IHF Options History — June 2019

In June 2019, IHF traded between $32.81 and $34.75. ATM implied volatility averaged 18.7%, placing in the 47.3% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 3.8% (HV 20d: 14.9%). Max pain ranged from $30.20 to $33.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.30.

Notable Days

  • 2019-06-07: Highest Volume — 1,000 contracts
  • 2019-06-24: Largest IV spike — 16.2% change
  • 2019-06-03: Highest IV Rank — 64.9%
  • 2019-06-03: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.94$32.81$34.75$32.81$34.20
Max Pain$30.75$30.20$33.00$33.00$32.80
ATM IV18.7%14.9%23.0%23.0%17.4%
Expected Move5.3%4.3%6.6%6.6%5.0%
HV 20d14.9%12.1%17.3%17.3%14.0%
HV 60d22.3%21.5%23.4%23.0%22.0%
IV Rank47.3%31.7%64.9%64.9%42.2%
IV Percentile71.2%50.4%91.7%91.7%62.3%
Term Structure0.3%-1.2%1.6%0.1%0.4%
VWIV18.6%16.5%20.6%19.5%17.5%
Skew 25d5.0%2.8%7.1%6.4%3.4%
Skew 10d9.5%3.1%15.0%14.3%8.7%
Call IV 25d16.3%12.3%19.9%19.9%15.8%
Put IV 25d21.3%17.0%26.2%26.2%19.3%
Bid-Ask Spread %69.1838.9091.2791.2779.12
Gamma HHI0.070.060.080.060.07
Net GEX414.8K34.3K731.6K34.3K328.8K
Net DEX-4.4M-7.7M-760.9K-760.9K-3.6M
Net VEX-26.9K-30.5K-23.6K-28.9K-26.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.300.005.332.003.33
Total Volume395151,00015455
Total OI7,074.56,1707,7556,3856,520

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$32.81$33.0023.0%6.6%17.3%64.9%0.0%6.4%0.1%34.3K-760.9K-28.9K2.0091.27N/AN/A5102,7503,635
2019-06-04$33.44$33.0020.7%5.9%17.1%55.6%19.5%5.9%0.2%113.7K-2.0M-28.2K0.0378.58N/AN/A610202,7553,635
2019-06-05$33.41$33.0021.2%6.1%16.0%57.7%20.6%4.0%-1.2%240.9K-2.9M-30.5K0.0382.03N/AN/A805253,4203,645
2019-06-06$33.49$30.2020.4%5.6%15.8%54.3%17.6%6.8%0.3%280.0K-2.8M-29.3K0.0369.45N/AN/A820253,3703,650
2019-06-07$33.77$30.2019.3%5.4%16.0%49.7%17.7%7.1%0.2%349.9K-3.6M-29.0K0.0555.80N/AN/A950503,4953,650
2019-06-10$34.03$30.2020.1%5.5%16.2%53.3%18.2%5.5%0.3%437.8K-4.9M-28.2K0.0064.85N/AN/A18003,7103,640
2019-06-11$33.78$30.2018.9%5.3%14.9%48.3%20.1%2.8%0.3%486.8K-4.9M-28.4K0.2659.74N/AN/A95253,8353,640
2019-06-12$33.60$30.2019.3%5.5%15.1%49.8%20.5%5.8%0.7%436.9K-3.7M-28.9K0.3159.25N/AN/A145453,8403,665
2019-06-13$33.91$30.2018.2%5.2%15.3%45.3%19.7%4.3%0.3%512.7K-4.6M-28.3K0.2138.90N/AN/A215453,8553,685
2019-06-14$33.89$30.2018.3%5.3%15.3%45.9%18.0%4.1%0.6%591.0K-4.9M-27.1K0.1661.39N/AN/A190303,9153,685
2019-06-17$34.07$30.2018.2%5.2%15.2%45.1%19.5%5.5%0.1%653.5K-5.3M-26.0K0.1172.43N/AN/A4553,9203,695
2019-06-18$34.17$30.2017.2%4.9%15.1%41.0%18.8%5.5%1.1%700.2K-6.3M-24.9K0.2573.89N/AN/A100253,9203,695
2019-06-19$34.55$30.2014.9%4.3%14.3%31.7%16.5%4.7%1.6%649.6K-7.4M-23.6K0.5678.31N/AN/A3401903,9203,715
2019-06-20$34.36$30.2017.2%4.9%14.5%41.1%18.0%4.3%0.2%731.6K-7.1M-25.1K0.5255.54N/AN/A4152154,1453,610
2019-06-21$34.75$30.2015.7%4.5%12.6%35.2%17.3%6.1%1.1%561.1K-7.7M-24.1K0.7686.48N/AN/A4803654,0953,635
2019-06-24$34.36$30.2018.3%5.2%13.2%45.6%18.1%3.2%-0.1%334.3K-4.4M-23.7K5.3376.86N/AN/A15803,1952,975
2019-06-25$34.28$30.2017.9%5.1%12.1%44.0%17.8%3.9%0.4%323.3K-4.1M-25.2K4.2581.84N/AN/A20853,2003,045
2019-06-26$33.75$30.2018.6%5.3%13.4%47.1%18.1%4.8%0.2%239.4K-2.8M-26.2K4.3853.37N/AN/A652853,2053,050
2019-06-27$34.22$30.2018.7%5.3%14.1%47.2%19.2%5.7%-0.0%289.4K-3.3M-27.0K3.4764.53N/AN/A953303,2003,275
2019-06-28$34.20$32.8017.4%5.0%14.0%42.2%17.5%3.4%0.4%328.8K-3.6M-26.1K3.3379.12N/AN/A1053503,2253,295