IHAK Options History — April 2022

In April 2022, IHAK traded between $39.08 and $43.38. ATM implied volatility averaged 37.4%, placing in the 38.3% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 12.1% (HV 20d: 25.4%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.37.

Notable Days

2022-04-12: Highest Volume — 222 contracts
2022-04-12: Largest IV spike — 73.9% change
2022-04-12: Highest IV Rank — 100.0%
2022-04-28: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.58	$39.08	$43.38	$42.60	$39.08
Max Pain	$40.00	$40.00	$40.00	$40.00	$40.00
ATM IV	37.4%	26.0%	79.7%	34.6%	35.1%
Expected Move	9.2%	6.6%	12.2%	8.4%	10.1%
HV 20d	25.4%	22.1%	28.8%	28.8%	27.5%
HV 60d	30.4%	29.7%	31.1%	29.7%	30.7%
IV Rank	38.3%	16.7%	100.0%	39.8%	30.7%
IV Percentile	79.1%	46.8%	100.0%	81.0%	79.4%
Term Structure	-3.2%	-17.4%	7.2%	-12.3%	-4.8%
VWIV	36.2%	30.2%	45.0%	40.9%	43.2%
Skew 25d	11.0%	1.8%	25.6%	9.5%	11.7%
Skew 10d	15.3%	6.4%	28.9%	6.4%	9.8%
Call IV 25d	30.6%	21.9%	46.7%	24.1%	36.6%
Put IV 25d	41.6%	28.9%	62.5%	33.6%	48.3%
Bid-Ask Spread %	99.04	79.69	117.79	88.23	112.94
Gamma HHI	0.24	0.15	0.37	0.32	0.15
Net GEX	63.8K	30.0K	112.0K	87.8K	30.0K
Net DEX	-736.8K	-1.2M	-376.1K	-1.1M	-376.1K
Net VEX	-3.3K	-4.0K	-2.7K	-4.0K	-2.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.26	0.57	0.38	0.34
Total Volume	140.6	0	222	126	131
Total OI	548.05	453	636	607	500

Daily Data (20 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
2022-04-01	$42.60	$40.00	34.6%	8.4%	28.8%	39.8%	40.9%	9.5%	-12.3%	87.8K	-1.1M	-4.0K	0.38	88.23	N/A	N/A	91	35	573	34
2022-04-04	$43.38	$40.00	30.8%	7.9%	27.5%	31.9%	45.0%	5.7%	-0.3%	112.0K	-1.2M	-3.9K	0.38	117.79	N/A	N/A	93	35	573	34
2022-04-05	$42.63	$40.00	32.6%	8.9%	27.6%	35.5%	30.5%	8.0%	-11.5%	97.6K	-1.0M	-3.7K	0.39	90.57	N/A	N/A	93	36	585	34
2022-04-06	$41.70	$40.00	40.6%	9.2%	27.2%	52.2%	44.8%	8.8%	-6.9%	83.7K	-910.7K	-3.8K	0.49	111.06	N/A	N/A	94	46	585	35
2022-04-07	$42.17	$40.00	43.0%	8.8%	27.3%	57.0%	32.4%	18.2%	-5.8%	89.9K	-953.6K	-3.8K	0.57	101.62	N/A	N/A	80	46	580	46
2022-04-08	$41.66	$40.00	36.0%	6.6%	26.2%	42.7%	31.2%	6.2%	1.1%	91.9K	-721.7K	-3.3K	0.55	100.42	N/A	N/A	83	46	580	46
2022-04-11	$42.00	$40.00	45.8%	8.0%	23.3%	62.8%	35.1%	12.7%	-0.9%	82.7K	-690.9K	-3.2K	0.27	79.69	N/A	N/A	172	46	590	46
2022-04-12	$42.04	$40.00	79.7%	10.3%	22.9%	100.0%	35.9%	3.0%	3.4%	70.2K	-816.5K	-3.3K	0.26	95.52	N/A	N/A	176	46	531	46
2022-04-13	$43.17	$40.00	26.0%	7.5%	23.6%	16.7%	30.2%	1.8%	5.8%	94.2K	-1.0M	-3.4K	0.36	104.28	N/A	N/A	128	46	546	46
2022-04-14	$42.43	$40.00	27.8%	8.0%	23.0%	19.5%	36.0%	11.3%	6.1%	104.1K	-972.8K	-3.6K	0.33	115.01	N/A	N/A	140	46	574	46
2022-04-18	$41.70	$40.00	38.7%	11.1%	22.7%	36.4%	33.7%	25.6%	-17.4%	35.5K	-585.2K	-3.2K	0.32	91.54	N/A	N/A	117	37	416	37
2022-04-19	$42.50	$40.00	26.4%	7.6%	23.6%	17.2%	31.1%	2.0%	-3.7%	44.3K	-682.9K	-3.2K	0.34	86.63	N/A	N/A	113	38	421	37
2022-04-20	$42.36	$40.00	27.4%	7.9%	22.1%	18.8%	37.7%	7.3%	7.2%	48.8K	-721.6K	-3.4K	0.40	99.31	N/A	N/A	95	38	438	39
2022-04-21	$41.16	$40.00	34.8%	10.0%	24.4%	30.3%	34.1%	25.3%	-9.0%	40.4K	-637.9K	-3.3K	0.32	99.63	N/A	N/A	98	31	438	40
2022-04-22	$40.50	$40.00	36.2%	10.4%	24.8%	32.4%	33.0%	10.9%	-3.2%	33.9K	-522.5K	-3.0K	0.34	81.64	N/A	N/A	98	33	440	44
2022-04-25	$41.07	$40.00	34.3%	9.8%	25.3%	29.5%	30.4%	4.1%	1.1%	34.3K	-523.6K	-3.0K	0.31	82.01	N/A	N/A	105	33	440	48
2022-04-26	$39.90	$40.00	35.8%	10.3%	26.7%	31.8%	41.9%	23.0%	-9.7%	31.6K	-434.2K	-2.8K	0.33	93.32	N/A	N/A	99	33	447	48
2022-04-27	$39.46	$40.00	40.8%	11.7%	26.0%	39.6%	0.0%	9.0%	-2.0%	30.6K	-393.9K	-2.8K	0.00	112.30	N/A	N/A	0	0	451	48
2022-04-28	$39.99	$40.00	42.4%	12.2%	26.7%	42.2%	40.9%	15.8%	-2.0%	32.3K	-458.5K	-3.0K	0.32	117.27	N/A	N/A	102	33	451	48
2022-04-29	$39.08	$40.00	35.1%	10.1%	27.5%	30.7%	43.2%	11.7%	-4.8%	30.0K	-376.1K	-2.7K	0.34	112.94	N/A	N/A	98	33	452	48