IHF Options History — August 2017

In August 2017, IHF traded between $28.65 and $29.56. ATM implied volatility averaged 10.2%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 2.9%. IV traded below realized volatility by 0.0% (HV 20d: 10.2%). Max pain ranged from $29.00 to $29.60. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 0.77.

Notable Days

  • 2017-08-02: Highest Volume — 1,030 contracts
  • 2017-08-07: Largest IV spike — 26.0% change
  • 2017-08-11: Highest IV Rank — 20.9%
  • 2017-08-11: Largest Expected Move — 3.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.96$28.65$29.56$29.02$29.56
Max Pain$29.05$29.00$29.60$29.60$29.00
ATM IV10.2%8.1%11.6%9.6%8.1%
Expected Move2.9%2.3%3.3%2.7%2.3%
HV 20d10.2%8.1%12.8%12.8%10.3%
HV 60d11.1%10.3%11.4%11.2%11.0%
IV Rank14.1%4.3%20.9%11.2%4.3%
IV Percentile23.2%1.6%41.7%10.3%1.6%
Term Structure1.4%0.4%2.5%2.2%2.3%
VWIV10.4%9.2%11.5%10.6%11.2%
Skew 25d1.7%-0.7%4.7%-0.5%3.5%
Skew 10d2.9%-1.7%10.0%-1.7%10.0%
Call IV 25d9.5%7.6%11.8%11.0%7.7%
Put IV 25d11.2%9.8%12.3%10.5%11.2%
Bid-Ask Spread %84.8765.16106.31102.1189.95
Gamma HHI0.250.190.350.300.35
Net GEX-18.3K-69.1K7.4K-69.1K7.4K
Net DEX494.5K-112.1K1.0M624.3K-112.1K
Net VEX-2.3K-3.2K-1.8K-3.0K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.391.410.401.10
Total Volume754.7833051,0301,005305
Total OI853.2613901,1801,125390

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-08-01$29.02$29.609.6%2.7%12.8%11.2%10.6%-0.5%2.2%-69.1K624.3K-3.0K0.40102.11N/AN/A720285535590
2017-08-02$28.94$29.6010.1%2.9%12.5%13.6%9.2%1.1%0.6%-39.3K757.4K-2.9K0.3999.23N/AN/A740290535590
2017-08-03$29.14$29.009.2%2.9%10.9%9.4%10.8%2.4%1.6%-60.0K693.3K-3.2K0.3979.04N/AN/A740290585595
2017-08-04$28.96$29.008.3%2.8%10.3%5.1%10.0%0.7%2.2%-34.4K785.7K-2.8K0.3976.92N/AN/A740290585595
2017-08-07$29.03$29.0010.5%3.1%10.4%15.5%10.5%1.2%1.0%-39.9K793.1K-2.8K0.4079.47N/AN/A730290585595
2017-08-08$29.04$29.0010.6%2.9%10.4%16.3%10.1%1.5%1.5%-48.5K659.7K-3.0K0.4068.02N/AN/A730290570595
2017-08-09$28.96$29.0010.3%3.0%9.9%14.9%10.1%0.0%1.5%-29.5K843.6K-2.6K0.4065.16N/AN/A730290570595
2017-08-10$28.65$29.0011.1%3.2%10.5%18.6%10.6%-0.7%1.5%-13.1K961.5K-2.4K0.4071.91N/AN/A730290570595
2017-08-11$28.80$29.0011.6%3.3%10.4%20.9%11.5%2.1%0.4%-14.6K1.0M-2.3K0.4072.39N/AN/A730290570595
2017-08-14$28.97$29.0010.3%2.9%10.8%14.7%10.7%2.3%1.8%-24.1K952.3K-2.3K0.4083.34N/AN/A730290570595
2017-08-15$29.01$29.0010.7%3.1%10.8%16.6%10.7%1.6%0.9%-15.1K933.9K-2.2K0.4069.10N/AN/A730290570595
2017-08-16$28.96$29.0010.4%3.0%10.6%15.1%10.3%2.1%1.1%-8.6K794.2K-2.2K0.4077.55N/AN/A730290570540
2017-08-17$28.70$29.0010.0%2.9%10.2%13.3%10.4%1.8%2.4%-9.1K810.1K-2.1K0.4084.60N/AN/A730290570540
2017-08-18$28.66$29.0011.3%3.2%10.2%19.8%10.7%1.4%0.8%-3.7K941.3K-2.1K0.4083.66N/AN/A730295570545
2017-08-21$28.78$29.0011.3%3.2%10.4%19.4%10.8%2.3%0.5%-6.7K14.5K-2.1K1.4192.79N/AN/A145205185205
2017-08-22$29.04$29.0010.0%2.9%11.0%13.2%9.9%4.7%1.4%-3.5K5.0K-2.0K1.4194.44N/AN/A145205185205
2017-08-23$28.95$29.0010.8%3.1%10.4%17.2%10.8%1.5%0.6%-1.6K-19.1K-2.0K1.41106.31N/AN/A145205185205
2017-08-24$28.92$29.009.7%2.8%9.0%11.8%10.2%1.4%2.5%-2.9K4.4K-2.0K1.4199.28N/AN/A145205185205
2017-08-25$28.97$29.009.9%2.8%8.5%12.8%9.9%2.0%1.4%-1.1K-22.3K-2.0K1.4187.90N/AN/A145205185205
2017-08-28$29.04$29.0010.2%2.9%8.2%14.3%10.2%2.8%0.7%3-36.2K-2.0K1.4192.31N/AN/A145205185205
2017-08-29$29.00$29.0010.2%2.9%8.1%14.5%10.5%1.7%1.5%-2.1K-16.2K-1.9K1.4189.47N/AN/A145205185205
2017-08-30$29.00$29.009.9%2.8%8.1%12.8%9.9%2.5%1.6%-1.8K-18.0K-1.9K1.1087.05N/AN/A145160185205
2017-08-31$29.56$29.008.1%2.3%10.3%4.3%11.2%3.5%2.3%7.4K-112.1K-1.8K1.1089.95N/AN/A145160185205