IHAK Options History — June 2022 In June 2022, IHAK traded between $33.36 and $38.28. ATM implied volatility averaged 41.3%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 4.7% (HV 20d: 36.6%). Max pain ranged from $35.00 to $36.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.28.
Notable Days 2022-06-17 : Highest Volume — 192 contracts2022-06-08 : Largest IV drop — 46.1% change2022-06-07 : Highest IV Rank — 64.1%2022-06-16 : Largest Expected Move — 14.0%Monthly Statistics Metric Avg Min Max Open Close Price $36.08 $33.36 $38.28 $37.26 $35.08 Max Pain $35.19 $35.00 $36.00 $35.00 $36.00 ATM IV 41.3% 30.5% 56.5% 45.0% 45.9% Expected Move 11.2% 8.7% 14.0% 12.9% 13.1% HV 20d 36.6% 30.1% 43.1% 42.2% 38.3% HV 60d 33.8% 31.8% 35.9% 33.0% 35.7% IV Rank 40.4% 23.6% 64.1% 46.1% 47.5% IV Percentile 83.2% 53.2% 98.0% 93.3% 93.3% Term Structure -5.9% -17.8% 17.3% -17.8% -14.4% VWIV 37.7% 24.5% 53.8% 40.8% 45.7% Skew 25d 4.4% -16.0% 24.5% -11.6% 10.2% Skew 10d 11.8% -14.8% 38.5% 13.2% 6.1% Call IV 25d 35.4% 23.2% 54.0% 48.4% 49.7% Put IV 25d 39.9% 28.6% 59.9% 36.8% 59.9% Bid-Ask Spread % 106.80 70.13 131.88 107.13 128.16 Gamma HHI 0.22 0.20 0.24 0.24 0.21 Net GEX 17.0K 7.2K 26.3K 22.3K 12.8K Net DEX -166.4K -365.8K 4.2K -240.0K -114.0K Net VEX -1.3K -2.0K -633 -1.6K -1.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.19 0.36 0.27 0.36 Total Volume 111.238 51 192 150 53 Total OI 425.952 297 504 489 314
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 2022-06-01 $37.26 $35.00 45.0% 12.9% 42.2% 46.1% 40.8% -11.6% -17.8% 22.3K -240.0K -1.6K 0.27 107.13 N/A N/A 118 32 456 33 2022-06-02 $38.23 $35.00 40.0% 9.0% 43.1% 38.3% 33.6% -1.0% -4.6% 25.2K -323.3K -1.8K 0.25 88.47 N/A N/A 127 32 456 33 2022-06-03 $37.88 $35.00 42.3% 9.3% 39.2% 41.9% 38.5% 2.2% -4.3% 25.4K -365.8K -2.0K 0.26 131.88 N/A N/A 126 33 470 33 2022-06-06 $37.89 $35.00 46.7% 9.6% 36.6% 48.9% 30.1% 6.5% -6.2% 22.4K -280.9K -1.7K 0.26 106.95 N/A N/A 126 33 470 34 2022-06-07 $38.28 $35.00 56.5% 11.2% 30.1% 64.1% 36.7% 5.4% -12.2% 26.2K -356.3K -1.9K 0.27 101.17 N/A N/A 124 33 470 34 2022-06-08 $38.14 $35.00 30.5% 8.7% 30.1% 23.6% 24.5% 8.4% -6.1% 26.3K -307.5K -1.7K 0.28 93.18 N/A N/A 116 33 470 34 2022-06-09 $37.45 $35.00 32.6% 9.3% 30.1% 26.9% 31.1% 6.6% -8.6% 24.6K -195.5K -1.3K 0.29 70.13 N/A N/A 113 33 462 34 2022-06-10 $36.04 $35.00 39.4% 11.3% 33.8% 37.5% 31.6% 12.4% -6.9% 18.0K -181.9K -1.5K 0.27 94.13 N/A N/A 113 30 463 34 2022-06-13 $34.36 $35.00 43.6% 12.5% 34.5% 44.1% 35.6% 8.3% -9.7% 10.1K -34.6K -816 0.32 88.97 N/A N/A 95 30 463 33 2022-06-14 $34.14 $35.00 42.7% 12.3% 34.4% 42.7% 44.2% 3.2% -7.1% 9.7K -37.0K -899 0.32 93.76 N/A N/A 95 30 465 33 2022-06-15 $34.86 $35.00 40.4% 11.6% 35.1% 38.9% 38.8% 9.8% -14.1% 12.0K -62.4K -1.0K 0.32 121.26 N/A N/A 93 30 465 33 2022-06-16 $33.36 $35.00 48.9% 14.0% 36.5% 52.2% 53.8% 7.0% -3.8% 7.2K 4.2K -633 0.32 118.62 N/A N/A 93 30 465 33 2022-06-17 $34.26 $35.00 44.2% 12.7% 37.5% 45.0% 39.0% 3.8% 17.3% 9.2K -56.2K -1.0K 0.19 104.14 N/A N/A 162 30 465 33 2022-06-21 $34.99 $35.00 41.5% 11.9% 38.2% 40.7% 42.4% 24.5% 2.4% 11.5K -95.2K -1.0K 0.23 115.11 N/A N/A 44 10 281 16 2022-06-22 $34.83 $35.00 40.2% 11.5% 36.9% 38.7% 34.3% 1.7% -1.4% 12.5K -102.2K -1.1K 0.23 104.44 N/A N/A 44 10 290 16 2022-06-23 $35.84 $35.00 43.1% 12.3% 38.1% 43.2% 41.2% 1.3% 1.2% 14.6K -135.3K -1.2K 0.23 101.59 N/A N/A 43 10 290 16 2022-06-24 $36.97 $35.00 33.2% 9.5% 39.0% 27.9% 35.6% -16.0% 1.5% 19.5K -211.9K -1.5K 0.28 119.48 N/A N/A 43 12 292 16 2022-06-27 $36.56 $36.00 40.1% 11.5% 38.8% 38.6% 40.8% -0.8% -16.9% 18.4K -163.1K -1.3K 0.28 124.26 N/A N/A 43 12 295 18 2022-06-28 $35.67 $36.00 38.4% 11.0% 38.4% 35.9% 38.6% 8.5% -13.6% 15.1K -129.7K -1.2K 0.31 108.78 N/A N/A 39 12 295 18 2022-06-29 $35.52 $36.00 31.9% 9.2% 38.1% 25.8% 33.8% 2.8% 1.8% 13.4K -105.7K -1.1K 0.31 121.11 N/A N/A 39 12 296 18 2022-06-30 $35.08 $36.00 45.9% 13.1% 38.3% 47.5% 45.7% 10.2% -14.4% 12.8K -114.0K -1.1K 0.36 128.16 N/A N/A 39 14 296 18
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