IHF Options History — April 2020

In April 2020, IHF traded between $30.48 and $38.90. ATM implied volatility averaged 36.4%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 35.5% (HV 20d: 71.9%). Max pain ranged from $34.00 to $38.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.32.

Notable Days

  • 2020-04-23: Highest Volume — 430 contracts
  • 2020-04-30: Largest IV spike — 18.2% change
  • 2020-04-01: Highest IV Rank — 63.7%
  • 2020-04-01: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.82$30.48$38.90$31.56$37.97
Max Pain$34.52$34.00$38.00$38.00$35.00
ATM IV36.4%24.9%56.1%56.1%29.4%
Expected Move10.3%7.1%16.1%16.1%8.4%
HV 20d71.9%43.1%98.4%93.1%43.1%
HV 60d65.1%61.8%66.4%61.8%66.4%
IV Rank34.1%16.8%63.7%63.7%23.5%
IV Percentile86.6%78.2%93.3%93.3%82.1%
Term Structure-2.3%-9.2%2.9%-2.8%-3.4%
VWIV38.1%25.2%57.4%57.4%25.2%
Skew 25d11.2%5.3%17.9%17.9%7.3%
Skew 10d22.5%5.2%38.8%33.0%11.3%
Call IV 25d29.9%21.1%47.4%47.4%24.5%
Put IV 25d41.1%27.6%65.2%65.2%31.8%
Bid-Ask Spread %80.1358.40102.1982.94102.19
Gamma HHI0.310.190.800.190.27
Net GEX-951.0K-4.7M-194.7K-492.9K-212.0K
Net DEX17.4M3.7M32.3M31.6M4.4M
Net VEX-66.4K-77.2K-53.1K-60.6K-67.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.001.770.000.00
Total Volume111.190430100
Total OI11,560.7146,91514,83514,6007,955

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-04-01$31.56$38.0056.1%16.1%93.1%63.7%57.4%17.9%-2.8%-492.9K31.6M-60.6K0.0082.94N/AN/A1001,39513,205
2020-04-02$31.38$34.4050.9%13.5%92.9%56.2%46.4%17.9%-9.2%-411.3K32.3M-57.2K0.0058.40N/AN/A4001,40013,205
2020-04-03$30.48$34.0046.4%13.1%93.1%49.7%0.0%11.7%-4.5%-336.8K32.0M-53.1K0.0066.75N/AN/A3001,44013,150
2020-04-06$32.64$34.0038.8%11.6%96.4%38.7%38.9%12.0%-6.1%-473.1K32.0M-59.4K0.4368.13N/AN/A35151,45513,060
2020-04-07$33.40$34.0043.3%10.9%96.5%44.9%0.0%14.6%-1.5%-625.9K30.9M-64.3K0.0073.42N/AN/A1501,43513,075
2020-04-08$35.39$34.0037.3%10.7%98.4%35.5%34.2%15.3%-4.4%-1.3M26.5M-75.3K0.0973.60N/AN/A170151,43013,075
2020-04-09$35.64$34.0036.9%10.6%92.7%35.0%35.3%11.7%-4.0%-1.4M25.1M-77.2K0.1375.62N/AN/A75101,56513,075
2020-04-13$34.99$34.4037.4%10.7%92.0%35.2%0.0%13.5%-2.7%-1.1M28.4M-68.7K0.0077.72N/AN/A7001,61013,080
2020-04-14$36.27$34.4033.5%9.6%82.4%29.4%32.2%10.0%-3.3%-1.9M24.4M-72.1K0.1484.04N/AN/A70101,68013,080
2020-04-15$36.48$34.4034.6%9.9%82.2%31.1%36.9%10.8%-3.0%-2.2M23.2M-71.7K1.2179.79N/AN/A1702051,74513,090
2020-04-16$37.51$34.4033.2%9.5%69.0%29.1%29.8%11.5%-2.4%-3.0M16.9M-70.1K0.0872.50N/AN/A195151,74012,990
2020-04-17$37.81$34.0033.1%9.5%65.1%29.0%28.7%9.0%-3.8%-4.7M14.3M-67.5K0.0875.12N/AN/A6051,64012,975
2020-04-20$37.12$34.0034.6%9.9%63.3%31.1%38.7%10.9%0.1%-237.4K6.4M-64.7K0.3172.89N/AN/A65201,0205,895
2020-04-21$35.99$34.0038.4%11.0%59.1%36.7%41.6%12.8%-3.1%-250.5K7.1M-64.0K0.0882.04N/AN/A6051,0855,915
2020-04-22$36.58$34.0034.0%9.7%52.4%30.2%41.6%8.3%1.7%-233.9K6.4M-64.6K1.0083.02N/AN/A551,1455,920
2020-04-23$37.28$34.0035.0%10.0%48.6%31.8%36.7%10.1%-1.5%-210.8K5.8M-64.4K1.7781.52N/AN/A1552751,1455,925
2020-04-24$37.88$35.0031.0%8.9%47.3%25.8%0.0%8.8%-0.7%-231.9K5.6M-67.3K1.0088.17N/AN/A2002001,2756,200
2020-04-27$38.90$35.0026.9%7.7%47.6%19.8%0.0%9.5%2.3%-194.7K3.8M-68.9K0.0094.81N/AN/A4001,4756,400
2020-04-28$38.18$35.0029.0%8.3%47.8%22.9%48.4%6.0%0.1%-209.5K4.4M-68.2K0.0093.51N/AN/A8001,4756,400
2020-04-29$38.67$35.0024.9%7.1%47.3%16.8%25.2%5.3%2.9%-209.4K3.7M-67.8K0.0096.61N/AN/A1001,5506,400
2020-04-30$37.97$35.0029.4%8.4%43.1%23.5%0.0%7.3%-3.4%-212.0K4.4M-67.8K0.00102.19N/AN/A001,5556,400