IHAK Options History — July 2022

In July 2022, IHAK traded between $34.98 and $37.49. ATM implied volatility averaged 43.8%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 11.2% (HV 20d: 32.6%). Max pain ranged from $35.00 to $38.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.21.

Notable Days

2022-07-15: Highest Volume — 78 contracts
2022-07-13: Largest IV drop — 40.1% change
2022-07-12: Highest IV Rank — 82.7%
2022-07-14: Largest Expected Move — 13.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.28	$34.98	$37.49	$35.66	$36.74
Max Pain	$37.85	$35.00	$38.00	$35.00	$38.00
ATM IV	43.8%	31.0%	68.5%	45.6%	33.9%
Expected Move	10.5%	8.9%	13.1%	13.1%	9.7%
HV 20d	32.6%	26.2%	38.7%	37.5%	26.9%
HV 60d	35.9%	35.6%	36.2%	35.8%	36.0%
IV Rank	44.3%	24.4%	82.7%	47.1%	28.9%
IV Percentile	77.3%	44.4%	99.6%	92.1%	53.2%
Term Structure	-4.9%	-20.0%	9.9%	-11.2%	-3.9%
VWIV	33.5%	25.3%	63.2%	43.3%	32.7%
Skew 25d	3.7%	-19.4%	23.5%	23.5%	-19.4%
Skew 10d	12.9%	-4.6%	39.6%	3.0%	2.2%
Call IV 25d	35.1%	23.6%	68.2%	40.8%	44.8%
Put IV 25d	38.8%	25.4%	64.3%	64.3%	25.4%
Bid-Ask Spread %	110.93	78.05	164.85	129.29	120.73
Gamma HHI	0.20	0.18	0.25	0.21	0.20
Net GEX	16.3K	11.5K	20.7K	12.5K	15.9K
Net DEX	-153.8K	-223.5K	-80.6K	-89.6K	-142.0K
Net VEX	-1.1K	-1.4K	-820	-918	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.10	0.30	0.30	0.17
Total Volume	68.05	60	78	60	70
Total OI	317.95	304	333	314	317

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
2022-07-01	$35.66	$35.00	45.6%	13.1%	37.5%	47.1%	43.3%	23.5%	-11.2%	12.5K	-89.6K	-918	0.30	129.29	N/A	N/A	46	14	296	18
2022-07-05	$36.23	$38.00	54.1%	9.3%	38.0%	60.3%	27.5%	6.0%	-0.7%	14.8K	-124.0K	-1.1K	0.30	115.33	N/A	N/A	46	14	303	18
2022-07-06	$36.43	$38.00	54.5%	11.3%	38.1%	60.9%	39.4%	-12.8%	-3.0%	17.8K	-163.5K	-1.2K	0.29	78.05	N/A	N/A	48	14	303	18
2022-07-07	$37.18	$38.00	53.4%	9.8%	38.7%	59.2%	32.6%	7.9%	-5.2%	19.7K	-203.9K	-1.4K	0.30	119.75	N/A	N/A	47	14	305	18
2022-07-08	$37.20	$38.00	55.7%	9.0%	38.7%	62.7%	25.3%	5.5%	8.9%	20.7K	-185.9K	-1.3K	0.30	95.27	N/A	N/A	47	14	304	18
2022-07-11	$36.61	$38.00	57.3%	9.4%	38.6%	65.2%	29.6%	3.7%	-2.8%	19.8K	-216.2K	-1.4K	0.30	116.72	N/A	N/A	47	14	304	16
2022-07-12	$35.29	$38.00	68.5%	9.7%	38.4%	82.7%	31.3%	0.8%	-6.9%	17.3K	-178.6K	-1.2K	0.29	123.26	N/A	N/A	48	14	304	16
2022-07-13	$35.37	$38.00	41.1%	11.8%	34.2%	40.0%	28.3%	6.7%	-5.3%	13.5K	-96.8K	-890	0.24	80.59	N/A	N/A	59	14	305	16
2022-07-14	$34.98	$38.00	45.7%	13.1%	34.4%	47.3%	30.8%	3.3%	-20.0%	11.5K	-80.6K	-820	0.22	78.47	N/A	N/A	59	13	316	16
2022-07-15	$35.52	$38.00	33.4%	9.6%	34.0%	28.2%	26.9%	3.9%	6.0%	13.6K	-137.9K	-1.1K	0.20	111.72	N/A	N/A	65	13	316	17
2022-07-18	$35.53	$38.00	45.4%	13.0%	29.6%	46.9%	63.2%	-6.2%	-11.9%	13.5K	-170.1K	-1.2K	0.10	164.85	N/A	N/A	69	7	289	15
2022-07-19	$36.37	$38.00	42.7%	12.2%	29.3%	42.6%	26.3%	3.8%	-14.9%	15.5K	-165.6K	-1.2K	0.11	109.13	N/A	N/A	61	7	292	15
2022-07-20	$37.13	$38.00	34.9%	10.0%	29.2%	30.5%	29.0%	12.3%	9.9%	18.1K	-169.1K	-1.1K	0.15	102.08	N/A	N/A	61	9	296	15
2022-07-21	$37.49	$38.00	36.5%	10.5%	29.2%	33.0%	33.1%	5.1%	-7.7%	20.6K	-223.5K	-1.4K	0.16	111.81	N/A	N/A	61	10	296	17
2022-07-22	$37.04	$38.00	33.1%	9.5%	28.1%	27.6%	33.2%	4.7%	-11.3%	19.4K	-191.5K	-1.2K	0.16	103.15	N/A	N/A	63	10	296	18
2022-07-25	$36.59	$38.00	31.0%	8.9%	26.2%	24.4%	30.8%	9.2%	-2.2%	16.8K	-149.7K	-1.0K	0.16	105.39	N/A	N/A	63	10	298	18
2022-07-26	$35.55	$38.00	34.6%	9.9%	27.9%	30.1%	36.3%	1.1%	-8.7%	14.1K	-111.8K	-940	0.17	110.89	N/A	N/A	60	10	298	18
2022-07-27	$36.13	$38.00	41.9%	12.0%	27.1%	41.4%	44.5%	14.1%	-1.1%	14.5K	-138.6K	-1.1K	0.17	132.94	N/A	N/A	60	10	299	18
2022-07-28	$36.56	$38.00	32.4%	9.3%	27.4%	26.6%	26.6%	1.7%	-5.5%	16.0K	-136.1K	-987	0.17	109.19	N/A	N/A	60	10	299	18
2022-07-29	$36.74	$38.00	33.9%	9.7%	26.9%	28.9%	32.7%	-19.4%	-3.9%	15.9K	-142.0K	-1.0K	0.17	120.73	N/A	N/A	60	10	299	18