IHAK Options History — November 2024

In November 2024, IHAK traded between $48.28 and $51.36. ATM implied volatility averaged 29.7%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 10.3% (HV 20d: 19.3%). Max pain ranged from $45.00 to $48.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.36.

Notable Days

2024-11-15: Highest Volume — 19 contracts
2024-11-21: Largest IV spike — 81.5% change
2024-11-21: Highest IV Rank — 91.0%
2024-11-21: Largest Expected Move — 16.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$49.98	$48.28	$51.36	$48.91	$50.44
Max Pain	$46.50	$45.00	$48.00	$48.00	$48.00
ATM IV	29.7%	18.6%	55.7%	21.8%	41.0%
Expected Move	9.1%	5.3%	16.0%	6.3%	11.7%
HV 20d	19.3%	15.0%	22.1%	16.5%	21.5%
HV 60d	16.6%	14.8%	18.1%	15.0%	17.7%
IV Rank	37.4%	14.6%	91.0%	21.3%	60.7%
IV Percentile	71.2%	6.7%	99.6%	33.7%	95.6%
Term Structure	0.8%	-5.3%	10.5%	4.1%	-4.7%
VWIV	29.4%	13.4%	101.8%	18.9%	15.4%
Skew 25d	7.4%	-6.4%	71.6%	3.5%	3.6%
Skew 10d	32.2%	-3.1%	73.4%	7.0%	36.4%
Call IV 25d	20.5%	16.6%	27.3%	25.4%	17.1%
Put IV 25d	27.9%	12.5%	95.6%	28.9%	20.7%
Bid-Ask Spread %	173.02	152.71	190.25	152.71	177.06
Gamma HHI	0.22	0.10	0.50	0.16	0.16
Net GEX	18.1K	668	57.9K	14.7K	10.0K
Net DEX	-133.1K	-221.4K	-30.1K	-99.2K	-160.8K
Net VEX	-500	-719	-271	-470	-711
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.36	0.00	18.00	0.00	0.00
Total Volume	3.9	0	19	0	5
Total OI	124.55	88	141	138	126

Daily Data (20 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
2024-11-01	$48.91	$48.00	21.8%	6.3%	16.5%	21.3%	0.0%	3.5%	4.1%	14.7K	-99.2K	-470	0.00	152.71	N/A	N/A	0	0	100	38
2024-11-04	$48.82	$45.00	23.2%	13.4%	15.6%	24.2%	18.9%	71.6%	6.1%	8.3K	-78.8K	-570	0.00	188.60	N/A	N/A	1	0	100	38
2024-11-05	$49.40	$45.00	25.2%	8.5%	15.0%	28.3%	25.4%	-0.3%	-5.3%	17.4K	-112.2K	-506	0.00	162.40	N/A	N/A	1	0	101	38
2024-11-06	$50.92	$45.00	28.5%	12.8%	17.3%	35.1%	0.0%	1.0%	6.3%	39.4K	-199.3K	-457	0.00	164.73	N/A	N/A	0	0	102	38
2024-11-07	$50.70	$45.00	29.4%	7.6%	17.1%	37.0%	0.0%	0.5%	2.5%	33.3K	-174.2K	-446	0.00	170.11	N/A	N/A	1	0	102	38
2024-11-08	$50.80	$45.00	21.7%	7.7%	16.7%	21.1%	0.0%	0.3%	0.8%	36.1K	-167.1K	-291	0.00	171.57	N/A	N/A	0	0	103	38
2024-11-11	$51.36	$45.00	30.1%	8.0%	17.1%	38.3%	0.0%	-3.3%	2.0%	57.9K	-221.4K	-343	0.00	170.30	N/A	N/A	2	0	102	38
2024-11-12	$50.99	$45.00	29.7%	7.3%	17.3%	37.5%	13.4%	-0.9%	10.5%	40.8K	-189.2K	-346	0.00	164.44	N/A	N/A	1	0	101	38
2024-11-13	$51.16	$45.00	18.6%	5.3%	17.4%	14.6%	0.0%	-0.3%	3.3%	34.8K	-217.8K	-271	0.00	170.52	N/A	N/A	2	0	99	38
2024-11-14	$49.98	$45.00	20.0%	5.7%	19.4%	17.5%	0.0%	-4.1%	-1.7%	22.1K	-152.7K	-379	0.00	180.29	N/A	N/A	1	0	100	38
2024-11-15	$48.65	$45.00	19.0%	5.4%	21.4%	15.4%	18.8%	0.9%	10.0%	11.9K	-86.6K	-379	18.00	162.49	N/A	N/A	1	18	101	38
2024-11-18	$48.28	$48.00	32.6%	9.3%	21.5%	43.4%	0.0%	15.8%	-0.7%	668	-30.1K	-486	0.00	171.32	N/A	N/A	8	0	44	44
2024-11-19	$48.63	$48.00	29.8%	8.5%	21.8%	37.6%	18.8%	1.7%	-2.3%	2.9K	-55.7K	-567	0.33	167.46	N/A	N/A	3	1	52	44
2024-11-20	$48.81	$48.00	30.7%	8.8%	20.5%	39.5%	0.0%	34.5%	-2.2%	1.6K	-66.0K	-719	0.00	190.25	N/A	N/A	1	0	55	45
2024-11-21	$50.03	$48.00	55.7%	16.0%	22.1%	91.0%	22.5%	12.0%	0.2%	4.5K	-99.8K	-660	0.25	176.31	N/A	N/A	4	1	56	45
2024-11-22	$50.20	$48.00	33.3%	9.6%	22.0%	45.0%	101.8%	-4.2%	-2.9%	5.1K	-114.9K	-622	0.67	179.04	N/A	N/A	3	2	60	46
2024-11-25	$50.61	$48.00	33.3%	9.5%	22.1%	44.8%	0.0%	26.1%	-2.7%	7.2K	-138.2K	-568	2.00	179.41	N/A	N/A	2	4	63	48
2024-11-26	$50.77	$48.00	33.7%	9.7%	22.1%	45.7%	0.0%	-6.4%	-3.6%	5.8K	-155.2K	-607	0.00	182.05	N/A	N/A	0	0	65	52
2024-11-27	$50.16	$48.00	36.2%	10.4%	21.9%	50.9%	15.4%	-3.3%	-2.9%	6.8K	-142.6K	-608	0.45	179.38	N/A	N/A	11	5	65	52
2024-11-29	$50.44	$48.00	41.0%	11.7%	21.5%	60.7%	0.0%	3.6%	-4.7%	10.0K	-160.8K	-711	0.00	177.06	N/A	N/A	5	0	75	51