HI Options History — October 2022

In October 2022, HI traded between $37.53 and $44.28. ATM implied volatility averaged 52.0%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 13.0% (HV 20d: 39.0%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.32.

Notable Days

  • 2022-10-18: Highest Volume — 484 contracts
  • 2022-10-11: Largest IV spike — 70.2% change
  • 2022-10-05: Highest IV Rank — 100.0%
  • 2022-10-05: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.98$37.53$44.28$37.53$44.28
Max Pain$33.10$30.00$40.00$40.00$40.00
ATM IV52.0%31.7%93.4%61.9%37.2%
Expected Move13.2%9.1%23.8%17.8%10.7%
HV 20d39.0%33.2%52.8%52.8%37.2%
HV 60d51.2%49.9%52.4%50.5%52.3%
IV Rank42.4%10.7%100.0%64.6%18.7%
IV Percentile59.7%6.7%100.0%88.1%29.8%
Term Structure-10.6%-49.4%6.0%-14.5%-2.1%
VWIV45.3%29.5%64.2%52.3%38.2%
Skew 25d20.6%-4.3%53.9%53.9%1.9%
Skew 10d22.2%-12.6%60.3%25.8%15.7%
Call IV 25d43.6%30.8%54.8%54.8%42.9%
Put IV 25d64.2%41.9%108.7%108.7%44.7%
Bid-Ask Spread %106.2292.19120.39109.6194.78
Gamma HHI0.280.230.330.280.29
Net GEX23.2K4.9K43.3K4.9K41.3K
Net DEX-667.1K-1.3M-234.2K-346.2K-1.3M
Net VEX-4.5K-5.4K-3.6K-4.9K-3.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.210.450.300.21
Total Volume407.714279484448301
Total OI972.9057481,0781,011813

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$37.53$40.0061.9%17.8%52.8%64.6%52.3%53.9%-14.5%4.9K-346.2K-4.9K0.30109.61N/AN/A344104546465
2022-10-04$39.35$40.0073.1%21.0%47.1%83.7%55.2%31.1%-35.8%14.3K-495.3K-5.0K0.30120.39N/AN/A344104546465
2022-10-05$39.47$40.0083.0%23.8%46.1%100.0%64.2%33.8%-49.4%25.2K-554.8K-5.3K0.31109.51N/AN/A344108578465
2022-10-06$38.86$30.0090.3%15.2%46.1%100.0%61.9%50.7%-28.0%14.5K-538.3K-5.4K0.30112.77N/AN/A344103578464
2022-10-07$38.07$30.0059.0%10.4%37.7%52.5%36.9%27.9%-3.1%11.4K-315.4K-5.0K0.30119.28N/AN/A349103578464
2022-10-10$38.69$30.0054.9%11.1%37.2%46.4%44.3%12.5%-4.2%15.4K-383.7K-4.9K0.32108.11N/AN/A318103583464
2022-10-11$38.08$30.0093.4%12.1%33.7%100.0%45.7%18.0%-8.7%15.8K-438.6K-5.0K0.32107.70N/AN/A318103584464
2022-10-12$37.88$30.0036.7%10.5%33.2%18.0%47.2%20.3%-10.7%8.2K-234.2K-4.7K0.32106.37N/AN/A318103584464
2022-10-13$38.56$30.0038.2%11.0%34.0%20.2%43.6%10.7%-0.1%18.4K-359.1K-4.7K0.44107.51N/AN/A318141584457
2022-10-14$37.78$30.0036.6%10.5%34.6%17.8%42.3%28.7%-5.7%18.1K-434.6K-4.7K0.44105.78N/AN/A318141584457
2022-10-17$39.16$30.0041.6%11.9%36.5%25.1%44.5%32.5%-4.4%16.6K-369.3K-4.3K0.45105.39N/AN/A314141584457
2022-10-18$40.27$30.0048.6%13.9%38.0%35.2%47.6%39.6%-20.0%29.9K-722.4K-4.4K0.4199.51N/AN/A343141589457
2022-10-19$39.31$30.0046.8%13.4%38.4%32.6%49.2%18.2%-12.9%26.1K-663.0K-4.3K0.41114.26N/AN/A343141621457
2022-10-20$38.51$30.0043.6%12.5%37.9%27.9%41.4%7.3%6.0%24.5K-579.5K-4.6K0.41106.73N/AN/A343141621457
2022-10-21$40.33$30.0054.5%15.6%39.1%43.7%55.5%24.7%-23.7%21.9K-970.4K-4.0K0.30112.52N/AN/A364108621457
2022-10-24$40.88$30.0051.5%14.8%37.9%39.4%44.8%15.3%-8.8%26.1K-781.7K-3.6K0.22104.33N/AN/A22851456292
2022-10-25$42.15$35.0037.6%10.8%38.7%19.3%36.9%5.5%-3.7%33.6K-831.9K-4.2K0.21100.69N/AN/A24551476293
2022-10-26$43.24$35.0031.7%9.1%38.4%10.7%35.1%4.0%1.5%38.3K-1.1M-4.1K0.2295.90N/AN/A23751503293
2022-10-27$43.10$35.0037.1%10.6%36.8%18.6%29.5%-4.3%1.7%39.1K-1.2M-3.8K0.2292.19N/AN/A23753511293
2022-10-28$44.18$40.0034.6%9.9%37.2%15.0%36.1%-0.2%3.2%43.3K-1.3M-3.8K0.2197.21N/AN/A24853511295
2022-10-31$44.28$40.0037.2%10.7%37.2%18.7%38.2%1.9%-2.1%41.3K-1.3M-3.8K0.2194.78N/AN/A24853518295