IHF Options History — June 2018

In June 2018, IHF traded between $34.34 and $36.55. ATM implied volatility averaged 11.7%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 3.3%. IV traded below realized volatility by 0.1% (HV 20d: 11.8%). Max pain ranged from $33.20 to $36.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.69.

Notable Days

  • 2018-06-19: Highest Volume — 2,435 contracts
  • 2018-06-11: Largest IV spike — 69.0% change
  • 2018-06-11: Highest IV Rank — 43.5%
  • 2018-06-27: Largest Expected Move — 4.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.67$34.34$36.55$34.34$35.24
Max Pain$35.20$33.20$36.00$33.20$36.00
ATM IV11.7%9.2%15.5%10.8%12.9%
Expected Move3.3%3.0%4.1%3.1%3.7%
HV 20d11.8%11.2%12.6%12.6%11.2%
HV 60d13.9%12.3%14.7%14.7%12.5%
IV Rank23.4%10.2%43.5%18.8%27.3%
IV Percentile55.0%13.1%87.3%52.0%69.4%
Term Structure0.5%-0.6%1.8%1.8%0.4%
VWIV12.6%10.9%15.3%10.9%11.5%
Skew 25d2.6%0.8%4.6%3.6%3.3%
Skew 10d5.9%2.8%9.0%7.5%6.5%
Call IV 25d10.8%9.5%12.5%9.5%11.1%
Put IV 25d13.4%11.8%17.1%13.1%14.3%
Bid-Ask Spread %67.9439.3692.5092.5075.83
Gamma HHI0.170.120.220.160.13
Net GEX93.3K47.3K128.4K119.0K68.0K
Net DEX-4.3M-5.4M-2.9M-2.9M-3.7M
Net VEX-10.8K-14.6K-7.3K-10.0K-14.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.361.100.451.10
Total Volume1,912.6191,5452,4351,6202,260
Total OI2,218.5711,7302,7501,7302,750

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$34.34$33.2010.8%3.1%12.6%18.8%10.9%3.6%1.8%119.0K-2.9M-10.0K0.4592.50N/AN/A1,1155051,380350
2018-06-04$34.51$34.6010.8%3.3%12.4%18.8%11.6%2.8%0.5%116.2K-3.0M-9.8K0.4543.76N/AN/A1,1155051,380350
2018-06-05$34.71$34.6010.2%3.2%12.3%15.7%11.5%2.9%0.7%128.4K-3.4M-10.7K0.3639.36N/AN/A1,4055051,530350
2018-06-06$35.04$34.609.2%3.0%12.1%10.4%11.5%2.6%1.1%114.8K-3.8M-9.9K0.4251.53N/AN/A1,2055051,530350
2018-06-07$35.03$34.609.6%3.0%12.1%12.5%11.2%2.8%0.9%121.9K-3.9M-10.2K0.4250.53N/AN/A1,2055051,580350
2018-06-08$35.30$34.609.2%3.0%11.8%10.2%12.6%1.8%0.5%113.1K-4.2M-9.5K0.4754.72N/AN/A1,0755051,580350
2018-06-11$35.76$34.6015.5%3.0%11.6%43.5%11.4%1.4%1.0%100.7K-4.5M-9.0K0.4769.19N/AN/A1,0755051,580350
2018-06-12$35.74$34.6014.5%3.1%11.6%38.1%11.1%2.2%0.5%94.4K-4.5M-8.4K0.4563.11N/AN/A1,1255051,580350
2018-06-13$36.06$34.6011.1%3.2%11.5%20.2%12.1%0.8%0.6%108.5K-4.8M-8.1K0.4475.74N/AN/A1,1355051,630350
2018-06-14$36.15$34.6010.7%3.1%11.4%18.1%12.7%1.1%0.4%109.2K-4.9M-7.7K0.4476.57N/AN/A1,1355051,640350
2018-06-15$36.29$34.6010.8%3.1%11.3%18.5%13.7%1.8%0.6%105.2K-5.0M-7.3K0.5670.18N/AN/A1,0055651,640350
2018-06-18$36.13$36.0011.3%3.2%11.6%21.1%12.6%1.3%0.6%109.5K-4.7M-7.8K0.5780.38N/AN/A9855601,655405
2018-06-19$36.26$36.0011.7%3.4%11.6%23.5%13.5%2.2%-0.6%103.3K-4.8M-8.0K0.7561.55N/AN/A1,3901,0451,655405
2018-06-20$36.55$36.0011.7%3.4%11.5%23.4%13.7%1.1%0.2%62.7K-5.3M-12.2K0.7575.79N/AN/A1,3901,0451,960655
2018-06-21$36.31$36.0011.7%3.3%11.8%23.3%13.4%3.2%0.5%60.4K-5.0M-13.2K0.9775.72N/AN/A1,0751,0451,960655
2018-06-22$36.48$36.0010.3%3.0%11.8%16.2%13.0%3.2%0.9%71.9K-5.4M-12.9K0.9775.08N/AN/A1,0751,0452,015655
2018-06-25$36.14$36.0013.3%3.8%12.5%32.0%15.3%3.9%0.7%75.9K-4.8M-13.8K1.1068.36N/AN/A1,0751,1852,015655
2018-06-26$35.99$36.0012.4%3.5%12.3%27.0%13.8%4.4%0.3%47.3K-4.7M-13.9K1.1077.56N/AN/A1,0751,1852,015735
2018-06-27$35.70$36.0014.2%4.1%12.0%36.5%15.3%4.6%-0.4%56.1K-4.3M-14.6K1.1068.23N/AN/A1,0751,1852,015735
2018-06-28$35.23$36.0014.0%4.0%11.3%35.7%12.9%3.8%-0.2%73.6K-3.7M-14.5K1.1080.93N/AN/A1,0751,1852,015735
2018-06-29$35.24$36.0012.9%3.7%11.2%27.3%11.5%3.3%0.4%68.0K-3.7M-14.2K1.1075.83N/AN/A1,0751,1852,015735