IHF Options History — July 2019

In July 2019, IHF traded between $34.18 and $36.34. ATM implied volatility averaged 16.0%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded below realized volatility by 0.2% (HV 20d: 16.2%). Max pain ranged from $32.00 to $33.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 2.35.

Notable Days

  • 2019-07-05: Highest Volume — 1,345 contracts
  • 2019-07-11: Largest IV drop — 8.8% change
  • 2019-07-09: Highest IV Rank — 41.4%
  • 2019-07-09: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.34$34.18$36.34$34.20$35.68
Max Pain$32.12$32.00$33.00$32.80$32.00
ATM IV16.0%13.9%17.2%16.4%15.8%
Expected Move4.6%4.0%5.0%4.7%4.5%
HV 20d16.2%12.4%18.3%13.9%17.2%
HV 60d18.2%15.6%21.9%21.9%15.6%
IV Rank36.1%27.5%41.4%37.9%35.6%
IV Percentile50.1%38.5%59.5%54.4%46.8%
Term Structure1.1%-0.3%2.3%0.6%1.8%
VWIV17.3%14.5%27.7%15.4%17.7%
Skew 25d4.0%2.1%5.3%3.7%2.7%
Skew 10d9.3%5.5%13.2%7.0%6.4%
Call IV 25d14.4%13.1%15.3%15.1%14.8%
Put IV 25d18.4%15.9%20.6%18.8%17.5%
Bid-Ask Spread %78.0068.1394.8070.0194.80
Gamma HHI0.100.080.120.080.10
Net GEX472.4K309.6K652.1K341.7K401.0K
Net DEX-7.1M-11.0M-3.4M-3.4M-6.6M
Net VEX-23.2K-28.3K-19.6K-24.8K-19.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.350.0015.000.010.03
Total Volume509.318151,345870175
Total OI7,486.1366,5058,1706,5057,515

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$34.20$32.8016.4%4.7%13.9%37.9%15.4%3.7%0.6%341.7K-3.4M-24.8K0.0170.01N/AN/A860103,1903,315
2019-07-02$34.18$32.8015.1%4.3%12.4%32.6%14.6%3.7%1.1%512.3K-4.6M-27.8K0.1969.51N/AN/A8551653,8753,325
2019-07-03$34.47$33.0013.9%4.0%12.6%27.5%14.5%2.1%1.6%580.7K-5.6M-27.7K0.2079.84N/AN/A8701753,9153,485
2019-07-05$34.66$32.0015.0%4.8%12.7%32.0%17.6%4.7%1.0%580.5K-6.0M-28.0K0.2668.68N/AN/A1,0652803,9603,485
2019-07-08$34.56$32.0016.3%5.0%12.6%37.3%27.7%5.1%1.0%592.0K-5.4M-28.1K7.0072.03N/AN/A10703,9953,560
2019-07-09$34.19$32.0017.2%5.0%13.0%41.4%26.4%5.3%1.0%556.4K-4.3M-28.3K1.5668.13N/AN/A45704,0053,630
2019-07-10$34.60$32.0016.6%4.8%13.3%38.7%20.4%4.3%1.6%652.1K-5.6M-26.8K1.0873.89N/AN/A65703,9703,630
2019-07-11$35.83$32.0015.1%4.3%17.6%32.7%15.5%4.0%2.3%487.7K-9.3M-22.3K0.7476.47N/AN/A4103053,9903,630
2019-07-12$36.34$32.0016.1%4.6%18.0%36.7%15.9%4.0%2.2%339.8K-10.3M-21.4K0.3473.68N/AN/A9653254,0303,455
2019-07-15$36.15$32.0016.4%4.7%18.2%38.1%16.3%3.6%1.2%537.0K-11.0M-22.1K0.0076.16N/AN/A20004,5753,455
2019-07-16$36.11$32.0016.1%4.6%18.2%36.8%16.2%3.8%1.9%574.0K-10.8M-22.1K0.5174.58N/AN/A2051054,5603,455
2019-07-17$36.02$32.0015.8%4.5%18.3%35.5%15.8%4.3%1.5%528.1K-10.4M-22.2K0.5175.72N/AN/A2051054,5603,555
2019-07-18$35.82$32.0016.4%4.7%18.2%37.9%15.7%3.5%1.6%482.1K-9.8M-22.0K0.3777.72N/AN/A3101154,5603,555
2019-07-19$35.62$32.0016.4%4.7%18.2%37.7%15.6%4.4%1.5%489.6K-9.4M-21.6K0.3079.27N/AN/A6201854,6103,560
2019-07-22$35.40$32.0016.9%4.8%18.1%40.0%17.9%4.2%0.1%412.6K-6.1M-20.9K0.0076.37N/AN/A0603,4803,330
2019-07-23$35.52$32.0016.1%4.6%17.5%36.7%17.7%3.6%0.2%416.2K-6.4M-20.4K8.5079.31N/AN/A10853,4803,390
2019-07-24$35.43$32.0015.6%4.5%17.5%34.7%15.9%3.6%1.4%427.5K-6.3M-19.6K15.0089.46N/AN/A406003,4853,395
2019-07-25$35.14$32.0016.2%4.7%16.8%37.2%15.6%4.4%0.4%309.6K-5.0M-22.4K6.3275.07N/AN/A956003,4703,910
2019-07-26$35.69$32.0015.8%4.5%17.0%35.5%15.0%3.6%0.9%368.7K-6.4M-21.3K5.9081.70N/AN/A1005903,5203,910
2019-07-29$35.94$32.0016.1%4.6%17.0%36.8%0.0%3.7%-0.3%397.7K-7.1M-20.0K0.5090.67N/AN/A1053,5653,885
2019-07-30$35.86$32.0015.7%4.5%17.1%35.0%15.9%4.7%0.2%405.0K-6.9M-20.3K0.0392.89N/AN/A16553,5803,890
2019-07-31$35.68$32.0015.8%4.5%17.2%35.6%17.7%2.7%1.8%401.0K-6.6M-19.9K0.0394.80N/AN/A17053,6253,890