IHAK Options History — January 2022

In January 2022, IHAK traded between $38.05 and $44.38. ATM implied volatility averaged 34.7%, placing in the 40.2% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 12.1% (HV 20d: 22.6%). Max pain ranged from $42.00 to $43.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.74.

Notable Days

  • 2022-01-06: Highest Volume — 147 contracts
  • 2022-01-26: Largest IV spike — 58.9% change
  • 2022-01-26: Highest IV Rank — 100.0%
  • 2022-01-26: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.02$38.05$44.38$44.38$40.15
Max Pain$42.30$42.00$43.00$43.00$42.00
ATM IV34.7%25.4%63.9%27.4%34.3%
Expected Move9.9%7.3%18.3%7.9%9.8%
HV 20d22.6%19.8%26.9%23.0%26.9%
HV 60d25.5%24.3%27.5%24.3%27.5%
IV Rank40.2%10.7%100.0%10.7%39.1%
IV Percentile72.7%42.9%100.0%54.0%77.0%
Term Structure-5.6%-41.1%2.0%-2.3%-4.5%
VWIV34.4%25.0%58.9%25.0%38.3%
Skew 25d4.0%-17.2%24.5%-6.6%0.1%
Skew 10d1.5%-10.8%10.8%-6.1%6.0%
Call IV 25d31.5%20.8%74.9%27.9%35.6%
Put IV 25d35.5%21.3%57.7%21.3%35.8%
Bid-Ask Spread %124.1399.57153.22138.93128.13
Gamma HHI0.170.150.200.200.17
Net GEX9.7K3.6K22.8K22.8K4.9K
Net DEX-51.7K-291.2K83.3K-291.2K-6.0K
Net VEX-1.4K-1.7K-888-1.7K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.241.330.240.65
Total Volume115.37414713379
Total OI261.75229307229260

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$44.38$43.0027.4%7.9%23.0%10.7%25.0%-6.6%-2.3%22.8K-291.2K-1.7K0.24138.93N/AN/A1072619633
2022-01-04$43.51$43.0025.4%7.3%24.3%15.9%31.3%11.8%-6.2%17.4K-231.9K-1.6K0.24134.17N/AN/A1072619635
2022-01-05$42.13$43.0029.5%8.5%24.7%22.5%29.3%-0.3%-7.9%15.4K-163.4K-1.4K0.26127.18N/AN/A1052719635
2022-01-06$42.04$43.0030.9%8.7%24.0%24.6%27.6%2.8%-0.5%13.5K-129.7K-1.4K0.40118.82N/AN/A1054219636
2022-01-07$41.76$43.0031.6%9.3%23.5%25.8%28.8%1.8%0.4%11.0K-66.1K-1.4K0.44114.82N/AN/A984319952
2022-01-10$41.74$43.0035.1%9.9%23.3%31.2%27.7%4.3%-9.3%11.1K-67.5K-1.4K0.86107.97N/AN/A504320052
2022-01-11$42.58$42.0031.4%7.8%24.5%25.5%27.8%2.1%2.0%13.2K-121.8K-1.6K0.84122.08N/AN/A514320552
2022-01-12$42.45$42.0032.1%9.2%23.5%26.5%31.3%7.6%-2.0%14.5K-119.4K-1.5K0.84144.55N/AN/A514320652
2022-01-13$41.25$42.0035.4%10.2%23.6%51.0%42.0%10.0%-2.5%11.6K-80.9K-1.4K1.3399.57N/AN/A547220652
2022-01-14$41.38$42.0031.5%9.0%22.7%41.1%30.0%9.8%-5.1%5.5K23.1K-1.4K1.22128.85N/AN/A597220981
2022-01-18$40.95$42.0031.1%8.9%22.5%40.1%29.4%7.5%-4.7%7.2K3.5K-1.4K1.21120.44N/AN/A637621881
2022-01-19$41.07$42.0030.0%8.6%22.4%37.4%29.6%9.7%-1.8%5.7K15.0K-1.4K1.10110.43N/AN/A697621385
2022-01-20$40.95$42.0028.1%8.1%19.9%32.6%28.5%1.5%-4.1%7.6K-2.5K-1.4K1.10127.39N/AN/A697622185
2022-01-21$40.08$42.0035.9%10.3%20.5%52.2%32.0%-15.5%-4.9%6.3K65.8K-1.3K1.06122.03N/AN/A707422285
2022-01-24$39.98$42.0039.3%11.3%19.8%60.8%37.5%24.5%-11.1%6.4K-13.6K-1.3K0.52107.70N/AN/A613219257
2022-01-25$38.86$42.0040.2%11.5%20.8%63.2%46.3%8.7%-1.5%5.2K20.0K-1.2K0.52130.63N/AN/A623219360
2022-01-26$38.45$42.0063.9%18.3%20.6%100.0%58.9%-17.2%-41.1%6.3K505-1.2K0.52153.22N/AN/A623219560
2022-01-27$38.05$42.0039.4%11.3%20.4%49.6%40.9%6.8%-4.7%3.6K83.3K-8880.74120.44N/AN/A433219564
2022-01-28$38.72$42.0041.2%11.8%21.9%53.3%46.7%11.6%-0.1%4.5K49.1K-1.1K0.76125.30N/AN/A423219664
2022-01-31$40.15$42.0034.3%9.8%26.9%39.1%38.3%0.1%-4.5%4.9K-6.0K-1.3K0.65128.13N/AN/A483119664