IHAK Options History — November 2023

In November 2023, IHAK traded between $36.98 and $41.80. ATM implied volatility averaged 24.2%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 4.3% (HV 20d: 19.9%). Max pain ranged from $36.00 to $37.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2023-11-06: Highest Volume — 14 contracts
2023-11-06: Largest IV spike — 40.2% change
2023-11-07: Highest IV Rank — 32.7%
2023-11-01: Largest Expected Move — 9.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.50	$36.98	$41.80	$36.98	$41.70
Max Pain	$36.95	$36.00	$37.00	$36.00	$37.00
ATM IV	24.2%	18.6%	33.7%	32.9%	19.5%
Expected Move	6.6%	5.3%	9.4%	9.4%	5.6%
HV 20d	19.9%	16.0%	23.4%	21.1%	16.8%
HV 60d	19.0%	18.4%	19.4%	18.7%	18.9%
IV Rank	18.9%	10.7%	32.7%	31.6%	12.0%
IV Percentile	28.1%	4.8%	75.0%	71.4%	7.1%
Term Structure	0.7%	-10.2%	65.8%	-2.9%	3.5%
VWIV	17.9%	11.1%	22.3%	22.3%	14.3%
Skew 25d	2.4%	-7.7%	9.9%	-2.3%	6.4%
Skew 10d	3.0%	-8.7%	16.0%	-2.6%	6.2%
Call IV 25d	18.5%	11.1%	24.6%	24.6%	12.2%
Put IV 25d	20.9%	13.2%	26.6%	22.3%	18.6%
Bid-Ask Spread %	126.94	115.35	139.43	131.44	129.48
Gamma HHI	0.29	0.22	0.39	0.27	0.36
Net GEX	18.6K	6.6K	32.8K	6.6K	32.8K
Net DEX	-230.0K	-442.7K	-46.4K	-46.4K	-431.2K
Net VEX	-504	-572	-340	-521	-474
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	4.476	0	14	0	13
Total OI	164	138	188	138	188

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2023-11-01	$36.98	$36.00	32.9%	9.4%	21.1%	31.6%	0.0%	-2.3%	-2.9%	6.6K	-46.4K	-521	131.44	N/A	N/A	0	104	34
2023-11-02	$37.20	$37.00	33.3%	7.2%	21.2%	32.2%	0.0%	2.6%	-3.8%	7.4K	-76.0K	-564	137.84	N/A	N/A	0	104	34
2023-11-03	$38.05	$37.00	23.1%	6.7%	20.7%	17.2%	0.0%	6.5%	-5.9%	9.5K	-102.6K	-531	134.87	N/A	N/A	0	104	34
2023-11-06	$37.70	$37.00	32.3%	5.8%	20.6%	30.7%	22.3%	-0.1%	-1.0%	8.6K	-85.4K	-506	123.93	N/A	N/A	14	104	34
2023-11-07	$38.20	$37.00	33.7%	7.3%	21.0%	32.7%	21.8%	1.4%	-7.3%	10.9K	-123.7K	-567	116.11	N/A	N/A	11	118	34
2023-11-08	$38.16	$37.00	21.4%	6.1%	21.0%	14.9%	0.0%	2.1%	-5.1%	13.2K	-129.1K	-535	124.01	N/A	N/A	0	129	34
2023-11-09	$38.14	$37.00	23.0%	6.6%	20.7%	17.1%	0.0%	4.5%	-3.6%	13.2K	-136.1K	-572	125.18	N/A	N/A	0	129	34
2023-11-10	$38.85	$37.00	22.4%	6.4%	21.8%	16.3%	0.0%	4.6%	-4.2%	15.6K	-175.6K	-539	121.48	N/A	N/A	0	129	34
2023-11-13	$38.88	$37.00	24.1%	6.9%	20.7%	18.7%	0.0%	1.6%	-7.3%	15.0K	-172.1K	-528	125.50	N/A	N/A	0	129	34
2023-11-14	$40.06	$37.00	21.6%	6.2%	23.4%	15.0%	0.0%	3.4%	-3.0%	21.5K	-256.4K	-544	115.35	N/A	N/A	0	129	34
2023-11-15	$39.81	$37.00	21.4%	6.1%	22.6%	14.8%	11.1%	4.4%	-4.8%	21.5K	-244.4K	-511	116.70	N/A	N/A	13	129	34
2023-11-16	$39.55	$37.00	21.8%	6.2%	22.2%	15.4%	0.0%	2.4%	13.1%	21.5K	-229.6K	-513	120.04	N/A	N/A	0	142	34
2023-11-17	$39.81	$37.00	19.8%	5.7%	20.6%	12.5%	16.1%	9.9%	65.8%	23.0K	-250.2K	-493	128.87	N/A	N/A	1	142	34
2023-11-20	$40.38	$37.00	22.4%	6.4%	20.8%	16.2%	19.8%	5.9%	-2.4%	19.9K	-269.1K	-440	129.19	N/A	N/A	4	124	32
2023-11-21	$40.59	$37.00	18.6%	5.3%	20.8%	10.7%	20.0%	0.7%	1.3%	18.9K	-286.7K	-340	139.43	N/A	N/A	12	128	34
2023-11-22	$40.80	$37.00	21.9%	6.3%	16.8%	15.5%	0.0%	7.6%	0.9%	23.3K	-329.1K	-510	125.04	N/A	N/A	0	139	34
2023-11-24	$40.80	$37.00	23.7%	6.8%	16.4%	18.2%	0.0%	-3.7%	-3.2%	23.0K	-326.6K	-485	131.68	N/A	N/A	5	139	36
2023-11-27	$41.03	$37.00	22.5%	6.5%	16.0%	16.4%	0.0%	-7.7%	-0.8%	25.7K	-355.2K	-437	130.64	N/A	N/A	10	144	36
2023-11-28	$40.98	$37.00	23.5%	6.7%	16.2%	17.9%	0.0%	0.8%	-3.8%	26.7K	-362.0K	-511	127.55	N/A	N/A	10	152	36
2023-11-29	$41.80	$37.00	25.3%	7.3%	16.7%	20.5%	0.0%	0.1%	-10.2%	32.0K	-442.7K	-472	131.46	N/A	N/A	1	152	36
2023-11-30	$41.70	$37.00	19.5%	5.6%	16.8%	12.0%	14.3%	6.4%	3.5%	32.8K	-431.2K	-474	129.48	N/A	N/A	13	152	36