IHAK Options History — December 2020

In December 2020, IHAK traded between $34.28 and $41.32. ATM implied volatility averaged 46.7%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 24.0% (HV 20d: 22.7%). Max pain ranged from $29.00 to $32.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.11.

Notable Days

  • 2020-12-18: Highest Volume — 384 contracts
  • 2020-12-29: Largest IV spike — 217.3% change
  • 2020-12-29: Highest IV Rank — 84.2%
  • 2020-12-29: Largest Expected Move — 29.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.99$34.28$41.32$34.46$40.39
Max Pain$31.73$29.00$32.00$29.00$32.00
ATM IV46.7%25.9%103.2%33.4%100.1%
Expected Move12.9%7.1%29.6%9.6%28.7%
HV 20d22.7%19.7%27.4%23.7%26.7%
HV 60d23.5%21.8%24.6%22.3%24.5%
IV Rank34.0%15.5%84.2%22.2%81.5%
IV Percentile43.4%4.4%98.0%29.4%97.2%
Term Structure-5.8%-144.8%142.7%-1.1%-144.8%
VWIV44.6%17.1%116.4%26.2%39.0%
Skew 25d-30.2%-148.9%16.0%0.5%-141.2%
Skew 10d-26.4%-146.1%29.2%1.4%-124.5%
Call IV 25d63.1%17.8%182.6%37.3%176.0%
Put IV 25d32.9%20.6%48.0%37.8%34.8%
Bid-Ask Spread %137.58125.22153.71133.23126.41
Gamma HHI0.330.160.450.360.40
Net GEX28.3K5.9K70.6K20.2K57.3K
Net DEX-877.4K-1.7M-419.3K-437.4K-1.5M
Net VEX-1.6K-4.0K-372-709-4.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.110.001.001.000.00
Total Volume43.45513842107
Total OI346.227150739180739

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-12-01$34.46$29.0033.4%9.6%23.7%22.2%0.0%0.5%-1.1%20.2K-437.4K-7091.00133.23N/AN/A111800
2020-12-02$34.28$29.0033.7%9.7%22.6%22.4%0.0%4.5%-5.7%20.8K-419.3K-7200.00133.72N/AN/A011811
2020-12-03$35.65$32.0031.3%7.1%21.9%20.3%0.0%1.7%-2.8%19.7K-490.5K-6460.00146.57N/AN/A401812
2020-12-04$36.01$32.0034.3%7.7%21.6%23.0%0.0%4.3%-0.8%16.9K-519.4K-6340.00153.22N/AN/A2201822
2020-12-07$36.10$32.0037.1%7.5%21.6%25.4%0.0%2.0%-1.6%16.3K-538.4K-5930.00153.44N/AN/A101842
2020-12-08$36.56$32.0035.7%7.3%19.9%24.2%26.2%-0.1%-0.5%13.0K-591.3K-4330.00148.41N/AN/A3001842
2020-12-09$35.58$32.0026.3%7.5%19.8%15.8%0.0%-2.6%-3.8%13.3K-450.3K-4510.00125.22N/AN/A201542
2020-12-10$36.22$32.0025.9%7.4%19.8%15.5%0.0%-4.5%-3.2%14.4K-480.4K-3990.00139.44N/AN/A401562
2020-12-11$36.35$32.0027.1%7.8%19.7%16.6%0.0%6.7%-4.1%13.4K-487.7K-4930.00142.09N/AN/A101602
2020-12-14$36.71$32.0026.7%7.7%19.8%16.2%26.7%1.8%3.2%9.3K-479.9K-4440.00153.71N/AN/A1301532
2020-12-15$37.05$32.0030.2%8.6%19.8%19.3%24.2%-6.6%-2.8%10.3K-498.6K-4830.00145.77N/AN/A3901592
2020-12-16$37.54$32.0027.4%7.9%19.9%16.8%0.0%4.6%1.5%10.9K-622.6K-5880.00146.31N/AN/A101952
2020-12-17$38.09$32.0026.7%7.7%19.8%16.2%17.1%14.5%142.7%6.3K-497.6K-3720.00133.64N/AN/A1501482
2020-12-18$39.79$32.0077.4%22.2%23.7%61.3%116.4%-71.5%-91.0%5.9K-510.4K-7120.03133.73N/AN/A374101602
2020-12-21$39.98$32.0042.7%12.2%23.7%30.5%29.1%16.0%-7.1%52.4K-1.2M-2.6K0.26128.73N/AN/A381050612
2020-12-22$41.27$32.0089.3%25.6%24.8%71.9%96.5%-52.7%-30.4%32.6K-1.6M-2.7K0.06126.35N/AN/A124853912
2020-12-23$41.32$32.0036.1%10.4%24.8%24.6%0.0%-93.8%63.7%45.0K-1.7M-3.6K0.00133.45N/AN/A22063020
2020-12-24$40.98$32.0048.4%13.9%25.7%35.5%0.0%-148.9%102.1%47.7K-1.6M-3.8K0.00137.25N/AN/A3063820
2020-12-28$40.85$32.0032.5%9.3%26.0%21.4%33.8%12.4%141.4%68.3K-1.6M-3.5K0.55128.04N/AN/A643563420
2020-12-29$40.19$32.00103.2%29.6%27.4%84.2%37.4%-133.2%-143.3%58.1K-1.5M-3.9K0.25125.57N/AN/A12366355
2020-12-30$40.35$32.00102.0%29.2%27.1%83.1%0.0%-78.1%-139.7%70.6K-1.5M-3.9K0.22132.55N/AN/A9267156
2020-12-31$40.39$32.00100.1%28.7%26.7%81.5%39.0%-141.2%-144.8%57.3K-1.5M-4.0K0.00126.41N/AN/A107068158