IHF Options History — July 2017

In July 2017, IHF traded between $29.11 and $30.11. ATM implied volatility averaged 10.6%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 3.0%. IV traded below realized volatility by 1.3% (HV 20d: 11.9%). Max pain ranged from $29.60 to $29.80. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.57.

Notable Days

  • 2017-07-20: Highest Volume — 2,470 contracts
  • 2017-07-28: Largest IV drop — 12.7% change
  • 2017-07-10: Highest IV Rank — 21.5%
  • 2017-07-10: Largest Expected Move — 3.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.70$29.11$30.11$29.74$29.13
Max Pain$29.76$29.60$29.80$29.60$29.60
ATM IV10.6%9.6%11.7%10.4%10.5%
Expected Move3.0%2.7%3.3%3.0%3.0%
HV 20d11.9%9.4%12.8%9.4%12.8%
HV 60d10.6%9.5%11.2%9.5%11.2%
IV Rank16.0%11.3%21.5%15.3%15.6%
IV Percentile23.5%11.1%34.9%21.8%26.2%
Term Structure0.4%-1.8%1.6%0.1%0.5%
VWIV10.6%9.6%11.7%10.0%10.8%
Skew 25d1.6%0.0%2.9%2.2%1.7%
Skew 10d4.0%-1.3%9.7%-0.7%5.2%
Call IV 25d10.1%8.8%11.3%9.7%10.7%
Put IV 25d11.7%10.2%13.1%12.0%12.4%
Bid-Ask Spread %92.6885.79108.46101.5896.90
Gamma HHI0.370.280.570.380.30
Net GEX266.0K-223.3K1.4M96.7K-66.2K
Net DEX-426.2K-1.4M547.6K-236.8K481.3K
Net VEX-4.7K-6.6K-3.2K-6.2K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.231.120.340.40
Total Volume1,716.58852,4701,3701,005
Total OI1,991.59452,7702,3501,050

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-07-03$29.74$29.6010.4%3.0%9.4%15.3%10.0%2.2%0.1%96.7K-236.8K-6.2K0.34101.58N/AN/A1,0203501,0301,320
2017-07-05$29.91$29.6010.4%3.0%9.4%15.5%10.1%1.9%0.5%194.5K-727.2K-5.7K0.34108.46N/AN/A1,0203501,0751,345
2017-07-06$29.33$29.8011.2%3.1%12.1%19.1%11.2%1.5%1.5%-223.3K452.3K-5.9K0.3391.20N/AN/A1,0703501,0751,345
2017-07-07$29.63$29.8010.6%3.2%12.5%16.3%11.0%2.1%1.0%-38.0K29.4K-6.0K0.2393.20N/AN/A1,4903501,1751,345
2017-07-10$29.59$29.8011.7%3.3%12.5%21.5%10.9%1.1%0.7%42.3K-223.3K-6.6K0.5792.55N/AN/A1,4908451,4251,345
2017-07-11$29.61$29.8010.5%3.2%12.5%16.0%11.3%0.8%0.9%144.2K-592.9K-5.4K0.5791.71N/AN/A1,4908451,425845
2017-07-12$29.83$29.8011.3%3.2%12.5%19.5%10.5%2.9%-0.0%449.1K-1.0M-5.5K0.5787.94N/AN/A1,4908451,425845
2017-07-13$29.76$29.8011.0%3.2%12.5%18.4%10.8%1.1%0.6%469.5K-1.1M-4.9K0.5786.61N/AN/A1,4858451,425845
2017-07-14$29.93$29.8010.1%2.9%12.3%13.9%10.3%1.9%1.1%721.5K-1.3M-4.9K0.5787.69N/AN/A1,4908451,445845
2017-07-17$29.89$29.8011.2%3.2%12.4%18.9%11.7%2.3%0.4%684.7K-1.3M-4.7K1.1289.53N/AN/A9751,0951,450845
2017-07-18$29.74$29.8010.4%3.0%12.2%15.4%10.5%0.1%-0.4%388.1K-536.2K-4.9K1.1285.79N/AN/A9751,0951,4451,095
2017-07-19$29.85$29.8010.1%2.9%12.1%13.7%11.0%2.6%-1.8%433.6K-790.5K-5.1K1.1294.56N/AN/A9751,0951,4451,095
2017-07-20$30.11$29.809.6%2.7%12.3%11.3%10.7%1.9%1.5%1.4M-1.4M-4.8K0.8093.81N/AN/A1,3751,0951,4451,095
2017-07-21$30.07$29.809.8%2.8%11.2%12.3%9.9%0.8%1.6%838.1K-677.3K-3.6K0.8091.67N/AN/A1,3751,0951,2351,095
2017-07-24$30.09$29.8010.1%2.9%11.2%13.9%10.3%1.0%-0.3%22.4K-431.0K-3.4K0.4088.68N/AN/A630255435510
2017-07-25$29.90$29.8010.9%3.1%11.4%17.5%10.6%0.0%-0.9%-21.6K-243.5K-3.6K0.4089.16N/AN/A630255435560
2017-07-26$29.55$29.8010.4%3.0%11.9%15.1%9.6%1.7%0.2%-49.6K133.1K-3.7K0.40102.47N/AN/A630255435560
2017-07-27$29.11$29.8011.2%3.2%12.4%19.2%11.2%1.1%-0.7%-67.8K547.6K-3.2K0.3886.11N/AN/A665255435560
2017-07-28$29.34$29.609.8%2.8%12.7%12.3%10.8%2.8%0.8%-67.7K435.3K-3.4K0.4393.98N/AN/A650280465560
2017-07-31$29.13$29.6010.5%3.0%12.8%15.6%10.8%1.7%0.5%-66.2K481.3K-3.3K0.4096.90N/AN/A720285465585