IHAK Options History — November 2021

In November 2021, IHAK traded between $45.16 and $48.87. ATM implied volatility averaged 24.3%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 8.1% (HV 20d: 16.2%). Max pain ranged from $42.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.70.

Notable Days

  • 2021-11-12: Highest Volume — 169 contracts
  • 2021-11-22: Largest IV spike — 37.0% change
  • 2021-11-26: Highest IV Rank — 12.6%
  • 2021-11-26: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.31$45.16$48.87$47.03$45.16
Max Pain$42.43$42.00$45.00$45.00$42.00
ATM IV24.3%17.0%29.5%24.9%29.3%
Expected Move6.7%4.9%8.5%7.1%8.4%
HV 20d16.2%12.0%20.7%14.3%20.7%
HV 60d18.2%17.4%19.4%17.7%19.4%
IV Rank8.0%1.5%12.6%8.5%12.4%
IV Percentile33.8%2.0%59.1%35.7%58.7%
Term Structure-1.4%-9.7%4.6%-6.2%-4.7%
VWIV27.1%22.2%34.8%23.9%34.4%
Skew 25d1.3%-4.6%6.9%-1.3%3.8%
Skew 10d4.1%-7.9%17.1%4.2%4.0%
Call IV 25d23.2%17.0%33.5%20.0%29.3%
Put IV 25d24.5%18.5%33.4%18.7%33.1%
Bid-Ask Spread %123.14108.95142.68134.93115.95
Gamma HHI0.220.160.280.240.16
Net GEX27.1K18.5K41.7K27.3K19.6K
Net DEX-594.6K-745.8K-405.3K-557.4K-405.3K
Net VEX-1.3K-1.5K-1.0K-1.2K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.640.800.650.70
Total Volume157.095137169137155
Total OI267.619241279246277

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$47.03$45.0024.9%7.1%14.3%8.5%23.9%-1.3%-6.2%27.3K-557.4K-1.2K0.65134.93N/AN/A835418264
2021-11-02$47.17$45.0025.2%7.2%14.0%8.8%24.8%0.1%-6.1%26.3K-564.6K-1.2K0.64142.68N/AN/A855418164
2021-11-03$47.50$45.0025.2%7.2%14.0%8.8%23.9%-1.1%-9.7%28.6K-604.8K-1.2K0.75139.74N/AN/A856418364
2021-11-04$47.97$42.0025.7%5.8%13.2%9.3%26.5%4.2%1.2%23.8K-641.7K-1.2K0.70122.00N/AN/A926418374
2021-11-05$47.87$42.0026.5%5.5%12.0%9.9%25.3%3.2%3.1%27.1K-648.7K-1.3K0.69115.27N/AN/A936419374
2021-11-08$48.77$42.0022.8%5.7%12.8%6.7%23.7%-3.1%-0.2%25.2K-745.8K-1.0K0.72108.95N/AN/A936719774
2021-11-09$48.87$42.0024.1%6.2%12.8%7.9%26.5%2.1%1.6%28.2K-726.5K-1.2K0.67120.31N/AN/A1006719974
2021-11-10$47.67$42.0022.6%6.5%15.5%6.5%27.4%-4.6%-2.9%27.8K-614.1K-1.3K0.68115.80N/AN/A986719774
2021-11-11$47.92$42.0021.2%6.1%14.6%5.2%22.4%5.1%1.4%30.1K-660.9K-1.3K0.68125.61N/AN/A986720074
2021-11-12$48.49$42.0022.0%6.3%15.0%5.9%30.2%-2.5%4.3%24.1K-654.2K-1.4K0.66129.59N/AN/A1026720072
2021-11-15$47.72$42.0022.3%6.4%16.2%6.2%27.7%0.2%0.9%30.5K-636.6K-1.3K0.66122.97N/AN/A1026720672
2021-11-16$48.32$42.0022.3%6.4%16.6%6.2%24.7%0.7%1.4%33.1K-706.2K-1.2K0.69123.52N/AN/A986820772
2021-11-17$48.05$42.0022.1%6.3%16.8%6.0%28.1%2.1%0.8%32.0K-667.7K-1.2K0.68124.50N/AN/A986720373
2021-11-18$47.81$42.0022.1%6.3%16.9%6.0%23.4%4.8%-1.4%35.1K-663.5K-1.2K0.68116.72N/AN/A986720373
2021-11-19$47.47$42.0017.0%4.9%17.1%1.5%22.2%3.7%4.6%41.7K-636.3K-1.1K0.80115.67N/AN/A856820373
2021-11-22$46.52$42.0023.2%6.7%18.6%7.1%28.8%5.5%-1.1%18.5K-494.5K-1.2K0.69118.72N/AN/A916317368
2021-11-23$45.63$42.0027.1%7.8%19.7%10.5%29.1%6.9%-2.4%20.0K-436.5K-1.5K0.71117.81N/AN/A896319472
2021-11-24$46.09$42.0026.1%7.5%19.8%9.6%27.5%-1.7%-2.4%27.1K-497.9K-1.3K0.73118.42N/AN/A886420273
2021-11-26$45.52$42.0029.5%8.5%20.1%12.6%34.8%-0.1%-6.6%20.6K-445.6K-1.5K0.70130.17N/AN/A886220475
2021-11-29$46.00$42.0029.1%8.4%19.7%12.3%33.8%-0.7%-4.8%23.3K-477.4K-1.4K0.71126.61N/AN/A906419975
2021-11-30$45.16$42.0029.3%8.4%20.7%12.4%34.4%3.8%-4.7%19.6K-405.3K-1.4K0.70115.95N/AN/A916420077