IHAK Options History — July 2024

In July 2024, IHAK traded between $45.65 and $47.48. ATM implied volatility averaged 22.8%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 8.3% (HV 20d: 14.5%). Max pain ranged from $43.00 to $46.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.65.

Notable Days

  • 2024-07-19: Highest Volume — 100 contracts
  • 2024-07-22: Largest IV spike — 91.8% change
  • 2024-07-08: Highest IV Rank — 48.7%
  • 2024-07-29: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.25$45.65$47.48$45.78$46.98
Max Pain$44.14$43.00$46.00$43.00$44.00
ATM IV22.8%11.5%29.2%23.9%23.8%
Expected Move6.2%3.3%7.5%6.9%6.8%
HV 20d14.5%12.6%17.3%14.7%15.2%
HV 60d15.2%14.3%16.3%16.3%15.0%
IV Rank31.4%0.6%48.7%34.3%34.1%
IV Percentile44.7%0.8%85.3%52.4%52.4%
Term Structure-1.4%-6.7%13.3%1.8%-6.7%
VWIV21.8%19.5%27.0%19.9%19.5%
Skew 25d0.3%-7.4%5.2%1.3%-0.4%
Skew 10d3.7%-3.2%10.1%-2.1%-0.6%
Call IV 25d20.8%15.3%33.7%16.2%25.3%
Put IV 25d21.1%16.6%26.7%17.5%24.9%
Bid-Ask Spread %131.72113.48148.94139.18138.26
Gamma HHI0.420.320.510.470.41
Net GEX-22.2K-33.6K-11.2K-24.2K-19.5K
Net DEX43.5K-153.5K166.9K92.9K41.7K
Net VEX-2.0K-2.4K-1.5K-2.4K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.004.000.004.00
Total Volume6.636010005
Total OI431.273416449424417

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$45.78$43.0023.9%6.9%14.7%34.3%0.0%1.3%1.8%-24.2K92.9K-2.4K0.00139.18N/AN/A0074350
2024-07-02$46.05$43.0023.9%6.9%14.6%34.4%0.0%-0.8%-4.0%-23.2K66.0K-2.2K0.00148.09N/AN/A0074350
2024-07-03$46.18$43.0025.8%7.4%14.2%39.3%0.0%-3.2%-5.7%-22.6K57.4K-2.2K0.00148.94N/AN/A5074350
2024-07-05$46.37$44.0027.0%5.8%13.1%42.6%0.0%3.3%-1.0%-18.2K5.6K-2.2K0.00127.15N/AN/A0089350
2024-07-08$46.20$44.0029.2%5.8%13.2%48.7%0.0%1.6%-1.6%-19.3K4.8K-2.1K0.00113.48N/AN/A4089350
2024-07-09$45.72$44.0028.0%5.6%14.0%45.3%0.0%2.3%-0.7%-19.4K1.2K-2.1K0.00122.97N/AN/A0093350
2024-07-10$45.74$44.0020.2%5.8%13.1%24.3%0.0%-1.4%0.3%-19.4K9.7K-2.1K0.00126.84N/AN/A0093350
2024-07-11$46.16$44.0020.4%5.9%13.4%24.8%0.0%4.0%-2.0%-17.3K-16.9K-2.1K0.00122.45N/AN/A0093350
2024-07-12$46.64$44.0020.1%5.8%13.5%23.9%0.0%-0.5%-2.1%-12.1K-126.3K-1.6K0.00135.11N/AN/A0093350
2024-07-15$46.99$44.0020.3%5.8%12.6%24.5%19.9%0.0%-2.4%-11.2K-153.5K-1.5K0.00124.92N/AN/A15093350
2024-07-16$47.48$44.0021.3%6.1%12.6%27.1%21.5%-1.0%-0.6%-18.3K-103.8K-1.8K0.20131.37N/AN/A5195350
2024-07-17$46.78$46.0020.7%5.9%14.2%25.6%0.0%1.0%-1.7%-15.2K-80.8K-1.9K0.00131.56N/AN/A0196351
2024-07-18$45.96$46.0021.4%6.1%15.7%27.5%22.7%5.2%3.9%-25.3K105.9K-2.4K0.00127.75N/AN/A0196352
2024-07-19$45.80$46.0011.5%3.3%15.5%0.6%0.0%2.9%13.3%-24.8K139.9K-2.4K0.00135.64N/AN/A100096353
2024-07-22$46.16$44.0022.0%6.3%15.6%29.2%0.0%1.9%1.5%-33.6K166.9K-2.1K0.00133.16N/AN/A0070346
2024-07-23$46.51$44.0022.2%6.4%15.6%29.6%20.4%0.0%-2.0%-31.3K133.4K-2.1K1.00128.73N/AN/A1170346
2024-07-24$45.65$44.0022.7%6.5%17.3%31.0%0.0%-7.4%-2.8%-30.0K156.6K-2.1K0.00128.76N/AN/A0070347
2024-07-25$45.89$44.0023.1%6.6%17.3%32.0%0.0%0.7%-3.1%-27.4K125.8K-1.9K0.00127.32N/AN/A0070347
2024-07-26$46.01$44.0023.9%6.8%14.7%34.2%0.0%-4.1%-4.6%-26.8K125.8K-1.9K0.00136.18N/AN/A0070347
2024-07-29$46.05$44.0026.3%7.5%14.5%40.8%27.0%3.3%-5.4%-25.3K102.6K-1.8K0.00145.10N/AN/A0170347
2024-07-30$46.44$44.0024.8%7.1%14.8%36.7%0.0%-1.2%-4.5%-23.3K102.0K-1.9K0.00124.93N/AN/A6070347
2024-07-31$46.98$44.0023.8%6.8%15.2%34.1%19.5%-0.4%-6.7%-19.5K41.7K-1.6K4.00138.26N/AN/A1470347