IHAK Options History — October 2021

In October 2021, IHAK traded between $42.73 and $47.01. ATM implied volatility averaged 25.7%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 5.0% (HV 20d: 20.7%). Max pain ranged from $44.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.34.

Notable Days

  • 2021-10-21: Highest Volume — 149 contracts
  • 2021-10-04: Largest IV spike — 69.7% change
  • 2021-10-11: Highest IV Rank — 20.8%
  • 2021-10-04: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.21$42.73$47.01$43.89$47.01
Max Pain$44.19$44.00$45.00$44.00$45.00
ATM IV25.7%19.2%38.7%22.5%23.3%
Expected Move6.3%5.4%8.1%6.5%6.7%
HV 20d20.7%17.2%23.5%19.2%18.1%
HV 60d17.8%17.0%18.2%17.0%17.9%
IV Rank9.2%3.4%20.8%6.4%7.1%
IV Percentile32.5%4.8%79.0%19.4%27.8%
Term Structure-0.8%-6.2%2.8%-1.5%-6.2%
VWIV20.6%16.0%23.6%16.0%22.5%
Skew 25d2.8%-8.9%10.9%-0.4%2.2%
Skew 10d6.8%-8.7%15.7%-8.7%5.3%
Call IV 25d20.9%16.6%30.2%25.2%18.4%
Put IV 25d23.7%19.7%30.6%24.8%20.5%
Bid-Ask Spread %131.99110.19144.72143.86139.13
Gamma HHI0.340.200.640.360.25
Net GEX33.2K14.5K75.1K30.7K25.9K
Net DEX-331.5K-662.0K41.1K-95.4K-553.7K
Net VEX-1.5K-2.0K-1.1K-2.0K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.000.660.000.65
Total Volume63.09501492137
Total OI324198422414245

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$43.89$44.0022.5%6.5%19.2%6.4%0.0%-0.4%-1.5%30.7K-95.4K-2.0K0.00143.86N/AN/A20265149
2021-10-04$42.73$44.0038.2%8.1%20.4%20.4%0.0%2.1%-2.8%26.8K41.1K-1.8K0.00134.86N/AN/A60264147
2021-10-05$43.28$44.0034.6%6.9%20.8%17.1%0.0%5.2%0.7%36.3K-8.9K-1.8K0.00130.37N/AN/A20266147
2021-10-06$43.42$44.0034.0%6.8%20.7%16.6%16.0%10.9%2.8%40.8K-1.1K-1.8K0.00125.76N/AN/A20272147
2021-10-07$44.23$44.0026.0%6.2%21.9%9.5%0.0%2.6%-0.4%40.9K-179.0K-1.8K0.00110.19N/AN/A00273147
2021-10-08$43.72$44.0024.6%6.0%21.4%8.3%0.0%5.9%1.1%54.8K-110.0K-1.7K0.00115.62N/AN/A00275147
2021-10-11$43.63$44.0038.7%5.4%21.4%20.8%0.0%4.6%-0.0%62.4K-43.7K-1.6K0.00139.59N/AN/A00274147
2021-10-12$43.87$44.0038.6%6.4%21.5%20.7%0.0%2.4%0.1%75.1K-84.7K-1.5K0.00131.67N/AN/A088274147
2021-10-13$44.78$44.0021.5%6.2%22.6%5.5%0.0%3.2%0.1%59.9K-284.0K-1.4K0.00122.77N/AN/A00274147
2021-10-14$45.57$44.0021.1%6.0%23.5%5.1%16.0%2.7%-0.6%28.2K-642.0K-1.4K0.50134.60N/AN/A21274115
2021-10-15$45.61$44.0019.2%5.5%23.4%3.4%0.0%3.8%-0.7%26.4K-662.0K-1.3K0.00139.75N/AN/A920274115
2021-10-18$46.04$44.0019.6%5.6%21.6%3.8%20.3%2.1%-1.0%17.3K-421.6K-1.1K0.00127.72N/AN/A6014454
2021-10-19$46.34$44.0020.9%6.0%21.7%5.0%0.0%-0.3%-2.0%14.5K-444.5K-1.2K0.00144.72N/AN/A0014454
2021-10-20$46.39$44.0022.8%6.5%21.3%6.7%20.6%3.3%-3.2%19.0K-475.1K-1.2K0.44130.28N/AN/A1024515554
2021-10-21$46.71$44.0019.7%5.6%21.2%3.9%19.5%1.1%-1.2%23.6K-510.0K-1.2K0.42129.05N/AN/A1054416854
2021-10-22$46.61$44.0021.0%6.0%21.2%5.0%19.9%3.3%0.5%24.2K-512.1K-1.2K0.53136.04N/AN/A955017154
2021-10-25$46.78$44.0024.9%7.1%20.6%8.5%22.8%6.9%-0.9%22.5K-528.3K-1.3K0.64124.81N/AN/A835317760
2021-10-26$46.52$45.0021.9%6.3%17.2%5.8%22.6%4.8%-1.5%23.5K-508.7K-1.4K0.65132.01N/AN/A835417963
2021-10-27$46.05$45.0022.4%6.4%17.7%6.4%23.6%-8.9%0.8%21.0K-458.1K-1.4K0.65137.16N/AN/A835417964
2021-10-28$46.32$45.0024.0%6.9%17.7%7.7%23.2%0.7%-0.9%24.3K-479.1K-1.3K0.66141.74N/AN/A825418164
2021-10-29$47.01$45.0023.3%6.7%18.1%7.1%22.5%2.2%-6.2%25.9K-553.7K-1.3K0.65139.13N/AN/A835418164