IHAK Options History — June 2020

In June 2020, IHAK traded between $30.03 and $31.93. ATM implied volatility averaged 52.9%, placing in the 39.5% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 26.9% (HV 20d: 26.0%). Max pain ranged from $27.00 to $33.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.08.

Notable Days

2020-06-04: Highest Volume — 86 contracts
2020-06-24: Largest IV spike — 141.6% change
2020-06-26: Highest IV Rank — 69.0%
2020-06-26: Largest Expected Move — 24.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.99	$30.03	$31.93	$31.93	$31.10
Max Pain	$32.05	$27.00	$33.00	$27.00	$33.00
ATM IV	52.9%	29.3%	86.1%	29.3%	79.8%
Expected Move	15.8%	8.2%	24.7%	8.4%	22.9%
HV 20d	26.0%	22.0%	27.6%	24.7%	22.6%
HV 60d	33.4%	27.6%	42.8%	42.8%	27.6%
IV Rank	39.5%	18.5%	69.0%	18.5%	63.5%
IV Percentile	63.8%	24.2%	95.9%	24.2%	94.5%
Term Structure	-6.2%	-41.7%	56.3%	0.6%	-0.1%
VWIV	45.1%	35.7%	54.5%	35.7%	54.5%
Skew 25d	17.9%	-15.2%	65.1%	-0.1%	9.3%
Skew 10d	30.7%	-43.9%	83.1%	-6.1%	36.2%
Call IV 25d	47.3%	22.5%	98.2%	37.5%	96.1%
Put IV 25d	65.2%	21.7%	112.3%	37.4%	105.4%
Bid-Ask Spread %	173.75	119.66	196.74	119.66	192.51
Gamma HHI	0.36	0.24	0.78	0.61	0.25
Net GEX	1.8K	510	3.1K	1.5K	2.0K
Net DEX	-47.9K	-58.1K	-35.8K	-53.4K	-57.3K
Net VEX	-173	-242	-105	-111	-242
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	0.76	0.00	0.00
Total Volume	7	0	86	6	0
Total OI	55.364	30	75	59	39

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
2020-06-01	$31.93	$27.00	29.3%	8.4%	24.7%	18.5%	35.7%	-0.1%	0.6%	1.5K	-53.4K	-111	0.00	119.66	N/A	N/A	6	0	22	37
2020-06-02	$31.56	$27.00	31.6%	9.0%	25.7%	20.5%	0.0%	-6.1%	-8.1%	799	-49.5K	-125	0.00	122.05	N/A	N/A	0	0	22	37
2020-06-03	$31.67	$27.00	30.8%	8.8%	25.4%	19.9%	0.0%	-5.1%	-8.0%	1.3K	-47.4K	-110	0.00	125.34	N/A	N/A	0	0	20	37
2020-06-04	$30.91	$0.00	32.5%	8.2%	27.3%	21.4%	0.0%	-6.0%	-5.9%	510	-35.8K	-111	0.76	137.39	N/A	N/A	49	37	18	37
2020-06-05	$30.73	$0.00	34.5%	15.9%	24.7%	23.2%	0.0%	6.8%	-33.3%	577	-43.3K	-129	0.00	166.46	N/A	N/A	0	0	22	37
2020-06-08	$31.31	$0.00	38.1%	15.6%	25.3%	26.4%	54.5%	38.3%	-16.1%	1.6K	-40.1K	-105	0.00	190.78	N/A	N/A	8	0	19	37
2020-06-09	$31.07	$33.00	42.7%	15.7%	25.3%	30.5%	0.0%	46.6%	-17.2%	845	-44.1K	-148	0.00	166.67	N/A	N/A	0	0	27	37
2020-06-10	$31.35	$33.00	55.2%	15.8%	24.1%	41.6%	0.0%	6.0%	-14.7%	2.0K	-50.7K	-136	0.00	188.91	N/A	N/A	0	0	27	37
2020-06-11	$30.03	$33.00	61.1%	17.5%	27.2%	46.8%	0.0%	3.0%	-17.9%	2.5K	-40.4K	-129	0.00	184.45	N/A	N/A	9	0	27	37
2020-06-12	$30.14	$33.00	76.1%	21.8%	27.1%	60.2%	0.0%	21.4%	-12.5%	2.8K	-46.4K	-173	0.00	184.31	N/A	N/A	0	0	33	37
2020-06-15	$30.60	$33.00	51.0%	14.6%	27.3%	37.8%	0.0%	65.1%	29.7%	1.3K	-47.1K	-182	0.00	195.93	N/A	N/A	4	0	33	37
2020-06-16	$30.88	$33.00	72.1%	20.7%	27.3%	56.6%	0.0%	62.7%	-14.0%	1.5K	-52.3K	-201	0.00	195.48	N/A	N/A	2	0	36	37
2020-06-17	$31.02	$33.00	34.6%	9.9%	27.3%	23.2%	0.0%	-15.2%	-10.2%	3.1K	-57.8K	-202	0.00	166.65	N/A	N/A	2	0	38	37
2020-06-18	$31.11	$33.00	43.0%	12.3%	27.1%	30.7%	0.0%	49.6%	56.3%	2.5K	-52.6K	-202	0.00	193.07	N/A	N/A	0	0	36	37
2020-06-19	$31.16	$33.00	73.7%	21.1%	27.0%	58.0%	0.0%	60.9%	-41.7%	1.8K	-58.1K	-198	0.00	178.08	N/A	N/A	0	0	36	37
2020-06-22	$31.28	$33.00	49.3%	14.1%	27.0%	36.3%	0.0%	-9.5%	-7.8%	2.0K	-42.0K	-199	0.00	166.41	N/A	N/A	0	0	30	0
2020-06-23	$31.18	$33.00	35.4%	10.1%	27.1%	23.9%	0.0%	-2.5%	-4.0%	2.2K	-44.8K	-205	0.00	169.31	N/A	N/A	31	0	30	0
2020-06-24	$30.74	$33.00	85.5%	24.5%	27.6%	68.5%	0.0%	10.4%	-0.8%	2.2K	-39.2K	-202	0.00	193.00	N/A	N/A	4	0	33	0
2020-06-25	$30.82	$33.00	84.8%	24.3%	27.3%	67.9%	0.0%	14.1%	-1.2%	1.9K	-52.4K	-236	0.00	196.74	N/A	N/A	2	0	37	0
2020-06-26	$30.68	$33.00	86.1%	24.7%	24.7%	69.0%	0.0%	15.9%	-2.7%	2.0K	-53.4K	-241	0.00	196.52	N/A	N/A	0	0	39	0
2020-06-29	$30.59	$33.00	36.5%	10.5%	22.0%	25.0%	0.0%	28.2%	-7.1%	2.7K	-45.6K	-227	0.00	192.89	N/A	N/A	0	0	39	0
2020-06-30	$31.10	$33.00	79.8%	22.9%	22.6%	63.5%	0.0%	9.3%	-0.1%	2.0K	-57.3K	-242	0.00	192.51	N/A	N/A	0	0	39	0