IHAK Options History — December 2019

In December 2019, IHAK traded between $26.69 and $27.02. ATM implied volatility averaged 36.3%. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 25.7% (HV 20d: 10.6%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 2 of 14 trading days. Term structure was in contango for 6 of 14 days.

Notable Days

  • 2019-12-23: Largest IV spike — 258.6% change
  • 2019-12-03: Largest Expected Move — 15.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.88$26.69$27.02$27.02$26.81
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV36.3%11.7%53.9%51.3%52.4%
Expected Move10.4%3.3%15.5%14.7%15.0%
HV 20d10.6%9.4%11.4%11.0%9.4%
HV 60d14.8%14.2%15.4%15.4%14.2%
Term Structure-3.3%-17.8%21.8%-14.6%-17.8%
Skew 25d-1.4%-43.7%40.3%-38.9%2.9%
Skew 10d5.3%-4.1%44.2%-4.1%2.9%
Call IV 25d40.3%9.9%65.9%63.5%64.0%
Put IV 25d38.9%10.5%66.9%24.6%66.9%
Bid-Ask Spread %173.17121.19200.00172.30200.00
Gamma HHI0.700.511.000.511.00
Net GEX-271-1.4K106-1110
Net DEX-6.8K-42.2K11.1K-22.6K0
Net VEX-13-630-630
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI17.429036360

Daily Data (14 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$27.02$25.0051.3%14.7%11.0%0.0%0.0%-38.9%-14.6%-111-22.6K-630.00172.30N/AN/A001620
2019-12-03$26.93$25.0053.9%15.5%11.0%0.0%0.0%-43.7%-16.1%-120-21.5K-610.00172.15N/AN/A001620
2019-12-09$26.76$0.0012.5%3.3%11.3%0.0%0.0%0.4%21.8%106-42.2K-30.00153.39N/AN/A001620
2019-12-13$26.82$0.0039.2%11.2%11.3%0.0%0.0%2.7%-9.3%95-31.3K-250.00150.77N/AN/A001620
2019-12-16$26.76$0.0013.0%3.7%11.4%0.0%0.0%-1.7%0.5%-1.0K2.5K-50.00140.13N/AN/A00020
2019-12-17$26.69$0.0040.5%11.6%11.4%0.0%0.0%0.8%-10.3%-1.4K11.1K-140.00199.57N/AN/A00020
2019-12-18$26.79$0.0011.7%3.3%10.3%0.0%0.0%-0.3%2.1%-301900.00125.03N/AN/A00020
2019-12-19$26.98$0.0041.3%11.8%10.5%0.0%0.0%5.5%-12.8%-1.3K8.6K-70.00199.54N/AN/A00020
2019-12-20$26.95$0.0012.0%3.4%10.3%0.0%0.0%0.7%1.2%0000.00121.19N/AN/A00020
2019-12-23$27.00$0.0043.1%12.4%10.2%0.0%0.0%3.6%12.9%0000.00200.00N/AN/A0000
2019-12-24$26.94$0.0044.4%12.7%10.3%0.0%0.0%4.5%12.4%0000.00200.00N/AN/A0000
2019-12-27$26.98$0.0042.7%12.2%10.1%0.0%0.0%40.3%-0.6%0000.00190.71N/AN/A0000
2019-12-30$26.85$0.0050.9%14.6%10.2%0.0%0.0%3.5%-16.3%0000.00199.54N/AN/A0000
2019-12-31$26.81$0.0052.4%15.0%9.4%0.0%0.0%2.9%-17.8%0000.00200.00N/AN/A0000