IHAK Options History — June 2024 In June 2024, IHAK traded between $43.22 and $45.92. ATM implied volatility averaged 20.5%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 5.2% (HV 20d: 15.3%). Max pain ranged from $42.00 to $43.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 1.77.
Notable Days 2024-06-07 : Highest Volume — 174 contracts2024-06-05 : Largest IV spike — 67.3% change2024-06-06 : Highest IV Rank — 37.4%2024-06-05 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $44.41 $43.22 $45.92 $43.48 $45.92 Max Pain $42.16 $42.00 $43.00 $43.00 $42.00 ATM IV 20.5% 14.7% 26.3% 15.8% 23.0% Expected Move 5.9% 4.3% 7.2% 4.5% 6.6% HV 20d 15.3% 13.9% 17.3% 15.2% 14.6% HV 60d 15.6% 15.3% 16.4% 15.3% 16.4% IV Rank 24.4% 8.6% 37.4% 11.4% 31.7% IV Percentile 29.3% 3.6% 67.9% 4.8% 44.4% Term Structure -0.3% -5.8% 9.9% 5.8% -3.9% VWIV 17.8% 13.3% 21.3% 17.1% 17.2% Skew 25d 1.3% -4.5% 6.0% -4.5% -3.2% Skew 10d 1.3% -2.1% 6.8% 1.1% 3.4% Call IV 25d 17.8% 14.3% 23.4% 23.4% 21.0% Put IV 25d 19.1% 15.0% 25.7% 18.8% 17.8% Bid-Ask Spread % 139.32 127.45 149.48 127.45 142.26 Gamma HHI 0.41 0.26 0.60 0.35 0.48 Net GEX -82 -30.9K 31.7K 10.5K -23.5K Net DEX 143.5K -193.5K 451.4K -91.8K 64.9K Net VEX -2.4K -3.4K -1.0K -1.0K -2.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.77 0.00 11.55 1.00 4.00 Total Volume 18.842 0 174 2 10 Total OI 492.842 377 642 377 414
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 2024-06-03 $43.48 $43.00 15.8% 4.5% 15.2% 11.4% 17.1% -4.5% 5.8% 10.5K -91.8K -1.0K 1.00 127.45 N/A N/A 1 1 270 107 2024-06-04 $43.22 $43.00 15.0% 4.3% 13.9% 9.4% 20.2% 5.4% 9.9% 15.7K -99.2K -1.1K 1.00 132.70 N/A N/A 1 1 270 107 2024-06-05 $44.01 $43.00 25.2% 7.2% 15.7% 34.7% 0.0% 3.1% -5.8% 22.4K -193.5K -1.2K 0.00 132.83 N/A N/A 0 0 271 107 2024-06-06 $43.96 $42.00 26.3% 5.9% 14.8% 37.4% 0.0% 3.2% 2.6% 27.0K -190.4K -1.1K 0.00 138.47 N/A N/A 2 0 271 107 2024-06-07 $43.99 $42.00 21.1% 5.9% 14.7% 24.5% 0.0% 5.0% 3.2% 23.6K -162.4K -1.0K 0.00 140.82 N/A N/A 0 174 272 107 2024-06-10 $44.65 $42.00 15.4% 5.8% 15.6% 10.4% 0.0% -2.2% -1.4% 6.5K -81.7K -2.5K 0.00 137.81 N/A N/A 0 0 272 281 2024-06-11 $44.68 $42.00 14.7% 5.8% 15.6% 8.6% 0.0% -1.6% -4.8% 19.9K 128.1K -2.5K 0.00 139.13 N/A N/A 0 0 235 281 2024-06-12 $45.08 $42.00 16.2% 4.6% 15.7% 12.2% 13.3% 2.1% 4.5% 31.7K -97.4K -2.1K 11.55 131.66 N/A N/A 11 127 235 281 2024-06-13 $44.55 $42.00 19.7% 5.7% 15.4% 22.9% 0.0% 0.8% 0.9% 7.3K 333.6K -3.4K 0.00 134.89 N/A N/A 1 0 234 408 2024-06-14 $44.36 $42.00 21.0% 6.0% 15.4% 26.4% 0.0% -0.3% 1.5% 3.9K 405.1K -3.4K 0.00 140.04 N/A N/A 0 0 234 408 2024-06-17 $44.44 $42.00 19.0% 5.4% 15.4% 20.9% 0.0% 6.0% 0.1% 2.6K 277.3K -2.9K 0.00 144.57 N/A N/A 1 0 234 408 2024-06-18 $44.17 $42.00 21.3% 6.1% 15.3% 27.3% 0.0% 1.6% -0.0% -9.5K 391.4K -3.2K 0.00 138.84 N/A N/A 0 1 234 408 2024-06-20 $43.92 $42.00 22.0% 6.3% 15.2% 29.0% 0.0% -1.2% -2.9% -16.5K 451.4K -3.1K 0.00 140.53 N/A N/A 0 0 234 408 2024-06-21 $44.20 $42.00 22.6% 6.5% 15.5% 30.7% 21.3% -2.3% -4.9% -6.8K 426.3K -3.0K 0.11 140.97 N/A N/A 9 1 234 408 2024-06-24 $44.50 $42.00 24.2% 6.9% 15.7% 35.0% 0.0% 2.0% -3.0% -30.9K 369.8K -2.9K 0.00 149.03 N/A N/A 12 0 55 342 2024-06-25 $44.49 $42.00 23.3% 6.7% 15.3% 32.6% 0.0% 2.5% -2.4% -29.7K 342.4K -3.0K 0.00 149.48 N/A N/A 0 0 67 342 2024-06-26 $44.46 $42.00 22.9% 6.6% 14.5% 31.6% 0.0% 2.9% -2.8% -30.2K 333.1K -2.9K 0.00 146.43 N/A N/A 0 0 67 342 2024-06-27 $45.65 $42.00 21.1% 6.1% 17.3% 26.7% 0.0% 4.9% -1.4% -25.5K 119.6K -2.4K 0.00 139.15 N/A N/A 5 0 67 342 2024-06-28 $45.92 $42.00 23.0% 6.6% 14.6% 31.7% 17.2% -3.2% -3.9% -23.5K 64.9K -2.3K 4.00 142.26 N/A N/A 2 8 72 342
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