IHF Options History — February 2021 In February 2021, IHF traded between $46.90 and $49.17. ATM implied volatility averaged 22.4%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 4.4% (HV 20d: 18.1%). Max pain ranged from $40.00 to $49.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.06.
Notable Days 2021-02-22 : Highest Volume — 235 contracts2021-02-09 : Largest IV drop — 17.0% change2021-02-01 : Highest IV Rank — 15.0%2021-02-01 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $48.40 $46.90 $49.17 $48.42 $47.22 Max Pain $45.53 $40.00 $49.00 $40.00 $49.00 ATM IV 22.4% 18.3% 25.8% 25.8% 24.9% Expected Move 6.6% 5.7% 7.4% 7.4% 7.1% HV 20d 18.1% 16.0% 22.9% 22.9% 16.0% HV 60d 17.2% 16.6% 19.6% 19.6% 17.7% IV Rank 9.9% 3.5% 15.0% 15.0% 13.6% IV Percentile 25.6% 0.8% 50.4% 50.4% 46.0% Term Structure 1.2% -1.1% 3.6% 0.5% -0.3% VWIV 24.2% 20.9% 33.3% 24.0% 21.2% Skew 25d 3.6% -7.1% 8.2% 8.2% 4.9% Skew 10d 4.5% 0.3% 9.0% 3.6% 9.0% Call IV 25d 21.3% 17.7% 28.9% 22.1% 23.1% Put IV 25d 24.9% 21.8% 30.3% 30.3% 28.1% Bid-Ask Spread % 100.53 94.21 104.67 100.93 100.29 Gamma HHI 0.18 0.15 0.23 0.16 0.15 Net GEX 72.3K 56.3K 86.3K 62.9K 71.5K Net DEX -2.6M -2.8M -2.2M -2.4M -2.5M Net VEX -6.6K -7.4K -5.6K -6.5K -6.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.06 0.00 0.33 0.00 0.00 Total Volume 34.211 0 235 0 0 Total OI 1,413.421 1,155 1,690 1,375 1,285
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-02-01 $48.42 $40.00 25.8% 7.4% 22.9% 15.0% 0.0% 8.2% 0.5% 62.9K -2.4M -6.5K 0.00 100.93 N/A N/A 0 0 1,010 365 2021-02-02 $48.68 $40.00 23.6% 6.8% 22.9% 11.6% 0.0% 8.2% 0.8% 68.9K -2.5M -6.5K 0.00 102.90 N/A N/A 5 0 1,010 365 2021-02-03 $48.76 $41.00 21.4% 6.1% 22.9% 8.3% 0.0% 5.5% 2.1% 69.1K -2.5M -6.2K 0.00 104.67 N/A N/A 0 0 1,015 370 2021-02-04 $48.43 $44.00 20.5% 7.0% 19.0% 6.9% 0.0% 6.4% 1.4% 69.6K -2.5M -6.2K 0.00 98.46 N/A N/A 0 0 1,015 370 2021-02-05 $48.24 $44.00 20.1% 6.6% 16.2% 6.2% 0.0% 1.6% 0.9% 66.5K -2.4M -6.1K 0.00 97.03 N/A N/A 5 0 1,015 370 2021-02-08 $48.44 $44.00 22.0% 6.7% 16.4% 9.2% 0.0% 3.8% 1.2% 64.4K -2.4M -5.9K 0.00 99.52 N/A N/A 0 50 1,020 370 2021-02-09 $49.06 $44.00 18.3% 5.7% 17.1% 3.5% 0.0% 3.0% 1.9% 85.5K -2.6M -5.6K 0.00 100.09 N/A N/A 0 35 1,020 350 2021-02-10 $49.14 $44.00 21.3% 6.1% 17.1% 8.2% 0.0% 2.9% 2.0% 69.5K -2.6M -6.0K 0.00 99.66 N/A N/A 60 0 1,020 385 2021-02-11 $49.17 $44.00 21.0% 6.0% 16.9% 7.7% 0.0% 2.7% 2.6% 79.5K -2.8M -6.4K 0.33 101.18 N/A N/A 75 25 1,060 385 2021-02-12 $49.12 $44.00 20.6% 5.9% 16.6% 7.1% 0.0% 3.3% 3.6% 85.4K -2.8M -7.3K 0.00 101.47 N/A N/A 0 15 1,135 410 2021-02-16 $48.30 $44.00 23.8% 6.8% 17.6% 12.0% 24.0% -0.0% -1.1% 56.3K -2.5M -7.0K 0.00 97.97 N/A N/A 0 5 1,135 425 2021-02-17 $48.51 $49.00 22.3% 6.4% 17.5% 9.6% 21.4% 2.1% 2.2% 57.6K -2.5M -6.7K 0.07 101.86 N/A N/A 70 5 1,135 430 2021-02-18 $48.41 $49.00 23.0% 6.6% 17.3% 10.7% 0.0% 2.8% 0.3% 59.9K -2.7M -7.4K 0.00 102.05 N/A N/A 0 0 1,255 435 2021-02-19 $48.35 $49.00 22.8% 6.5% 17.3% 10.4% 0.0% 2.4% 1.1% 86.0K -2.6M -7.4K 0.00 102.94 N/A N/A 10 0 1,255 435 2021-02-22 $47.91 $49.00 23.8% 6.8% 17.4% 12.0% 33.3% 7.1% 0.6% 82.5K -2.2M -7.1K 0.17 101.87 N/A N/A 200 35 990 165 2021-02-23 $48.05 $49.00 23.7% 6.8% 17.5% 11.9% 20.9% 5.2% 0.2% 82.5K -2.7M -6.9K 0.00 102.51 N/A N/A 10 0 1,090 200 2021-02-24 $48.40 $49.00 22.7% 6.5% 17.7% 10.2% 21.2% 5.4% 0.5% 86.3K -2.8M -7.0K 0.00 94.21 N/A N/A 40 0 1,080 200 2021-02-25 $46.90 $49.00 24.7% 7.1% 16.9% 13.3% 0.0% -7.1% 1.9% 70.4K -2.5M -6.8K 0.00 100.50 N/A N/A 5 0 1,080 200 2021-02-26 $47.22 $49.00 24.9% 7.1% 16.0% 13.6% 0.0% 4.9% -0.3% 71.5K -2.5M -6.7K 0.00 100.29 N/A N/A 0 0 1,085 200
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