IHAK Options History — March 2020 In March 2020, IHAK traded between $20.98 and $26.68. ATM implied volatility averaged 75.7%, placing in the 63.1% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 30.4% (HV 20d: 45.2%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2020-03-20 : Highest Volume — 20 contracts2020-03-23 : Largest IV spike — 79.0% change2020-03-10 : Highest IV Rank — 100.0%2020-03-16 : Largest Expected Move — 33.1%Monthly Statistics Metric Avg Min Max Open Close Price $23.77 $20.98 $26.68 $26.30 $24.91 ATM IV 75.7% 45.0% 120.9% 59.5% 55.4% Expected Move 20.0% 10.2% 33.1% 17.0% 15.9% HV 20d 45.2% 25.5% 62.4% 25.8% 60.7% HV 60d 29.1% 17.5% 38.2% 17.5% 38.2% IV Rank 63.1% 32.4% 100.0% 56.6% 41.7% IV Percentile 88.2% 56.8% 100.0% 88.1% 76.9% Term Structure -15.0% -37.5% 13.1% -15.0% -8.0% Skew 25d 5.1% -13.8% 24.2% 5.0% 17.8% Skew 10d 1.3% -26.5% 45.3% 45.3% 9.4% Call IV 25d 67.8% 30.4% 128.6% 56.1% 44.8% Put IV 25d 72.9% 35.1% 114.8% 61.2% 62.6% Bid-Ask Spread % 165.61 122.55 186.11 180.68 130.25 Gamma HHI 0.75 0.62 0.84 0.80 0.66 Net GEX 522 95 1.7K 336 1.7K Net DEX -10.8K -28.5K -2.1K -6.0K -26.4K Net VEX -56 -127 -16 -35 -121 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 1.045 0 20 0 0 Total OI 12.591 6 27 6 27
Daily Data (22 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 2020-03-02 $26.30 $0.00 59.5% 17.0% 25.8% 56.6% 0.0% 5.0% -15.0% 336 -6.0K -35 0.00 180.68 N/A N/A 0 0 6 0 2020-03-03 $26.11 $0.00 58.7% 16.8% 25.5% 55.7% 0.0% 5.1% -15.9% 325 -5.7K -33 0.00 186.11 N/A N/A 2 0 6 0 2020-03-04 $26.68 $0.00 59.2% 17.0% 26.4% 56.3% 0.0% 4.8% -17.7% 354 -6.5K -35 0.00 185.14 N/A N/A 0 0 6 0 2020-03-05 $26.23 $0.00 68.3% 13.5% 26.8% 66.4% 0.0% 2.2% -11.9% 301 -6.1K -34 0.00 176.82 N/A N/A 0 0 6 0 2020-03-06 $25.61 $0.00 67.0% 10.2% 27.5% 65.0% 0.0% -0.7% -2.4% 306 -4.9K -31 0.00 172.38 N/A N/A 0 0 6 0 2020-03-09 $24.18 $0.00 68.2% 12.0% 33.0% 66.3% 0.0% 24.2% 13.1% 216 -3.7K -26 0.00 157.69 N/A N/A 0 0 6 0 2020-03-10 $24.42 $0.00 120.9% 20.9% 33.1% 100.0% 0.0% 0.5% -20.3% 188 -5.3K -31 0.00 182.91 N/A N/A 0 0 6 0 2020-03-11 $23.55 $0.00 57.3% 16.4% 34.3% 43.4% 0.0% 2.6% -16.1% 197 -3.4K -24 0.00 164.38 N/A N/A 0 0 6 0 2020-03-12 $21.62 $0.00 99.5% 28.5% 43.4% 81.0% 0.0% -1.1% -1.9% 95 -5.2K -27 0.00 173.95 N/A N/A 0 0 6 0 2020-03-13 $22.20 $0.00 66.3% 19.0% 45.2% 51.4% 0.0% 8.8% -18.1% 148 -2.7K -21 0.00 159.40 N/A N/A 0 0 6 0 2020-03-16 $21.24 $0.00 115.3% 33.1% 46.1% 95.1% 0.0% -13.8% -37.5% 107 -4.2K -25 0.00 178.17 N/A N/A 0 0 6 0 2020-03-17 $21.93 $0.00 114.7% 32.9% 48.7% 94.4% 0.0% 9.7% -36.7% 134 -2.2K -16 0.00 179.40 N/A N/A 0 0 6 0 2020-03-18 $20.98 $0.00 99.2% 28.4% 49.2% 80.7% 0.0% -3.6% -27.1% 108 -3.6K -23 0.00 164.29 N/A N/A 0 0 6 0 2020-03-19 $21.95 $0.00 74.4% 21.3% 53.8% 58.6% 0.0% 9.9% -23.1% 140 -2.7K -20 0.00 163.28 N/A N/A 0 0 6 0 2020-03-20 $21.64 $0.00 52.4% 15.0% 53.7% 39.1% 0.0% -0.2% 3.7% 131 -2.1K -17 0.00 181.97 N/A N/A 20 0 6 0 2020-03-23 $21.77 $0.00 93.8% 26.9% 53.8% 75.9% 0.0% 2.0% -20.5% 650 -18.0K -102 0.00 173.30 N/A N/A 0 0 26 0 2020-03-24 $23.40 $0.00 92.3% 26.5% 60.8% 74.6% 0.0% 8.3% -26.3% 805 -23.6K -115 0.00 169.68 N/A N/A 1 0 26 0 2020-03-25 $24.14 $0.00 93.1% 26.7% 62.3% 75.2% 0.0% 11.2% -23.9% 868 -28.5K -127 0.00 170.34 N/A N/A 0 0 27 0 2020-03-26 $24.54 $0.00 55.1% 15.8% 62.4% 41.5% 0.0% 5.5% -12.7% 1.4K -24.1K -120 0.00 145.54 N/A N/A 0 0 27 0 2020-03-27 $24.59 $0.00 49.1% 14.1% 61.8% 36.1% 0.0% 6.9% -6.5% 1.4K -25.7K -121 0.00 125.09 N/A N/A 0 0 27 0 2020-03-30 $24.94 $0.00 45.0% 12.9% 60.8% 32.4% 0.0% 8.1% -4.3% 1.6K -25.9K -121 0.00 122.55 N/A N/A 0 0 27 0 2020-03-31 $24.91 $0.00 55.4% 15.9% 60.7% 41.7% 0.0% 17.8% -8.0% 1.7K -26.4K -121 0.00 130.25 N/A N/A 0 0 27 0
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