HI Options History — December 2024

In December 2024, HI traded between $29.22 and $34.88. ATM implied volatility averaged 59.1%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 11.6% (HV 20d: 47.5%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 4.95.

Notable Days

  • 2024-12-19: Highest Volume — 33 contracts
  • 2024-12-13: Largest IV spike — 78.4% change
  • 2024-12-20: Highest IV Rank — 39.6%
  • 2024-12-20: Largest Expected Move — 21.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.81$29.22$34.88$34.88$30.79
Max Pain$31.43$30.00$35.00$30.00$30.00
ATM IV59.1%38.2%74.3%51.1%63.9%
Expected Move15.9%11.0%21.3%14.6%18.3%
HV 20d47.5%36.4%62.1%60.6%36.4%
HV 60d47.6%46.2%48.7%48.5%46.9%
IV Rank29.1%14.6%39.6%23.5%32.4%
IV Percentile75.6%36.1%90.5%71.0%81.0%
Term Structure-12.9%-33.4%2.9%-7.9%-23.7%
VWIV45.9%26.3%61.3%52.2%26.3%
Skew 25d-7.0%-35.1%43.4%-35.1%8.5%
Skew 10d-24.6%-50.4%27.1%-19.1%-27.2%
Call IV 25d59.6%37.4%92.2%83.6%37.4%
Put IV 25d52.6%36.5%104.6%48.6%45.9%
Bid-Ask Spread %118.52104.15124.66110.96114.02
Gamma HHI0.530.320.720.720.44
Net GEX13.3K1.2K26.3K26.3K6.8K
Net DEX-262.6K-559.4K-12.5K-559.4K-103.7K
Net VEX-2.0K-2.6K-1.7K-2.6K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.950.0032.000.000.00
Total Volume8.14303314
Total OI595.762480655612501

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$34.88$30.0051.1%14.6%60.6%23.5%52.2%-35.1%-7.9%26.3K-559.4K-2.6K0.00110.96N/AN/A10432180
2024-12-03$33.93$30.0049.3%14.1%62.1%22.2%52.0%-3.7%-4.2%23.0K-528.3K-2.4K0.00104.15N/AN/A019433180
2024-12-04$34.50$30.0054.3%15.6%61.4%25.7%0.0%-13.2%-10.7%24.6K-536.7K-2.4K0.00106.57N/AN/A00433199
2024-12-05$32.64$30.0048.7%14.7%55.7%21.9%53.1%-11.0%-20.6%17.8K-401.2K-2.3K8.00121.39N/AN/A18433199
2024-12-06$32.94$30.0062.1%11.1%54.9%31.1%0.0%-12.9%2.9%21.3K-342.7K-2.2K0.00124.41N/AN/A00433199
2024-12-09$33.81$30.0074.2%12.5%55.3%39.6%40.5%12.6%-2.5%21.5K-464.6K-2.3K0.00120.52N/AN/A30433199
2024-12-10$33.11$30.0073.6%14.2%55.2%39.1%0.0%-19.3%-13.7%17.0K-424.0K-2.3K0.00123.31N/AN/A00434199
2024-12-11$33.29$30.0057.5%16.5%52.8%27.9%0.0%2.4%-20.3%18.0K-481.1K-2.3K0.00123.62N/AN/A20434199
2024-12-12$33.19$30.0038.2%11.0%52.7%14.6%39.4%-15.8%-4.7%21.4K-406.4K-1.9K0.00116.06N/AN/A300435199
2024-12-13$31.92$30.0068.2%19.6%42.6%35.4%0.0%-24.1%1.7%13.5K-342.6K-2.3K0.50124.24N/AN/A21455199
2024-12-16$31.32$35.0051.4%14.7%42.7%23.7%37.1%-1.3%1.5%14.7K-188.6K-2.0K0.00116.21N/AN/A06443198
2024-12-17$30.63$35.0042.8%12.3%43.3%17.7%34.7%-8.1%-0.4%4.0K-63.5K-1.8K0.50108.22N/AN/A105443201
2024-12-18$29.33$35.0065.4%18.8%44.7%33.4%47.8%-6.1%-27.5%9.0K-124.1K-1.9K0.50124.17N/AN/A21453202
2024-12-19$29.22$35.0065.4%18.7%44.6%33.4%0.0%-5.6%-20.1%1.2K-12.5K-1.8K32.00121.91N/AN/A132453201
2024-12-20$29.65$35.0074.3%21.3%41.0%39.6%0.0%43.4%-21.6%5.4K-17.2K-1.8K2.00124.42N/AN/A24454182
2024-12-23$29.93$35.0053.5%15.3%40.7%25.2%60.2%-12.6%-5.5%5.7K-71.3K-1.7K0.83121.92N/AN/A65325165
2024-12-24$30.50$30.0055.4%15.9%38.4%26.5%61.3%-10.9%-11.3%7.3K-126.8K-1.7K20.00114.28N/AN/A120329151
2024-12-26$30.98$30.0060.9%17.5%37.6%30.3%0.0%-4.9%-19.5%7.5K-117.3K-1.8K0.00122.79N/AN/A00330171
2024-12-27$30.56$30.0063.1%18.1%37.6%31.8%0.0%-17.5%-29.6%6.5K-100.8K-1.8K0.00124.66N/AN/A00330171
2024-12-30$30.81$30.0067.7%19.4%37.5%35.0%0.0%-11.5%-33.4%6.7K-100.9K-1.7K0.00120.98N/AN/A05330171
2024-12-31$30.79$30.0063.9%18.3%36.4%32.4%26.3%8.5%-23.7%6.8K-103.7K-1.7K0.00114.02N/AN/A40330171