IHAK Options History — February 2023 In February 2023, IHAK traded between $34.40 and $35.70. ATM implied volatility averaged 29.8%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 7.8% (HV 20d: 22.0%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.40.
Notable Days 2023-02-02 : Highest Volume — 32 contracts2023-02-08 : Largest IV drop — 55.5% change2023-02-03 : Highest IV Rank — 35.4%2023-02-27 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $35.02 $34.40 $35.70 $35.22 $34.52 Max Pain $30.58 $30.00 $33.00 $33.00 $30.00 ATM IV 29.8% 17.2% 40.3% 30.6% 32.4% Expected Move 7.6% 4.9% 9.7% 8.8% 9.3% HV 20d 22.0% 20.7% 22.9% 22.0% 20.9% HV 60d 23.9% 22.7% 27.0% 27.0% 22.7% IV Rank 19.7% 0.0% 35.4% 19.4% 24.4% IV Percentile 19.6% 0.0% 61.9% 14.7% 25.8% Term Structure -2.4% -16.1% 17.4% -1.4% -9.5% VWIV 29.6% 20.6% 49.7% 20.6% 21.1% Skew 25d 2.0% -19.3% 18.9% 8.6% 18.9% Skew 10d 5.5% -6.0% 15.4% 0.4% 15.4% Call IV 25d 26.6% 17.7% 51.6% 27.6% 17.7% Put IV 25d 28.6% 21.8% 36.6% 36.2% 36.6% Bid-Ask Spread % 120.84 93.78 143.41 143.41 127.42 Gamma HHI 0.33 0.18 0.57 0.23 0.57 Net GEX 14.2K 7.2K 18.7K 8.0K 17.5K Net DEX -133.5K -168.7K -91.8K -91.8K -150.1K Net VEX -387 -494 -328 -379 -359 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.00 2.00 0.00 0.00 Total Volume 4.316 0 32 0 4 Total OI 169.158 124 207 147 137
Daily Data (19 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 2023-02-01 $35.22 $33.00 30.6% 8.8% 22.0% 19.4% 0.0% 8.6% -1.4% 8.0K -91.8K -379 0.00 143.41 N/A N/A 0 0 91 56 2023-02-02 $35.70 $32.00 37.9% 7.5% 22.2% 31.5% 20.6% 7.1% -0.1% 7.2K -116.6K -454 0.00 93.78 N/A N/A 32 0 91 56 2023-02-03 $35.13 $32.00 40.3% 6.2% 20.7% 35.4% 0.0% 6.9% 4.3% 11.7K -123.3K -494 0.00 113.36 N/A N/A 0 0 122 56 2023-02-06 $34.58 $32.00 38.8% 4.9% 21.5% 32.9% 36.8% -8.2% 3.3% 11.2K -95.5K -393 0.00 130.62 N/A N/A 1 0 122 56 2023-02-07 $35.27 $32.00 38.7% 7.5% 22.3% 32.7% 26.4% 0.4% -4.7% 14.3K -115.2K -394 0.00 116.91 N/A N/A 15 0 123 56 2023-02-08 $35.44 $30.00 17.2% 4.9% 22.3% 0.0% 25.4% -1.3% -3.9% 16.6K -153.6K -413 2.00 103.48 N/A N/A 1 2 132 56 2023-02-09 $35.26 $30.00 26.6% 7.6% 22.5% 14.9% 0.0% 8.6% -4.8% 17.2K -156.7K -399 0.00 116.16 N/A N/A 0 0 132 58 2023-02-10 $34.95 $30.00 26.8% 7.7% 22.9% 15.4% 28.2% 5.4% -4.4% 13.1K -122.8K -363 0.00 112.18 N/A N/A 10 0 132 58 2023-02-13 $35.11 $30.00 28.5% 8.2% 22.9% 18.1% 0.0% -0.7% -16.1% 15.6K -141.4K -373 0.00 117.28 N/A N/A 0 0 142 58 2023-02-14 $35.38 $30.00 26.7% 7.6% 22.6% 15.1% 0.0% -2.8% -6.2% 18.7K -161.0K -366 0.00 114.47 N/A N/A 0 0 142 58 2023-02-15 $35.65 $30.00 26.8% 7.7% 21.7% 15.3% 0.0% -2.0% -8.7% 15.2K -168.7K -354 0.00 116.27 N/A N/A 0 0 142 58 2023-02-16 $35.17 $30.00 26.8% 7.7% 22.2% 15.3% 29.0% -2.4% 4.1% 18.6K -154.4K -394 0.00 126.31 N/A N/A 1 0 148 58 2023-02-17 $34.92 $30.00 18.7% 5.4% 22.1% 2.3% 49.7% -5.3% 17.4% 17.4K -126.6K -328 0.00 135.34 N/A N/A 1 0 149 58 2023-02-21 $34.53 $30.00 28.1% 8.0% 21.9% 17.4% 29.5% 6.7% -5.1% 11.2K -121.3K -365 0.00 107.20 N/A N/A 12 0 112 12 2023-02-22 $34.73 $30.00 28.6% 8.2% 21.8% 18.3% 0.0% 6.6% -5.0% 13.5K -147.3K -417 0.00 136.66 N/A N/A 0 0 123 12 2023-02-23 $34.99 $30.00 29.2% 8.4% 21.8% 19.2% 21.1% 5.7% -3.1% 15.0K -153.8K -393 2.00 127.51 N/A N/A 1 2 123 12 2023-02-24 $34.40 $30.00 29.6% 8.5% 22.1% 19.9% 0.0% 5.0% 2.5% 14.6K -126.2K -375 0.00 119.86 N/A N/A 0 0 124 12 2023-02-27 $34.48 $30.00 33.7% 9.7% 22.0% 26.4% 0.0% -19.3% -4.9% 13.6K -110.3K -335 0.00 137.81 N/A N/A 0 0 125 12 2023-02-28 $34.52 $30.00 32.4% 9.3% 20.9% 24.4% 0.0% 18.9% -9.5% 17.5K -150.1K -359 0.00 127.42 N/A N/A 4 0 125 12
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