IHF Options History — February 2018

In February 2018, IHF traded between $31.50 and $33.29. ATM implied volatility averaged 17.2%, placing in the 57.1% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded below realized volatility by 2.5% (HV 20d: 19.6%). Max pain ranged from $33.40 to $33.60. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.65.

Notable Days

  • 2018-02-14: Highest Volume — 5,065 contracts
  • 2018-02-05: Largest IV spike — 80.7% change
  • 2018-02-05: Highest IV Rank — 100.0%
  • 2018-02-09: Largest Expected Move — 6.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.25$31.50$33.29$33.29$32.33
Max Pain$33.43$33.40$33.60$33.60$33.40
ATM IV17.2%12.4%26.3%14.1%15.7%
Expected Move4.7%3.5%6.4%3.6%4.5%
HV 20d19.6%14.4%21.1%14.4%19.4%
HV 60d15.2%12.7%16.0%12.7%14.9%
IV Rank57.1%27.0%100.0%81.9%44.7%
IV Percentile96.6%85.7%100.0%98.8%96.4%
Term Structure-0.6%-3.8%1.5%0.8%-1.1%
VWIV14.3%11.7%18.2%11.9%12.9%
Skew 25d3.6%-0.4%7.1%2.4%3.4%
Skew 10d4.9%0.9%9.4%2.9%5.9%
Call IV 25d14.4%11.1%19.7%11.3%13.3%
Put IV 25d17.9%13.7%24.0%13.7%16.7%
Bid-Ask Spread %72.7740.2689.5840.2685.95
Gamma HHI0.160.130.250.250.13
Net GEX-34.2K-183.7K204.4K204.4K-143.4K
Net DEX1.3M-1.4M2.5M-1.4M994.3K
Net VEX-21.7K-26.2K-18.8K-26.2K-19.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.560.740.740.72
Total Volume4,694.2114,4105,0654,9754,410
Total OI5,895.7895,3856,4605,9955,550

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-02-01$33.29$33.6014.1%3.6%14.4%81.9%11.9%2.4%0.8%204.4K-1.4M-26.2K0.7440.26N/AN/A2,8652,1103,1902,805
2018-02-02$32.73$33.6014.5%4.0%16.0%86.6%12.8%1.4%-0.0%45.0K332.2K-24.9K0.6244.44N/AN/A2,7301,7003,2202,805
2018-02-05$31.65$33.6026.3%5.3%19.7%100.0%15.9%-0.4%-0.6%-52.1K2.5M-22.8K0.6188.23N/AN/A2,8901,7703,2352,800
2018-02-06$32.09$33.4024.5%5.2%19.8%90.6%16.1%2.5%-0.8%7.6K1.8M-24.0K0.6088.19N/AN/A2,8951,7353,3952,745
2018-02-07$32.21$33.4016.7%4.8%19.6%49.7%14.8%3.6%-0.3%44.4K1.2M-23.7K0.6073.83N/AN/A2,9001,7353,4002,705
2018-02-08$31.50$33.4021.9%6.3%21.1%77.4%17.5%2.1%-3.5%-23.2K2.2M-22.6K0.6068.41N/AN/A2,9001,7353,4052,705
2018-02-09$31.72$33.4022.1%6.4%20.5%78.4%18.2%4.7%-3.8%-13.9K2.4M-22.7K0.6178.43N/AN/A2,9101,7853,4052,705
2018-02-12$31.86$33.4020.0%5.7%20.3%67.0%18.2%7.1%-2.5%-32.3K2.3M-21.5K0.5675.30N/AN/A3,2001,7853,4152,755
2018-02-13$31.96$33.4017.8%5.1%20.3%55.4%13.4%6.3%-0.3%-36.5K2.0M-21.7K0.5858.38N/AN/A3,0751,7853,5652,680
2018-02-14$32.19$33.4016.0%4.6%20.1%46.0%13.6%5.3%-0.4%-8.6K1.9M-21.1K0.6563.60N/AN/A3,0751,9903,5752,680
2018-02-15$32.18$33.4015.4%4.4%20.1%43.1%11.9%3.5%1.5%-40.4K1.9M-21.7K0.6562.75N/AN/A3,0751,9903,5752,885
2018-02-16$32.54$33.4014.7%4.2%20.3%39.2%13.6%4.9%-0.9%-42.5K1.3M-21.5K0.6470.60N/AN/A3,0751,9553,5752,860
2018-02-20$32.24$33.4016.0%4.6%20.2%45.9%13.9%5.0%0.0%-95.5K1.2M-20.3K0.6868.14N/AN/A2,7051,8303,0402,345
2018-02-21$32.35$33.4014.8%4.2%20.3%39.6%15.0%2.0%0.0%-40.9K595.9K-20.4K0.6874.32N/AN/A2,7101,8303,0402,350
2018-02-22$32.18$33.4015.6%4.5%20.3%44.0%12.8%1.3%-1.0%-77.0K1.1M-20.2K0.6879.51N/AN/A2,7101,8303,0502,350
2018-02-23$32.34$33.4012.4%3.5%20.4%27.0%12.6%6.0%0.5%-172.7K1.5M-18.9K0.6889.58N/AN/A2,7101,8353,0502,350
2018-02-26$32.62$33.4013.5%3.9%20.1%32.8%11.7%4.7%0.2%-183.7K860.2K-18.8K0.6889.43N/AN/A2,7101,8353,0502,355
2018-02-27$32.81$33.4013.9%4.0%20.2%34.9%14.1%1.9%0.1%11.3K-218.4K-19.7K0.7283.20N/AN/A2,5651,8453,0502,355
2018-02-28$32.33$33.4015.7%4.5%19.4%44.7%12.9%3.4%-1.1%-143.4K994.3K-19.1K0.7285.95N/AN/A2,5651,8453,1702,380