HI Options History — November 2024

In November 2024, HI traded between $27.84 and $35.00. ATM implied volatility averaged 65.7%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 15.1% (HV 20d: 50.6%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.37.

Notable Days

  • 2024-11-14: Highest Volume — 490 contracts
  • 2024-11-07: Largest IV spike — 141.8% change
  • 2024-11-07: Highest IV Rank — 100.0%
  • 2024-11-13: Largest Expected Move — 18.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.83$27.84$35.00$27.84$34.22
Max Pain$29.25$25.00$30.00$30.00$30.00
ATM IV65.7%37.9%161.2%62.3%49.4%
Expected Move14.8%10.9%18.6%17.8%14.2%
HV 20d50.6%28.1%61.0%37.8%60.5%
HV 60d46.6%39.6%49.9%40.6%48.8%
IV Rank40.6%14.3%100.0%45.9%22.3%
IV Percentile73.0%36.1%100.0%82.1%68.3%
Term Structure-5.5%-22.7%16.4%16.4%-8.7%
VWIV51.6%29.8%124.7%124.7%42.1%
Skew 25d-3.9%-44.5%79.1%79.1%-33.1%
Skew 10d-8.6%-58.3%88.9%88.9%-58.3%
Call IV 25d59.3%30.5%82.6%70.0%75.8%
Put IV 25d55.4%37.2%149.0%149.0%42.7%
Bid-Ask Spread %124.58108.41137.67135.23120.05
Gamma HHI0.410.240.710.400.71
Net GEX6.7K92323.4K92323.4K
Net DEX-219.7K-517.9K19.4K19.4K-517.9K
Net VEX-1.8K-2.8K-1.5K-1.6K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.001.421.000.00
Total Volume53.65049061
Total OI461.2393613393612

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$27.84$30.0062.3%17.8%37.8%45.9%124.7%79.1%16.4%92319.4K-1.6K1.00135.23N/AN/A33211182
2024-11-04$27.97$30.0082.4%16.7%37.8%66.4%0.0%4.5%-14.2%2.2K-4.4K-1.6K0.00135.98N/AN/A00214182
2024-11-05$28.98$30.0084.0%17.8%28.1%68.1%0.0%3.3%-10.2%3.5K-37.5K-1.6K0.33137.67N/AN/A31214182
2024-11-06$31.96$30.0049.7%17.0%42.0%33.1%0.0%23.6%-7.0%4.5K-222.7K-1.6K0.21135.68N/AN/A286217182
2024-11-07$31.16$30.00120.3%14.4%43.0%100.0%58.4%-34.3%2.6%2.0K-134.5K-1.6K0.50133.46N/AN/A42212182
2024-11-08$30.83$30.00109.2%16.5%43.1%89.2%0.0%-24.9%-12.9%2.2K-124.8K-1.6K0.00137.42N/AN/A00214184
2024-11-11$31.74$30.0079.3%18.2%43.7%60.2%0.0%-30.0%-12.9%4.2K-176.0K-1.6K0.00131.61N/AN/A50214184
2024-11-12$30.48$30.00161.2%16.0%46.5%100.0%71.8%-44.5%-3.6%2.7K-120.3K-1.5K0.63132.21N/AN/A1610217184
2024-11-13$30.25$25.0064.9%18.6%45.7%33.1%47.0%-6.4%-8.3%5.2K-94.8K-1.6K0.41132.19N/AN/A9740230189
2024-11-14$33.28$25.0037.9%10.9%56.2%14.3%38.8%14.2%-4.7%2.0K-468.0K-1.5K0.05113.14N/AN/A46822320217
2024-11-15$32.72$25.0042.3%12.1%56.5%17.4%43.2%12.1%5.6%3.7K-357.2K-1.7K0.21108.88N/AN/A7616386223
2024-11-18$32.50$30.0047.8%13.7%56.4%21.2%36.2%5.6%-17.5%5.0K-172.2K-1.9K1.42108.41N/AN/A1927271148
2024-11-19$31.54$30.0039.2%11.2%58.0%15.2%29.8%8.8%-8.0%4.9K-126.8K-1.9K0.00112.74N/AN/A30281167
2024-11-20$31.68$30.0043.2%12.4%57.8%18.0%41.3%11.1%-2.1%5.2K-129.9K-1.9K1.33109.24N/AN/A912282167
2024-11-21$33.20$30.0044.0%12.6%58.8%18.5%0.0%-5.1%-3.6%5.8K-215.7K-2.0K0.00120.42N/AN/A10288175
2024-11-22$33.69$30.0043.6%12.5%58.7%18.3%0.0%-6.5%0.3%7.7K-248.5K-2.0K0.00122.35N/AN/A00288175
2024-11-25$35.00$30.0054.4%15.6%59.2%25.8%50.9%-6.7%-22.7%10.1K-362.6K-1.9K0.01114.09N/AN/A1361288175
2024-11-26$33.75$30.0048.0%13.8%61.0%21.4%35.1%-19.1%-7.5%18.3K-386.4K-2.3K0.11123.09N/AN/A556378176
2024-11-27$33.88$30.0051.3%14.7%61.0%23.7%42.1%-29.8%9.5%20.9K-512.4K-2.8K0.00127.76N/AN/A30433180
2024-11-29$34.22$30.0049.4%14.2%60.5%22.3%0.0%-33.1%-8.7%23.4K-517.9K-2.6K0.00120.05N/AN/A10432180