IHAK Options History — February 2022

In February 2022, IHAK traded between $37.89 and $41.57. ATM implied volatility averaged 36.0%, placing in the 42.6% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 7.3% (HV 20d: 28.6%). Max pain ranged from $40.00 to $42.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.63.

Notable Days

2022-02-28: Highest Volume — 227 contracts
2022-02-28: Largest IV spike — 32.9% change
2022-02-28: Highest IV Rank — 61.6%
2022-02-28: Largest Expected Move — 13.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.28	$37.89	$41.57	$40.58	$41.50
Max Pain	$41.79	$40.00	$42.00	$42.00	$40.00
ATM IV	36.0%	26.0%	45.3%	37.6%	45.3%
Expected Move	10.0%	7.5%	13.0%	10.8%	13.0%
HV 20d	28.6%	25.3%	35.4%	27.4%	35.4%
HV 60d	28.4%	27.4%	31.0%	27.5%	30.4%
IV Rank	42.6%	22.1%	61.6%	46.0%	61.6%
IV Percentile	81.0%	46.8%	97.2%	84.1%	97.2%
Term Structure	-4.0%	-9.7%	2.1%	-7.5%	-7.8%
VWIV	33.4%	26.7%	43.3%	37.9%	39.4%
Skew 25d	1.5%	-19.3%	12.9%	0.4%	5.1%
Skew 10d	7.7%	-5.6%	36.9%	15.1%	36.9%
Call IV 25d	34.8%	25.9%	50.7%	36.8%	34.6%
Put IV 25d	36.3%	26.5%	49.2%	37.2%	39.7%
Bid-Ask Spread %	115.29	95.40	147.59	140.79	96.38
Gamma HHI	0.18	0.15	0.30	0.18	0.17
Net GEX	7.5K	-9.0K	25.4K	6.3K	25.4K
Net DEX	-40.4K	-325.2K	119.9K	-30.7K	-325.2K
Net VEX	-1.2K	-1.6K	-809	-1.3K	-1.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.63	0.24	1.18	0.65	0.24
Total Volume	102.316	79	227	79	227
Total OI	278.632	243	330	271	330

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
2022-02-01	$40.58	$42.00	37.6%	10.8%	27.4%	46.0%	37.9%	0.4%	-7.5%	6.3K	-30.7K	-1.3K	0.65	140.79	N/A	N/A	48	31	206	65
2022-02-02	$40.47	$42.00	38.6%	11.1%	26.8%	47.9%	43.3%	-5.1%	-4.8%	8.2K	-23.1K	-1.2K	0.65	147.59	N/A	N/A	48	31	206	65
2022-02-03	$39.71	$42.00	35.8%	9.1%	25.3%	42.1%	29.8%	2.8%	-7.3%	5.1K	38.8K	-1.0K	0.60	118.98	N/A	N/A	52	31	205	65
2022-02-04	$40.60	$42.00	38.2%	9.0%	26.9%	47.1%	29.7%	12.9%	-0.2%	7.9K	-18.3K	-1.1K	0.60	119.34	N/A	N/A	52	31	210	65
2022-02-07	$40.27	$42.00	39.0%	9.4%	26.9%	48.9%	28.0%	4.3%	-6.2%	6.1K	-6.5K	-1.1K	0.58	109.57	N/A	N/A	53	31	210	65
2022-02-08	$40.64	$42.00	33.8%	9.2%	27.2%	38.1%	30.7%	4.9%	-0.6%	4.4K	-25.1K	-1.2K	0.56	116.72	N/A	N/A	55	31	211	65
2022-02-09	$41.57	$42.00	26.0%	7.5%	27.5%	22.1%	26.7%	-1.6%	-0.8%	8.6K	-86.5K	-1.2K	0.58	118.11	N/A	N/A	55	32	211	65
2022-02-10	$41.39	$42.00	33.1%	9.5%	27.5%	36.6%	27.9%	4.2%	-2.4%	6.9K	-100.4K	-1.2K	0.52	111.81	N/A	N/A	61	32	211	67
2022-02-11	$40.55	$42.00	40.9%	11.7%	26.5%	52.7%	33.0%	-19.3%	-1.5%	7.7K	-79.0K	-1.4K	0.52	131.74	N/A	N/A	62	32	216	67
2022-02-14	$40.42	$42.00	32.7%	9.4%	26.5%	35.8%	31.5%	9.2%	-4.6%	9.8K	-37.0K	-1.2K	0.52	108.62	N/A	N/A	62	32	217	67
2022-02-15	$41.18	$42.00	34.8%	10.0%	27.2%	40.2%	33.1%	0.5%	-4.7%	8.0K	-69.1K	-1.2K	0.68	113.12	N/A	N/A	62	42	217	67
2022-02-16	$40.90	$42.00	34.4%	9.9%	27.3%	39.3%	29.7%	5.3%	-0.8%	-9.0K	-14.7K	-1.1K	0.69	112.28	N/A	N/A	62	43	217	77
2022-02-17	$39.56	$42.00	31.5%	9.0%	29.7%	33.3%	30.0%	1.9%	-4.2%	-270	76.7K	-985	0.68	111.56	N/A	N/A	65	44	218	78
2022-02-18	$39.01	$42.00	33.9%	9.7%	29.1%	38.2%	34.6%	-6.4%	-4.1%	2.8K	119.9K	-895	0.71	112.05	N/A	N/A	65	46	218	79
2022-02-22	$38.74	$42.00	39.7%	11.4%	29.2%	50.2%	34.8%	2.7%	-6.4%	8.6K	9.0K	-809	0.98	116.31	N/A	N/A	46	45	202	41
2022-02-23	$37.89	$42.00	34.1%	9.8%	28.5%	38.7%	34.7%	10.3%	-4.7%	8.1K	-3.4K	-945	1.18	96.76	N/A	N/A	38	45	202	48
2022-02-24	$40.07	$42.00	40.3%	11.6%	34.7%	51.5%	41.1%	1.3%	-9.7%	10.6K	-61.5K	-1.2K	0.64	113.39	N/A	N/A	69	44	204	48
2022-02-25	$40.27	$40.00	34.1%	9.8%	34.4%	38.6%	37.7%	-5.6%	2.1%	16.8K	-131.4K	-1.2K	0.46	95.40	N/A	N/A	95	44	242	47
2022-02-28	$41.50	$40.00	45.3%	13.0%	35.4%	61.6%	39.4%	5.1%	-7.8%	25.4K	-325.2K	-1.6K	0.24	96.38	N/A	N/A	183	44	283	47