IHF Options History — July 2021

In July 2021, IHF traded between $52.53 and $54.22. ATM implied volatility averaged 16.8%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 4.1% (HV 20d: 12.7%). Max pain ranged from $38.00 to $51.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.35.

Notable Days

  • 2021-07-12: Highest Volume — 500 contracts
  • 2021-07-06: Largest IV spike — 31.8% change
  • 2021-07-19: Highest IV Rank — 29.1%
  • 2021-07-19: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.69$52.53$54.22$53.65$53.73
Max Pain$40.67$38.00$51.00$51.00$48.00
ATM IV16.8%12.5%19.2%12.5%16.9%
Expected Move4.7%3.6%5.5%3.6%4.9%
HV 20d12.7%10.5%14.6%10.5%14.4%
HV 60d12.1%11.3%12.9%11.8%12.6%
IV Rank20.8%6.0%29.1%6.0%21.3%
IV Percentile17.2%0.4%31.7%0.4%20.6%
Term Structure1.3%0.3%3.0%2.0%1.3%
VWIV17.7%15.3%21.2%15.3%21.2%
Skew 25d2.2%-1.7%7.8%-1.5%4.6%
Skew 10d4.5%-4.4%14.4%-2.8%9.4%
Call IV 25d15.7%13.2%17.9%13.8%15.4%
Put IV 25d17.9%12.3%23.1%12.3%20.0%
Bid-Ask Spread %99.3693.72106.90106.2197.34
Gamma HHI0.200.110.320.310.12
Net GEX67.3K27.2K129.4K109.9K41.5K
Net DEX-1.9M-3.1M-1.2M-2.5M-1.6M
Net VEX-5.3K-9.1K-2.5K-8.5K-4.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.002.670.000.00
Total Volume45.47605002000
Total OI822.3815301,2401,140700

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$53.65$51.0012.5%3.6%10.5%6.0%0.0%-1.5%2.0%109.9K-2.5M-8.5K0.00106.21N/AN/A2000920220
2021-07-02$53.96$51.0013.6%3.9%10.5%9.7%0.0%1.2%2.1%121.2K-3.1M-9.1K0.00106.90N/AN/A001,020220
2021-07-06$53.67$38.0017.9%4.7%10.5%24.8%15.3%-1.7%0.5%113.9K-2.5M-9.0K0.0099.52N/AN/A045920220
2021-07-07$53.80$38.0015.8%4.4%10.5%17.5%0.0%1.1%2.2%119.3K-2.5M-8.7K0.00100.81N/AN/A00920220
2021-07-08$53.21$38.0018.4%4.8%11.0%26.6%0.0%-0.1%1.3%114.9K-2.4M-8.8K0.00100.92N/AN/A50920220
2021-07-09$53.82$38.0015.1%4.5%11.7%14.9%0.0%0.8%2.3%128.1K-2.5M-8.7K0.00101.38N/AN/A00920220
2021-07-12$54.18$38.0017.6%4.6%11.8%23.8%0.0%3.3%1.8%129.4K-2.9M-8.7K0.0094.39N/AN/A5000970180
2021-07-13$54.03$38.0017.4%4.5%11.8%23.0%0.0%3.5%2.3%82.5K-2.1M-5.9K0.0094.64N/AN/A00730180
2021-07-14$53.44$38.0017.2%4.9%12.5%22.2%17.1%1.1%0.9%84.4K-2.0M-5.7K0.0096.85N/AN/A100730180
2021-07-15$53.49$38.0016.7%4.8%12.3%20.5%0.0%1.9%0.4%30.2K-1.4M-2.5K0.0096.64N/AN/A00480180
2021-07-16$53.47$38.0016.3%4.7%12.2%19.2%0.0%1.8%1.2%30.0K-1.4M-2.6K0.00100.00N/AN/A00480180
2021-07-19$52.53$38.0019.2%5.5%12.6%29.1%19.0%0.1%0.4%27.2K-1.2M-2.8K0.5097.54N/AN/A201046565
2021-07-20$53.74$38.0018.4%5.3%13.9%26.6%0.0%7.8%0.3%30.4K-1.4M-2.9K0.0099.16N/AN/A5048075
2021-07-21$53.87$38.0018.6%5.3%13.8%27.2%0.0%2.3%0.3%31.0K-1.5M-2.8K0.00101.30N/AN/A0048575
2021-07-22$53.84$38.0017.2%4.9%13.8%22.2%15.8%4.3%0.9%30.5K-1.4M-2.6K0.20102.53N/AN/A25548575
2021-07-23$54.22$38.0016.2%4.6%14.0%18.8%0.0%0.9%1.1%34.1K-1.6M-3.0K0.00103.08N/AN/A25051075
2021-07-26$53.60$38.0017.7%5.1%14.5%24.2%21.2%0.9%0.6%34.6K-1.5M-3.1K2.6793.72N/AN/A154051075
2021-07-27$53.79$38.0016.7%4.8%14.5%20.4%0.0%4.6%3.0%41.0K-1.6M-3.6K0.5097.20N/AN/A301553575
2021-07-28$53.62$48.0015.9%4.6%14.6%17.7%0.0%3.6%2.2%38.2K-1.5M-3.5K0.0098.62N/AN/A00540115
2021-07-29$53.83$48.0016.7%4.8%14.5%20.5%0.0%5.4%0.7%41.9K-1.6M-3.9K0.0097.81N/AN/A50570130
2021-07-30$53.73$48.0016.9%4.9%14.4%21.3%0.0%4.6%1.3%41.5K-1.6M-4.0K0.0097.34N/AN/A00570130