IHF Options History — July 2014 In July 2014, IHF traded between $20.50 and $21.28. ATM implied volatility averaged 23.7%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 13.5% (HV 20d: 10.3%). Max pain ranged from $20.60 to $20.60. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2014-07-02 : Highest Volume — 50 contracts2014-07-28 : Largest IV spike — 105.8% change2014-07-09 : Highest IV Rank — 52.1%2014-07-09 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $20.89 $20.50 $21.28 $20.71 $20.74 Max Pain $20.60 $20.60 $20.60 $20.60 $20.60 ATM IV 23.7% 11.6% 36.4% 27.2% 28.8% Expected Move 4.1% 3.8% 4.5% 4.1% 4.3% HV 20d 10.3% 7.8% 13.3% 7.8% 13.3% HV 60d 10.1% 9.4% 11.7% 11.7% 10.9% IV Rank 27.5% 4.0% 52.1% 34.1% 37.3% IV Percentile 72.0% 0.8% 95.6% 88.9% 89.3% Term Structure -6.6% -13.1% 7.0% -10.6% -13.1% VWIV 13.9% 13.9% 14.0% 13.9% 14.0% Skew 25d 4.2% -22.4% 15.1% 7.6% -22.4% Skew 10d 13.0% -14.8% 22.7% 18.1% 4.5% Call IV 25d 25.8% 13.6% 37.1% 30.9% 37.1% Put IV 25d 30.0% 13.7% 40.0% 38.5% 14.7% Bid-Ask Spread % 107.55 76.05 116.77 106.39 99.37 Gamma HHI 0.43 0.25 0.72 0.72 0.32 Net GEX 16.9K 2.9K 24.2K 19.6K 24.2K Net DEX -601.3K -735.3K -476.2K -561.4K -629.2K Net VEX -962 -1.3K -485 -601 -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 7.045 0 50 0 0 Total OI 425.227 335 490 335 490
Daily Data (22 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 2014-07-01 $20.71 $0.00 27.2% 4.1% 7.8% 34.1% 0.0% 7.6% -10.6% 19.6K -561.4K -601 0.00 106.39 N/A N/A 0 0 320 15 2014-07-02 $20.88 $0.00 27.8% 4.2% 7.9% 35.4% 13.9% 9.6% -10.3% 17.4K -586.2K -536 0.00 106.19 N/A N/A 0 50 320 15 2014-07-03 $20.98 $20.60 28.5% 3.9% 7.8% 36.8% 0.0% 11.2% -11.4% 12.9K -548.9K -851 0.00 111.70 N/A N/A 0 0 320 65 2014-07-07 $20.72 $20.60 33.3% 3.9% 9.2% 46.0% 0.0% 4.6% -4.9% 15.9K -519.0K -920 0.00 112.81 N/A N/A 0 0 320 65 2014-07-08 $20.50 $20.60 35.1% 4.2% 9.9% 49.5% 0.0% 3.0% -4.8% 18.5K -487.7K -968 0.00 108.62 N/A N/A 0 0 320 65 2014-07-09 $20.59 $20.60 36.4% 4.5% 10.0% 52.1% 0.0% 4.9% -4.7% 16.8K -476.2K -991 0.00 110.26 N/A N/A 0 0 320 65 2014-07-10 $20.52 $20.60 19.5% 4.0% 10.1% 19.3% 0.0% 2.9% -5.9% 18.0K -484.4K -958 0.00 115.30 N/A N/A 0 0 320 65 2014-07-11 $20.56 $20.60 19.4% 4.0% 10.0% 19.0% 0.0% 3.2% -6.5% 17.4K -491.3K -909 0.00 115.85 N/A N/A 0 0 320 65 2014-07-14 $20.73 $20.60 20.1% 4.3% 10.3% 20.3% 0.0% 4.6% -5.5% 15.8K -520.3K -834 0.00 106.89 N/A N/A 0 0 320 65 2014-07-15 $20.67 $20.60 20.5% 4.0% 10.3% 21.2% 0.0% 4.4% -6.1% 16.4K -513.6K -871 0.00 113.58 N/A N/A 0 0 320 65 2014-07-16 $20.84 $20.60 11.6% 4.2% 10.6% 4.0% 0.0% 0.1% 4.6% 2.9K -601.1K -485 0.00 109.26 N/A N/A 0 0 320 65 2014-07-17 $20.86 $20.60 14.6% 4.3% 10.6% 9.7% 13.9% 15.1% -1.9% 13.1K -557.7K -717 0.00 108.73 N/A N/A 50 0 320 65 2014-07-18 $21.07 $20.60 16.9% 4.1% 10.8% 14.2% 0.0% 6.0% -5.9% 14.9K -622.8K -1.0K 0.00 109.50 N/A N/A 50 0 370 65 2014-07-21 $20.94 $20.60 22.4% 4.2% 10.9% 24.8% 0.0% 5.1% -8.0% 22.0K -656.2K -1.3K 0.00 111.22 N/A N/A 0 0 420 65 2014-07-22 $21.16 $20.60 22.6% 4.0% 11.4% 25.3% 14.0% 7.1% -8.2% 19.0K -692.4K -1.2K 0.00 112.59 N/A N/A 5 0 420 65 2014-07-23 $21.13 $20.60 23.1% 4.0% 10.9% 26.2% 0.0% 7.1% -8.6% 20.0K -699.9K -1.2K 0.00 116.77 N/A N/A 0 0 425 65 2014-07-24 $21.17 $20.60 23.6% 4.1% 10.7% 27.1% 0.0% 7.3% -8.8% 19.3K -698.1K -1.2K 0.00 103.78 N/A N/A 0 0 425 65 2014-07-25 $21.07 $20.60 12.6% 3.8% 10.5% 5.8% 0.0% -12.6% 7.0% 7.7K -735.3K -1.0K 0.00 76.05 N/A N/A 0 0 425 65 2014-07-28 $21.28 $20.60 25.8% 4.2% 10.9% 31.5% 0.0% 9.0% -10.1% 17.6K -714.8K -1.1K 0.00 100.01 N/A N/A 0 0 425 65 2014-07-29 $21.19 $20.60 25.2% 4.1% 11.1% 30.3% 0.0% 6.4% -9.5% 22.5K -724.8K -1.1K 0.00 105.76 N/A N/A 0 0 425 65 2014-07-30 $21.20 $20.60 27.4% 4.2% 10.9% 34.6% 0.0% 8.9% -11.8% 19.1K -707.4K -1.1K 0.00 105.54 N/A N/A 0 0 425 65 2014-07-31 $20.74 $20.60 28.8% 4.3% 13.3% 37.3% 0.0% -22.4% -13.1% 24.2K -629.2K -1.2K 0.00 99.37 N/A N/A 0 0 425 65
« Jun 2014 | All History | Aug 2014 » Home IHF History July 2014