8.7K -9.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.05 0.00 18.79 0.21 0.00 Total Volume 93.789 5 772 47 120 Total OI 2,061.105 1,545 2,264 2,125 2,205
Daily Data (19 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-01-04 $38.52 $40.00 39.5% 11.6% 24.7% 17.4% 41.4% 3.3% -0.4% 22.8K -1.6M -8.7K 0.21 89.33 N/A N/A 39 8 1,151 974 2021-01-05 $39.62 $40.00 39.5% 11.6% 25.2% 17.5% 0.0% 4.3% 0.2% 16.6K -2.0M -8.4K 0.04 87.46 N/A N/A 54 2 1,153 976 2021-01-06 $42.32 $40.00 38.3% 11.5% 34.2% 16.6% 37.3% 4.6% 0.1% 5.4K -3.0M -7.9K 0.18 88.35 N/A N/A 153 27 1,131 975 2021-01-07 $43.47 $40.00 38.2% 10.9% 35.1% 16.6% 37.3% -4.8% -0.6% 6.4K -3.3M -7.2K 0.03 91.56 N/A N/A 35 1 1,119 975 2021-01-08 $42.48 $40.00 23.3% 11.5% 36.5% 6.1% 38.4% 3.0% -1.0% -4.5K -3.0M -7.5K 0.00 72.78 N/A N/A 47 0 1,143 975 2021-01-11 $43.08 $40.00 39.7% 11.3% 35.2% 17.5% 40.7% 3.6% -0.9% 12.8K -3.2M -7.4K 0.00 71.03 N/A N/A 86 0 1,165 975 2021-01-12 $44.04 $40.00 28.6% 11.2% 35.1% 9.8% 39.0% 2.2% -0.1% 40.6K -3.7M -6.8K 0.02 71.10 N/A N/A 60 1 1,225 975 2021-01-13 $43.64 $40.00 39.1% 11.2% 35.1% 17.0% 39.8% 1.3% -0.9% 27.9K -3.4M -6.5K 0.02 67.12 N/A N/A 43 1 1,205 974 2021-01-14 $44.65 $40.00 39.3% 11.3% 35.5% 17.2% 0.0% 2.3% 0.0% 121.4K -3.8M -6.0K 0.02 73.86 N/A N/A 41 1 1,211 975 2021-01-15 $43.79 $40.00 38.9% 11.2% 35.9% 16.9% 40.7% 2.4% -0.1% -2.9K -3.4M -6.6K 0.18 81.97 N/A N/A 28 5 1,222 976 2021-01-19 $43.35 $40.00 40.0% 11.5% 36.1% 17.7% 40.0% 3.1% -1.2% -5.6K -2.3M -6.6K 0.29 82.83 N/A N/A 7 2 892 653 2021-01-20 $43.64 $40.00 41.9% 12.0% 36.0% 19.0% 41.8% 3.8% 7.8% -4.3K -2.4M -6.8K 0.00 92.19 N/A N/A 135 0 895 655 2021-01-21 $43.73 $40.00 39.6% 11.4% 36.1% 17.4% 40.3% 7.3% -1.0% 20.5K -2.7M -7.4K 0.00 99.11 N/A N/A 11 0 1,077 655 2021-01-22 $44.19 $40.00 41.1% 11.8% 35.8% 18.4% 40.6% 6.2% -4.4% 22.3K -2.8M -7.3K 18.79 94.66 N/A N/A 39 733 1,075 655 2021-01-25 $43.65 $45.00 43.2% 12.4% 36.1% 19.9% 40.3% 1.1% 5.8% -56.7K -1.4M -9.7K 0.00 88.99 N/A N/A 60 0 1,107 1,157 2021-01-26 $43.90 $45.00 49.6% 14.2% 35.5% 24.3% 46.5% -9.3% 4.4% -51.4K -1.4M -9.8K 0.00 97.71 N/A N/A 28 0 1,077 1,157 2021-01-27 $41.66 $45.00 68.1% 19.5% 40.6% 37.2% 54.2% 19.9% -20.4% -35.8K -493.0K -10.2K 0.25 103.22 N/A N/A 4 1 1,065 1,157 2021-01-28 $41.99 $45.00 52.4% 15.0% 40.2% 26.3% 49.0% 2.8% 6.7% -58.4K -348.6K -10.3K 0.00 107.62 N/A N/A 10 0 1,046 1,158 2021-01-29 $41.25 $45.00 54.3% 15.6% 40.8% 27.6% 49.6% 8.1% 2.9% -56.5K -375.6K -9.5K 0.00 104.49 N/A N/A 120 0 1,047 1,158
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