IHAK Options History — November 2020 In November 2020, IHAK traded between $30.80 and $34.62. ATM implied volatility averaged 33.5%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 6.2% (HV 20d: 27.3%). Max pain ranged from $24.00 to $34.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.09.
Notable Days 2020-11-25 : Highest Volume — 12 contracts2020-11-11 : Largest IV drop — 23.2% change2020-11-02 : Highest IV Rank — 31.8%2020-11-02 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $33.20 $30.80 $34.62 $30.80 $34.62 Max Pain $25.75 $24.00 $34.00 $34.00 $29.00 ATM IV 33.5% 26.8% 44.3% 44.3% 30.9% Expected Move 9.0% 7.7% 12.7% 12.7% 8.9% HV 20d 27.3% 18.8% 29.6% 18.8% 23.4% HV 60d 26.5% 23.0% 27.3% 24.3% 23.0% IV Rank 22.2% 16.3% 31.8% 31.8% 20.0% IV Percentile 29.5% 6.3% 65.1% 65.1% 21.8% Term Structure -5.4% -9.6% -0.9% -8.0% -2.9% VWIV 39.6% 26.1% 84.9% 31.7% 84.9% Skew 25d 3.7% -5.5% 11.9% 5.1% 0.0% Skew 10d 2.4% -4.9% 8.8% 3.5% 1.2% Call IV 25d 31.7% 24.6% 45.2% 45.2% 35.8% Put IV 25d 35.4% 24.0% 50.4% 50.4% 35.8% Bid-Ask Spread % 132.92 123.82 145.24 145.24 131.70 Gamma HHI 0.28 0.20 0.45 0.20 0.35 Net GEX 10.3K 4.7K 20.6K 4.7K 18.5K Net DEX -217.0K -467.9K -102.5K -102.5K -422.1K Net VEX -432 -765 -277 -330 -708 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.09 0.00 1.00 1.00 0.00 Total Volume 1.95 0 12 0 5 Total OI 109.15 82 187 83 176
Daily Data (20 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 2020-11-02 $30.80 $34.00 44.3% 12.7% 18.8% 31.8% 0.0% 5.1% -8.0% 4.7K -102.5K -330 0.00 145.24 N/A N/A 0 0 81 2 2020-11-03 $31.65 $34.00 41.4% 11.9% 21.9% 29.3% 31.7% -0.7% -8.8% 5.1K -118.2K -344 1.00 138.72 N/A N/A 1 1 81 2 2020-11-04 $33.01 $34.00 36.8% 10.5% 26.8% 25.1% 0.0% -0.8% -5.6% 5.9K -145.8K -367 0.00 142.91 N/A N/A 0 0 81 2 2020-11-05 $33.53 $24.00 38.3% 8.5% 27.4% 26.5% 0.0% 5.7% -5.3% 6.1K -159.0K -374 0.00 129.53 N/A N/A 0 0 81 2 2020-11-06 $33.56 $24.00 40.2% 9.2% 27.0% 28.2% 0.0% 11.9% -9.3% 6.0K -159.2K -372 0.00 123.82 N/A N/A 0 0 81 2 2020-11-09 $32.89 $24.00 40.5% 8.3% 27.1% 28.5% 0.0% 7.6% -7.2% 6.3K -144.5K -347 0.00 128.06 N/A N/A 0 0 81 2 2020-11-10 $32.00 $24.00 41.4% 8.3% 28.1% 29.3% 0.0% 5.4% -0.9% 6.0K -123.2K -326 0.00 125.53 N/A N/A 0 0 81 2 2020-11-11 $32.60 $24.00 31.8% 9.1% 29.2% 20.8% 0.0% 7.5% -2.3% 6.3K -136.7K -333 0.00 126.13 N/A N/A 0 0 81 2 2020-11-12 $32.67 $24.00 28.4% 8.2% 29.3% 17.8% 0.0% 7.0% -3.0% 6.6K -138.4K -328 0.00 126.77 N/A N/A 1 0 81 2 2020-11-13 $32.97 $24.00 29.2% 8.4% 29.6% 18.4% 0.0% 1.8% -3.8% 6.8K -144.2K -321 0.00 135.61 N/A N/A 0 0 81 2 2020-11-16 $33.09 $24.00 29.3% 8.4% 29.4% 18.5% 0.0% 5.2% -6.1% 7.8K -146.7K -300 0.00 138.00 N/A N/A 1 0 81 2 2020-11-17 $33.39 $24.00 30.2% 8.7% 29.6% 19.3% 26.1% 2.6% -9.6% 7.9K -152.6K -277 0.00 136.43 N/A N/A 8 0 80 2 2020-11-18 $33.24 $24.00 30.3% 8.7% 29.1% 19.5% 27.6% 5.1% -3.9% 8.2K -156.1K -321 0.00 136.33 N/A N/A 1 0 87 2 2020-11-19 $33.61 $24.00 30.2% 8.6% 29.3% 19.3% 27.7% 4.1% -5.8% 8.5K -166.5K -324 0.00 132.13 N/A N/A 3 0 87 2 2020-11-20 $33.90 $24.00 26.8% 7.7% 29.4% 16.3% 0.0% -5.5% -5.1% 16.6K -169.3K -315 0.00 124.69 N/A N/A 1 0 88 2 2020-11-23 $33.85 $24.00 29.6% 8.5% 28.8% 18.8% 0.0% 4.9% -4.2% 20.1K -414.4K -742 0.00 133.93 N/A N/A 4 0 183 0 2020-11-24 $33.90 $24.00 30.9% 8.9% 28.8% 20.0% 0.0% 4.4% -5.8% 20.6K -426.5K -765 0.00 135.27 N/A N/A 0 0 187 0 2020-11-25 $34.20 $24.00 30.0% 8.6% 26.4% 19.1% 84.9% 2.9% -4.6% 19.3K -446.3K -743 0.00 133.85 N/A N/A 12 0 187 0 2020-11-27 $34.55 $24.00 29.1% 8.3% 26.1% 18.3% 0.0% -0.7% -5.5% 18.6K -467.9K -695 0.00 133.73 N/A N/A 1 0 187 0 2020-11-30 $34.62 $29.00 30.9% 8.9% 23.4% 20.0% 0.0% 0.0% -2.9% 18.5K -422.1K -708 0.00 131.70 N/A N/A 5 0 176 0
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