IHAK Options History — February 2020 In February 2020, IHAK traded between $25.45 and $29.26. ATM implied volatility averaged 41.9%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 27.8% (HV 20d: 14.2%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2020-02-19 : Highest Volume — 1 contracts2020-02-10 : Largest IV spike — 193.3% change2020-02-28 : Highest IV Rank — 64.9%2020-02-28 : Largest Expected Move — 19.2%Monthly Statistics Metric Avg Min Max Open Close Price $28.21 $25.45 $29.26 $28.30 $25.45 ATM IV 41.9% 11.5% 67.0% 51.1% 67.0% Expected Move 11.6% 3.0% 19.2% 14.7% 19.2% HV 20d 14.2% 11.4% 22.3% 12.0% 22.3% HV 60d 11.8% 10.4% 16.0% 10.9% 16.0% IV Rank 43.9% 33.9% 64.9% 33.9% 64.9% IV Percentile 71.4% 54.0% 92.5% 54.0% 92.5% Term Structure -5.1% -19.4% 77.9% -14.2% -19.4% Skew 25d 6.4% -5.3% 11.3% 7.5% 8.6% Skew 10d 16.4% 1.9% 25.9% 19.3% 1.9% Call IV 25d 41.4% 8.7% 68.1% 55.5% 68.1% Put IV 25d 47.9% 10.2% 76.6% 63.0% 76.6% Bid-Ask Spread % 169.57 105.17 200.00 193.37 200.00 Gamma HHI 0.92 0.73 1.00 1.00 0.80 Net GEX 395 274 662 327 274 Net DEX -8.4K -10.5K -5.3K -8.1K -5.3K Net VEX -34 -40 -31 -34 -34 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.053 0 1 0 0 Total OI 5.368 5 6 5 6
Daily Data (19 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 2020-02-03 $28.30 $0.00 51.1% 14.7% 12.0% 0.0% 0.0% 7.5% -14.2% 327 -8.1K -34 0.00 193.37 N/A N/A 0 0 5 0 2020-02-04 $28.67 $0.00 48.3% 13.8% 12.3% 0.0% 0.0% 9.7% -12.9% 468 -8.9K -33 0.00 189.67 N/A N/A 0 0 5 0 2020-02-05 $28.60 $0.00 32.5% 9.3% 12.4% 0.0% 0.0% -0.6% -3.4% 637 -9.5K -32 0.00 175.40 N/A N/A 0 0 5 0 2020-02-06 $28.69 $0.00 11.5% 3.0% 12.1% 0.0% 0.0% 6.6% 16.8% 329 -8.3K -34 0.00 105.17 N/A N/A 0 0 5 0 2020-02-07 $28.65 $0.00 13.0% 3.1% 12.0% 0.0% 0.0% 0.7% 3.8% 662 -9.2K -33 0.00 130.13 N/A N/A 0 0 5 0 2020-02-10 $28.91 $0.00 38.0% 10.1% 12.2% 0.0% 0.0% 8.0% -9.6% 360 -9.1K -32 0.00 176.06 N/A N/A 0 0 5 0 2020-02-11 $28.90 $0.00 60.2% 10.3% 11.4% 0.0% 0.0% 7.0% -7.2% 346 -9.3K -32 0.00 160.09 N/A N/A 0 0 5 0 2020-02-12 $28.71 $0.00 36.2% 10.4% 11.7% 0.0% 0.0% 7.7% -10.9% 364 -8.7K -33 0.00 178.20 N/A N/A 0 0 5 0 2020-02-13 $28.93 $0.00 35.6% 10.2% 11.9% 0.0% 0.0% 10.0% -10.6% 365 -9.1K -32 0.00 175.62 N/A N/A 0 0 5 0 2020-02-14 $28.95 $0.00 38.2% 10.9% 11.5% 0.0% 0.0% 9.1% -10.4% 341 -9.1K -32 0.00 129.06 N/A N/A 0 0 5 0 2020-02-18 $29.05 $0.00 39.0% 11.2% 11.4% 33.9% 0.0% 9.8% -13.9% 373 -9.3K -31 0.00 165.80 N/A N/A 0 0 5 0 2020-02-19 $29.26 $0.00 40.2% 11.5% 11.6% 35.2% 0.0% 10.3% -14.4% 360 -9.6K -31 0.00 173.10 N/A N/A 1 0 5 0 2020-02-20 $29.11 $0.00 39.5% 11.3% 11.8% 34.4% 0.0% 11.3% -13.3% 436 -10.5K -40 0.00 174.76 N/A N/A 0 0 6 0 2020-02-21 $28.52 $0.00 42.1% 12.1% 13.7% 37.3% 0.0% 8.6% -13.0% 478 -8.6K -39 0.00 171.77 N/A N/A 0 0 6 0 2020-02-24 $27.67 $0.00 46.9% 13.5% 17.3% 42.7% 0.0% 6.8% 77.9% 407 -7.9K -38 0.00 183.60 N/A N/A 0 0 6 0 2020-02-25 $26.77 $0.00 50.6% 14.5% 20.1% 46.7% 0.0% -5.3% -12.8% 303 -7.0K -37 0.00 172.16 N/A N/A 0 0 6 0 2020-02-26 $26.72 $0.00 49.8% 14.3% 19.9% 45.9% 0.0% 2.7% -14.0% 364 -6.6K -37 0.00 183.18 N/A N/A 0 0 6 0 2020-02-27 $26.11 $0.00 57.5% 16.5% 21.1% 54.4% 0.0% 4.0% -16.3% 313 -5.9K -35 0.00 184.70 N/A N/A 0 0 6 0 2020-02-28 $25.45 $0.00 67.0% 19.2% 22.3% 64.9% 0.0% 8.6% -19.4% 274 -5.3K -34 0.00 200.00 N/A N/A 0 0 6 0
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