IHAK Options History — July 2019

Name: IHAK Options Analytics - July 2019
Creator: Options Analysis Suite

In July 2019, IHAK traded between $26.73 and $27.43. ATM implied volatility averaged 24.8%. The 30-day expected move averaged 7.1%. Net GEX was positive for 4 of 4 trading days. Term structure was in contango for 0 of 4 days.

Notable Days

2019-07-31: Largest IV spike — 115.9% change
2019-07-31: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.04	$26.73	$27.43	$27.43	$26.73
ATM IV	24.8%	16.0%	34.4%	20.3%	34.4%
Expected Move	7.1%	4.6%	9.9%	5.8%	9.9%
Term Structure	-6.8%	-10.7%	-2.0%	-7.7%	-10.7%
Skew 25d	-1.3%	-9.4%	2.6%	1.5%	2.6%
Skew 10d	11.5%	2.1%	30.2%	2.8%	2.1%
Call IV 25d	24.0%	11.1%	41.3%	11.1%	41.3%
Put IV 25d	22.7%	12.6%	43.9%	12.6%	43.9%
Bid-Ask Spread %	139.16	114.92	153.57	144.40	153.57
Gamma HHI	0.72	0.63	0.79	0.63	0.76
Net GEX	1.2K	1.0K	1.4K	1.2K	1.2K
Net DEX	-33.2K	-36.0K	-31.3K	-31.3K	-32.5K
Net VEX	-90	-99	-71	-99	-96
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	18	18	18	18	18

Daily Data (4 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call OI
2019-07-26	$27.43	$0.00	20.3%	5.8%	0.0%	0.0%	0.0%	1.5%	-7.7%	1.2K	-31.3K	-99	144.40	N/A	N/A	18
2019-07-29	$27.04	$0.00	28.7%	8.2%	0.0%	0.0%	0.0%	-9.4%	-6.7%	1.0K	-33.0K	-95	143.75	N/A	N/A	18
2019-07-30	$26.94	$0.00	16.0%	4.6%	0.0%	0.0%	0.0%	0.2%	-2.0%	1.4K	-36.0K	-71	114.92	N/A	N/A	18
2019-07-31	$26.73	$0.00	34.4%	9.9%	0.0%	0.0%	0.0%	2.6%	-10.7%	1.2K	-32.5K	-96	153.57	N/A	N/A	18