IHAK Options History — November 2022

In November 2022, IHAK traded between $32.56 and $35.40. ATM implied volatility averaged 41.1%, placing in the 35.9% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 6.3% (HV 20d: 34.8%). Max pain ranged from $32.00 to $33.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.61.

Notable Days

2022-11-08: Highest Volume — 112 contracts
2022-11-07: Largest IV spike — 45.9% change
2022-11-07: Highest IV Rank — 68.0%
2022-11-01: Largest Expected Move — 14.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.31	$32.56	$35.40	$35.40	$34.73
Max Pain	$32.90	$32.00	$33.00	$32.00	$33.00
ATM IV	41.1%	30.9%	59.6%	49.2%	39.5%
Expected Move	11.2%	8.8%	14.1%	14.1%	11.3%
HV 20d	34.8%	31.6%	38.7%	32.2%	34.4%
HV 60d	32.0%	30.0%	33.4%	30.2%	32.0%
IV Rank	35.9%	15.2%	68.0%	51.4%	26.8%
IV Percentile	61.4%	20.6%	96.4%	88.1%	57.9%
Term Structure	-6.1%	-15.7%	6.8%	2.1%	-15.0%
VWIV	38.3%	28.3%	53.6%	48.3%	34.1%
Skew 25d	3.0%	-10.5%	21.0%	0.9%	4.6%
Skew 10d	10.9%	-14.3%	29.9%	-14.3%	1.9%
Call IV 25d	34.5%	26.8%	60.6%	60.6%	28.2%
Put IV 25d	37.5%	26.6%	61.6%	61.5%	32.8%
Bid-Ask Spread %	113.35	91.98	132.60	132.60	118.79
Gamma HHI	0.24	0.17	0.37	0.18	0.37
Net GEX	9.7K	-11	16.0K	12.9K	16.0K
Net DEX	-100.2K	-189.7K	14.7K	-189.7K	-88.3K
Net VEX	-633	-888	-411	-888	-411
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.00	0.90	0.43	0.00
Total Volume	80.048	0	112	86	0
Total OI	218.667	185	241	219	190

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
2022-11-01	$35.40	$32.00	49.2%	14.1%	32.2%	51.4%	48.3%	0.9%	2.1%	12.9K	-189.7K	-888	0.43	132.60	N/A	N/A	60	26	171	48
2022-11-02	$34.31	$32.00	46.0%	13.2%	33.9%	46.4%	51.1%	21.0%	-5.5%	9.9K	-123.8K	-808	0.43	100.01	N/A	N/A	60	26	171	48
2022-11-03	$33.38	$33.00	46.0%	10.1%	35.1%	46.3%	37.7%	-4.4%	-4.8%	3.7K	-54.9K	-676	0.43	104.98	N/A	N/A	63	27	171	48
2022-11-04	$32.58	$33.00	40.9%	12.5%	33.1%	38.1%	37.3%	10.1%	-15.7%	2.6K	-33.7K	-655	0.73	91.98	N/A	N/A	63	46	169	49
2022-11-07	$32.73	$33.00	59.6%	11.9%	31.6%	68.0%	51.8%	20.4%	1.8%	1.8K	-25.6K	-725	0.73	108.26	N/A	N/A	63	46	169	70
2022-11-08	$33.45	$33.00	53.7%	10.2%	31.6%	58.5%	36.4%	4.8%	-4.0%	4.5K	-59.8K	-720	0.78	94.56	N/A	N/A	63	49	169	70
2022-11-09	$32.56	$33.00	41.9%	12.0%	33.2%	39.8%	35.9%	-0.3%	-11.8%	-11	14.7K	-613	0.78	98.52	N/A	N/A	63	49	169	71
2022-11-10	$34.44	$33.00	35.4%	10.1%	38.7%	29.4%	38.9%	-4.4%	-5.3%	4.9K	-70.9K	-662	0.78	120.36	N/A	N/A	63	49	169	71
2022-11-11	$35.31	$33.00	30.9%	8.8%	37.9%	22.2%	33.9%	0.8%	6.8%	11.5K	-150.4K	-749	0.75	99.55	N/A	N/A	63	47	170	71
2022-11-14	$34.94	$33.00	39.4%	11.3%	36.5%	35.9%	32.3%	8.8%	-13.2%	9.2K	-121.4K	-668	0.73	104.31	N/A	N/A	63	46	170	71
2022-11-15	$35.36	$33.00	36.8%	10.6%	35.9%	31.7%	33.0%	-3.8%	-0.2%	14.5K	-161.0K	-662	0.73	113.16	N/A	N/A	63	46	170	71
2022-11-16	$34.65	$33.00	40.6%	11.6%	36.1%	37.8%	39.8%	6.4%	-15.3%	11.4K	-143.6K	-674	0.73	103.08	N/A	N/A	63	46	170	71
2022-11-17	$34.20	$33.00	40.5%	11.6%	36.4%	37.5%	53.6%	-10.5%	-10.8%	4.2K	-101.9K	-645	0.73	124.56	N/A	N/A	63	46	170	71
2022-11-18	$34.54	$33.00	38.1%	10.9%	36.0%	33.7%	33.7%	0.1%	-7.4%	12.1K	-124.7K	-603	0.73	118.95	N/A	N/A	63	46	170	71
2022-11-21	$34.32	$33.00	41.1%	11.8%	36.1%	38.5%	35.4%	5.6%	-6.1%	12.3K	-112.6K	-559	0.56	121.07	N/A	N/A	48	27	155	30
2022-11-22	$34.48	$33.00	39.1%	11.2%	34.4%	28.0%	35.5%	3.2%	-1.6%	12.8K	-104.8K	-523	0.56	126.02	N/A	N/A	48	27	156	30
2022-11-23	$35.03	$33.00	33.1%	9.5%	34.8%	15.2%	29.7%	-2.4%	2.6%	15.3K	-118.8K	-531	0.90	120.80	N/A	N/A	30	27	156	30
2022-11-25	$35.14	$33.00	36.5%	10.5%	34.4%	21.3%	0.0%	-6.0%	-4.9%	13.7K	-140.6K	-572	0.00	124.66	N/A	N/A	0	0	158	30
2022-11-28	$34.59	$33.00	35.7%	10.2%	34.6%	19.8%	28.3%	4.1%	-11.1%	15.4K	-102.2K	-484	0.00	124.17	N/A	N/A	1	0	159	30
2022-11-29	$34.43	$33.00	39.4%	11.3%	34.6%	26.6%	34.1%	3.7%	-9.3%	14.1K	-90.1K	-460	0.00	129.95	N/A	N/A	2	0	159	30
2022-11-30	$34.73	$33.00	39.5%	11.3%	34.4%	26.8%	0.0%	4.6%	-15.0%	16.0K	-88.3K	-411	0.00	118.79	N/A	N/A	0	0	160	30