IHF Options History — November 2019

In November 2019, IHF traded between $35.64 and $39.41. ATM implied volatility averaged 16.6%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 0.7% (HV 20d: 17.4%). Max pain ranged from $32.60 to $36.60. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 5.31.

Notable Days

  • 2019-11-15: Highest Volume — 710 contracts
  • 2019-11-11: Largest IV spike — 48.9% change
  • 2019-11-11: Highest IV Rank — 45.2%
  • 2019-11-21: Largest Expected Move — 5.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.56$35.64$39.41$35.64$39.01
Max Pain$35.50$32.60$36.60$33.60$36.60
ATM IV16.6%13.5%20.1%17.5%16.2%
Expected Move4.8%4.3%5.3%5.0%4.6%
HV 20d17.4%14.1%20.7%20.7%15.7%
HV 60d18.7%18.0%19.9%19.9%18.2%
IV Rank28.4%13.5%45.2%32.8%26.2%
IV Percentile38.5%9.1%73.0%48.0%33.3%
Term Structure2.0%-0.2%5.8%1.7%2.1%
VWIV17.0%13.8%24.3%14.2%17.8%
Skew 25d4.6%1.6%6.1%3.9%3.4%
Skew 10d8.4%4.2%13.2%6.0%13.2%
Call IV 25d15.4%13.5%19.0%14.0%14.9%
Put IV 25d19.9%16.9%21.8%18.0%18.3%
Bid-Ask Spread %54.4224.3686.2185.7374.88
Gamma HHI0.280.210.450.320.24
Net GEX-153.9K-322.0K-10.8K-272.3K-107.5K
Net DEX-2.4M-7.2M121.7K121.7K-2.6M
Net VEX-41.2K-56.5K-27.3K-56.5K-28.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.310.4624.001.380.80
Total Volume19107109510
Total OI13,214.511,28014,99514,16011,600

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-11-01$35.64$33.6017.5%5.0%20.7%32.8%14.2%3.9%1.7%-272.3K121.7K-56.5K1.3885.73N/AN/A40552,67511,485
2019-11-04$35.80$32.6016.5%4.7%20.7%27.9%18.2%5.3%1.6%-222.9K-139.9K-55.8K4.1324.36N/AN/A803302,69511,520
2019-11-05$35.66$35.4016.6%5.0%19.5%28.1%0.0%4.6%1.4%-235.9K-140.4K-55.6K0.0030.87N/AN/A0552,77511,485
2019-11-06$36.09$35.4016.5%5.2%19.6%27.8%0.0%2.3%0.7%-146.2K-1.4M-50.8K6.5025.00N/AN/A10652,77511,520
2019-11-07$36.47$35.4014.9%5.1%19.6%20.2%17.1%3.9%1.2%-57.0K-2.7M-49.5K5.3235.34N/AN/A1105852,78511,585
2019-11-08$36.93$35.4013.5%4.5%19.7%13.5%0.0%5.1%3.0%-10.8K-4.1M-47.3K21.0035.93N/AN/A51052,88511,930
2019-11-11$36.51$35.4020.1%5.0%19.9%45.2%18.1%4.8%2.3%-91.9K-2.3M-51.0K0.6749.41N/AN/A15102,89012,025
2019-11-12$36.79$35.6015.4%4.9%15.0%22.8%15.0%4.8%3.6%-32.6K-3.8M-46.2K1.8935.62N/AN/A45852,89012,025
2019-11-13$36.87$35.6017.7%5.1%15.0%33.7%17.1%5.4%2.1%-45.4K-4.1M-45.6K8.3334.06N/AN/A302502,93512,020
2019-11-14$36.88$35.6017.6%5.0%14.1%33.1%0.0%5.5%-0.2%-85.6K-4.1M-42.1K0.0040.49N/AN/A0552,94012,055
2019-11-15$38.10$35.6016.6%4.8%17.4%28.6%18.1%1.6%1.2%-322.0K-7.2M-33.3K0.8086.21N/AN/A3953152,90512,090
2019-11-18$38.39$35.6017.1%4.9%17.2%30.6%16.5%5.6%2.3%-251.6K-1.1M-35.1K0.4657.87N/AN/A185851,4409,840
2019-11-19$38.60$35.8017.8%5.1%16.7%34.3%16.5%5.9%1.9%-212.5K-1.3M-36.6K1.5059.60N/AN/A10151,6059,885
2019-11-20$38.57$35.8018.0%5.2%16.4%35.1%0.0%3.6%2.2%-212.7K-1.3M-36.2K24.0068.81N/AN/A51201,6159,880
2019-11-21$38.71$35.8018.4%5.3%15.3%37.2%0.0%6.1%0.9%-197.7K-1.6M-35.7K0.0059.87N/AN/A001,6209,905
2019-11-22$38.73$35.8015.1%4.3%15.4%21.2%24.3%4.7%5.8%-181.6K-1.8M-32.5K0.0064.32N/AN/A01901,6209,905
2019-11-25$39.41$35.8015.7%4.5%15.9%23.9%16.9%4.3%1.6%-129.4K-3.0M-27.3K1.1972.62N/AN/A1802151,6209,735
2019-11-26$38.99$36.6015.8%4.5%16.7%24.4%13.8%5.1%2.7%-147.9K-2.3M-31.3K1.6775.56N/AN/A45751,7009,865
2019-11-27$39.10$36.6015.2%4.4%16.6%21.6%13.8%5.3%2.7%-115.6K-2.8M-28.2K0.8071.83N/AN/A25201,7359,830
2019-11-29$39.01$36.6016.2%4.6%15.7%26.2%17.8%3.4%2.1%-107.5K-2.6M-28.1K0.0074.88N/AN/A0101,7609,840