IHAK Options History — December 2024

In December 2024, IHAK traded between $48.34 and $51.83. ATM implied volatility averaged 25.5%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 4.4% (HV 20d: 21.1%). Max pain ranged from $47.00 to $48.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.85.

Notable Days

2024-12-09: Highest Volume — 58 contracts
2024-12-05: Largest IV spike — 353.6% change
2024-12-05: Highest IV Rank — 100.0%
2024-12-03: Largest Expected Move — 11.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.11	$48.34	$51.83	$50.95	$48.69
Max Pain	$47.86	$47.00	$48.00	$48.00	$48.00
ATM IV	25.5%	16.7%	75.7%	37.5%	24.6%
Expected Move	6.4%	4.8%	11.1%	10.7%	7.0%
HV 20d	21.1%	17.0%	23.4%	21.7%	21.3%
HV 60d	18.7%	17.2%	20.1%	17.2%	19.8%
IV Rank	23.2%	9.0%	100.0%	53.5%	20.4%
IV Percentile	39.1%	5.2%	100.0%	94.4%	61.5%
Term Structure	-1.0%	-5.7%	8.4%	-4.1%	-5.7%
VWIV	18.2%	10.5%	29.7%	14.5%	10.5%
Skew 25d	4.8%	-4.0%	75.9%	0.8%	-1.4%
Skew 10d	5.8%	-4.2%	44.6%	21.0%	-0.6%
Call IV 25d	17.3%	11.8%	23.3%	14.4%	18.2%
Put IV 25d	22.1%	13.9%	96.3%	15.2%	16.8%
Bid-Ask Spread %	154.56	137.96	182.01	179.47	159.04
Gamma HHI	0.25	0.12	0.46	0.14	0.38
Net GEX	83	-17.0K	14.8K	11.1K	-17.0K
Net DEX	-100.1K	-229.5K	68.5K	-212.0K	14.2K
Net VEX	-834	-1.0K	-624	-840	-984
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.85	0.00	18.33	0.00	0.00
Total Volume	7.857	0	58	9	5
Total OI	155.429	122	180	131	166

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	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-12-02	$50.95	$48.00	37.5%	10.7%	21.7%	53.5%	0.0%	0.8%	-4.1%	11.1K	-212.0K	-840	0.00	179.47	N/A	N/A	9	0	80	51
2024-12-03	$50.78	$48.00	38.6%	11.1%	21.8%	55.7%	14.5%	-2.1%	-4.9%	10.8K	-186.0K	-771	0.00	180.59	N/A	N/A	2	0	75	51
2024-12-04	$51.83	$48.00	16.7%	4.8%	22.5%	10.7%	0.0%	75.9%	-4.4%	9.9K	-219.5K	-646	0.00	182.01	N/A	N/A	0	0	77	51
2024-12-05	$51.31	$47.00	75.7%	8.0%	20.3%	100.0%	0.0%	-3.5%	-2.8%	8.8K	-187.7K	-790	0.00	170.42	N/A	N/A	0	3	77	51
2024-12-06	$51.59	$47.00	19.4%	5.3%	20.3%	12.3%	0.0%	3.9%	1.1%	12.9K	-229.0K	-697	0.00	157.22	N/A	N/A	0	10	78	50
2024-12-09	$51.20	$47.00	24.9%	5.2%	20.5%	20.9%	20.4%	8.2%	0.7%	14.8K	-229.5K	-624	18.33	144.90	N/A	N/A	3	55	78	44
2024-12-10	$50.46	$48.00	33.8%	6.2%	20.8%	34.7%	0.0%	2.4%	-4.9%	5.2K	-157.4K	-881	0.40	144.01	N/A	N/A	5	2	81	99
2024-12-11	$50.95	$48.00	18.7%	5.4%	20.9%	11.3%	15.8%	1.3%	-0.0%	6.5K	-181.1K	-862	0.00	152.34	N/A	N/A	10	0	81	99
2024-12-12	$50.69	$48.00	19.2%	5.5%	21.0%	12.0%	0.0%	-0.2%	-1.7%	7.0K	-175.4K	-861	0.00	154.25	N/A	N/A	0	0	81	99
2024-12-13	$50.13	$48.00	18.4%	5.3%	19.6%	10.8%	0.0%	2.1%	0.4%	6.7K	-146.1K	-859	0.00	143.04	N/A	N/A	0	0	81	99
2024-12-16	$50.74	$48.00	18.5%	5.3%	17.2%	11.0%	0.0%	-3.0%	1.8%	6.5K	-170.7K	-821	0.00	149.30	N/A	N/A	2	0	81	99
2024-12-17	$50.47	$48.00	19.8%	5.7%	17.0%	13.0%	0.0%	5.9%	-2.6%	6.7K	-104.7K	-828	0.00	153.01	N/A	N/A	0	0	70	99
2024-12-18	$48.34	$48.00	19.5%	5.6%	23.3%	12.5%	0.0%	-1.5%	4.6%	-13.2K	63.4K	-895	0.00	146.17	N/A	N/A	0	3	70	99
2024-12-19	$48.62	$48.00	19.6%	5.6%	23.4%	12.6%	0.0%	4.3%	0.2%	-13.3K	68.5K	-837	0.00	137.96	N/A	N/A	1	0	70	102
2024-12-20	$49.23	$48.00	19.9%	5.7%	22.0%	13.1%	18.3%	4.2%	2.5%	-8.4K	8.6K	-819	0.40	140.26	N/A	N/A	5	2	71	102
2024-12-23	$49.16	$48.00	22.9%	6.6%	21.9%	17.8%	29.7%	1.9%	-1.7%	-11.6K	16.8K	-773	0.83	145.36	N/A	N/A	12	10	54	73
2024-12-24	$49.40	$48.00	17.3%	4.9%	21.8%	9.0%	10.5%	-0.8%	8.4%	-11.0K	-18.5K	-883	0.00	154.72	N/A	N/A	4	0	65	83
2024-12-26	$49.68	$48.00	23.3%	6.7%	21.9%	18.4%	0.0%	4.7%	-2.0%	-7.0K	-46.6K	-865	3.00	153.83	N/A	N/A	2	6	69	83
2024-12-27	$49.13	$48.00	23.1%	6.6%	21.8%	18.1%	0.0%	1.6%	-2.9%	-9.5K	-17.8K	-981	2.00	146.07	N/A	N/A	2	4	71	89
2024-12-30	$48.97	$48.00	23.7%	6.8%	21.7%	19.0%	0.0%	-4.0%	-3.6%	-14.3K	8.3K	-1.0K	1.00	151.68	N/A	N/A	4	4	72	93
2024-12-31	$48.69	$48.00	24.6%	7.0%	21.3%	20.4%	0.0%	-1.4%	-5.7%	-17.0K	14.2K	-984	0.00	159.04	N/A	N/A	5	0	69	97