IHAK Options History — June 2023 In June 2023, IHAK traded between $36.36 and $38.55. ATM implied volatility averaged 28.3%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 10.5% (HV 20d: 17.8%). Max pain ranged from $33.00 to $36.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.28.
Notable Days 2023-06-01 : Highest Volume — 29 contracts2023-06-30 : Largest IV drop — 52.5% change2023-06-12 : Highest IV Rank — 54.8%2023-06-01 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $37.17 $36.36 $38.55 $36.72 $37.84 Max Pain $33.19 $33.00 $36.00 $34.00 $33.00 ATM IV 28.3% 12.3% 51.4% 30.6% 12.3% Expected Move 6.4% 3.5% 8.8% 8.8% 3.5% HV 20d 17.8% 15.8% 19.8% 18.3% 18.7% HV 60d 19.9% 19.4% 20.7% 20.7% 19.9% IV Rank 18.5% 0.0% 54.8% 21.8% 0.0% IV Percentile 25.7% 0.0% 90.9% 32.5% 0.0% Term Structure -0.1% -11.4% 17.5% -11.4% 17.5% VWIV 20.1% 15.5% 33.7% 25.1% 33.7% Skew 25d 3.6% -8.8% 12.6% 5.3% 2.7% Skew 10d 6.0% -0.3% 15.0% 15.0% 12.9% Call IV 25d 17.9% 13.6% 25.1% 22.9% 16.5% Put IV 25d 21.6% 16.3% 28.2% 28.2% 19.2% Bid-Ask Spread % 129.16 113.53 144.19 127.37 136.85 Gamma HHI 0.26 0.19 0.35 0.25 0.24 Net GEX 21.8K 14.4K 34.8K 15.8K 26.4K Net DEX -214.9K -378.4K -112.5K -151.8K -311.6K Net VEX -920 -1.2K -649 -726 -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.00 2.00 0.71 0.00 Total Volume 8.19 0 29 29 3 Total OI 179.667 136 205 152 198
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 2023-06-01 $36.72 $34.00 30.6% 8.8% 18.3% 21.8% 25.1% 5.3% -11.4% 15.8K -151.8K -726 0.71 127.37 N/A N/A 17 12 123 29 2023-06-02 $36.63 $36.00 23.8% 6.8% 18.4% 11.0% 0.0% 5.9% 0.8% 18.0K -147.8K -755 0.00 134.62 N/A N/A 7 0 126 41 2023-06-05 $36.62 $33.00 34.7% 6.4% 16.8% 28.4% 0.0% 1.5% 0.4% 18.8K -139.5K -762 2.00 131.61 N/A N/A 1 2 132 41 2023-06-06 $36.95 $33.00 29.2% 5.5% 16.0% 19.6% 16.3% 2.1% 0.4% 23.1K -154.6K -728 1.00 128.48 N/A N/A 1 1 131 41 2023-06-07 $36.36 $33.00 33.4% 5.1% 17.1% 26.3% 0.0% 3.2% 6.0% 18.3K -112.5K -649 0.00 117.29 N/A N/A 13 0 132 40 2023-06-08 $36.65 $33.00 42.1% 6.3% 15.8% 40.1% 0.0% 2.3% -1.0% 20.3K -164.2K -849 0.00 122.71 N/A N/A 0 0 145 40 2023-06-09 $36.56 $33.00 34.8% 5.7% 15.8% 28.5% 0.0% 5.5% 1.0% 21.5K -158.7K -844 0.00 123.71 N/A N/A 10 0 145 40 2023-06-12 $37.24 $33.00 51.4% 5.9% 16.5% 54.8% 15.6% 4.9% 2.2% 28.6K -216.2K -903 1.00 126.41 N/A N/A 1 1 155 40 2023-06-13 $37.73 $33.00 45.4% 6.7% 16.5% 45.3% 15.9% 5.3% -0.1% 33.0K -268.1K -876 0.00 115.56 N/A N/A 14 0 155 40 2023-06-14 $37.84 $33.00 23.6% 6.8% 16.1% 10.7% 0.0% 6.2% -3.2% 25.7K -294.3K -986 0.00 144.19 N/A N/A 5 0 165 40 2023-06-15 $38.55 $33.00 22.4% 6.4% 16.8% 8.8% 21.9% 12.6% -1.0% 32.9K -378.4K -898 0.00 137.16 N/A N/A 7 0 163 40 2023-06-16 $38.16 $33.00 19.4% 5.6% 17.6% 4.0% 15.5% 6.3% -8.3% 34.8K -354.0K -856 0.00 113.53 N/A N/A 4 0 162 40 2023-06-20 $37.68 $33.00 22.7% 6.5% 18.5% 9.2% 17.2% 5.7% -2.6% 15.4K -200.5K -838 0.00 127.11 N/A N/A 3 0 114 22 2023-06-21 $37.06 $33.00 23.0% 6.6% 19.7% 9.8% 0.0% 6.1% 1.7% 14.8K -178.0K -860 0.25 128.21 N/A N/A 20 5 117 22 2023-06-22 $37.19 $33.00 24.9% 7.1% 18.9% 12.8% 33.7% -8.8% 3.9% 14.4K -185.3K -1.0K 0.00 132.61 N/A N/A 10 0 137 27 2023-06-23 $36.63 $33.00 20.2% 5.8% 19.8% 5.3% 0.0% 3.9% -0.4% 15.8K -169.0K -1.0K 0.00 133.21 N/A N/A 0 0 147 27 2023-06-26 $36.48 $33.00 24.5% 7.0% 19.8% 12.2% 0.0% 3.2% -0.2% 15.9K -176.2K -993 0.00 138.73 N/A N/A 14 0 147 27 2023-06-27 $37.19 $33.00 24.6% 7.1% 19.0% 12.3% 0.0% -2.3% 0.7% 18.5K -238.3K -1.2K 0.00 130.75 N/A N/A 20 0 160 27 2023-06-28 $37.04 $33.00 25.6% 7.3% 18.9% 13.8% 0.0% 4.7% -6.6% 20.4K -239.4K -1.2K 0.00 126.14 N/A N/A 1 0 170 27 2023-06-29 $37.43 $33.00 25.9% 7.4% 19.0% 14.4% 0.0% -0.1% -1.8% 25.1K -273.2K -1.2K 0.00 136.09 N/A N/A 0 0 171 27 2023-06-30 $37.84 $33.00 12.3% 3.5% 18.7% 0.0% 0.0% 2.7% 17.5% 26.4K -311.6K -1.2K 0.00 136.85 N/A N/A 3 0 171 27
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