IHAK Options History — September 2022

In September 2022, IHAK traded between $33.77 and $38.10. ATM implied volatility averaged 43.7%, placing in the 43.0% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 13.6% (HV 20d: 30.1%). Max pain ranged from $34.00 to $36.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.27.

Notable Days

2022-09-07: Highest Volume — 135 contracts
2022-09-14: Largest IV drop — 43.5% change
2022-09-06: Highest IV Rank — 79.1%
2022-09-26: Largest Expected Move — 14.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.50	$33.77	$38.10	$35.54	$34.10
Max Pain	$34.29	$34.00	$36.00	$36.00	$34.00
ATM IV	43.7%	30.9%	66.4%	37.0%	49.0%
Expected Move	10.6%	8.0%	14.4%	10.6%	14.1%
HV 20d	30.1%	24.9%	32.3%	28.5%	28.7%
HV 60d	29.2%	27.9%	31.6%	31.6%	27.9%
IV Rank	43.0%	22.1%	79.1%	33.0%	51.2%
IV Percentile	71.7%	31.7%	99.2%	62.3%	90.5%
Term Structure	-1.6%	-13.4%	10.0%	-13.4%	-3.5%
VWIV	37.9%	30.0%	45.3%	44.4%	34.1%
Skew 25d	4.0%	-11.3%	13.8%	3.7%	-2.5%
Skew 10d	8.2%	-1.1%	27.1%	2.6%	8.6%
Call IV 25d	33.6%	22.5%	56.0%	30.6%	47.3%
Put IV 25d	37.6%	29.7%	52.2%	34.2%	44.9%
Bid-Ask Spread %	110.41	87.26	144.60	117.88	101.61
Gamma HHI	0.19	0.12	0.28	0.13	0.26
Net GEX	7.7K	4.7K	16.4K	7.2K	8.9K
Net DEX	-96.4K	-193.4K	-35.3K	-48.5K	-127.5K
Net VEX	-420	-544	-318	-420	-469
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.00	1.50	1.00	0.11
Total Volume	42.714	0	135	28	89
Total OI	247.667	82	398	371	130

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
2022-09-01	$35.54	$36.00	37.0%	10.6%	28.5%	33.0%	44.4%	3.7%	-13.4%	7.2K	-48.5K	-420	1.00	117.88	N/A	N/A	14	14	356	15
2022-09-02	$35.36	$36.00	49.6%	14.2%	28.5%	52.8%	36.3%	-1.9%	-1.3%	5.2K	-35.3K	-475	0.00	124.43	N/A	N/A	0	1	345	29
2022-09-06	$35.32	$35.00	66.4%	11.7%	28.2%	79.1%	45.3%	3.3%	1.9%	9.4K	-56.9K	-515	0.22	100.93	N/A	N/A	98	22	345	30
2022-09-07	$35.86	$35.00	51.0%	9.8%	28.9%	55.0%	30.8%	4.3%	0.8%	5.6K	-38.7K	-460	0.19	89.54	N/A	N/A	113	22	345	30
2022-09-08	$36.17	$34.00	44.0%	8.0%	24.9%	43.9%	0.0%	8.2%	10.0%	9.1K	-104.6K	-520	0.00	110.27	N/A	N/A	1	0	361	30
2022-09-09	$37.61	$34.00	44.7%	8.2%	28.6%	45.0%	38.5%	7.2%	5.3%	10.2K	-157.4K	-510	0.00	105.85	N/A	N/A	1	0	362	30
2022-09-12	$38.10	$34.00	62.8%	8.7%	28.5%	73.4%	0.0%	6.1%	4.2%	16.4K	-193.4K	-468	0.00	101.13	N/A	N/A	0	0	363	30
2022-09-13	$36.66	$34.00	64.0%	9.6%	31.0%	75.3%	30.0%	12.7%	-0.8%	9.9K	-129.7K	-440	0.21	87.26	N/A	N/A	105	22	363	30
2022-09-14	$36.83	$34.00	36.1%	10.4%	31.1%	31.5%	0.0%	13.8%	0.6%	11.8K	-141.8K	-479	0.00	143.53	N/A	N/A	0	0	368	30
2022-09-15	$36.42	$34.00	31.8%	9.1%	31.1%	24.7%	0.0%	0.5%	-0.2%	8.3K	-120.9K	-437	0.00	144.60	N/A	N/A	0	0	368	30
2022-09-16	$35.52	$34.00	34.5%	9.9%	32.0%	29.1%	33.9%	6.1%	-3.0%	5.9K	-75.1K	-367	0.21	124.04	N/A	N/A	105	22	368	30
2022-09-19	$36.02	$34.00	35.3%	10.1%	31.9%	29.3%	37.2%	8.0%	-0.6%	5.6K	-104.1K	-358	0.00	107.19	N/A	N/A	2	0	79	3
2022-09-20	$35.84	$34.00	40.4%	11.6%	31.1%	37.4%	36.8%	2.4%	-7.2%	5.8K	-105.0K	-388	0.00	133.74	N/A	N/A	2	0	79	3
2022-09-21	$35.32	$34.00	30.9%	8.8%	31.0%	22.1%	0.0%	8.9%	-1.9%	6.0K	-97.9K	-324	0.00	116.14	N/A	N/A	0	0	81	3
2022-09-22	$34.65	$34.00	33.8%	9.7%	31.2%	26.9%	0.0%	4.5%	0.0%	6.1K	-80.7K	-326	0.00	114.55	N/A	N/A	0	0	81	3
2022-09-23	$33.86	$34.00	36.4%	10.4%	31.1%	30.9%	0.0%	5.1%	-3.0%	5.1K	-69.7K	-318	1.50	102.50	N/A	N/A	2	3	81	3
2022-09-26	$33.77	$34.00	50.3%	14.4%	30.6%	53.1%	41.5%	-11.3%	-10.3%	4.7K	-71.7K	-322	0.14	100.99	N/A	N/A	43	6	80	6
2022-09-27	$33.90	$34.00	44.6%	12.8%	30.8%	44.1%	43.2%	6.3%	-7.5%	5.0K	-68.8K	-319	0.22	98.06	N/A	N/A	41	9	80	6
2022-09-28	$34.61	$34.00	38.6%	11.1%	32.1%	34.5%	38.9%	0.2%	-0.9%	5.6K	-74.7K	-358	0.13	89.97	N/A	N/A	71	9	86	9
2022-09-29	$34.11	$34.00	36.0%	10.3%	32.3%	30.4%	40.2%	-1.3%	-2.2%	9.3K	-121.6K	-544	0.13	104.48	N/A	N/A	71	9	121	9
2022-09-30	$34.10	$34.00	49.0%	14.1%	28.7%	51.2%	34.1%	-2.5%	-3.5%	8.9K	-127.5K	-469	0.11	101.61	N/A	N/A	80	9	121	9