IHAK Options History — October 2023

In October 2023, IHAK traded between $36.28 and $39.66. ATM implied volatility averaged 27.6%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 8.9% (HV 20d: 18.7%). Max pain ranged from $36.00 to $38.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.91.

Notable Days

  • 2023-10-11: Highest Volume — 21 contracts
  • 2023-10-11: Largest IV drop — 46.3% change
  • 2023-10-10: Highest IV Rank — 37.0%
  • 2023-10-30: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.16$36.28$39.66$38.46$36.99
Max Pain$36.27$36.00$38.00$38.00$36.00
ATM IV27.6%19.7%36.7%26.8%30.2%
Expected Move7.4%5.6%9.8%7.7%8.7%
HV 20d18.7%14.6%21.7%14.6%21.3%
HV 60d19.4%18.7%20.4%19.1%19.0%
IV Rank23.8%12.3%37.0%22.7%27.6%
IV Percentile42.6%6.7%75.4%35.7%60.7%
Term Structure-3.5%-8.7%8.4%-2.5%-7.8%
VWIV18.2%11.6%22.4%22.4%20.7%
Skew 25d3.8%-2.1%9.5%1.6%-1.6%
Skew 10d4.3%-9.9%17.1%-9.9%8.0%
Call IV 25d20.3%12.7%26.4%22.0%26.4%
Put IV 25d24.1%12.4%30.9%23.6%24.8%
Bid-Ask Spread %124.20108.91148.74144.18133.45
Gamma HHI0.210.150.280.180.28
Net GEX5.5K-3.3K12.7K6.5K7.4K
Net DEX-106.1K-195.6K-48.1K-126.3K-64.9K
Net VEX-643-774-511-625-511
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.910.0020.000.000.00
Total Volume2.86402102
Total OI155.045136193141138

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$38.46$38.0026.8%7.7%14.6%22.7%0.0%1.6%-2.5%6.5K-126.3K-6250.00144.18N/AN/A0010239
2023-10-03$37.67$38.0028.7%8.2%16.0%25.4%0.0%9.5%-6.4%5.7K-78.8K-5980.00134.18N/AN/A0010239
2023-10-04$37.94$38.0030.7%8.8%16.4%28.4%0.0%3.6%-6.9%4.0K-83.0K-6620.00136.94N/AN/A3010239
2023-10-05$37.88$36.0030.1%6.5%16.0%27.5%22.4%0.1%0.9%4.8K-79.9K-6380.00108.91N/AN/A5010539
2023-10-06$38.87$36.0028.3%6.5%18.8%24.9%0.0%1.3%-2.1%8.4K-120.0K-6270.00117.34N/AN/A1010739
2023-10-09$39.17$36.0030.9%6.1%17.9%28.6%0.0%1.5%-4.7%9.3K-141.1K-6190.00119.55N/AN/A11010839
2023-10-10$39.51$36.0036.7%6.2%17.8%37.0%0.0%-2.1%-5.3%12.3K-195.6K-7740.00148.74N/AN/A0011939
2023-10-11$39.58$36.0019.7%5.6%17.9%12.3%0.0%6.5%0.4%12.7K-182.1K-68820.00116.93N/AN/A12011939
2023-10-12$39.16$36.0022.0%6.3%18.0%15.7%0.0%6.5%-0.6%-499-135.7K-7290.00123.78N/AN/A0012059
2023-10-13$38.94$36.0020.7%5.9%17.3%13.8%0.0%4.7%2.0%-920-115.6K-7210.00125.34N/AN/A1012059
2023-10-16$39.66$36.0023.2%6.6%18.5%17.3%11.6%7.5%-6.4%1.5K-160.6K-7090.00120.71N/AN/A3012059
2023-10-17$39.63$36.0024.4%7.0%18.5%19.2%0.0%1.5%-3.4%3.2K-179.6K-6500.00111.47N/AN/A0012259
2023-10-18$38.95$36.0025.1%7.2%19.5%20.2%0.0%7.0%8.4%5.1K-129.1K-7210.00133.49N/AN/A0012259
2023-10-19$38.45$36.0028.5%8.2%18.2%25.1%20.7%5.7%-4.8%-3.3K-87.7K-6420.00112.87N/AN/A13012259
2023-10-20$37.66$36.0024.7%7.1%19.5%19.6%0.0%5.8%-3.0%2.5K-48.1K-6640.00121.05N/AN/A0013459
2023-10-23$37.48$36.0028.4%8.1%19.5%25.0%0.0%2.0%-5.4%7.5K-77.6K-6340.00110.13N/AN/A0010333
2023-10-24$37.70$36.0026.8%7.7%19.3%22.7%0.0%4.7%-3.7%8.4K-100.1K-6411.00122.53N/AN/A1110333
2023-10-25$36.62$36.0027.0%7.7%21.7%23.0%0.0%5.4%-4.5%7.4K-65.1K-5840.00117.25N/AN/A1010434
2023-10-26$36.40$36.0033.1%9.5%21.5%31.8%0.0%5.0%-7.1%6.6K-63.0K-5990.00119.31N/AN/A0010434
2023-10-27$36.28$36.0026.8%7.7%21.4%22.7%0.0%7.2%-5.8%6.8K-51.2K-5670.00123.25N/AN/A0010434
2023-10-30$36.44$36.0034.2%9.8%21.5%33.4%0.0%-0.2%-8.7%5.7K-48.9K-5520.00131.11N/AN/A0010434
2023-10-31$36.99$36.0030.2%8.7%21.3%27.6%0.0%-1.6%-7.8%7.4K-64.9K-5110.00133.45N/AN/A2010434