HI Options History — February 2023 In February 2023, HI traded between $45.15 and $49.45. ATM implied volatility averaged 42.9%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 10.8% (HV 20d: 32.0%). Max pain ranged from $40.00 to $50.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.53.
Notable Days 2023-02-09 : Highest Volume — 205 contracts2023-02-09 : Largest IV spike — 73.2% change2023-02-06 : Highest IV Rank — 42.4%2023-02-01 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $47.07 $45.15 $49.45 $47.28 $47.19 Max Pain $42.63 $40.00 $50.00 $45.00 $40.00 ATM IV 42.9% 26.4% 61.8% 53.2% 40.7% Expected Move 11.2% 7.6% 15.2% 15.2% 11.7% HV 20d 32.0% 28.5% 34.6% 30.6% 32.8% HV 60d 37.7% 35.8% 39.3% 38.8% 36.6% IV Rank 21.5% 3.3% 42.4% 32.9% 19.1% IV Percentile 47.5% 1.6% 86.9% 77.8% 44.0% Term Structure -9.2% -20.6% 9.1% -14.0% -13.1% VWIV 39.1% 27.7% 50.9% 46.6% 33.7% Skew 25d 9.1% -7.8% 24.2% -7.8% 10.9% Skew 10d 4.6% -33.2% 25.9% -33.2% 6.8% Call IV 25d 33.6% 20.8% 67.6% 67.6% 27.8% Put IV 25d 42.7% 30.4% 59.8% 59.8% 38.7% Bid-Ask Spread % 113.02 92.04 121.80 117.80 121.80 Gamma HHI 0.43 0.33 0.49 0.44 0.49 Net GEX 50.8K 38.5K 61.0K 49.6K 52.4K Net DEX -1.2M -1.5M -876.0K -1.0M -1.1M Net VEX -4.8K -5.3K -4.2K -5.0K -4.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.00 4.00 0.00 0.00 Total Volume 19.053 0 205 22 2 Total OI 970.158 910 1,021 910 1,000
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 2023-02-01 $47.28 $45.00 53.2% 15.2% 30.6% 32.9% 46.6% -7.8% -14.0% 49.6K -1.0M -5.0K 0.00 117.80 N/A N/A 22 0 581 329 2023-02-02 $48.89 $50.00 53.4% 8.9% 30.0% 33.2% 0.0% 7.6% -8.8% 56.0K -1.3M -5.2K 4.00 117.73 N/A N/A 1 4 601 329 2023-02-03 $49.45 $50.00 36.7% 9.5% 30.0% 14.7% 41.4% 1.8% -1.4% 53.8K -1.4M -4.8K 0.00 117.78 N/A N/A 3 0 602 325 2023-02-06 $48.88 $50.00 61.8% 8.5% 28.8% 42.4% 30.8% 0.8% -5.0% 59.7K -1.4M -5.3K 0.00 115.61 N/A N/A 1 0 605 325 2023-02-07 $49.16 $50.00 42.5% 7.7% 28.5% 21.1% 27.7% 24.2% 0.2% 61.0K -1.5M -4.8K 1.00 117.24 N/A N/A 2 2 605 325 2023-02-08 $48.11 $40.00 26.4% 7.6% 29.9% 3.3% 38.8% 19.5% 9.1% 56.5K -1.3M -5.2K 2.33 107.92 N/A N/A 3 7 606 327 2023-02-09 $46.17 $45.00 45.7% 13.1% 33.6% 24.6% 42.2% 1.3% -10.5% 45.6K -910.7K -4.7K 0.15 92.04 N/A N/A 178 27 606 333 2023-02-10 $45.15 $40.00 47.2% 13.5% 34.5% 26.3% 50.9% 11.7% -20.1% 43.0K -893.7K -4.8K 0.38 113.84 N/A N/A 13 5 638 350 2023-02-13 $46.09 $40.00 33.4% 9.6% 34.6% 11.1% 48.4% 9.0% -0.9% 48.2K -1.0M -4.7K 0.25 114.19 N/A N/A 4 1 654 353 2023-02-14 $46.62 $40.00 39.5% 11.3% 34.3% 17.8% 47.6% 21.0% -12.8% 51.3K -1.2M -5.2K 1.00 109.49 N/A N/A 6 6 658 354 2023-02-15 $46.55 $40.00 46.6% 13.4% 33.5% 25.6% 0.0% 17.2% -12.1% 56.4K -1.2M -4.7K 0.00 104.91 N/A N/A 5 0 662 354 2023-02-16 $46.80 $40.00 42.8% 12.3% 30.1% 21.4% 0.0% 19.2% -9.0% 53.9K -1.2M -5.0K 0.00 111.02 N/A N/A 3 0 667 354 2023-02-17 $47.40 $40.00 35.2% 10.1% 30.3% 13.0% 30.6% 8.7% -2.3% 49.6K -1.3M -4.5K 0.00 108.62 N/A N/A 6 0 664 354 2023-02-21 $45.53 $40.00 35.0% 10.0% 33.8% 12.8% 30.8% -0.6% -2.2% 38.5K -876.0K -4.2K 0.40 110.78 N/A N/A 15 6 624 332 2023-02-22 $45.59 $40.00 36.4% 10.4% 33.4% 14.4% 33.7% -2.5% -13.1% 44.3K -1.0M -4.6K 0.05 119.24 N/A N/A 22 1 629 332 2023-02-23 $46.50 $40.00 50.8% 14.6% 33.6% 30.3% 0.0% 15.0% -20.6% 50.1K -1.2M -4.8K 0.00 115.48 N/A N/A 0 0 651 333 2023-02-24 $46.24 $40.00 45.8% 13.1% 33.3% 24.7% 0.0% 7.4% -20.1% 47.6K -998.7K -4.3K 0.00 115.20 N/A N/A 3 0 651 333 2023-02-27 $46.67 $40.00 41.2% 11.8% 32.9% 19.7% 0.0% 8.5% -18.6% 47.7K -1.1M -4.5K 0.00 116.64 N/A N/A 14 0 654 333 2023-02-28 $47.19 $40.00 40.7% 11.7% 32.8% 19.1% 0.0% 10.9% -13.1% 52.4K -1.1M -4.3K 0.00 121.80 N/A N/A 2 0 667 333
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