IHAK Options History — November 2019

In November 2019, IHAK traded between $25.98 and $27.56. ATM implied volatility averaged 38.0%. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 24.8% (HV 20d: 13.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 5 of 18 trading days. Term structure was in contango for 5 of 18 days.

Notable Days

  • 2019-11-06: Largest IV spike — 337.9% change
  • 2019-11-27: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.83$25.98$27.56$25.98$27.46
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV38.0%12.5%73.2%66.1%47.6%
Expected Move9.1%3.6%13.6%11.0%13.6%
HV 20d13.2%8.5%18.4%18.4%8.5%
HV 60d17.1%15.0%20.3%20.3%15.0%
Term Structure-3.4%-11.2%47.6%-8.2%-11.2%
Skew 25d-18.1%-43.2%4.0%-18.7%-23.7%
Skew 10d-1.9%-36.9%26.2%-10.5%-4.9%
Call IV 25d37.6%10.6%60.2%39.6%55.8%
Put IV 25d19.6%11.1%32.1%20.9%32.1%
Bid-Ask Spread %153.6191.65175.96173.02169.23
Gamma HHI0.580.501.000.500.51
Net GEX14-320846-109-100
Net DEX-26.4K-43.1K-15.0K-17.7K-25.1K
Net VEX-68-1070-107-66
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI3636363636

Daily Data (18 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-11-04$25.98$25.0066.1%11.0%18.4%0.0%0.0%-18.7%-8.2%-109-17.7K-1070.00173.02N/AN/A001620
2019-11-05$26.05$25.0016.1%7.6%17.9%0.0%0.0%-17.3%-2.3%-320-15.0K-1040.00124.44N/AN/A001620
2019-11-06$26.13$25.0070.5%10.9%17.4%0.0%0.0%-17.8%-9.2%-77-20.0K-990.00173.90N/AN/A001620
2019-11-07$26.10$25.0073.2%11.0%17.2%0.0%0.0%-18.3%-9.6%-77-19.7K-980.00173.57N/AN/A001620
2019-11-08$26.49$25.0019.5%3.7%17.1%0.0%0.0%-7.2%3.8%846-35.8K-360.00126.19N/AN/A001620
2019-11-11$26.53$25.0026.6%3.9%16.3%0.0%0.0%1.9%0.7%604-37.6K-280.00112.30N/AN/A001620
2019-11-12$26.73$25.0023.6%3.8%14.6%0.0%0.0%3.9%0.9%234-39.0K-240.0091.65N/AN/A001620
2019-11-13$26.79$25.0038.8%11.1%14.2%0.0%0.0%-30.7%-9.9%-143-18.8K-960.00175.32N/AN/A001620
2019-11-14$26.79$25.0039.8%11.4%13.6%0.0%0.0%-23.8%-11.0%-130-20.4K-930.00174.82N/AN/A001620
2019-11-15$26.93$25.0012.5%3.6%12.5%0.0%0.0%0.3%-8.6%0-43.1K00.00116.27N/AN/A001620
2019-11-18$27.04$25.0018.3%5.2%12.4%0.0%0.0%4.0%47.6%25-31.4K-560.00151.63N/AN/A001620
2019-11-19$27.32$25.0042.4%12.1%11.7%0.0%0.0%-24.8%-9.7%-105-24.2K-780.00171.23N/AN/A001620
2019-11-20$27.25$25.0042.3%12.1%9.5%0.0%0.0%-27.4%-7.9%-111-23.3K-810.00171.68N/AN/A001620
2019-11-21$27.15$25.0043.2%12.4%9.8%0.0%0.0%-43.2%-7.4%-133-19.7K-850.00175.96N/AN/A001620
2019-11-22$27.17$25.0043.9%12.6%8.7%0.0%0.0%-26.2%-10.2%-121-22.0K-790.00173.34N/AN/A001620
2019-11-25$27.56$25.0012.6%3.6%9.3%0.0%0.0%-32.2%2.4%74-38.1K-290.00141.13N/AN/A001620
2019-11-26$27.43$25.0046.6%13.4%8.5%0.0%0.0%-24.1%-10.6%-101-24.8K-680.00169.35N/AN/A001620
2019-11-27$27.46$25.0047.6%13.6%8.5%0.0%0.0%-23.7%-11.2%-100-25.1K-660.00169.23N/AN/A001620