HI Options History — April 2023 In April 2023, HI traded between $43.75 and $46.63. ATM implied volatility averaged 46.6%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 11.8% (HV 20d: 34.8%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.63.
Notable Days 2023-04-19 : Highest Volume — 23 contracts2023-04-27 : Largest IV spike — 46.9% change2023-04-11 : Highest IV Rank — 40.2%2023-04-03 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $45.42 $43.75 $46.63 $46.36 $45.77 Max Pain $45.00 $45.00 $45.00 $45.00 $45.00 ATM IV 46.6% 32.3% 59.8% 59.0% 45.9% Expected Move 12.6% 9.2% 16.9% 16.9% 13.2% HV 20d 34.8% 31.9% 38.4% 33.0% 34.6% HV 60d 33.5% 32.7% 34.4% 32.9% 33.3% IV Rank 25.6% 9.8% 40.2% 39.4% 24.9% IV Percentile 58.0% 11.1% 85.7% 84.9% 60.3% Term Structure -8.7% -31.4% 9.4% -16.7% -12.4% VWIV 47.6% 24.8% 101.9% 43.3% 32.2% Skew 25d 13.8% -13.7% 34.3% 19.6% 22.8% Skew 10d 14.0% -16.6% 54.6% -8.9% 29.9% Call IV 25d 35.5% 25.0% 61.5% 25.0% 33.5% Put IV 25d 49.2% 36.2% 67.1% 44.6% 56.3% Bid-Ask Spread % 108.51 78.99 121.41 106.85 111.25 Gamma HHI 0.42 0.26 0.63 0.44 0.33 Net GEX 32.5K 10.8K 50.9K 50.5K 18.5K Net DEX -748.0K -1.1M -546.4K -1.1M -677.2K Net VEX -2.9K -4.0K -2.3K -4.0K -2.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.00 6.67 0.00 0.00 Total Volume 5.053 0 23 10 6 Total OI 900 441 1,088 1,044 466
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 2023-04-03 $46.36 $45.00 59.0% 16.9% 33.0% 39.4% 0.0% 19.6% -16.7% 50.5K -1.1M -4.0K 0.00 106.85 N/A N/A 10 0 698 346 2023-04-04 $43.83 $45.00 45.4% 13.0% 38.3% 24.3% 43.3% 21.1% -8.5% 33.6K -704.5K -3.4K 0.00 103.13 N/A N/A 1 0 708 346 2023-04-05 $44.04 $45.00 53.9% 15.5% 38.4% 33.7% 0.0% -13.7% -31.4% 24.8K -582.7K -3.1K 0.00 111.13 N/A N/A 0 0 708 345 2023-04-06 $44.02 $45.00 40.3% 10.8% 38.4% 18.7% 0.0% 15.7% -9.3% 25.3K -564.0K -3.0K 0.00 119.67 N/A N/A 0 0 708 345 2023-04-10 $45.12 $45.00 55.7% 10.3% 36.8% 35.7% 0.0% 1.1% -8.4% 37.8K -750.8K -3.2K 0.00 121.41 N/A N/A 0 0 708 345 2023-04-11 $45.78 $45.00 59.8% 9.2% 36.2% 40.2% 0.0% 11.1% 7.7% 48.6K -804.9K -3.1K 0.00 116.54 N/A N/A 1 0 708 345 2023-04-12 $45.69 $45.00 40.8% 11.7% 36.1% 19.2% 0.0% 16.7% -5.3% 41.6K -787.6K -2.9K 0.00 114.59 N/A N/A 0 0 709 345 2023-04-13 $46.11 $45.00 33.0% 9.5% 35.0% 10.6% 24.8% 10.3% -12.9% 50.7K -914.4K -3.3K 0.09 120.53 N/A N/A 11 1 709 345 2023-04-14 $45.78 $45.00 43.8% 12.5% 34.8% 22.5% 0.0% 34.3% 3.4% 47.2K -835.1K -3.5K 0.00 120.64 N/A N/A 0 2 714 344 2023-04-17 $46.63 $45.00 43.5% 12.5% 34.7% 22.2% 35.7% 11.5% -8.3% 50.9K -847.3K -2.9K 0.75 111.16 N/A N/A 4 3 714 344 2023-04-18 $45.88 $45.00 50.2% 14.4% 35.1% 29.6% 0.0% 16.8% -8.4% 41.3K -785.1K -2.9K 0.00 105.01 N/A N/A 0 0 716 347 2023-04-19 $45.94 $45.00 52.3% 15.0% 33.5% 31.9% 101.9% 30.2% -13.2% 39.0K -780.2K -2.8K 6.67 112.05 N/A N/A 3 20 716 347 2023-04-20 $46.02 $45.00 41.9% 12.0% 32.4% 20.5% 0.0% 5.3% -8.4% 48.6K -890.7K -2.8K 0.00 103.18 N/A N/A 2 0 719 367 2023-04-21 $45.97 $45.00 40.9% 11.7% 32.0% 19.3% 0.0% 2.8% -16.3% 11.2K -778.4K -2.3K 0.00 88.29 N/A N/A 5 0 721 367 2023-04-24 $46.13 $45.00 44.7% 12.8% 32.0% 23.6% 0.0% -0.3% -5.3% 12.3K -707.4K -2.4K 0.00 100.66 N/A N/A 7 0 327 114 2023-04-25 $45.33 $45.00 53.8% 15.4% 31.9% 33.6% 0.0% 20.8% -18.3% 10.8K -599.6K -2.5K 0.00 78.99 N/A N/A 0 0 334 114 2023-04-26 $43.75 $45.00 32.3% 9.2% 34.3% 9.8% 32.2% 11.0% 9.4% 11.6K -546.4K -2.4K 0.06 103.24 N/A N/A 16 1 334 114 2023-04-27 $44.84 $45.00 47.4% 13.6% 33.9% 26.5% 0.0% 24.8% -3.3% 13.8K -589.4K -2.6K 0.00 113.32 N/A N/A 3 0 348 115 2023-04-28 $45.77 $45.00 45.9% 13.2% 34.6% 24.9% 0.0% 22.8% -12.4% 18.5K -677.2K -2.4K 0.00 111.25 N/A N/A 6 0 351 115
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