IHAK Options History — January 2020 In January 2020, IHAK traded between $27.17 and $28.89. ATM implied volatility averaged 49.0%. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 39.1% (HV 20d: 9.9%). Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2020-01-23 : Largest IV spike — 354.0% change2020-01-03 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $28.24 $27.17 $28.89 $27.17 $28.05 ATM IV 49.0% 8.5% 98.6% 23.9% 48.1% Expected Move 10.4% 2.4% 16.6% 6.8% 13.8% HV 20d 9.9% 8.5% 11.8% 10.6% 11.8% HV 60d 12.9% 10.9% 14.6% 14.4% 10.9% Term Structure -8.3% -22.7% 2.3% -6.3% -12.7% Skew 25d 7.1% -9.5% 20.3% -9.5% 6.0% Skew 10d 12.6% -1.0% 22.9% 6.9% 14.2% Call IV 25d 37.1% 8.1% 64.4% 41.5% 53.5% Put IV 25d 44.3% 10.2% 74.0% 32.0% 59.5% Bid-Ask Spread % 186.64 98.28 199.55 195.59 194.42 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 335 0 602 0 526 Net DEX -7.1K -9.6K 0 0 -7.7K Net VEX -30 -37 0 0 -34 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4.286 0 5 0 5
Daily Data (21 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 2020-01-02 $27.17 $0.00 23.9% 6.8% 10.6% 0.0% 0.0% -9.5% -6.3% 0 0 0 0.00 195.59 N/A N/A 0 0 0 0 2020-01-03 $27.27 $0.00 57.8% 16.6% 10.6% 0.0% 0.0% 9.6% -22.7% 0 0 0 0.00 199.55 N/A N/A 0 0 0 0 2020-01-06 $27.57 $0.00 38.5% 7.0% 11.3% 0.0% 0.0% -5.0% -21.2% 0 0 0 0.00 191.71 N/A N/A 0 0 0 0 2020-01-07 $27.64 $0.00 63.9% 10.2% 10.1% 0.0% 0.0% 8.3% -4.2% 301 -7.2K -37 0.00 196.04 N/A N/A 0 0 5 0 2020-01-08 $27.88 $0.00 65.0% 8.8% 10.4% 0.0% 0.0% 7.5% -5.9% 307 -7.6K -37 0.00 194.96 N/A N/A 0 0 5 0 2020-01-09 $28.05 $0.00 69.5% 10.2% 10.5% 0.0% 0.0% 9.4% -4.4% 308 -7.8K -37 0.00 193.90 N/A N/A 0 0 5 0 2020-01-10 $27.97 $0.00 72.8% 10.3% 8.5% 0.0% 0.0% 7.9% -3.7% 324 -7.7K -37 0.00 194.11 N/A N/A 0 0 5 0 2020-01-13 $28.35 $0.00 98.6% 11.0% 9.3% 0.0% 0.0% 10.5% -6.4% 262 -8.2K -37 0.00 190.56 N/A N/A 0 0 5 0 2020-01-14 $28.40 $0.00 71.6% 3.7% 8.6% 0.0% 0.0% 2.0% -1.6% 602 -8.6K -36 0.00 182.16 N/A N/A 0 0 5 0 2020-01-15 $28.53 $0.00 36.6% 10.5% 8.7% 0.0% 0.0% 9.9% -4.9% 284 -8.4K -36 0.00 189.13 N/A N/A 0 0 5 0 2020-01-16 $28.78 $0.00 36.3% 10.4% 8.6% 0.0% 0.0% 9.2% -6.1% 323 -8.8K -36 0.00 189.31 N/A N/A 0 0 5 0 2020-01-17 $28.66 $0.00 36.9% 10.6% 8.8% 0.0% 0.0% 7.9% -6.3% 296 -8.6K -36 0.00 188.41 N/A N/A 0 0 5 0 2020-01-21 $28.60 $0.00 37.3% 10.7% 9.0% 0.0% 0.0% 8.4% -7.3% 403 -8.7K -35 0.00 190.04 N/A N/A 0 0 5 0 2020-01-22 $28.69 $0.00 8.5% 2.4% 8.9% 0.0% 0.0% 2.1% 2.3% 596 -9.6K -33 0.00 98.28 N/A N/A 0 0 5 0 2020-01-23 $28.89 $0.00 38.5% 11.0% 8.9% 0.0% 0.0% 10.6% -7.8% 341 -9.0K -35 0.00 188.55 N/A N/A 0 0 5 0 2020-01-24 $28.73 $0.00 39.6% 11.3% 9.4% 0.0% 0.0% 8.9% -8.4% 391 -7.9K -34 0.00 189.56 N/A N/A 0 0 5 0 2020-01-27 $28.33 $0.00 45.5% 13.0% 11.1% 0.0% 0.0% 8.2% -11.1% 375 -8.2K -35 0.00 192.49 N/A N/A 0 0 5 0 2020-01-28 $28.47 $0.00 45.4% 13.0% 11.1% 0.0% 0.0% 20.3% -11.3% 400 -8.4K -34 0.00 180.20 N/A N/A 0 0 5 0 2020-01-29 $28.45 $0.00 47.3% 13.5% 10.8% 0.0% 0.0% 8.7% -12.6% 489 -8.5K -34 0.00 188.89 N/A N/A 0 0 5 0 2020-01-30 $28.47 $0.00 46.9% 13.5% 10.8% 0.0% 0.0% 8.8% -10.8% 514 -8.6K -34 0.00 191.68 N/A N/A 0 0 5 0 2020-01-31 $28.05 $0.00 48.1% 13.8% 11.8% 0.0% 0.0% 6.0% -12.7% 526 -7.7K -34 0.00 194.42 N/A N/A 0 0 5 0
« Dec 2019 | All History | Feb 2020 » Home IHAK History January 2020