IHAK Options History — August 2022

In August 2022, IHAK traded between $36.76 and $39.42. ATM implied volatility averaged 35.0%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 8.4% (HV 20d: 26.6%). Max pain ranged from $36.00 to $38.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.10.

Notable Days

  • 2022-08-05: Highest Volume — 156 contracts
  • 2022-08-25: Largest IV spike — 54.8% change
  • 2022-08-08: Highest IV Rank — 48.1%
  • 2022-08-29: Largest Expected Move — 13.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.04$36.76$39.42$36.76$37.15
Max Pain$36.26$36.00$38.00$38.00$36.00
ATM IV35.0%25.0%46.2%41.5%40.2%
Expected Move9.8%7.2%13.1%11.9%11.5%
HV 20d26.6%23.6%28.0%26.4%24.6%
HV 60d31.7%30.4%35.8%35.8%30.4%
IV Rank30.2%14.1%48.1%40.8%37.9%
IV Percentile56.4%20.6%90.9%82.9%76.6%
Term Structure-0.2%-22.2%19.6%3.0%-22.2%
VWIV29.3%20.2%45.9%45.9%34.1%
Skew 25d5.9%-11.2%23.6%-3.4%21.3%
Skew 10d8.4%-14.5%26.5%7.2%-3.8%
Call IV 25d27.7%20.7%38.6%33.8%27.6%
Put IV 25d33.6%13.9%50.1%30.4%48.9%
Bid-Ask Spread %116.8389.83133.75130.27114.09
Gamma HHI0.210.190.290.210.19
Net GEX33.3K16.4K71.5K17.1K20.4K
Net DEX-265.5K-399.0K-145.1K-184.7K-172.8K
Net VEX-1.1K-1.5K-721-1.1K-768
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.001.000.150.10
Total Volume40.348015669101
Total OI379.043317419317361

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$36.76$38.0041.5%11.9%26.4%40.8%45.9%-3.4%3.0%17.1K-184.7K-1.1K0.15130.27N/AN/A60929918
2022-08-02$37.03$38.0039.8%11.4%25.9%38.1%34.2%6.6%-1.7%16.4K-145.1K-9520.11107.09N/AN/A79929919
2022-08-03$38.17$38.0037.1%10.6%27.9%34.0%27.2%23.6%0.6%24.2K-236.1K-1.2K0.07123.38N/AN/A1421032819
2022-08-04$37.53$36.0039.3%10.6%27.8%37.3%27.1%6.5%-7.7%31.3K-256.5K-1.3K0.0889.83N/AN/A1441138620
2022-08-05$37.60$36.0032.1%7.6%27.8%26.2%30.9%-8.5%5.4%34.8K-313.7K-1.5K0.09104.53N/AN/A1431338721
2022-08-08$37.87$36.0046.2%11.1%27.2%48.1%31.2%7.8%-5.9%36.2K-335.9K-1.5K0.09115.47N/AN/A1421338722
2022-08-09$37.53$36.0039.9%9.5%23.6%38.3%0.0%-11.2%-1.6%30.9K-229.4K-1.1K0.00126.99N/AN/A2038822
2022-08-10$39.02$36.0028.7%8.2%26.8%20.9%0.0%16.6%5.8%47.0K-393.7K-1.5K0.00122.31N/AN/A7038922
2022-08-11$38.37$36.0029.4%8.4%27.3%22.0%0.0%7.5%7.1%47.7K-365.8K-1.4K0.00132.02N/AN/A5039122
2022-08-12$38.94$36.0029.4%8.4%27.3%22.0%25.7%8.1%1.5%45.1K-384.7K-1.4K1.00122.85N/AN/A1138822
2022-08-15$39.42$36.0025.0%7.2%27.4%15.1%0.0%-6.8%7.6%54.6K-387.7K-1.2K0.00119.21N/AN/A0038821
2022-08-16$39.42$36.0030.2%8.7%26.5%22.2%23.0%0.7%-1.0%71.5K-365.8K-1.1K0.00109.13N/AN/A6038821
2022-08-17$39.00$36.0025.0%7.2%26.3%14.1%20.2%1.9%7.3%46.4K-316.7K-9880.00130.81N/AN/A4039421
2022-08-18$38.99$36.0028.7%8.2%26.1%19.8%0.0%1.9%19.6%48.2K-399.0K-1.2K0.00112.58N/AN/A0039821
2022-08-19$38.11$36.0028.5%8.2%27.2%19.6%0.0%2.0%6.4%34.3K-186.2K-7210.00110.54N/AN/A0039821
2022-08-22$37.30$36.0027.9%8.0%28.0%18.7%0.0%19.8%7.7%20.1K-157.9K-7830.00109.84N/AN/A0032015
2022-08-23$37.75$36.0040.1%11.5%25.9%37.9%0.0%-5.6%-12.6%22.6K-227.7K-9830.00118.28N/AN/A3032015
2022-08-24$37.99$36.0028.0%8.0%25.4%18.7%25.5%3.2%3.9%22.8K-199.7K-9070.00110.75N/AN/A10032315
2022-08-25$38.50$36.0043.3%12.4%25.5%42.8%26.5%21.1%-5.2%29.1K-291.8K-1.1K0.00115.18N/AN/A12033215
2022-08-26$37.67$36.0035.2%10.1%26.9%30.1%0.0%8.6%-4.6%20.5K-162.6K-7470.00127.85N/AN/A1034515
2022-08-29$37.40$36.0045.6%13.1%27.1%46.5%0.0%3.8%-13.0%22.2K-195.2K-8560.00100.26N/AN/A0034615
2022-08-30$37.37$36.0044.6%12.8%27.0%44.9%0.0%10.1%-6.3%22.5K-198.6K-8330.00133.75N/AN/A0034615
2022-08-31$37.15$36.0040.2%11.5%24.6%37.9%34.1%21.3%-22.2%20.4K-172.8K-7680.10114.09N/AN/A92934615