IHAK Options History — May 2022

In May 2022, IHAK traded between $34.06 and $39.47. ATM implied volatility averaged 43.8%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 7.1% (HV 20d: 36.7%). Max pain ranged from $36.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.29.

Notable Days

2022-05-20: Highest Volume — 172 contracts
2022-05-24: Largest IV spike — 75.2% change
2022-05-10: Highest IV Rank — 67.2%
2022-05-24: Largest Expected Move — 15.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.25	$34.06	$39.47	$39.24	$37.44
Max Pain	$37.62	$36.00	$40.00	$40.00	$36.00
ATM IV	43.8%	31.4%	58.6%	38.0%	38.6%
Expected Move	12.0%	9.0%	15.8%	10.9%	11.1%
HV 20d	36.7%	26.4%	42.3%	27.6%	42.3%
HV 60d	33.2%	30.1%	35.2%	30.5%	33.3%
IV Rank	44.3%	25.0%	67.2%	35.2%	36.2%
IV Percentile	88.5%	60.3%	98.8%	86.1%	83.3%
Term Structure	-5.9%	-22.4%	8.5%	-10.2%	6.1%
VWIV	40.6%	35.0%	47.3%	41.9%	39.3%
Skew 25d	8.9%	-1.5%	23.1%	10.8%	10.2%
Skew 10d	14.0%	-7.9%	39.2%	26.8%	6.1%
Call IV 25d	36.0%	27.7%	54.3%	32.8%	27.7%
Put IV 25d	44.8%	31.9%	67.4%	43.6%	37.9%
Bid-Ask Spread %	103.24	90.33	119.04	95.63	106.09
Gamma HHI	0.19	0.16	0.24	0.16	0.24
Net GEX	16.4K	7.5K	29.8K	26.6K	22.4K
Net DEX	-151.2K	-362.4K	42.6K	-347.5K	-272.1K
Net VEX	-1.7K	-2.7K	-915	-2.6K	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.29	0.25	0.34	0.34	0.33
Total Volume	149.381	123	172	130	130
Total OI	516.905	475	564	500	485

Daily Data (21 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
2022-05-02	$39.24	$40.00	38.0%	10.9%	27.6%	35.2%	41.9%	10.8%	-10.2%	26.6K	-347.5K	-2.6K	0.34	95.63	N/A	N/A	97	33	452	48
2022-05-03	$38.96	$40.00	35.3%	10.1%	26.4%	31.1%	42.2%	5.2%	6.5%	25.9K	-318.2K	-2.4K	0.27	90.33	N/A	N/A	122	33	452	48
2022-05-04	$39.47	$40.00	52.9%	15.2%	26.7%	58.5%	47.3%	3.2%	-22.4%	29.8K	-362.4K	-2.7K	0.27	115.50	N/A	N/A	122	33	478	48
2022-05-05	$37.53	$38.00	38.7%	10.6%	30.9%	36.3%	37.0%	12.3%	-3.7%	21.1K	-248.6K	-2.3K	0.29	99.63	N/A	N/A	117	34	479	48
2022-05-06	$36.16	$38.00	52.3%	11.4%	32.2%	57.5%	39.3%	7.2%	-5.0%	14.8K	-106.9K	-1.8K	0.29	100.61	N/A	N/A	117	34	482	49
2022-05-09	$34.27	$38.00	57.8%	13.6%	36.1%	66.0%	43.8%	15.8%	-5.4%	12.2K	-55.5K	-1.6K	0.29	101.94	N/A	N/A	116	34	482	49
2022-05-10	$34.70	$38.00	58.6%	13.0%	36.4%	67.2%	37.0%	11.0%	-11.3%	7.5K	42.6K	-915	0.30	104.43	N/A	N/A	115	34	482	49
2022-05-11	$34.06	$38.00	45.7%	13.1%	36.3%	47.3%	41.3%	23.1%	-2.4%	9.2K	-23.0K	-1.4K	0.30	98.09	N/A	N/A	114	34	483	49
2022-05-12	$34.19	$38.00	44.2%	12.7%	34.1%	45.0%	40.8%	11.5%	-3.8%	9.3K	-16.8K	-1.3K	0.30	99.39	N/A	N/A	114	34	482	50
2022-05-13	$35.74	$38.00	39.8%	11.4%	39.3%	38.1%	38.2%	5.8%	-10.2%	11.8K	-62.0K	-1.6K	0.30	92.37	N/A	N/A	115	34	482	50
2022-05-16	$35.38	$38.00	49.4%	14.2%	39.2%	53.0%	37.3%	10.1%	-2.4%	12.0K	-107.3K	-1.7K	0.29	102.95	N/A	N/A	116	34	481	50
2022-05-17	$35.74	$38.00	47.6%	13.7%	38.5%	50.3%	40.9%	-1.5%	-19.7%	12.2K	-106.1K	-1.8K	0.32	101.53	N/A	N/A	114	37	486	50
2022-05-18	$34.56	$38.00	37.9%	10.9%	39.5%	35.2%	41.3%	12.7%	-9.3%	10.1K	-14.4K	-1.3K	0.32	104.86	N/A	N/A	115	37	490	54
2022-05-19	$35.05	$38.00	40.0%	11.5%	39.7%	38.4%	42.9%	8.7%	-7.4%	11.3K	-36.8K	-1.5K	0.28	119.04	N/A	N/A	133	37	492	54
2022-05-20	$35.31	$36.00	38.2%	11.0%	39.9%	35.6%	37.2%	-0.1%	-0.4%	11.1K	-14.2K	-1.2K	0.27	97.53	N/A	N/A	135	37	510	54
2022-05-23	$36.25	$36.00	31.4%	9.0%	41.0%	25.0%	35.0%	1.9%	8.5%	15.2K	-131.2K	-1.4K	0.27	96.42	N/A	N/A	116	31	441	34
2022-05-24	$35.73	$36.00	55.0%	15.8%	40.3%	61.6%	42.8%	7.0%	-21.5%	16.6K	-179.0K	-1.6K	0.27	101.09	N/A	N/A	119	32	445	34
2022-05-25	$36.48	$36.00	47.9%	13.7%	41.3%	50.6%	46.8%	19.6%	-11.2%	19.5K	-252.5K	-1.9K	0.28	117.84	N/A	N/A	119	33	448	35
2022-05-26	$37.06	$36.00	35.4%	10.2%	41.4%	31.3%	43.9%	8.4%	-4.9%	21.4K	-252.5K	-1.8K	0.25	112.49	N/A	N/A	122	31	448	36
2022-05-27	$38.03	$36.00	35.1%	10.1%	42.0%	30.8%	37.0%	3.8%	6.1%	23.5K	-311.0K	-1.9K	0.34	110.31	N/A	N/A	92	31	452	34
2022-05-31	$37.44	$36.00	38.6%	11.1%	42.3%	36.2%	39.3%	10.2%	6.1%	22.4K	-272.1K	-1.8K	0.33	106.09	N/A	N/A	98	32	452	33