IHAK Options History — April 2020 In April 2020, IHAK traded between $23.73 and $28.06. ATM implied volatility averaged 37.9%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded below realized volatility by 7.2% (HV 20d: 45.1%). Max pain ranged from $18.00 to $27.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.22.
Notable Days 2020-04-01 : Highest Volume — 17 contracts2020-04-21 : Largest IV spike — 32.3% change2020-04-01 : Highest IV Rank — 38.7%2020-04-01 : Largest Expected Move — 14.9%Monthly Statistics Metric Avg Min Max Open Close Price $26.35 $23.73 $28.06 $24.03 $27.65 Max Pain $22.50 $18.00 $27.00 $18.00 $27.00 ATM IV 37.9% 30.1% 52.0% 52.0% 39.3% Expected Move 10.7% 8.6% 14.9% 14.9% 11.3% HV 20d 45.1% 31.5% 61.2% 61.2% 31.5% HV 60d 41.3% 38.7% 42.7% 38.8% 42.7% IV Rank 26.2% 19.3% 38.7% 38.7% 27.4% IV Percentile 41.2% 24.0% 72.0% 72.0% 48.0% Term Structure -5.8% -19.7% 1.1% -8.1% -19.7% VWIV 34.2% 28.9% 39.5% 28.9% 39.5% Skew 25d 3.9% -9.1% 9.8% 6.9% 4.9% Skew 10d 8.6% -3.5% 26.4% 10.4% 5.8% Call IV 25d 35.8% 28.2% 53.7% 53.7% 43.2% Put IV 25d 39.7% 28.1% 60.6% 60.6% 48.1% Bid-Ask Spread % 128.31 116.48 136.47 132.57 136.10 Gamma HHI 0.68 0.48 0.84 0.67 0.49 Net GEX 1.2K 359 3.0K 1.3K 741 Net DEX -19.7K -57.2K -4.1K -22.9K -10.6K Net VEX -91 -236 -22 -113 -39 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.00 1.00 0.00 0.00 Total Volume 1.286 0 17 17 2 Total OI 19.333 6 44 27 10
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 2020-04-01 $24.03 $0.00 52.0% 14.9% 61.2% 38.7% 0.0% 6.9% -8.1% 1.3K -22.9K -113 0.00 132.57 N/A N/A 17 0 27 0 2020-04-02 $23.96 $0.00 42.4% 12.0% 61.0% 30.1% 0.0% 8.3% -4.5% 2.1K -36.0K -211 0.00 116.48 N/A N/A 0 0 44 0 2020-04-03 $23.73 $0.00 41.3% 10.9% 60.6% 29.2% 0.0% 8.2% -2.2% 2.1K -35.5K -209 0.00 119.58 N/A N/A 0 0 44 0 2020-04-06 $25.14 $0.00 38.1% 9.6% 60.9% 26.3% 0.0% 6.7% -1.2% 3.0K -44.0K -227 0.00 123.49 N/A N/A 0 0 44 0 2020-04-07 $25.00 $0.00 47.7% 11.7% 60.9% 34.9% 0.0% -6.3% -0.6% 2.5K -48.1K -232 0.00 124.92 N/A N/A 0 0 44 0 2020-04-08 $25.58 $0.00 34.3% 9.8% 59.7% 23.0% 0.0% 3.1% -2.1% 2.8K -51.0K -234 0.00 136.47 N/A N/A 1 0 44 0 2020-04-09 $25.70 $0.00 35.5% 10.2% 49.4% 24.1% 0.0% 0.9% -4.3% 2.9K -57.2K -236 0.00 126.28 N/A N/A 0 0 44 0 2020-04-13 $25.73 $0.00 35.6% 10.2% 49.0% 24.1% 0.0% 5.4% -6.2% 359 -4.1K -22 0.00 134.97 N/A N/A 0 0 6 0 2020-04-14 $26.56 $0.00 36.8% 10.5% 45.7% 25.2% 0.0% 9.8% -13.0% 405 -4.8K -25 0.00 132.44 N/A N/A 0 0 6 0 2020-04-15 $26.39 $0.00 38.7% 11.1% 45.4% 26.9% 0.0% 4.9% -3.9% 423 -5.5K -27 0.00 132.82 N/A N/A 0 0 6 0 2020-04-16 $26.91 $0.00 33.6% 9.6% 40.8% 22.4% 0.0% 5.5% -2.4% 453 -6.0K -27 0.00 120.09 N/A N/A 0 0 6 0 2020-04-17 $27.29 $0.00 32.1% 9.2% 39.0% 21.1% 0.0% 5.8% 0.9% 499 -6.7K -28 0.00 121.91 N/A N/A 0 0 6 0 2020-04-20 $27.52 $0.00 30.4% 8.7% 37.9% 19.5% 28.9% 4.7% -2.3% 475 -7.3K -28 0.33 122.10 N/A N/A 3 1 6 0 2020-04-21 $26.59 $18.00 40.3% 11.5% 41.3% 28.3% 0.0% 5.7% -5.1% 501 -9.5K -36 0.00 129.99 N/A N/A 0 0 9 1 2020-04-22 $27.14 $18.00 39.6% 11.4% 34.5% 27.7% 0.0% 2.6% -9.8% 542 -10.3K -37 0.00 134.56 N/A N/A 0 0 9 1 2020-04-23 $27.05 $18.00 39.2% 11.2% 33.5% 27.3% 39.5% 2.8% -12.5% 502 -10.5K -36 1.00 127.94 N/A N/A 1 1 9 1 2020-04-24 $27.48 $18.00 33.9% 9.7% 33.4% 22.6% 0.0% 8.4% 1.1% 581 -10.7K -36 0.00 126.43 N/A N/A 0 0 9 1 2020-04-27 $28.03 $27.00 38.0% 10.9% 33.8% 26.2% 0.0% 0.7% -10.3% 653 -9.4K -36 0.00 134.53 N/A N/A 1 0 8 1 2020-04-28 $27.71 $27.00 30.1% 8.6% 34.2% 19.3% 0.0% -9.1% -8.9% 750 -11.7K -39 0.00 127.72 N/A N/A 0 0 9 1 2020-04-29 $28.06 $27.00 37.4% 10.7% 34.2% 25.7% 0.0% 1.8% -7.6% 784 -11.7K -39 0.00 133.12 N/A N/A 0 0 9 1 2020-04-30 $27.65 $27.00 39.3% 11.3% 31.5% 27.4% 0.0% 4.9% -19.7% 741 -10.6K -39 0.00 136.10 N/A N/A 2 0 9 1
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