IHAK Options History — September 2019

In September 2019, IHAK traded between $24.42 and $25.60. ATM implied volatility averaged 25.8%. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 9.1% (HV 20d: 16.7%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-09-11: Highest Volume — 8 contracts
  • 2019-09-12: Largest IV spike — 215.1% change
  • 2019-09-10: Largest Expected Move — 22.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.08$24.42$25.60$24.90$24.77
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV25.8%16.3%55.3%16.3%27.1%
Expected Move8.1%4.5%22.0%4.7%7.8%
HV 20d16.7%13.8%21.7%20.5%16.2%
Term Structure6.8%-61.2%122.7%2.9%122.7%
Skew 25d9.6%-6.7%78.4%2.5%2.8%
Skew 10d9.7%-6.7%78.4%2.1%0.9%
Call IV 25d20.6%12.8%77.4%16.6%30.5%
Put IV 25d30.2%14.9%96.7%19.2%33.3%
Bid-Ask Spread %153.47123.11200.00124.41165.92
Gamma HHI0.590.490.780.640.55
Net GEX1.0K-5484.8K1.8K-548
Net DEX-8.3K-20.4K9.1K-5.4K7.7K
Net VEX-181-207-156-204-156
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.4210800
Total OI42.84236464636

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-09-03$24.90$25.0016.3%4.7%20.5%0.0%0.0%2.5%2.9%1.8K-5.4K-2040.00124.41N/AN/A002620
2019-09-04$25.17$25.0018.7%5.4%20.9%0.0%0.0%4.2%-0.6%1.9K-12.2K-2070.00125.37N/AN/A002620
2019-09-06$25.60$0.0028.2%15.7%21.7%0.0%0.0%-6.7%-33.7%968-19.6K-1970.00197.82N/AN/A002620
2019-09-09$25.21$0.0036.4%4.5%19.4%0.0%0.0%2.1%-0.3%1.0K-13.2K-1980.00174.87N/AN/A002620
2019-09-10$25.04$0.0037.8%22.0%19.5%0.0%0.0%78.4%-61.2%602-7.9K-1910.00200.00N/AN/A002620
2019-09-11$25.16$0.0017.5%5.0%18.7%0.0%0.0%1.8%-4.5%2.0K-13.2K-1940.00135.45N/AN/A802620
2019-09-12$25.21$0.0055.3%15.8%18.0%0.0%0.0%44.6%-60.3%299-10.8K-1720.00188.90N/AN/A002620
2019-09-13$25.05$0.0023.5%6.7%15.3%0.0%0.0%3.6%-7.5%1.9K-14.3K-1890.00135.53N/AN/A002620
2019-09-16$25.17$0.0027.8%8.0%15.2%0.0%0.0%6.3%-13.2%1.3K-12.9K-1840.00151.63N/AN/A002620
2019-09-17$25.31$0.0017.8%5.1%15.0%0.0%0.0%2.3%-0.1%2.4K-17.7K-1800.00132.45N/AN/A002620
2019-09-18$25.33$0.0031.6%9.1%15.0%0.0%0.0%18.0%-6.2%827-15.2K-1810.00179.37N/AN/A002620
2019-09-19$25.22$0.0017.4%5.0%15.0%0.0%0.0%1.8%0.1%2.3K-18.6K-1740.00129.27N/AN/A002620
2019-09-20$25.19$0.0025.6%7.3%13.8%0.0%0.0%7.4%-9.3%4.8K-20.4K-1740.00165.43N/AN/A002620
2019-09-23$25.19$0.0018.3%5.2%13.8%0.0%0.0%2.6%44.9%-305-1.1K-1710.00142.06N/AN/A001620
2019-09-24$24.72$0.0025.7%7.4%13.9%0.0%0.0%4.4%39.3%-4256.9K-1660.00161.68N/AN/A001620
2019-09-25$25.00$0.0017.5%5.0%14.4%0.0%0.0%3.0%-0.4%-325329-1690.00123.11N/AN/A001620
2019-09-26$24.92$0.0017.7%5.1%14.3%0.0%0.0%0.5%-0.1%-3401.7K-1670.00131.58N/AN/A001620
2019-09-27$24.42$0.0029.4%8.4%16.0%0.0%0.0%2.3%116.0%-3589.1K-1630.00151.09N/AN/A001620
2019-09-30$24.77$0.0027.1%7.8%16.2%0.0%0.0%2.8%122.7%-5487.7K-1560.00165.92N/AN/A001620