IHAK Options History — February 2021 In February 2021, IHAK traded between $39.43 and $43.00. ATM implied volatility averaged 40.0%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 16.7% (HV 20d: 23.3%). Max pain ranged from $34.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.16.
Notable Days 2021-02-01 : Highest Volume — 70 contracts2021-02-09 : Largest IV spike — 24.5% change2021-02-02 : Highest IV Rank — 29.1%2021-02-25 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $41.67 $39.43 $43.00 $41.63 $39.43 Max Pain $35.21 $34.00 $40.00 $40.00 $35.00 ATM IV 40.0% 32.8% 47.1% 44.3% 36.3% Expected Move 11.4% 9.7% 13.5% 12.7% 10.4% HV 20d 23.3% 21.7% 25.0% 24.0% 23.1% HV 60d 23.3% 22.4% 24.8% 24.5% 24.8% IV Rank 19.8% 12.0% 29.1% 28.2% 14.3% IV Percentile 57.0% 29.0% 75.4% 70.6% 44.4% Term Structure -2.1% -20.9% 6.9% 0.7% -3.8% VWIV 42.0% 33.8% 61.6% 41.8% 51.0% Skew 25d 3.7% -24.3% 20.9% 11.5% 2.8% Skew 10d 9.6% -0.2% 20.1% 3.5% 13.6% Call IV 25d 36.5% 26.4% 51.3% 32.8% 36.9% Put IV 25d 40.2% 27.0% 57.4% 44.3% 39.7% Bid-Ask Spread % 110.05 95.24 118.08 116.41 96.08 Gamma HHI 0.31 0.21 0.40 0.40 0.23 Net GEX 62.2K 41.0K 76.9K 54.5K 42.0K Net DEX -1.6M -2.1M -885.1K -1.6M -885.4K Net VEX -4.2K -4.7K -3.5K -4.7K -3.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.16 0.00 1.00 0.00 0.00 Total Volume 23.526 0 70 70 2 Total OI 738.158 553 808 747 581
Daily Data (19 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 2021-02-01 $41.63 $40.00 44.3% 12.7% 24.0% 28.2% 41.8% 11.5% 0.7% 54.5K -1.6M -4.7K 0.00 116.41 N/A N/A 70 0 665 82 2021-02-02 $42.14 $40.00 45.4% 13.0% 23.3% 29.1% 0.0% -6.3% 1.4% 63.7K -1.8M -4.7K 0.00 115.51 N/A N/A 0 4 711 82 2021-02-03 $41.20 $40.00 38.4% 11.0% 25.0% 23.1% 0.0% -24.3% -5.4% 70.0K -1.6M -4.7K 0.75 118.08 N/A N/A 4 3 711 86 2021-02-04 $41.67 $34.00 42.4% 11.8% 24.8% 26.5% 0.0% 14.1% -6.9% 68.8K -1.6M -4.7K 0.00 113.31 N/A N/A 5 0 715 89 2021-02-05 $42.00 $34.00 41.0% 11.1% 23.2% 25.4% 34.2% 7.7% -1.4% 69.1K -1.8M -4.5K 0.00 106.96 N/A N/A 0 38 708 89 2021-02-08 $42.24 $34.00 32.8% 10.4% 22.9% 17.2% 61.6% 3.8% -0.8% 75.1K -1.9M -4.3K 0.13 116.04 N/A N/A 16 2 708 85 2021-02-09 $43.00 $34.00 40.8% 9.9% 23.7% 18.6% 0.0% 3.5% 3.5% 73.7K -2.1M -4.3K 0.00 112.09 N/A N/A 51 0 722 86 2021-02-10 $42.57 $34.00 33.8% 9.7% 23.6% 12.0% 0.0% 3.6% 6.9% 71.4K -1.9M -4.5K 0.00 117.80 N/A N/A 0 0 718 86 2021-02-11 $42.68 $34.00 38.0% 10.9% 22.5% 16.0% 33.8% 2.6% -1.2% 65.8K -1.9M -4.5K 1.00 111.65 N/A N/A 1 1 718 86 2021-02-12 $42.82 $34.00 38.5% 11.0% 22.4% 16.5% 0.0% -1.0% 0.8% 66.4K -2.0M -4.4K 0.00 111.01 N/A N/A 0 0 719 86 2021-02-16 $42.30 $34.00 37.7% 10.8% 22.8% 15.7% 39.9% 1.1% -1.4% 71.3K -1.9M -4.1K 0.00 116.01 N/A N/A 56 0 719 86 2021-02-17 $41.82 $34.00 40.8% 11.7% 21.9% 18.6% 39.7% 20.9% -1.0% 73.7K -1.8M -4.1K 0.20 105.52 N/A N/A 5 1 719 86 2021-02-18 $41.95 $34.00 40.0% 11.5% 21.7% 17.8% 43.3% 2.6% -0.3% 71.5K -1.9M -3.9K 0.20 112.11 N/A N/A 5 1 721 87 2021-02-19 $42.24 $34.00 39.3% 11.3% 21.8% 17.2% 0.0% -4.5% 3.1% 76.9K -2.0M -3.8K 0.00 111.66 N/A N/A 58 0 720 88 2021-02-22 $41.12 $35.00 39.4% 11.3% 23.5% 17.3% 0.0% 7.5% -6.5% 41.1K -1.1M -3.7K 0.00 109.33 N/A N/A 14 0 509 44 2021-02-23 $40.72 $35.00 42.0% 12.0% 23.6% 19.7% 39.7% 1.0% -3.4% 41.2K -1.1M -3.6K 0.05 102.10 N/A N/A 21 1 513 44 2021-02-24 $40.74 $35.00 41.7% 12.0% 23.6% 19.4% 37.0% 4.9% -2.4% 44.2K -1.1M -3.7K 0.08 95.24 N/A N/A 53 4 534 45 2021-02-25 $39.49 $35.00 47.1% 13.5% 24.7% 24.5% 40.4% 18.3% -20.9% 41.0K -885.1K -3.6K 0.03 103.97 N/A N/A 30 1 528 49 2021-02-26 $39.43 $35.00 36.3% 10.4% 23.1% 14.3% 51.0% 2.8% -3.8% 42.0K -885.4K -3.5K 0.00 96.08 N/A N/A 2 0 531 50
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