IHAK Options History — September 2021

In September 2021, IHAK traded between $43.46 and $46.81. ATM implied volatility averaged 23.8%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 7.0% (HV 20d: 16.8%). Max pain ranged from $43.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.38.

Notable Days

  • 2021-09-08: Highest Volume — 102 contracts
  • 2021-09-07: Largest IV spike — 55.6% change
  • 2021-09-21: Highest IV Rank — 24.3%
  • 2021-09-21: Largest Expected Move — 12.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.05$43.46$46.81$46.08$43.51
Max Pain$44.10$43.00$45.00$43.00$44.00
ATM IV23.8%16.1%42.7%25.5%38.4%
Expected Move6.8%4.6%12.2%7.3%11.0%
HV 20d16.8%14.8%19.0%15.4%19.0%
HV 60d15.4%14.2%17.2%14.4%16.9%
IV Rank7.5%0.7%24.3%9.1%20.5%
IV Percentile23.2%0.4%87.7%25.4%75.4%
Term Structure-1.4%-16.9%7.7%-0.7%-16.9%
VWIV25.3%15.0%36.2%19.2%35.6%
Skew 25d4.1%-7.6%18.6%-2.5%18.6%
Skew 10d3.4%-8.2%19.2%-8.2%12.9%
Call IV 25d19.8%13.6%30.5%24.7%23.7%
Put IV 25d23.9%18.4%42.4%22.2%42.4%
Bid-Ask Spread %134.90115.23161.41115.23159.53
Gamma HHI0.570.300.850.640.38
Net GEX273.1K15.9K669.3K136.6K26.7K
Net DEX-1.6M-4.8M-85.9K-1.6M-85.9K
Net VEX-3.4K-6.4K-2.0K-2.6K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.004.500.000.00
Total Volume18.238010221
Total OI1,058.9523831,685706411

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$46.08$43.0025.5%7.3%15.4%9.1%19.2%-2.5%-0.7%136.6K-1.6M-2.6K0.00115.23N/AN/A20563143
2021-09-02$46.32$44.0021.9%5.4%15.5%5.8%25.4%4.5%1.9%528.5K-3.8M-6.4K0.00120.41N/AN/A7101,443231
2021-09-03$46.81$44.0016.5%5.3%14.8%1.1%0.0%4.9%1.2%641.6K-4.8M-5.6K0.09124.53N/AN/A1111,454231
2021-09-07$46.06$44.0025.7%6.3%16.3%9.3%0.0%3.5%-0.4%521.3K-3.3M-5.4K0.00131.96N/AN/A001,384231
2021-09-08$45.62$44.0017.1%4.9%16.2%1.6%0.0%-1.4%1.5%380.5K-2.9M-5.3K0.00127.96N/AN/A10201,369230
2021-09-09$45.84$44.0022.1%6.3%15.9%6.1%0.0%-0.4%1.3%547.0K-2.9M-4.9K0.00138.17N/AN/A001,369230
2021-09-10$45.01$44.0022.7%6.5%17.2%6.5%17.7%-0.7%1.4%419.0K-1.9M-4.4K0.00128.03N/AN/A2601,389230
2021-09-13$44.99$44.0020.0%5.7%17.2%4.2%25.2%5.6%1.7%420.8K-2.2M-4.2K0.10138.26N/AN/A3031,389230
2021-09-14$44.85$44.0019.7%5.6%16.2%3.9%0.0%4.2%0.7%467.6K-2.0M-3.8K0.17137.96N/AN/A611,392230
2021-09-15$45.20$44.0017.9%5.1%16.0%2.3%36.2%4.1%2.6%574.7K-1.9M-3.2K0.00153.42N/AN/A6801,406233
2021-09-16$45.27$44.0016.1%4.6%16.0%0.7%15.0%5.0%7.7%669.3K-2.0M-3.0K0.60126.22N/AN/A531,406233
2021-09-17$45.00$44.0020.5%5.9%16.2%4.6%0.0%4.6%-0.9%240.1K-1.0M-2.3K0.00130.75N/AN/A1101,401233
2021-09-20$43.93$45.0027.9%8.0%18.7%11.2%0.0%10.0%-4.0%16.0K-177.7K-2.3K0.00117.24N/AN/A40242141
2021-09-21$44.20$45.0042.7%12.2%18.0%24.3%29.9%1.1%-12.5%24.2K-149.8K-2.2K0.50160.52N/AN/A42251141
2021-09-22$44.75$45.0022.9%6.6%16.6%6.8%0.0%5.6%-0.3%21.0K-286.6K-2.3K0.00132.68N/AN/A00253141
2021-09-23$45.24$44.0024.3%7.0%16.3%8.0%0.0%5.9%-3.2%15.9K-415.9K-2.2K0.00132.32N/AN/A30257143
2021-09-24$45.42$44.0021.4%6.1%16.4%5.5%0.0%5.2%1.1%20.6K-418.7K-2.2K0.00122.16N/AN/A00257143
2021-09-27$44.86$44.0022.0%6.3%16.3%5.9%18.9%-1.0%-2.6%21.1K-343.3K-2.1K0.50140.96N/AN/A105257143
2021-09-28$43.56$44.0028.1%8.1%19.0%11.4%30.5%16.9%2.3%24.2K-194.6K-2.1K4.50133.15N/AN/A29257143
2021-09-29$43.46$44.0025.8%7.4%19.0%9.3%0.0%-7.6%-12.0%18.9K-103.9K-2.1K0.00161.41N/AN/A30260148
2021-09-30$43.51$44.0038.4%11.0%19.0%20.5%35.6%18.6%-16.9%26.7K-85.9K-2.0K0.00159.53N/AN/A10262149