IHF Options History — October 2019

In October 2019, IHF traded between $31.69 and $35.59. ATM implied volatility averaged 18.8%, placing in the 39.5% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded below realized volatility by 1.0% (HV 20d: 19.8%). Max pain ranged from $32.00 to $34.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 19.10.

Notable Days

  • 2019-10-08: Highest Volume — 7,815 contracts
  • 2019-10-21: Largest IV spike — 42.5% change
  • 2019-10-09: Highest IV Rank — 61.4%
  • 2019-10-08: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.49$31.69$35.59$32.01$35.17
Max Pain$32.94$32.00$34.00$34.00$33.60
ATM IV18.8%13.5%23.5%20.6%16.1%
Expected Move5.5%3.9%7.1%5.9%4.6%
HV 20d19.8%15.7%24.0%15.9%20.8%
HV 60d19.2%17.3%20.3%19.1%19.7%
IV Rank39.5%13.5%61.4%52.3%25.9%
IV Percentile56.8%9.1%91.3%76.6%30.6%
Term Structure1.9%-1.6%6.2%-0.0%2.8%
VWIV18.7%12.5%25.3%20.5%14.3%
Skew 25d6.3%2.4%10.4%4.8%4.5%
Skew 10d11.1%3.9%15.8%5.4%8.5%
Call IV 25d15.8%11.6%19.6%17.5%14.3%
Put IV 25d22.1%18.3%28.7%22.3%18.9%
Bid-Ask Spread %75.9253.2594.9281.6783.30
Gamma HHI0.290.070.520.080.34
Net GEX-454.0K-940.2K-100.1K-131.0K-373.3K
Net DEX4.1M-30.8K11.2M1.5M963.8K
Net VEX-53.5K-78.2K-12.0K-12.0K-59.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio19.100.00190.672.000.75
Total Volume742.826507,81513570
Total OI11,319.3484,11014,6004,11014,105

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$32.01$34.0020.6%5.9%15.9%52.3%20.5%4.8%-0.0%-131.0K1.5M-12.0K2.0081.67N/AN/A45901,8452,265
2019-10-02$31.78$34.0022.2%6.4%15.9%58.1%23.0%6.1%1.3%-139.1K1.8M-13.5K6.0078.52N/AN/A15901,8902,380
2019-10-03$31.69$32.0020.8%6.6%15.7%51.4%0.0%7.4%-1.2%-160.1K2.1M-13.0K0.0057.16N/AN/A7501,8952,415
2019-10-04$32.16$32.0018.8%5.7%16.7%38.7%14.3%8.4%2.1%-132.9K1.4M-13.0K0.0680.66N/AN/A9051,9452,405
2019-10-07$32.30$32.0019.1%6.1%16.5%40.5%19.0%8.7%-0.9%-100.1K1.1M-12.6K0.1458.76N/AN/A145202,0152,355
2019-10-08$31.78$32.0022.7%7.1%16.6%57.4%25.3%9.6%0.6%-104.0K1.6M-13.8K141.0978.44N/AN/A557,7602,0702,390
2019-10-09$32.00$32.0023.5%6.7%16.9%61.4%23.2%7.9%1.1%-940.2K10.5M-65.4K190.6767.47N/AN/A152,8602,4209,620
2019-10-10$32.28$32.0023.2%6.7%17.4%60.1%20.9%6.8%1.4%-752.4K11.2M-75.5K28.8053.25N/AN/A257202,43010,355
2019-10-11$32.61$32.0021.6%6.2%17.6%52.4%16.6%2.7%1.5%-787.4K9.9M-76.3K1.2179.22N/AN/A3604352,44010,890
2019-10-14$32.28$32.0022.7%6.5%17.5%57.7%22.6%10.4%2.3%-746.3K10.6M-78.2K0.0094.92N/AN/A01052,78511,035
2019-10-15$33.64$32.0017.7%5.1%23.3%33.5%18.1%6.2%4.3%-517.4K6.4M-73.3K4.4467.82N/AN/A2951,3102,78511,115
2019-10-16$33.67$33.0016.6%4.7%23.2%28.1%0.0%7.8%3.7%-651.8K6.2M-72.7K4.0070.91N/AN/A502002,86511,285
2019-10-17$34.29$33.0016.0%4.6%24.0%25.4%17.5%5.3%5.4%-569.1K3.6M-67.4K0.5676.46N/AN/A4352452,86511,495
2019-10-18$34.32$33.4013.5%3.9%24.0%13.5%16.4%5.7%6.2%-474.7K3.4M-69.8K0.4575.98N/AN/A55253,01011,590
2019-10-21$34.27$33.4019.2%5.5%23.8%41.0%17.9%5.8%-1.6%-530.3K3.9M-67.3K2.7292.25N/AN/A902452,44010,900
2019-10-22$34.87$33.6018.4%5.3%23.2%36.9%17.8%7.4%1.7%-464.7K2.7M-66.4K2.5870.75N/AN/A1203102,49011,145
2019-10-23$34.68$33.6018.1%5.2%23.0%35.7%16.9%4.3%1.3%-493.1K3.1M-66.6K6.5073.33N/AN/A10652,58011,335
2019-10-24$34.31$33.6017.8%5.1%21.6%33.9%18.0%4.5%1.1%-559.2K3.9M-68.0K0.4372.46N/AN/A35152,59011,425
2019-10-25$34.46$33.6016.9%4.8%21.4%29.6%20.7%4.2%5.7%-549.4K4.1M-66.8K22.0076.93N/AN/A51102,61011,435
2019-10-28$34.76$33.6016.3%4.7%21.1%26.8%19.6%5.3%2.8%-517.6K3.2M-65.9K2.6079.93N/AN/A25652,61511,545
2019-10-29$35.27$33.6016.4%4.7%20.5%27.1%17.3%2.4%0.9%-427.4K1.3M-60.9K2.5985.30N/AN/A852202,62511,545
2019-10-30$35.59$33.6015.3%4.4%20.1%22.2%12.5%7.8%1.1%-321.3K-30.8K-54.1K0.5090.75N/AN/A60302,64011,465
2019-10-31$35.17$33.6016.1%4.6%20.8%25.9%14.3%4.5%2.8%-373.3K963.8K-59.0K0.7583.30N/AN/A40302,63511,470