IHF Options History — May 2019

In May 2019, IHF traded between $32.67 and $33.90. ATM implied volatility averaged 22.6%, placing in the 63.5% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 1.2% (HV 20d: 23.8%). Max pain ranged from $31.00 to $33.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 4.49.

Notable Days

  • 2019-05-14: Highest Volume — 5,845 contracts
  • 2019-05-07: Largest IV spike — 26.0% change
  • 2019-05-13: Highest IV Rank — 100.0%
  • 2019-05-13: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.13$32.67$33.90$32.67$32.92
Max Pain$32.24$31.00$33.00$32.00$33.00
ATM IV22.6%17.6%31.5%18.3%22.4%
Expected Move6.1%5.0%7.1%5.3%6.4%
HV 20d23.8%15.9%32.5%31.3%17.4%
HV 60d24.9%23.1%25.3%24.9%23.1%
IV Rank63.5%43.3%100.0%46.4%62.7%
IV Percentile89.1%75.8%100.0%82.1%90.9%
Term Structure-0.6%-3.2%1.1%-0.9%-1.1%
VWIV21.3%17.6%24.7%20.5%24.7%
Skew 25d5.5%2.1%8.5%3.7%5.8%
Skew 10d11.4%2.0%15.7%11.2%12.7%
Call IV 25d18.5%14.8%22.2%17.5%19.7%
Put IV 25d24.0%20.3%28.4%21.2%25.5%
Bid-Ask Spread %69.7039.4499.1094.1773.24
Gamma HHI0.110.060.220.100.06
Net GEX190.9K-221.4K978.7K488.4K43.2K
Net DEX-2.8M-6.5M-778.5K-3.3M-904.0K
Net VEX-35.2K-42.8K-29.5K-38.6K-30.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.490.0882.403.190.56
Total Volume1,112.5355,8451,300420
Total OI11,897.56,14517,12012,1706,425

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$32.67$32.0018.3%5.3%31.3%46.4%20.5%3.7%-0.9%488.4K-3.3M-38.6K3.1994.17N/AN/A3109906,4005,770
2019-05-02$32.71$32.0019.3%5.5%31.3%50.4%19.9%2.1%-1.1%495.7K-2.8M-38.3K2.7991.47N/AN/A4751,3256,4055,830
2019-05-03$32.93$32.0017.6%5.0%31.3%43.3%19.0%6.3%0.4%-221.4K-1.3M-42.8K2.1299.10N/AN/A6251,3256,3409,915
2019-05-06$33.61$31.0021.6%6.0%31.9%60.1%21.8%6.7%-3.2%55.7K-6.5M-33.5K0.6455.28N/AN/A8655506,3509,630
2019-05-07$33.04$32.0027.3%6.6%32.4%83.5%23.0%6.4%-1.3%-161.9K-1.5M-42.6K0.4041.04N/AN/A9403806,5659,765
2019-05-08$33.27$32.2025.6%6.4%32.5%76.8%23.2%6.9%-1.5%-61.5K-3.4M-41.5K0.6346.48N/AN/A9255856,63510,115
2019-05-09$33.21$32.2028.4%6.8%32.5%88.1%24.0%6.1%-1.5%-127.9K-2.7M-42.4K0.6739.44N/AN/A1,0407006,69010,265
2019-05-10$33.38$32.2025.2%6.3%31.0%74.9%22.8%5.3%-0.6%76.1K-4.6M-40.1K0.1348.80N/AN/A750956,80510,315
2019-05-13$32.78$32.2031.5%7.1%29.2%100.0%23.9%6.2%-2.4%-188.0K-826.9K-39.8K82.4040.15N/AN/A252,0606,80510,315
2019-05-14$32.86$32.2029.0%6.5%28.3%89.7%24.1%8.5%-0.8%648.2K-4.3M-38.1K1.6272.19N/AN/A2,2353,6107,5108,435
2019-05-15$32.85$32.2022.7%6.5%22.4%63.9%21.8%5.9%-0.5%702.3K-4.1M-36.0K1.3349.33N/AN/A15207,4958,415
2019-05-16$32.83$32.2020.4%5.9%18.3%54.4%19.0%5.6%-0.1%843.1K-5.3M-33.1K0.1170.05N/AN/A730807,4908,385
2019-05-17$33.07$32.2020.5%5.9%17.5%54.9%19.1%3.7%0.2%978.7K-6.0M-32.1K0.1774.47N/AN/A7551307,4158,375
2019-05-20$33.30$32.2020.6%5.9%17.5%55.2%19.8%7.1%0.7%32.7K-1.5M-31.2K0.0875.67N/AN/A6052,5603,585
2019-05-21$33.90$32.2019.8%5.7%15.9%51.8%18.9%4.8%-0.5%80.6K-2.8M-29.5K0.1382.44N/AN/A335452,6053,585
2019-05-22$33.87$32.6018.1%5.2%15.9%45.0%17.6%5.4%1.0%140.0K-2.9M-30.5K0.1892.99N/AN/A325602,8403,565
2019-05-23$33.19$32.2021.1%6.0%17.7%57.2%20.8%5.4%0.0%74.3K-1.7M-31.7K0.2171.30N/AN/A335702,8653,565
2019-05-24$33.50$32.2019.5%5.6%16.8%50.7%18.6%6.1%-0.0%118.4K-2.2M-31.0K0.2581.17N/AN/A345852,9003,585
2019-05-28$33.06$32.2021.5%6.2%17.5%58.9%19.3%2.4%-0.2%101.9K-2.0M-29.5K0.0882.14N/AN/A120102,8453,580
2019-05-29$32.89$33.0024.0%6.9%17.4%69.1%24.3%6.6%-1.9%36.4K-778.5K-30.3K0.5074.00N/AN/A2401202,7653,590
2019-05-30$33.00$33.0021.8%6.2%17.4%60.0%21.3%4.2%1.1%44.5K-1.0M-30.1K0.5078.52N/AN/A2401202,7803,670
2019-05-31$32.92$33.0022.4%6.4%17.4%62.7%24.7%5.8%-1.1%43.2K-904.0K-30.2K0.5673.24N/AN/A2701502,7803,645