IHAK Options History — April 2024

In April 2024, IHAK traded between $43.09 and $46.60. ATM implied volatility averaged 25.0%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 9.7% (HV 20d: 15.3%). Max pain ranged from $44.00 to $46.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.78.

Notable Days

  • 2024-04-12: Highest Volume — 20 contracts
  • 2024-04-02: Largest IV spike — 33.7% change
  • 2024-04-09: Highest IV Rank — 49.2%
  • 2024-04-22: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.94$43.09$46.60$46.60$44.30
Max Pain$44.86$44.00$46.00$46.00$44.00
ATM IV25.0%19.3%31.0%19.3%27.7%
Expected Move6.8%5.5%8.1%5.5%7.9%
HV 20d15.3%12.0%18.9%15.1%18.9%
HV 60d20.7%20.0%21.4%20.6%20.9%
IV Rank34.3%20.0%49.2%20.0%41.0%
IV Percentile52.1%8.7%87.3%8.7%71.4%
Term Structure-4.3%-12.2%0.4%-8.2%-4.0%
VWIV22.1%14.7%29.2%22.5%24.1%
Skew 25d1.2%-6.5%4.8%-3.5%3.7%
Skew 10d2.5%-18.5%12.1%8.2%3.3%
Call IV 25d23.0%19.3%31.3%22.5%21.9%
Put IV 25d24.2%19.0%31.8%19.0%25.7%
Bid-Ask Spread %131.10112.67161.42141.94128.50
Gamma HHI0.170.150.200.150.17
Net GEX16.1K9.1K24.8K24.8K14.7K
Net DEX-276.7K-457.4K-114.7K-457.4K-200.4K
Net VEX-1.9K-2.1K-1.8K-2.0K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.007.000.000.00
Total Volume4.04502012
Total OI345.5301369354327

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$46.60$46.0019.3%5.5%15.1%20.0%0.0%-3.5%-8.2%24.8K-457.4K-2.0K0.00141.94N/AN/A10251103
2024-04-02$46.11$46.0025.8%7.4%15.4%36.2%22.5%0.5%-10.1%20.9K-393.5K-2.1K0.00161.42N/AN/A01251103
2024-04-03$46.25$46.0026.8%7.7%13.2%38.8%0.0%-1.8%-5.9%21.3K-382.5K-2.0K0.00135.81N/AN/A00251104
2024-04-04$45.72$45.0025.2%5.6%12.4%34.7%0.0%4.8%-2.2%20.3K-373.4K-2.0K0.00112.67N/AN/A100251104
2024-04-05$46.05$45.0027.1%6.0%12.0%39.5%0.0%1.4%0.4%21.5K-399.0K-2.1K0.00129.65N/AN/A40261104
2024-04-08$46.18$45.0030.9%6.3%12.1%48.9%20.7%0.5%-2.9%20.6K-399.9K-2.0K0.00133.76N/AN/A40260104
2024-04-09$46.26$45.0031.0%6.1%12.1%49.2%14.7%2.3%-1.5%22.6K-426.0K-2.0K0.00132.80N/AN/A10264104
2024-04-10$45.76$45.0021.8%6.3%12.3%26.4%0.0%2.8%-2.1%18.6K-371.2K-2.0K0.00125.74N/AN/A00265104
2024-04-11$46.16$45.0021.5%6.2%13.0%25.4%14.8%1.4%-2.9%20.0K-402.0K-1.9K0.00122.42N/AN/A30265104
2024-04-12$45.13$45.0021.9%6.3%12.9%26.4%0.0%4.4%-0.9%14.7K-296.7K-2.0K0.00127.85N/AN/A200263104
2024-04-15$43.83$45.0024.2%6.9%15.9%32.3%25.1%2.0%-1.5%10.6K-158.1K-1.9K0.00128.81N/AN/A02243104
2024-04-16$43.84$45.0024.2%6.9%15.9%32.3%0.0%3.5%-2.6%9.6K-154.1K-1.9K0.00136.78N/AN/A00243105
2024-04-17$43.51$45.0023.9%6.9%15.9%31.5%0.0%2.6%-3.2%9.5K-135.6K-1.9K0.25130.32N/AN/A41243105
2024-04-18$43.42$45.0019.8%5.7%15.1%21.2%0.0%2.7%-11.5%9.1K-121.7K-1.9K0.00123.53N/AN/A00243105
2024-04-19$43.09$45.0025.1%7.2%15.0%34.5%29.2%3.8%-12.2%9.1K-114.7K-1.8K7.00124.04N/AN/A17243105
2024-04-22$43.70$45.0028.2%8.1%16.4%42.1%25.0%2.6%-8.9%9.7K-133.6K-1.8K0.00118.85N/AN/A170193108
2024-04-23$44.53$44.0024.3%7.0%18.2%32.4%23.1%-6.5%-2.3%15.6K-251.0K-1.9K2.50126.41N/AN/A25210108
2024-04-24$44.61$44.0024.8%7.1%18.2%33.7%0.0%-2.0%-4.5%15.9K-258.4K-1.9K0.00135.21N/AN/A00211112
2024-04-25$44.16$44.0025.5%7.3%18.4%35.6%0.0%1.2%-2.3%13.0K-167.6K-1.9K0.00128.72N/AN/A00211112
2024-04-26$44.66$44.0025.3%7.2%18.9%34.9%24.1%0.7%-2.1%15.6K-240.6K-1.9K0.33140.41N/AN/A31211112
2024-04-29$44.73$44.0026.4%7.6%18.9%37.6%0.0%-1.1%-3.0%15.9K-250.4K-1.8K0.00138.49N/AN/A00214113
2024-04-30$44.30$44.0027.7%7.9%18.9%41.0%0.0%3.7%-4.0%14.7K-200.4K-1.8K0.00128.50N/AN/A20214113