IHAK Options History — September 2020 In September 2020, IHAK traded between $31.94 and $36.18. ATM implied volatility averaged 36.1%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 5.0% (HV 20d: 31.1%). Max pain ranged from $32.00 to $37.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.14.
Notable Days 2020-09-03 : Highest Volume — 43 contracts2020-09-04 : Largest IV spike — 25.3% change2020-09-04 : Highest IV Rank — 31.4%2020-09-03 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $32.93 $31.94 $36.18 $35.74 $32.78 Max Pain $36.52 $32.00 $37.00 $32.00 $37.00 ATM IV 36.1% 32.9% 43.8% 36.9% 36.8% Expected Move 10.4% 9.4% 14.2% 10.6% 10.6% HV 20d 31.1% 18.5% 34.7% 18.5% 32.0% HV 60d 24.9% 21.4% 25.9% 21.4% 25.8% IV Rank 24.6% 21.7% 31.4% 25.3% 25.2% IV Percentile 42.0% 31.3% 63.5% 45.6% 44.4% Term Structure -0.5% -6.2% 5.8% -2.4% -4.5% VWIV 35.9% 24.3% 43.8% 43.8% 24.3% Skew 25d 0.9% -14.3% 10.3% 6.0% 6.7% Skew 10d 6.6% -14.8% 26.4% -6.7% 16.0% Call IV 25d 36.5% 30.1% 45.1% 39.5% 37.5% Put IV 25d 37.4% 27.4% 54.1% 45.5% 44.2% Bid-Ask Spread % 139.15 121.31 150.73 121.31 150.47 Gamma HHI 0.42 0.19 0.92 0.43 0.20 Net GEX 11.4K 2.5K 57.8K 6.5K 4.0K Net DEX -167.8K -330.4K -60.3K -316.4K -92.6K Net VEX -385 -495 -253 -379 -389 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.00 1.00 0.00 1.00 Total Volume 4.143 0 43 7 0 Total OI 107.905 40 144 130 60
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 2020-09-01 $35.74 $32.00 36.9% 10.6% 18.5% 25.3% 43.8% 6.0% -2.4% 6.5K -316.4K -379 0.00 121.31 N/A N/A 7 0 111 19 2020-09-02 $36.18 $32.00 37.6% 10.8% 18.8% 25.9% 40.6% 10.3% 2.9% 7.3K -330.4K -366 0.00 121.71 N/A N/A 8 0 113 19 2020-09-03 $34.01 $37.00 35.0% 14.2% 29.5% 23.6% 37.0% -14.3% -0.6% 9.8K -266.4K -481 0.05 132.86 N/A N/A 41 2 120 19 2020-09-04 $33.09 $37.00 43.8% 10.7% 30.7% 31.4% 33.9% -2.0% 1.3% 12.1K -212.0K -495 0.25 141.10 N/A N/A 4 1 120 18 2020-09-08 $32.30 $37.00 40.8% 11.4% 31.3% 28.8% 0.0% 4.3% -0.8% 13.3K -174.9K -477 0.00 135.22 N/A N/A 0 0 124 19 2020-09-09 $32.82 $37.00 33.5% 9.6% 31.6% 22.3% 0.0% 2.0% 4.8% 14.2K -213.1K -460 0.00 126.39 N/A N/A 0 0 124 19 2020-09-10 $32.45 $37.00 39.1% 11.2% 31.9% 27.2% 0.0% -0.3% -6.2% 15.7K -187.8K -453 0.00 134.92 N/A N/A 0 0 124 19 2020-09-11 $31.94 $37.00 35.8% 10.3% 31.9% 24.3% 0.0% 5.7% -4.2% 18.2K -148.9K -428 0.00 135.90 N/A N/A 0 0 124 19 2020-09-14 $32.43 $37.00 34.5% 9.9% 32.4% 23.1% 0.0% 1.0% 5.8% 14.0K -198.1K -386 0.00 145.98 N/A N/A 0 0 124 19 2020-09-15 $32.48 $37.00 34.0% 9.8% 32.3% 22.7% 0.0% -0.2% 4.3% 13.0K -188.4K -370 0.00 147.59 N/A N/A 1 0 124 19 2020-09-16 $32.52 $37.00 33.8% 9.7% 32.1% 22.5% 0.0% 5.7% -0.3% 13.7K -194.2K -355 0.00 147.66 N/A N/A 0 0 125 19 2020-09-17 $32.03 $37.00 35.8% 10.3% 32.4% 24.3% 0.0% -9.9% 1.0% 14.8K -158.1K -322 0.00 148.96 N/A N/A 0 0 125 19 2020-09-18 $32.21 $37.00 32.9% 9.4% 32.2% 21.7% 24.3% -7.3% -0.6% 57.8K -264.3K -265 0.00 134.46 N/A N/A 2 0 125 19 2020-09-21 $32.47 $37.00 37.5% 10.8% 32.3% 25.9% 0.0% 2.0% -2.4% 2.5K -60.3K -253 0.00 147.17 N/A N/A 0 0 40 0 2020-09-22 $33.14 $37.00 33.6% 9.6% 33.2% 22.4% 0.0% -0.3% -0.7% 2.8K -67.0K -253 0.00 132.40 N/A N/A 18 0 40 0 2020-09-23 $32.43 $37.00 37.0% 10.6% 33.9% 25.4% 0.0% 1.3% -2.0% 3.7K -90.3K -392 0.00 139.84 N/A N/A 1 0 58 0 2020-09-24 $32.02 $37.00 32.9% 9.4% 33.3% 21.8% 0.0% 0.9% -0.8% 3.7K -85.0K -387 1.00 136.74 N/A N/A 1 1 59 0 2020-09-25 $32.67 $37.00 35.3% 10.1% 34.4% 23.9% 0.0% 3.9% 0.0% 3.8K -88.4K -394 0.00 148.94 N/A N/A 0 0 59 1 2020-09-28 $33.00 $37.00 36.8% 10.6% 34.7% 25.2% 0.0% 3.3% -1.6% 4.0K -94.2K -394 0.00 150.73 N/A N/A 0 0 59 1 2020-09-29 $32.89 $37.00 34.6% 9.9% 34.6% 23.3% 0.0% -0.3% -3.2% 3.9K -94.1K -394 0.00 141.90 N/A N/A 0 0 59 1 2020-09-30 $32.78 $37.00 36.8% 10.6% 32.0% 25.2% 0.0% 6.7% -4.5% 4.0K -92.6K -389 0.00 150.47 N/A N/A 0 0 59 1
« Aug 2020 | All History | Oct 2020 » Home IHAK History September 2020