IHF Options History — May 2021

In May 2021, IHF traded between $52.97 and $54.70. ATM implied volatility averaged 17.7%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 4.6% (HV 20d: 13.2%). Max pain ranged from $46.00 to $51.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.54.

Notable Days

  • 2021-05-12: Highest Volume — 620 contracts
  • 2021-05-11: Largest IV spike — 45.3% change
  • 2021-05-11: Highest IV Rank — 41.5%
  • 2021-05-12: Largest Expected Move — 6.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.79$52.97$54.70$53.03$54.27
Max Pain$47.15$46.00$51.00$51.00$48.00
ATM IV17.7%14.2%22.7%16.4%15.8%
Expected Move5.1%4.1%6.2%4.7%4.5%
HV 20d13.2%11.1%15.4%11.8%13.1%
HV 60d14.3%12.6%15.3%14.3%12.6%
IV Rank24.2%11.7%41.5%19.5%17.6%
IV Percentile10.7%0.4%42.9%4.0%2.0%
Term Structure0.8%-1.1%2.2%-1.1%1.8%
VWIV16.6%9.5%19.6%19.6%13.8%
Skew 25d5.2%1.9%9.2%5.3%4.4%
Skew 10d7.6%-0.1%18.2%-0.1%6.0%
Call IV 25d14.5%11.7%18.8%11.7%12.6%
Put IV 25d19.7%14.6%25.9%17.0%17.1%
Bid-Ask Spread %96.3182.31105.11103.58104.69
Gamma HHI0.530.250.840.840.29
Net GEX-291.0K-1.2M631.7K-1.2M95.0K
Net DEX-2.7M-4.8M1.2M-299.1K-2.9M
Net VEX-9.3K-16.5K-1.8K-11.5K-9.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.540.0010.000.005.00
Total Volume63.50620060
Total OI4,008.251,0705,3654,5951,125

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$53.03$51.0016.4%4.7%11.8%19.5%0.0%5.3%-1.1%-1.2M-299.1K-11.5K0.00103.58N/AN/A009403,655
2021-05-04$53.59$51.0014.2%4.1%11.3%11.7%19.6%6.1%2.2%-621.2K-3.2M-1.8K0.00103.56N/AN/A509403,655
2021-05-05$53.61$51.0016.4%4.7%11.1%19.4%0.0%2.7%0.7%-657.7K-1.6M-8.8K0.00104.21N/AN/A509353,655
2021-05-06$53.59$46.0016.6%5.1%11.1%20.1%18.0%3.9%1.1%-710.2K-1.4M-8.8K0.0098.86N/AN/A3009403,655
2021-05-07$54.49$46.0018.9%5.0%11.5%28.4%9.5%6.3%0.5%-40.8K-3.7M-2.3K0.2098.29N/AN/A100209703,655
2021-05-10$54.70$46.0015.6%4.9%11.5%16.9%0.0%9.2%1.3%-9.1K-3.6M-2.6K0.1788.35N/AN/A60101,0403,665
2021-05-11$53.48$46.0022.7%5.6%14.8%41.5%0.0%1.9%0.2%-701.7K-1.4M-8.3K0.0095.97N/AN/A001,0953,675
2021-05-12$52.97$46.0021.8%6.2%15.4%38.2%0.0%7.8%-1.1%-921.3K1.2M-11.6K0.0082.53N/AN/A62001,0953,675
2021-05-13$53.36$46.0019.6%5.6%13.9%30.5%19.5%5.3%0.8%-806.3K-1.6M-16.5K0.0084.73N/AN/A0201,6253,675
2021-05-14$53.45$46.0018.8%5.4%13.8%27.9%0.0%4.7%1.0%-602.7K-3.3M-13.6K0.0082.31N/AN/A001,6253,695
2021-05-17$53.40$46.0018.6%5.3%13.6%27.1%0.0%5.4%1.0%-503.7K-3.4M-11.8K0.0082.64N/AN/A0251,6253,685
2021-05-18$53.81$46.0018.1%5.2%13.8%25.5%19.1%5.5%1.9%171.7K-4.5M-10.3K0.0085.27N/AN/A0501,6253,710
2021-05-19$53.43$46.0019.3%5.5%13.7%29.7%0.0%5.7%0.8%-192.7K-4.0M-10.4K0.0091.03N/AN/A20001,6253,735
2021-05-20$53.87$46.0018.1%5.2%13.9%25.4%0.0%6.6%0.6%-98.6K-4.3M-10.3K0.00100.53N/AN/A1001,6253,735
2021-05-21$54.10$46.0017.4%5.0%13.9%23.0%0.0%7.5%0.6%631.7K-4.8M-9.6K0.00102.25N/AN/A001,6303,735
2021-05-24$54.13$46.0017.3%5.0%13.9%22.7%16.4%4.5%0.2%95.6K-2.8M-9.4K10.00104.29N/AN/A5501,02050
2021-05-25$54.22$48.0016.3%4.7%13.7%19.3%0.0%4.4%1.5%99.0K-2.9M-9.6K0.00104.31N/AN/A001,025100
2021-05-26$54.19$48.0016.6%4.8%13.5%20.2%0.0%3.5%0.8%98.4K-2.8M-9.5K0.00103.66N/AN/A001,025100
2021-05-27$54.21$48.0016.2%4.6%13.4%18.7%0.0%4.1%1.4%95.9K-2.9M-9.3K0.00105.11N/AN/A001,025100
2021-05-28$54.27$48.0015.8%4.5%13.1%17.6%13.8%4.4%1.8%95.0K-2.9M-9.3K5.00104.69N/AN/A10501,025100