HI Options History — June 2024 In June 2024, HI traded between $40.05 and $45.16. ATM implied volatility averaged 40.5%, placing in the 41.9% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 11.9% (HV 20d: 28.6%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.48.
Notable Days 2024-06-14 : Highest Volume — 107 contracts2024-06-10 : Largest IV spike — 64.4% change2024-06-04 : Highest IV Rank — 81.8%2024-06-04 : Largest Expected Move — 17.9%Monthly Statistics Metric Avg Min Max Open Close Price $42.46 $40.05 $45.16 $45.16 $40.05 Max Pain $36.58 $35.00 $45.00 $45.00 $35.00 ATM IV 40.5% 27.1% 62.6% 41.3% 43.2% Expected Move 10.8% 6.4% 17.9% 11.9% 12.4% HV 20d 28.6% 22.3% 33.7% 33.4% 22.3% HV 60d 41.8% 41.3% 42.7% 42.6% 41.3% IV Rank 41.9% 17.7% 81.8% 43.4% 46.7% IV Percentile 53.9% 9.1% 94.4% 61.1% 67.9% Term Structure -11.1% -26.7% 4.2% -23.1% -16.7% VWIV 23.7% 17.4% 31.2% 18.4% 22.6% Skew 25d 8.9% -24.2% 87.8% 87.8% 25.9% Skew 10d 16.6% -20.0% 168.2% 168.2% 51.6% Call IV 25d 30.8% 19.6% 47.6% 37.3% 30.3% Put IV 25d 39.7% 17.1% 125.1% 125.1% 56.1% Bid-Ask Spread % 118.97 103.83 128.50 117.00 116.83 Gamma HHI 0.41 0.27 0.55 0.54 0.27 Net GEX -2.2K -14.4K 17.3K 17.3K 3.7K Net DEX -280.1K -507.9K -176.2K -507.9K -185.8K Net VEX -1.4K -1.8K -1.1K -1.6K -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.00 2.00 0.00 0.00 Total Volume 9.105 0 107 4 2 Total OI 455.947 378 493 460 388
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 2024-06-03 $45.16 $45.00 41.3% 11.9% 33.4% 43.4% 0.0% 87.8% -23.1% 17.3K -507.9K -1.6K 0.00 117.00 N/A N/A 4 0 297 163 2024-06-04 $44.32 $45.00 62.6% 17.9% 33.7% 81.8% 0.0% 60.0% -26.7% 3.2K -332.5K -1.6K 0.00 125.57 N/A N/A 0 0 297 164 2024-06-05 $44.41 $45.00 34.0% 9.8% 30.5% 30.2% 0.0% 4.2% 2.1% 5.3K -421.8K -1.6K 0.00 121.65 N/A N/A 0 0 298 164 2024-06-06 $43.88 $35.00 38.8% 6.7% 30.0% 38.8% 18.4% -3.2% 4.2% -307 -362.6K -1.5K 0.00 119.58 N/A N/A 0 25 298 164 2024-06-07 $43.30 $35.00 29.6% 6.4% 29.3% 22.3% 17.4% -7.5% -1.5% -7.1K -322.2K -1.5K 0.00 124.14 N/A N/A 4 0 298 189 2024-06-10 $43.21 $35.00 48.7% 8.0% 28.3% 56.7% 0.0% 1.1% -2.5% -6.2K -300.8K -1.6K 0.00 119.55 N/A N/A 0 1 300 189 2024-06-11 $42.47 $35.00 41.9% 8.9% 28.9% 44.5% 0.0% -2.3% -8.1% -11.6K -230.0K -1.4K 2.00 115.18 N/A N/A 1 2 300 190 2024-06-12 $43.38 $35.00 41.3% 11.8% 29.7% 43.3% 0.0% -12.1% -23.3% -1.5K -286.4K -1.8K 0.00 121.34 N/A N/A 0 0 300 192 2024-06-13 $43.05 $35.00 40.1% 11.5% 28.3% 41.1% 0.0% -11.0% -22.0% -9.2K -308.9K -1.5K 0.00 109.69 N/A N/A 0 0 300 192 2024-06-14 $41.95 $35.00 27.1% 7.8% 28.8% 17.7% 23.4% -24.2% -3.6% -14.4K -220.3K -1.5K 0.00 128.50 N/A N/A 0 107 300 192 2024-06-17 $42.17 $35.00 43.3% 12.4% 27.8% 46.9% 31.2% 25.0% -5.2% -12.2K -206.1K -1.4K 0.83 115.67 N/A N/A 6 5 300 193 2024-06-18 $41.72 $35.00 38.7% 11.1% 27.9% 38.7% 0.0% 6.6% -11.3% -12.9K -176.2K -1.5K 0.00 124.34 N/A N/A 0 0 298 192 2024-06-20 $41.66 $35.00 45.1% 12.9% 27.8% 50.3% 0.0% 7.0% -8.5% -9.7K -187.5K -1.5K 0.00 125.31 N/A N/A 0 0 298 191 2024-06-21 $41.78 $35.00 37.8% 10.8% 27.6% 37.1% 0.0% 5.4% -11.5% 5.8K -309.6K -1.3K 0.00 122.55 N/A N/A 0 4 298 191 2024-06-24 $41.84 $35.00 31.5% 9.0% 27.4% 25.6% 0.0% -1.4% -9.9% 2.3K -281.0K -1.2K 0.00 118.41 N/A N/A 3 0 287 91 2024-06-25 $40.99 $35.00 39.7% 11.4% 27.2% 40.5% 28.9% -0.0% -7.2% -105 -241.2K -1.1K 1.00 103.83 N/A N/A 2 2 290 91 2024-06-26 $40.89 $35.00 48.3% 13.8% 27.2% 55.9% 0.0% 20.8% -12.8% 4.3K -229.4K -1.2K 0.00 114.04 N/A N/A 2 0 290 93 2024-06-27 $40.47 $35.00 36.4% 10.4% 27.2% 34.4% 0.0% -13.3% -24.2% 2.1K -210.8K -1.1K 0.00 117.21 N/A N/A 0 3 292 93 2024-06-28 $40.05 $35.00 43.2% 12.4% 22.3% 46.7% 22.6% 25.9% -16.7% 3.7K -185.8K -1.2K 0.00 116.83 N/A N/A 2 0 292 96
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