IHF Options History — April 2013

In April 2013, IHF traded between $15.12 and $15.83. ATM implied volatility averaged 15.6%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 0.6% (HV 20d: 14.9%). Max pain ranged from $14.00 to $16.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2013-04-23: Highest Volume — 250 contracts
  • 2013-04-15: Largest IV spike — 30.2% change
  • 2013-04-15: Highest IV Rank — 21.0%
  • 2013-04-15: Largest Expected Move — 5.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.52$15.12$15.83$15.53$15.74
Max Pain$14.27$14.00$16.00$15.00$14.00
ATM IV15.6%13.6%18.4%16.6%15.3%
Expected Move4.5%3.9%5.3%4.8%4.4%
HV 20d14.9%7.3%19.5%7.3%17.7%
HV 60d12.9%11.6%14.1%11.6%13.9%
IV Rank14.0%9.1%21.0%16.6%13.3%
IV Percentile41.9%19.4%67.5%48.4%41.7%
Term Structure0.5%-1.1%1.8%0.2%1.2%
VWIV15.1%12.5%20.4%12.5%15.0%
Skew 25d4.6%0.1%6.6%0.1%5.2%
Skew 10d12.1%9.3%16.4%9.3%12.1%
Call IV 25d13.6%11.5%16.0%12.9%14.0%
Put IV 25d18.2%13.0%21.9%13.0%19.2%
Bid-Ask Spread %76.9056.54136.24136.2461.34
Gamma HHI0.140.120.190.180.16
Net GEX32.2K3.2K53.5K40.4K44.3K
Net DEX-886.2K-1.2M-605.0K-941.6K-1.2M
Net VEX-1.8K-2.4K-1.3K-1.5K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume27.5025000
Total OI1,142.59101,3309101,330

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-04-01$15.53$15.0016.6%4.8%7.3%16.6%0.0%0.1%0.2%40.4K-941.6K-1.5K0.00136.24N/AN/A00770140
2013-04-02$15.83$15.0013.7%3.9%9.1%9.3%12.5%3.2%0.4%31.3K-1.0M-1.3K0.0095.05N/AN/A070770140
2013-04-03$15.60$16.0014.9%4.3%11.1%12.3%0.0%4.4%0.1%26.0K-860.1K-1.5K0.0064.92N/AN/A060770210
2013-04-04$15.62$16.0014.9%4.3%11.1%12.4%0.0%4.4%0.5%19.7K-832.4K-1.6K0.0076.30N/AN/A0150770270
2013-04-05$15.53$14.0014.5%4.6%11.5%11.3%0.0%6.1%0.3%21.0K-754.0K-2.0K0.0068.23N/AN/A450770345
2013-04-08$15.57$14.0013.9%4.4%11.4%9.8%0.0%5.3%1.8%21.2K-786.2K-1.9K0.0074.68N/AN/A00785345
2013-04-09$15.61$14.0015.2%4.4%11.3%13.1%0.0%4.8%1.0%17.6K-822.9K-1.8K0.0076.60N/AN/A00785345
2013-04-10$15.66$14.0013.6%4.1%11.3%9.1%0.0%5.3%1.1%16.6K-854.9K-1.7K0.0078.48N/AN/A00785345
2013-04-11$15.82$14.0013.9%4.0%11.7%9.9%12.7%4.5%1.4%3.2K-928.3K-1.5K0.0082.97N/AN/A50785345
2013-04-12$15.75$14.0014.1%4.0%11.9%10.4%14.7%4.8%1.1%6.7K-908.1K-1.5K0.0079.45N/AN/A50785345
2013-04-15$15.33$14.0018.4%5.3%15.7%21.0%20.4%5.9%-1.1%32.2K-695.2K-1.9K0.0073.94N/AN/A50790345
2013-04-16$15.61$14.0015.3%4.4%16.7%13.3%15.0%4.4%0.6%23.8K-841.8K-1.6K0.0079.97N/AN/A150790345
2013-04-17$15.40$14.0017.0%4.9%17.6%17.6%0.0%4.8%-0.3%35.9K-746.8K-1.8K0.0076.50N/AN/A00805345
2013-04-18$15.12$14.0018.1%5.2%18.9%20.2%0.0%6.6%0.0%42.7K-605.0K-2.0K0.0072.16N/AN/A00805345
2013-04-19$15.26$14.0017.0%4.9%19.0%17.6%0.0%5.5%0.2%41.1K-691.5K-1.8K0.0078.16N/AN/A00805345
2013-04-22$15.17$14.0016.7%4.8%19.2%16.7%0.0%4.1%0.6%44.8K-764.6K-1.8K0.0072.09N/AN/A00805275
2013-04-23$15.32$14.0016.1%4.6%19.5%15.3%0.0%5.3%0.0%40.5K-841.8K-1.7K0.0081.41N/AN/A2500805275
2013-04-24$15.40$14.0016.6%4.8%19.2%16.7%0.0%3.7%0.4%53.5K-1.0M-2.4K0.0072.30N/AN/A001,055275
2013-04-25$15.51$14.0015.8%4.5%19.3%14.7%0.0%4.7%-0.1%51.0K-1.1M-2.3K0.0056.54N/AN/A001,055275
2013-04-26$15.53$14.0015.1%4.3%19.3%12.9%0.0%4.2%1.2%50.1K-1.1M-2.2K0.0075.37N/AN/A001,055275
2013-04-29$15.64$14.0015.9%4.6%18.9%14.9%0.0%4.1%0.7%45.6K-1.2M-2.1K0.0059.20N/AN/A001,055275
2013-04-30$15.74$14.0015.3%4.4%17.7%13.3%0.0%5.2%1.2%44.3K-1.2M-2.0K0.0061.34N/AN/A001,055275