IHAK Options History — December 2022

In December 2022, IHAK traded between $32.09 and $35.92. ATM implied volatility averaged 39.6%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 11.8% (HV 20d: 27.9%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.24.

Notable Days

2022-12-12: Highest Volume — 46 contracts
2022-12-14: Largest IV drop — 62.8% change
2022-12-13: Highest IV Rank — 92.6%
2022-12-02: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.81	$32.09	$35.92	$35.92	$32.92
Max Pain	$33.00	$33.00	$33.00	$33.00	$33.00
ATM IV	39.6%	22.6%	75.6%	36.1%	39.7%
Expected Move	8.6%	6.1%	11.9%	10.4%	11.4%
HV 20d	27.9%	23.9%	34.5%	34.5%	24.6%
HV 60d	31.5%	31.0%	32.8%	32.6%	31.1%
IV Rank	28.0%	0.0%	92.6%	20.7%	30.0%
IV Percentile	43.9%	0.0%	99.6%	42.9%	56.7%
Term Structure	-1.4%	-20.1%	18.3%	-5.1%	-6.3%
VWIV	28.5%	21.1%	39.1%	36.2%	27.6%
Skew 25d	1.5%	-15.9%	12.5%	-15.8%	4.0%
Skew 10d	5.2%	-15.5%	24.5%	9.3%	19.4%
Call IV 25d	27.4%	15.9%	42.2%	42.2%	27.3%
Put IV 25d	28.9%	15.6%	35.7%	26.4%	31.3%
Bid-Ask Spread %	127.46	110.28	163.10	129.81	136.87
Gamma HHI	0.26	0.15	0.45	0.35	0.15
Net GEX	9.7K	1.6K	27.0K	21.7K	3.1K
Net DEX	-65.8K	-160.3K	-22.2K	-160.3K	-36.8K
Net VEX	-366	-529	-299	-501	-360
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.24	0.00	2.00	0.40	0.00
Total Volume	4.714	0	46	7	11
Total OI	155.571	79	226	191	103

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
2022-12-01	$35.92	$33.00	36.1%	10.4%	34.5%	20.7%	36.2%	-15.8%	-5.1%	21.7K	-160.3K	-501	0.40	129.81	N/A	N/A	5	2	161	30
2022-12-02	$35.27	$33.00	41.4%	11.9%	33.6%	30.3%	0.0%	1.3%	-12.8%	16.7K	-148.4K	-529	0.00	129.00	N/A	N/A	0	0	163	32
2022-12-05	$34.36	$33.00	39.7%	8.1%	33.8%	27.1%	32.8%	12.5%	-2.2%	16.7K	-86.4K	-393	0.00	140.16	N/A	N/A	1	0	163	32
2022-12-06	$33.88	$33.00	44.1%	7.6%	34.3%	35.1%	0.0%	5.5%	-1.1%	11.0K	-51.6K	-328	0.00	115.98	N/A	N/A	0	0	164	32
2022-12-07	$33.71	$33.00	51.7%	8.3%	33.5%	49.0%	0.0%	6.5%	0.8%	10.7K	-61.0K	-365	0.00	114.10	N/A	N/A	1	0	164	32
2022-12-08	$34.13	$33.00	54.1%	9.0%	32.1%	53.3%	0.0%	-0.5%	0.6%	10.9K	-48.4K	-310	0.00	119.61	N/A	N/A	0	0	165	32
2022-12-09	$34.19	$33.00	58.2%	8.2%	25.1%	60.9%	23.3%	4.9%	-4.2%	9.4K	-47.5K	-304	0.00	138.12	N/A	N/A	0	3	165	32
2022-12-12	$34.68	$33.00	73.7%	8.2%	23.9%	89.0%	0.0%	2.0%	2.9%	16.4K	-68.8K	-318	0.00	118.15	N/A	N/A	46	0	165	35
2022-12-13	$35.20	$33.00	75.6%	6.1%	24.3%	92.6%	0.0%	10.3%	-5.0%	27.0K	-133.9K	-450	0.00	115.10	N/A	N/A	0	0	184	35
2022-12-14	$35.12	$33.00	28.1%	8.1%	23.9%	6.0%	0.0%	5.8%	-4.2%	24.0K	-134.4K	-449	0.00	163.10	N/A	N/A	0	0	184	35
2022-12-15	$33.99	$33.00	29.4%	8.4%	25.6%	8.4%	21.1%	-9.7%	6.9%	10.3K	-65.1K	-338	0.75	121.54	N/A	N/A	4	3	184	35
2022-12-16	$33.84	$33.00	25.3%	7.3%	25.3%	1.0%	0.0%	6.2%	18.3%	4.0K	-55.4K	-371	0.00	129.12	N/A	N/A	2	0	188	38
2022-12-19	$33.06	$33.00	26.5%	7.6%	26.2%	3.2%	25.0%	3.6%	-1.3%	3.0K	-36.0K	-316	0.00	110.28	N/A	N/A	2	0	67	12
2022-12-20	$33.37	$33.00	25.8%	7.4%	26.4%	1.9%	0.0%	3.5%	4.5%	3.3K	-42.2K	-323	0.00	128.94	N/A	N/A	3	0	69	12
2022-12-21	$33.38	$33.00	32.2%	9.2%	26.3%	13.5%	0.0%	-0.3%	-3.1%	2.9K	-33.1K	-299	0.00	157.47	N/A	N/A	5	0	71	12
2022-12-22	$32.77	$33.00	22.6%	6.5%	26.1%	0.0%	39.1%	3.5%	3.7%	3.2K	-37.7K	-351	2.00	110.59	N/A	N/A	1	2	76	12
2022-12-23	$32.63	$33.00	27.1%	7.8%	26.0%	7.8%	25.5%	1.1%	-3.2%	2.4K	-42.0K	-383	0.00	115.77	N/A	N/A	0	2	77	14
2022-12-27	$32.44	$33.00	37.2%	10.7%	25.7%	25.5%	26.3%	2.1%	-20.1%	2.0K	-26.4K	-326	0.00	115.84	N/A	N/A	5	0	77	16
2022-12-28	$32.09	$33.00	31.1%	8.9%	25.8%	14.8%	0.0%	-15.9%	0.7%	1.6K	-22.2K	-315	0.00	136.99	N/A	N/A	1	0	82	16
2022-12-29	$33.05	$33.00	32.5%	9.3%	28.1%	17.4%	0.0%	0.4%	1.5%	3.9K	-43.7K	-361	0.00	130.00	N/A	N/A	0	0	85	16
2022-12-30	$32.92	$33.00	39.7%	11.4%	24.6%	30.0%	27.6%	4.0%	-6.3%	3.1K	-36.8K	-360	0.00	136.87	N/A	N/A	11	0	85	18