IHF Options History — August 2021

In August 2021, IHF traded between $52.28 and $54.60. ATM implied volatility averaged 17.2%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 2.5% (HV 20d: 14.7%). Max pain ranged from $48.00 to $53.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 6.30.

Notable Days

  • 2021-08-05: Highest Volume — 260 contracts
  • 2021-08-03: Largest IV drop — 16.4% change
  • 2021-08-02: Highest IV Rank — 28.8%
  • 2021-08-02: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.17$52.28$54.60$54.18$53.67
Max Pain$52.14$48.00$53.00$48.00$53.00
ATM IV17.2%14.7%19.1%19.1%14.7%
Expected Move5.0%4.2%5.5%5.5%4.2%
HV 20d14.7%13.0%17.0%14.6%13.6%
HV 60d12.6%12.3%12.9%12.7%12.8%
IV Rank22.3%13.5%28.8%28.8%13.5%
IV Percentile23.0%2.4%37.3%34.9%2.4%
Term Structure1.4%-0.4%3.3%-0.4%1.2%
VWIV17.3%14.4%20.7%19.7%16.0%
Skew 25d4.5%0.9%12.1%9.7%4.5%
Skew 10d6.0%0.9%14.8%4.1%2.4%
Call IV 25d15.6%10.9%19.3%12.5%16.2%
Put IV 25d20.1%17.0%23.0%22.2%20.7%
Bid-Ask Spread %96.5383.70103.72100.32101.74
Gamma HHI0.140.110.170.110.14
Net GEX-10.0K-84.8K59.4K43.1K-38.7K
Net DEX-1.5M-2.2M-965.5K-1.7M-1.4M
Net VEX-6.5K-7.9K-3.2K-3.8K-7.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.300.0049.000.000.83
Total Volume600260555
Total OI1,194.5457001,5107001,380

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$54.18$48.0019.1%5.5%14.6%28.8%0.0%9.7%-0.4%43.1K-1.7M-3.8K0.00100.32N/AN/A50570130
2021-08-03$54.60$48.0016.0%4.6%14.6%17.9%0.0%8.1%-0.4%43.7K-1.8M-3.2K0.00103.63N/AN/A00575130
2021-08-04$54.41$48.0018.3%5.2%14.7%26.0%0.0%12.1%0.1%46.7K-1.7M-3.8K0.00103.32N/AN/A2250580130
2021-08-05$53.02$51.0017.4%5.4%17.0%23.1%19.7%2.3%1.4%39.4K-1.5M-3.7K3.0088.68N/AN/A65195580130
2021-08-06$53.23$51.0016.4%4.7%16.6%19.6%18.1%2.8%2.8%59.4K-1.9M-4.4K5.6093.53N/AN/A25140680130
2021-08-09$53.06$53.0017.3%4.8%16.4%22.5%18.1%3.1%2.9%15.4K-1.8M-6.2K8.0098.48N/AN/A540735305
2021-08-10$52.62$53.0016.3%4.9%16.6%19.3%17.7%2.9%3.3%-13.4K-1.5M-7.9K0.7184.88N/AN/A3525815450
2021-08-11$52.30$53.0017.7%5.1%16.3%24.0%20.7%1.9%2.6%-19.8K-1.4M-7.3K25.0084.22N/AN/A5125815440
2021-08-12$52.37$53.0018.0%5.2%16.3%25.2%0.0%4.0%2.0%-22.7K-1.5M-7.9K0.0083.70N/AN/A00845450
2021-08-13$52.28$53.0017.1%4.9%16.3%22.1%0.0%3.7%1.4%-58.2K-1.3M-7.9K0.0092.34N/AN/A00845575
2021-08-16$52.71$53.0016.8%4.8%15.3%20.9%17.7%3.5%1.4%-41.0K-1.5M-7.8K0.6086.27N/AN/A2515845570
2021-08-17$53.02$53.0016.3%4.7%13.0%19.3%0.0%3.8%2.7%24.6K-1.8M-7.4K0.00100.53N/AN/A50895570
2021-08-18$52.45$53.0018.8%5.4%13.4%27.7%18.1%1.0%1.3%9.3K-1.7M-7.7K0.00101.10N/AN/A015905560
2021-08-19$52.69$53.0018.9%5.4%13.6%28.3%0.0%5.3%1.2%35.1K-1.6M-7.3K0.00100.22N/AN/A00950560
2021-08-20$53.35$53.0017.8%5.1%14.1%24.4%0.0%0.9%2.5%14.9K-2.2M-6.4K0.5099.71N/AN/A105950550
2021-08-23$53.37$53.0018.4%5.3%13.5%26.3%14.9%3.4%1.1%-31.0K-1.3M-6.8K49.00103.72N/AN/A5245640465
2021-08-24$53.41$53.0017.9%5.1%13.5%24.8%0.0%4.6%0.1%-35.4K-1.3M-6.6K0.00101.02N/AN/A50640465
2021-08-25$53.27$53.0017.1%4.9%13.5%21.9%14.4%4.9%0.7%-71.6K-1.1M-7.8K0.2595.73N/AN/A205645695
2021-08-26$52.88$53.0016.2%4.6%13.6%18.7%0.0%4.2%1.4%-84.8K-965.5K-7.9K0.00100.86N/AN/A00650695
2021-08-27$53.42$53.0016.1%4.6%14.2%18.5%15.2%7.2%0.6%-78.2K-1.1M-7.5K1.0098.76N/AN/A1010670700
2021-08-30$53.44$53.0016.2%4.6%13.8%18.7%0.0%4.4%1.5%-57.8K-1.2M-7.4K0.00101.03N/AN/A00670700
2021-08-31$53.67$53.0014.7%4.2%13.6%13.5%16.0%4.5%1.2%-38.7K-1.4M-7.1K0.83101.74N/AN/A3025680700