HI Options History — June 2022

In June 2022, HI traded between $38.64 and $44.15. ATM implied volatility averaged 45.2%, placing in the 39.0% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 10.2% (HV 20d: 35.0%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.69.

Notable Days

  • 2022-06-15: Highest Volume — 338 contracts
  • 2022-06-08: Largest IV drop — 66.4% change
  • 2022-06-07: Highest IV Rank — 83.1%
  • 2022-06-28: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.57$38.64$44.15$42.36$40.80
Max Pain$40.24$40.00$45.00$45.00$40.00
ATM IV45.2%24.3%72.3%54.7%56.7%
Expected Move11.9%7.0%19.7%15.7%16.3%
HV 20d35.0%30.0%38.6%35.6%38.4%
HV 60d33.2%31.4%35.0%32.1%34.8%
IV Rank39.0%5.0%83.1%54.6%57.9%
IV Percentile57.6%0.8%97.2%88.5%90.1%
Term Structure-5.0%-30.1%19.6%-19.4%-23.4%
VWIV50.9%35.2%78.3%41.2%72.2%
Skew 25d14.5%-3.8%37.1%24.5%17.5%
Skew 10d7.3%-74.2%63.3%44.7%-2.2%
Call IV 25d42.8%29.9%57.3%41.8%38.5%
Put IV 25d57.3%32.1%81.2%66.3%55.9%
Bid-Ask Spread %111.2699.92122.00112.16101.99
Gamma HHI0.350.230.480.450.29
Net GEX449-15.9K11.2K-5.6K10.4K
Net DEX-271.1K-528.3K275.0K-294.8K-337.0K
Net VEX-2.9K-3.2K-2.6K-3.0K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.440.960.640.49
Total Volume286.81245338247272
Total OI782.667710866803745

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$42.36$45.0054.7%15.7%35.6%54.6%41.2%24.5%-19.4%-5.6K-294.8K-3.0K0.64112.16N/AN/A15196465338
2022-06-02$43.21$40.0033.8%8.9%34.6%20.5%50.0%11.0%-4.3%-3.7K-390.0K-2.7K0.64109.28N/AN/A15196465338
2022-06-03$43.29$40.0042.9%9.3%33.3%35.4%41.2%1.2%-4.5%-8.5K-363.1K-3.0K0.64109.00N/AN/A14996465338
2022-06-06$44.15$40.0047.1%7.6%34.0%42.2%44.1%-3.8%9.0%-15.9K-528.3K-2.9K0.64113.15N/AN/A15196466338
2022-06-07$43.64$40.0072.3%8.8%34.3%83.1%41.4%10.5%1.2%-5.3K-461.8K-2.9K0.96121.59N/AN/A151145469338
2022-06-08$43.11$40.0024.3%7.0%30.0%5.0%48.7%15.6%-3.2%-12.0K-504.3K-2.6K0.96110.50N/AN/A151145469338
2022-06-09$43.43$40.0028.5%8.2%30.0%11.8%44.7%2.0%-0.5%-6.2K-514.0K-2.7K0.96114.36N/AN/A151145469338
2022-06-10$42.22$40.0038.7%11.1%31.9%28.6%46.8%8.2%6.7%-5.3K-333.1K-3.1K0.96122.00N/AN/A151145469338
2022-06-13$40.61$40.0031.4%9.0%34.5%16.7%52.1%20.8%19.6%-5.8K25.3K-2.8K0.95110.27N/AN/A152145469343
2022-06-14$40.83$40.0034.7%9.9%34.5%21.9%35.2%-0.9%10.3%5.8K-198.4K-2.9K0.93119.39N/AN/A157146470343
2022-06-15$41.06$40.0040.1%11.5%31.9%30.8%53.5%18.1%-3.3%-3.3K-144.0K-3.0K0.86110.83N/AN/A182156475344
2022-06-16$38.64$40.0041.9%12.0%36.6%33.8%51.1%13.4%-1.0%-6.7K148.6K-3.2K0.86113.93N/AN/A182156501365
2022-06-17$39.05$40.0048.5%13.9%36.8%44.4%55.6%24.4%-4.5%8.4K275.0K-3.1K0.7499.92N/AN/A182135501365
2022-06-21$40.03$40.0032.4%9.3%36.1%18.3%40.7%37.1%2.4%11.2K-93.3K-2.9K0.50114.94N/AN/A17588476234
2022-06-22$39.88$40.0047.1%13.5%35.2%42.3%44.0%25.1%-6.7%6.7K-201.9K-3.0K0.45117.23N/AN/A19788478233
2022-06-23$40.16$40.0039.0%11.2%34.5%28.9%46.0%27.5%5.8%10.4K-201.1K-3.1K0.44115.42N/AN/A20390503233
2022-06-24$41.95$40.0062.8%18.0%37.8%67.7%65.2%23.3%-26.6%11.2K-412.3K-2.8K0.45100.64N/AN/A20290488235
2022-06-27$42.52$40.0047.7%13.7%37.0%43.1%78.3%15.3%-5.8%6.8K-506.8K-3.1K0.45103.45N/AN/A20290489235
2022-06-28$41.35$40.0068.6%19.7%38.2%77.3%53.7%1.9%-26.9%6.1K-348.7K-3.1K0.45105.90N/AN/A20190489236
2022-06-29$40.59$40.0055.0%15.8%38.6%55.1%62.4%11.9%-30.1%10.8K-309.8K-2.8K0.49110.54N/AN/A18290509236
2022-06-30$40.80$40.0056.7%16.3%38.4%57.9%72.2%17.5%-23.4%10.4K-337.0K-2.9K0.49101.99N/AN/A18290509236