IHAK Options History — October 2019 In October 2019, IHAK traded between $24.43 and $25.84. ATM implied volatility averaged 42.0%. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 23.1% (HV 20d: 18.9%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 4 of 18 days.
Notable Days 2019-10-29 : Largest IV spike — 221.9% change2019-10-31 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $25.13 $24.43 $25.84 $24.57 $25.84 ATM IV 42.0% 15.9% 72.3% 19.5% 57.8% Expected Move 11.0% 4.6% 16.6% 5.6% 16.6% HV 20d 18.9% 16.3% 21.5% 16.4% 20.1% HV 60d 20.5% 20.2% 20.9% 20.4% 20.4% Term Structure -19.0% -42.6% 3.9% 1.8% -21.6% Skew 25d 19.2% -15.2% 43.0% -1.9% -15.2% Skew 10d 22.5% -2.1% 47.6% -0.1% 23.1% Call IV 25d 24.7% 13.7% 61.6% 18.2% 61.6% Put IV 25d 43.8% 14.2% 71.6% 16.2% 46.4% Bid-Ask Spread % 177.79 134.65 200.00 139.54 174.88 Gamma HHI 0.53 0.51 0.58 0.53 0.52 Net GEX -316 -787 -175 -374 -202 Net DEX -2.0K -11.7K 15.6K 5.8K -11.4K Net VEX -143 -161 -119 -161 -121 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 36 36 36 36 36
Daily Data (18 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-10-01 $24.57 $0.00 19.5% 5.6% 16.4% 0.0% 0.0% -1.9% 1.8% -374 5.8K -161 0.00 139.54 N/A N/A 0 0 16 20 2019-10-02 $24.43 $0.00 41.2% 11.8% 16.3% 0.0% 0.0% 4.3% -10.1% -787 15.6K -143 0.00 173.57 N/A N/A 0 0 16 20 2019-10-03 $24.82 $0.00 39.0% 8.2% 16.9% 0.0% 0.0% 14.3% -12.5% -710 8.1K -149 0.00 174.22 N/A N/A 0 0 16 20 2019-10-07 $25.24 $0.00 71.9% 12.8% 16.9% 0.0% 0.0% 34.1% -32.7% -238 -4.2K -157 0.00 198.37 N/A N/A 0 0 16 20 2019-10-08 $24.80 $0.00 72.3% 12.7% 17.2% 0.0% 0.0% 33.3% -32.0% -277 1.3K -157 0.00 200.00 N/A N/A 0 0 16 20 2019-10-09 $25.13 $0.00 45.3% 13.0% 17.7% 0.0% 0.0% 35.3% -32.2% -249 -2.7K -156 0.00 199.15 N/A N/A 0 0 16 20 2019-10-10 $24.93 $0.00 45.7% 13.1% 17.8% 0.0% 0.0% 33.8% -32.9% -260 -194 -154 0.00 200.00 N/A N/A 0 0 16 20 2019-10-11 $25.39 $0.00 46.2% 13.2% 19.0% 0.0% 0.0% 36.3% -34.9% -226 -5.9K -151 0.00 196.92 N/A N/A 0 0 16 20 2019-10-15 $25.53 $0.00 44.2% 12.7% 18.9% 0.0% 0.0% 38.0% -9.3% -214 -7.7K -146 0.00 196.64 N/A N/A 0 0 16 20 2019-10-16 $25.28 $0.00 17.2% 4.9% 19.3% 0.0% 0.0% 1.5% -2.7% -225 -7.5K -141 0.00 141.43 N/A N/A 0 0 16 20 2019-10-18 $24.88 $0.00 47.2% 13.5% 20.0% 0.0% 0.0% 34.6% -34.7% -277 499 -145 0.00 199.56 N/A N/A 0 0 16 20 2019-10-21 $25.10 $0.00 48.8% 14.0% 20.3% 0.0% 0.0% 38.6% -36.4% -281 -3.3K -139 0.00 199.55 N/A N/A 0 0 16 20 2019-10-22 $24.88 $0.00 15.9% 4.6% 20.4% 0.0% 0.0% -0.6% 3.9% -375 2.6K -139 0.00 137.44 N/A N/A 0 0 16 20 2019-10-23 $24.94 $0.00 17.8% 5.1% 20.5% 0.0% 0.0% -0.1% 2.1% -363 1.6K -138 0.00 134.65 N/A N/A 0 0 16 20 2019-10-25 $25.40 $0.00 53.3% 15.3% 21.5% 0.0% 0.0% 43.0% -42.6% -244 -6.8K -134 0.00 197.98 N/A N/A 0 0 16 20 2019-10-28 $25.53 $0.00 17.1% 4.9% 20.3% 0.0% 0.0% 4.6% 2.0% -175 -11.7K -119 0.00 140.07 N/A N/A 0 0 16 20 2019-10-29 $25.62 $0.00 55.0% 15.8% 20.0% 0.0% 0.0% 11.3% -17.7% -210 -10.5K -124 0.00 196.23 N/A N/A 0 0 16 20 2019-10-31 $25.84 $0.00 57.8% 16.6% 20.1% 0.0% 0.0% -15.2% -21.6% -202 -11.4K -121 0.00 174.88 N/A N/A 0 0 16 20
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