IHAK Options History — April 2023 In April 2023, IHAK traded between $33.36 and $36.14. ATM implied volatility averaged 29.4%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 10.9% (HV 20d: 18.5%). Max pain ranged from $31.00 to $34.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.18.
Notable Days 2023-04-25 : Highest Volume — 72 contracts2023-04-12 : Largest IV drop — 42.3% change2023-04-11 : Highest IV Rank — 38.4%2023-04-25 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $35.22 $33.36 $36.14 $36.14 $33.49 Max Pain $31.58 $31.00 $34.00 $34.00 $33.00 ATM IV 29.4% 23.8% 41.3% 30.5% 29.4% Expected Move 8.0% 6.1% 9.9% 8.7% 8.4% HV 20d 18.5% 14.5% 22.0% 21.3% 21.5% HV 60d 19.7% 19.0% 21.1% 19.6% 19.7% IV Rank 19.5% 10.5% 38.4% 21.1% 19.4% IV Percentile 20.8% 3.2% 67.1% 23.0% 22.2% Term Structure -0.3% -7.6% 15.6% -5.5% 0.2% VWIV 20.9% 15.0% 25.6% 21.0% 24.1% Skew 25d 4.5% -8.9% 15.6% 3.8% 13.7% Skew 10d 5.7% -13.0% 23.6% 2.7% 1.2% Call IV 25d 21.0% 13.4% 32.4% 19.2% 15.9% Put IV 25d 25.5% 12.5% 34.2% 23.0% 29.6% Bid-Ask Spread % 127.90 93.35 153.03 133.61 132.32 Gamma HHI 0.29 0.18 0.44 0.31 0.19 Net GEX 9.8K -1.7K 26.6K 12.8K 10.8K Net DEX -107.2K -177.9K -16.7K -172.9K -59.2K Net VEX -612 -769 -298 -736 -670 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.18 0.00 1.00 0.00 0.60 Total Volume 7.632 0 72 6 8 Total OI 274.105 118 319 303 201
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 2023-04-03 $36.14 $34.00 30.5% 8.7% 21.3% 21.1% 0.0% 3.8% -5.5% 12.8K -172.9K -736 0.00 133.61 N/A N/A 6 0 126 177 2023-04-04 $36.06 $34.00 31.4% 9.0% 21.1% 22.7% 0.0% -7.8% -5.7% 11.9K -177.9K -769 0.00 145.03 N/A N/A 0 0 132 177 2023-04-05 $35.48 $34.00 28.4% 8.1% 22.0% 17.8% 0.0% 4.5% -0.4% 4.8K -115.4K -743 0.00 135.07 N/A N/A 0 0 132 177 2023-04-06 $35.59 $31.00 31.0% 6.7% 20.2% 22.0% 0.0% -1.1% 1.7% 7.3K -113.5K -695 0.00 114.04 N/A N/A 0 0 132 177 2023-04-10 $35.55 $31.00 30.1% 6.1% 17.9% 20.5% 0.0% 3.4% 15.6% 11.0K -113.3K -601 0.00 116.97 N/A N/A 0 2 132 177 2023-04-11 $35.54 $31.00 41.3% 7.5% 17.9% 38.4% 21.0% 0.2% 2.4% -147 -70.6K -760 0.00 93.35 N/A N/A 6 0 132 178 2023-04-12 $35.58 $31.00 23.8% 6.8% 17.2% 10.5% 0.0% 3.6% 1.1% 15.1K -139.2K -605 0.00 99.09 N/A N/A 0 0 137 178 2023-04-13 $36.08 $31.00 27.1% 7.8% 17.7% 15.8% 19.6% 10.5% 4.0% 26.6K -177.4K -579 0.00 153.03 N/A N/A 1 0 137 178 2023-04-14 $35.89 $31.00 28.5% 8.2% 17.4% 17.9% 0.0% 4.4% -3.0% 7.8K -149.0K -714 0.00 116.43 N/A N/A 0 2 138 178 2023-04-17 $36.01 $31.00 27.6% 7.9% 16.7% 16.5% 0.0% 4.2% 3.3% 7.5K -154.9K -672 0.00 121.02 N/A N/A 0 0 138 180 2023-04-18 $35.92 $31.00 26.2% 7.5% 16.7% 14.3% 0.0% 14.0% -0.6% 10.9K -146.2K -636 0.00 123.38 N/A N/A 1 0 138 180 2023-04-19 $35.56 $31.00 27.3% 7.8% 15.7% 16.0% 0.0% 3.1% -7.6% 12.3K -125.8K -535 0.00 123.55 N/A N/A 1 0 138 180 2023-04-20 $35.20 $31.00 25.1% 7.2% 14.8% 12.6% 0.0% -8.9% 2.4% -1.7K -62.4K -565 0.00 138.94 N/A N/A 0 0 139 180 2023-04-21 $35.37 $31.00 27.8% 8.0% 14.5% 16.9% 0.0% 15.6% 4.5% 6.1K -16.7K -475 0.00 133.16 N/A N/A 0 0 139 180 2023-04-24 $35.02 $31.00 28.4% 8.1% 14.9% 17.8% 0.0% -0.8% -4.8% 14.5K -84.4K -380 0.00 134.04 N/A N/A 6 0 109 9 2023-04-25 $33.49 $31.00 34.7% 9.9% 21.5% 27.8% 15.0% 7.7% -1.2% 8.3K -47.6K -298 0.16 126.89 N/A N/A 62 10 115 9 2023-04-26 $33.36 $31.00 32.0% 9.2% 21.4% 23.6% 20.3% 1.2% -6.9% 9.1K -47.4K -537 0.00 143.57 N/A N/A 38 0 160 19 2023-04-27 $33.77 $31.00 28.6% 8.2% 21.7% 18.2% 25.6% 14.6% -5.4% 11.0K -63.5K -661 1.00 146.69 N/A N/A 1 1 180 19 2023-04-28 $33.49 $33.00 29.4% 8.4% 21.5% 19.4% 24.1% 13.7% 0.2% 10.8K -59.2K -670 0.60 132.32 N/A N/A 5 3 181 20
« Mar 2023 | All History | May 2023 » Home IHAK History April 2023