IHF Options History — May 2014

In May 2014, IHF traded between $18.98 and $20.18. ATM implied volatility averaged 28.7%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 16.4% (HV 20d: 12.3%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2014-05-08: Highest Volume — 35 contracts
  • 2014-05-07: Largest IV spike — 101.3% change
  • 2014-05-08: Highest IV Rank — 100.0%
  • 2014-05-27: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.53$18.98$20.18$19.02$20.14
Max Pain$19.00$19.00$19.00$19.00$19.00
ATM IV28.7%14.9%61.1%19.9%25.1%
Expected Move6.1%4.3%7.8%5.7%7.2%
HV 20d12.3%10.5%16.1%16.1%10.7%
HV 60d14.0%13.4%14.5%14.2%13.4%
IV Rank46.0%10.2%100.0%34.9%30.1%
IV Percentile86.7%45.2%100.0%82.5%88.9%
Term Structure-5.4%-11.9%1.9%-2.5%-8.1%
Skew 25d2.7%-11.1%18.3%-11.1%7.6%
Skew 10d3.4%-14.2%18.1%-14.2%11.3%
Call IV 25d27.1%16.0%47.4%43.3%30.5%
Put IV 25d29.8%17.7%46.8%32.2%38.2%
Bid-Ask Spread %145.8366.58177.75159.26165.55
Gamma HHI0.540.330.860.330.73
Net GEX18.1K-50839.8K-50825.2K
Net DEX-322.5K-497.2K-147.8K-195.1K-475.1K
Net VEX-1.3K-1.5K-937-1.3K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.38103500
Total OI449.524335555515335

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-05-01$19.02$19.0019.9%5.7%16.1%34.9%0.0%-11.1%-2.5%-508-195.1K-1.3K0.00159.26N/AN/A00285230
2014-05-02$18.98$19.0022.2%6.4%16.0%42.8%0.0%-0.6%1.9%4.6K-147.8K-1.5K0.00154.34N/AN/A00285230
2014-05-05$19.05$0.0025.9%5.3%14.9%55.4%0.0%1.3%-0.1%7.9K-149.7K-1.4K0.00174.96N/AN/A00285230
2014-05-06$18.98$0.0016.4%4.7%14.1%23.0%0.0%1.5%1.5%5.1K-189.3K-1.3K0.0066.58N/AN/A00285230
2014-05-07$19.27$0.0033.0%6.5%15.1%79.3%0.0%0.6%-8.9%7.2K-245.5K-1.2K0.00125.63N/AN/A50285230
2014-05-08$19.12$0.0039.4%5.3%14.6%100.0%0.0%-0.2%-1.1%4.6K-217.8K-1.3K0.00165.49N/AN/A350290230
2014-05-09$19.29$0.0043.9%5.4%12.2%100.0%0.0%5.5%-1.5%13.6K-232.4K-1.5K0.00177.75N/AN/A00325230
2014-05-12$19.58$0.0055.9%6.6%12.1%100.0%0.0%2.1%-11.6%15.8K-306.4K-1.4K0.00132.55N/AN/A00325230
2014-05-13$19.58$0.0061.1%6.5%12.0%100.0%0.0%3.5%-9.9%13.5K-320.0K-1.4K0.00152.48N/AN/A00325230
2014-05-14$19.45$0.0037.6%5.5%12.2%54.4%0.0%3.3%-1.8%16.5K-336.7K-1.4K0.00129.38N/AN/A010325230
2014-05-15$19.40$0.0019.6%5.6%12.0%19.5%0.0%-1.7%-8.3%16.2K-270.2K-1.4K0.00175.44N/AN/A00325230
2014-05-16$19.42$0.0014.9%4.3%10.6%10.2%0.0%-0.4%0.9%16.1K-290.1K-1.4K0.0078.86N/AN/A00325230
2014-05-19$19.59$0.0024.6%7.0%10.9%29.1%0.0%4.9%-8.5%32.4K-381.6K-1.2K0.00134.66N/AN/A0032015
2014-05-20$19.53$0.0017.7%5.1%10.9%15.7%0.0%2.4%-7.5%25.2K-371.6K-1.3K0.00150.49N/AN/A0032015
2014-05-21$19.71$0.0024.0%6.9%11.2%28.1%0.0%0.3%-6.2%26.7K-375.1K-1.2K0.00146.45N/AN/A0032015
2014-05-22$19.78$0.0022.1%6.3%10.6%24.3%0.0%8.8%-6.2%28.2K-413.9K-1.2K0.00165.85N/AN/A0032015
2014-05-23$19.98$0.0024.4%7.0%10.9%28.7%0.0%6.6%-6.3%39.8K-456.4K-9790.00134.20N/AN/A0032015
2014-05-27$20.10$0.0027.2%7.8%10.5%34.1%0.0%7.9%-10.0%24.9K-423.6K-1.1K0.00144.48N/AN/A0032015
2014-05-28$20.06$0.0023.5%6.7%10.6%26.9%0.0%-4.0%-11.9%27.6K-476.5K-1.0K0.00165.01N/AN/A0032015
2014-05-29$20.18$0.0024.7%7.1%10.6%29.4%0.0%18.3%-6.6%28.9K-497.2K-9370.00163.05N/AN/A0032015
2014-05-30$20.14$0.0025.1%7.2%10.7%30.1%0.0%7.6%-8.1%25.2K-475.1K-1.0K0.00165.55N/AN/A0032015