HI Options History — October 2024

In October 2024, HI traded between $25.30 and $28.29. ATM implied volatility averaged 60.5%, placing in the 45.0% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 17.7% (HV 20d: 42.8%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 2.27.

Notable Days

  • 2024-10-28: Highest Volume — 40 contracts
  • 2024-10-09: Largest IV spike — 152.9% change
  • 2024-10-01: Highest IV Rank — 100.0%
  • 2024-10-02: Largest Expected Move — 30.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.25$25.30$28.29$26.63$27.62
Max Pain$28.48$25.00$30.00$30.00$30.00
ATM IV60.5%29.3%115.3%103.3%47.6%
Expected Move16.9%10.2%30.7%29.6%13.7%
HV 20d42.8%36.3%46.5%42.5%38.6%
HV 60d44.5%41.6%47.4%47.3%41.6%
IV Rank45.0%12.3%100.0%100.0%31.0%
IV Percentile71.6%11.9%100.0%100.0%65.9%
Term Structure-4.7%-45.2%29.8%-28.6%27.9%
VWIV46.1%32.1%84.5%39.1%52.3%
Skew 25d23.5%-19.2%87.3%12.1%87.3%
Skew 10d23.0%-40.5%123.7%34.7%123.7%
Call IV 25d55.2%32.1%105.0%70.3%42.9%
Put IV 25d78.7%35.5%140.1%82.4%130.1%
Bid-Ask Spread %127.72100.67139.25119.07100.67
Gamma HHI0.510.380.720.500.44
Net GEX2.2K-2.4K10.7K4.4K1.1K
Net DEX90.7K-12.7K227.3K127.9K48.3K
Net VEX-1.5K-1.7K-1.2K-1.6K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.270.0029.000.250.40
Total Volume9.60904057
Total OI522.957326684592386

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$26.63$30.00103.3%29.6%42.5%100.0%0.0%12.1%-28.6%4.4K127.9K-1.6K0.25119.07N/AN/A41399193
2024-10-02$27.10$30.00107.1%30.7%43.5%100.0%0.0%60.5%-45.2%5.4K123.9K-1.5K0.00120.49N/AN/A02399193
2024-10-03$26.52$25.00115.3%11.7%43.2%100.0%39.1%-5.7%-4.8%3.9K139.4K-1.5K3.00136.20N/AN/A13399194
2024-10-04$27.18$25.0066.8%17.3%43.5%50.6%51.4%-0.8%-12.5%6.3K171.4K-1.4K0.00125.35N/AN/A30400184
2024-10-07$27.19$25.0082.9%20.5%36.3%67.0%0.0%17.5%-12.5%6.0K74.2K-1.6K0.00135.44N/AN/A50403184
2024-10-08$25.30$25.0029.3%24.2%43.3%12.3%84.5%-4.4%-41.1%-2.4K227.3K-1.2K0.75131.94N/AN/A1612408184
2024-10-09$26.17$25.0074.2%21.3%45.1%58.0%0.0%38.8%-14.0%-318195.6K-1.4K0.00138.64N/AN/A60424193
2024-10-10$25.79$25.0049.0%14.0%45.3%32.3%42.2%25.8%-13.9%4.3K146.9K-1.4K0.25139.25N/AN/A41445193
2024-10-11$26.48$25.0053.5%15.4%44.9%37.0%40.7%49.3%-3.3%6.1K114.8K-1.5K0.00132.07N/AN/A011448194
2024-10-14$26.54$30.0077.1%22.1%44.6%61.1%49.2%37.4%-11.0%6.3K114.3K-1.6K0.47122.42N/AN/A199448205
2024-10-15$27.24$30.0051.4%14.7%45.1%34.8%32.1%-10.2%-24.9%7.5K95.1K-1.5K0.00116.73N/AN/A02463214
2024-10-16$28.10$30.0041.7%11.9%46.5%24.9%44.5%-18.5%4.8%10.7K-12.7K-1.6K1.50125.32N/AN/A23463215
2024-10-17$28.29$30.0039.7%11.4%45.1%22.9%38.6%15.1%15.6%-2.2K90.3K-1.5K0.00126.21N/AN/A50464215
2024-10-18$28.00$30.0045.4%13.0%43.6%28.6%0.0%37.4%9.1%-2.0K92.7K-1.5K29.00136.90N/AN/A129469215
2024-10-21$27.76$30.0035.7%10.2%43.5%18.8%43.8%6.6%3.6%-2.2K70.9K-1.4K0.50115.30N/AN/A63150176
2024-10-22$28.12$30.0038.9%11.2%43.6%22.1%32.2%57.1%29.8%-1.7K58.5K-1.4K0.00122.47N/AN/A160156178
2024-10-23$27.99$30.0042.7%12.2%42.0%25.9%0.0%10.1%29.3%-1.1K49.9K-1.5K0.00137.90N/AN/A100165178
2024-10-24$27.50$30.0057.4%16.4%41.4%40.9%0.0%-13.9%-16.4%-73952.7K-1.6K0.00136.56N/AN/A00175178
2024-10-25$27.41$30.0064.3%18.4%41.1%48.0%0.0%-19.2%-24.7%-63453.1K-1.7K0.00136.54N/AN/A00175178
2024-10-28$28.14$30.0053.0%15.2%42.1%36.4%48.9%40.7%9.4%-27743.2K-1.5K0.14117.59N/AN/A355175178
2024-10-29$27.73$30.0056.4%16.2%39.6%39.9%0.0%76.9%1.5%1.7K1.1K-1.5K0.00127.42N/AN/A00206180
2024-10-30$27.93$30.0059.0%16.9%39.2%42.5%0.0%40.7%14.6%9428.1K-1.6K0.00137.05N/AN/A00206180
2024-10-31$27.62$30.0047.6%13.7%38.6%31.0%52.3%87.3%27.9%1.1K48.3K-1.5K0.40100.67N/AN/A52206180