IHF Options History — June 2021

In June 2021, IHF traded between $52.08 and $53.82. ATM implied volatility averaged 15.7%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 5.4% (HV 20d: 10.3%). Max pain ranged from $51.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.74.

Notable Days

  • 2021-06-23: Highest Volume — 1,375 contracts
  • 2021-06-29: Largest IV spike — 12.9% change
  • 2021-06-21: Highest IV Rank — 21.7%
  • 2021-06-04: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.18$52.08$53.82$53.82$53.32
Max Pain$52.16$51.00$55.00$55.00$51.00
ATM IV15.7%13.2%17.0%15.9%15.8%
Expected Move4.6%3.8%5.0%4.5%4.5%
HV 20d10.3%7.6%13.3%13.2%10.5%
HV 60d11.8%11.2%12.0%11.9%11.8%
IV Rank17.1%8.2%21.7%17.7%17.6%
IV Percentile4.5%0.4%14.7%2.4%6.3%
Term Structure1.6%0.6%4.9%1.0%2.6%
VWIV17.6%12.4%21.7%18.3%18.7%
Skew 25d2.8%-4.9%10.9%0.8%-4.9%
Skew 10d4.3%-1.1%10.0%2.9%-1.1%
Call IV 25d14.2%10.3%16.2%15.6%15.7%
Put IV 25d17.0%10.8%21.3%16.4%10.8%
Bid-Ask Spread %99.2291.26105.47105.47104.72
Gamma HHI0.300.270.370.270.29
Net GEX107.4K60.3K139.6K60.3K99.4K
Net DEX-2.4M-2.7M-1.9M-2.6M-2.4M
Net VEX-8.6K-9.4K-7.7K-9.3K-8.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.005.500.000.17
Total Volume141.81801,37500
Total OI1,189.7731,0001,2501,1801,140

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$53.82$55.0015.9%4.5%13.2%17.7%0.0%0.8%1.0%60.3K-2.6M-9.3K0.00105.47N/AN/A001,030150
2021-06-02$53.46$55.0016.6%4.8%12.9%20.3%0.0%0.3%0.7%63.4K-2.5M-9.0K0.00100.71N/AN/A001,030150
2021-06-03$53.77$0.0015.6%4.9%13.1%16.8%0.0%3.8%0.8%106.2K-2.7M-9.4K0.0091.26N/AN/A001,100150
2021-06-04$53.47$0.0016.0%5.0%13.3%18.1%0.0%2.3%0.7%114.3K-2.6M-9.3K0.0092.50N/AN/A001,100150
2021-06-07$53.16$0.0015.5%4.9%11.8%16.5%18.3%2.5%1.2%122.0K-2.5M-9.0K0.0093.26N/AN/A051,095150
2021-06-08$53.33$52.0015.6%4.7%11.8%16.6%0.0%2.4%1.5%115.9K-2.5M-8.9K0.00100.82N/AN/A001,095155
2021-06-09$53.00$52.0015.4%4.4%9.0%16.0%0.0%2.3%2.9%109.5K-2.4M-8.6K0.0099.47N/AN/A001,090155
2021-06-10$53.09$52.0016.0%4.6%8.3%18.1%0.0%4.2%1.2%124.8K-2.3M-8.6K0.00101.30N/AN/A001,090155
2021-06-11$53.00$52.0015.8%4.5%7.9%17.5%0.0%0.6%1.1%130.3K-2.4M-8.5K0.00102.07N/AN/A001,090155
2021-06-14$52.79$52.0015.9%4.6%7.9%17.8%0.0%6.0%1.8%132.7K-2.2M-8.4K0.00103.10N/AN/A7001,070155
2021-06-15$52.99$52.0016.2%4.6%8.1%18.6%0.0%4.9%0.6%133.1K-2.2M-8.2K0.00102.78N/AN/A001,070155
2021-06-16$52.67$52.0015.9%4.6%7.7%17.8%0.0%4.1%1.9%127.6K-2.1M-8.2K0.00103.07N/AN/A1001,070155
2021-06-17$52.91$52.0015.2%4.3%7.6%15.1%0.0%2.0%1.7%139.6K-2.1M-8.0K0.00102.78N/AN/A001,070155
2021-06-18$52.08$52.0017.0%4.9%8.7%21.7%0.0%2.2%1.0%108.2K-1.9M-7.7K0.00103.47N/AN/A0251,070140
2021-06-21$52.91$52.0017.0%4.9%10.5%21.7%21.7%10.9%0.7%89.7K-2.2M-8.1K0.00102.48N/AN/A0115900100
2021-06-22$53.17$52.0016.6%4.8%10.7%20.1%0.0%3.7%1.8%89.2K-2.3M-8.4K0.05101.31N/AN/A1005900210
2021-06-23$53.06$52.0015.7%4.5%10.6%17.2%19.2%3.7%1.4%87.3K-2.3M-8.7K0.2291.63N/AN/A1,130245900215
2021-06-24$53.26$52.0015.3%4.4%10.8%15.8%15.2%2.9%2.0%90.6K-2.6M-8.8K5.5093.74N/AN/A1055950215
2021-06-25$53.54$52.0014.2%4.1%11.0%11.8%18.0%2.0%2.1%103.8K-2.7M-8.8K0.0093.93N/AN/A100960215
2021-06-28$53.68$51.0013.2%3.8%11.0%8.2%12.4%2.3%4.9%108.3K-2.6M-8.6K0.0098.09N/AN/A50920215
2021-06-29$53.53$51.0014.8%4.3%10.7%14.1%18.7%1.8%1.6%107.2K-2.5M-8.7K0.1794.81N/AN/A1,145190920215
2021-06-30$53.32$51.0015.8%4.5%10.5%17.6%0.0%-4.9%2.6%99.4K-2.4M-8.6K0.00104.72N/AN/A00920220