IHAK Options History — October 2022

In October 2022, IHAK traded between $31.96 and $36.05. ATM implied volatility averaged 46.2%, placing in the 46.6% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 14.7% (HV 20d: 31.4%). Max pain ranged from $32.00 to $34.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.25.

Notable Days

2022-10-13: Highest Volume — 184 contracts
2022-10-10: Largest IV spike — 56.7% change
2022-10-10: Highest IV Rank — 87.1%
2022-10-28: Largest Expected Move — 15.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.27	$31.96	$36.05	$34.81	$36.03
Max Pain	$32.29	$32.00	$34.00	$34.00	$32.00
ATM IV	46.2%	30.0%	71.6%	42.7%	39.1%
Expected Move	12.2%	8.6%	15.1%	12.3%	11.2%
HV 20d	31.4%	28.4%	34.2%	29.7%	32.7%
HV 60d	29.5%	27.6%	30.7%	28.3%	30.0%
IV Rank	46.6%	20.8%	87.1%	41.1%	35.4%
IV Percentile	77.1%	24.2%	99.6%	79.8%	59.9%
Term Structure	-7.8%	-22.7%	2.9%	-1.1%	-0.7%
VWIV	40.7%	32.0%	45.6%	44.6%	32.0%
Skew 25d	4.4%	-12.8%	12.8%	2.3%	1.5%
Skew 10d	19.6%	-6.9%	50.0%	37.6%	29.2%
Call IV 25d	38.1%	28.6%	56.4%	38.7%	33.7%
Put IV 25d	42.5%	32.8%	67.8%	41.0%	35.2%
Bid-Ask Spread %	90.84	65.96	117.68	110.19	87.58
Gamma HHI	0.19	0.14	0.26	0.19	0.18
Net GEX	10.5K	5.5K	18.3K	12.9K	11.8K
Net DEX	-138.0K	-217.4K	-42.8K	-171.6K	-191.8K
Net VEX	-843	-948	-666	-666	-948
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.19	0.43	0.31	0.43
Total Volume	145.333	86	184	131	86
Total OI	221.905	160	274	160	218

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
2022-10-03	$34.81	$34.00	42.7%	12.3%	29.7%	41.1%	44.6%	2.3%	-1.1%	12.9K	-171.6K	-666	0.31	110.19	N/A	N/A	100	31	151	9
2022-10-04	$35.68	$34.00	47.2%	13.5%	31.1%	48.2%	42.2%	2.6%	-12.6%	13.0K	-199.9K	-760	0.31	86.53	N/A	N/A	101	31	151	31
2022-10-05	$35.86	$34.00	46.1%	13.2%	30.6%	46.5%	44.0%	2.9%	-22.7%	11.9K	-193.7K	-781	0.31	107.66	N/A	N/A	101	31	152	31
2022-10-06	$35.63	$32.00	57.8%	12.8%	30.5%	65.1%	39.4%	10.8%	-11.4%	11.0K	-217.4K	-845	0.27	74.40	N/A	N/A	101	27	153	31
2022-10-07	$34.18	$32.00	45.7%	11.4%	30.0%	45.8%	39.6%	8.6%	-4.8%	9.8K	-109.2K	-780	0.27	65.96	N/A	N/A	101	27	153	49
2022-10-10	$33.20	$32.00	71.6%	12.3%	30.4%	87.1%	45.6%	0.8%	-3.5%	7.0K	-86.5K	-692	0.25	82.55	N/A	N/A	106	27	153	49
2022-10-11	$32.53	$32.00	62.4%	10.7%	28.5%	72.5%	40.9%	12.1%	-6.3%	6.5K	-54.1K	-729	0.26	78.40	N/A	N/A	105	27	173	49
2022-10-12	$32.59	$32.00	46.4%	13.3%	28.4%	47.0%	44.4%	12.1%	-13.8%	7.2K	-76.6K	-782	0.26	117.68	N/A	N/A	105	27	176	49
2022-10-13	$32.81	$32.00	40.3%	11.5%	28.7%	37.2%	39.6%	-6.6%	-2.7%	7.5K	-42.8K	-723	0.19	93.40	N/A	N/A	155	29	176	49
2022-10-14	$31.96	$32.00	44.7%	12.8%	28.8%	44.2%	43.9%	12.8%	-8.0%	9.5K	-68.7K	-856	0.19	84.74	N/A	N/A	151	29	216	51
2022-10-17	$33.13	$32.00	51.2%	14.7%	31.7%	54.6%	42.2%	10.0%	-4.6%	12.2K	-116.7K	-941	0.19	75.68	N/A	N/A	151	29	216	51
2022-10-18	$33.89	$32.00	51.7%	14.8%	33.1%	55.5%	40.7%	10.3%	-18.1%	18.3K	-134.8K	-946	0.20	83.69	N/A	N/A	142	29	216	51
2022-10-19	$33.30	$32.00	30.0%	8.6%	33.2%	20.8%	38.9%	5.5%	-1.9%	14.2K	-109.6K	-910	0.21	97.41	N/A	N/A	138	29	222	51
2022-10-20	$33.50	$32.00	43.1%	12.3%	32.8%	41.6%	43.4%	1.8%	-1.2%	14.6K	-155.0K	-945	0.21	108.98	N/A	N/A	138	29	223	51
2022-10-21	$34.14	$32.00	37.9%	10.9%	32.6%	33.4%	38.5%	-12.8%	-2.5%	6.3K	-194.7K	-879	0.19	105.78	N/A	N/A	151	29	223	51
2022-10-24	$34.09	$32.00	39.9%	11.4%	32.6%	36.6%	36.8%	-1.0%	-18.8%	5.5K	-81.4K	-816	0.24	77.96	N/A	N/A	110	26	157	48
2022-10-25	$35.14	$32.00	40.8%	11.7%	34.2%	37.9%	39.5%	3.6%	2.9%	9.0K	-146.1K	-907	0.24	88.91	N/A	N/A	110	26	159	48
2022-10-26	$35.26	$32.00	38.9%	11.1%	33.5%	34.9%	39.7%	10.0%	-2.5%	10.2K	-165.4K	-926	0.24	91.82	N/A	N/A	110	26	159	48
2022-10-27	$35.80	$32.00	38.9%	11.2%	33.3%	35.0%	41.4%	5.3%	-8.1%	11.5K	-198.1K	-927	0.24	82.50	N/A	N/A	110	26	160	48
2022-10-28	$36.05	$32.00	52.8%	15.1%	33.4%	57.2%	38.1%	-0.6%	-21.1%	10.5K	-184.2K	-943	0.22	105.80	N/A	N/A	119	26	160	48
2022-10-31	$36.03	$32.00	39.1%	11.2%	32.7%	35.4%	32.0%	1.5%	-0.7%	11.8K	-191.8K	-948	0.43	87.58	N/A	N/A	60	26	170	48