IHF Options History — September 2021

In September 2021, IHF traded between $51.35 and $54.55. ATM implied volatility averaged 18.9%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 4.6% (HV 20d: 14.2%). Max pain ranged from $53.00 to $54.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.77.

Notable Days

  • 2021-09-30: Highest Volume — 205 contracts
  • 2021-09-20: Largest IV spike — 23.7% change
  • 2021-09-30: Highest IV Rank — 44.1%
  • 2021-09-30: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.14$51.35$54.55$53.68$51.35
Max Pain$53.81$53.00$54.00$53.00$53.00
ATM IV18.9%14.1%23.5%16.1%23.5%
Expected Move5.5%4.4%6.7%4.6%6.7%
HV 20d14.2%11.0%16.8%13.5%16.8%
HV 60d13.9%12.8%14.9%12.8%14.9%
IV Rank28.0%11.5%44.1%18.3%44.1%
IV Percentile40.6%1.6%78.2%13.1%78.2%
Term Structure0.6%-1.4%2.0%-0.7%-0.8%
VWIV19.2%14.7%25.2%17.5%20.4%
Skew 25d3.0%-4.3%8.7%1.6%-3.5%
Skew 10d8.0%-5.2%16.2%-5.2%9.1%
Call IV 25d17.9%12.9%25.2%17.2%25.2%
Put IV 25d21.0%17.4%24.2%18.8%21.6%
Bid-Ask Spread %96.2489.08105.48105.4898.66
Gamma HHI0.150.130.160.150.15
Net GEX-1.2K-68.4K65.5K-41.9K-41.1K
Net DEX-1.4M-1.8M-1.1M-1.4M-1.2M
Net VEX-7.7K-8.4K-6.3K-6.9K-8.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.005.000.070.03
Total Volume46.429020520205
Total OI1,423.5711,1901,7701,3801,295

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$53.68$53.0016.1%4.6%13.5%18.3%17.5%1.6%-0.7%-41.9K-1.4M-6.9K0.00105.48N/AN/A020680700
2021-09-02$54.51$54.0014.1%4.4%11.0%11.5%14.7%7.0%1.9%44.6K-1.8M-6.3K0.0794.39N/AN/A14510710690
2021-09-03$54.55$54.0014.7%4.6%11.0%13.7%0.0%3.5%1.3%33.0K-1.7M-6.7K0.0090.69N/AN/A05710695
2021-09-07$54.14$54.0016.6%5.1%11.3%20.3%17.1%4.5%-0.4%45.8K-1.7M-7.9K0.1390.35N/AN/A11515825695
2021-09-08$53.63$54.0017.2%4.9%11.5%22.3%25.2%1.5%2.0%14.4K-1.6M-7.4K0.0089.08N/AN/A010825695
2021-09-09$53.80$54.0017.8%5.1%11.2%24.5%0.0%3.5%1.0%40.5K-1.7M-7.9K0.0099.52N/AN/A015880690
2021-09-10$52.67$54.0018.3%5.2%13.8%26.0%18.0%-0.1%1.8%-45.2K-1.3M-7.7K0.9594.36N/AN/A9590880695
2021-09-13$53.24$54.0019.8%5.7%14.2%31.2%24.5%3.4%0.4%-23.4K-1.4M-7.1K5.0096.09N/AN/A1050830690
2021-09-14$52.62$54.0019.7%5.7%14.7%31.0%0.0%-4.3%0.8%-68.4K-1.1M-8.1K0.0095.71N/AN/A150855760
2021-09-15$53.23$54.0018.7%5.3%15.1%27.4%0.0%4.6%0.8%37.9K-1.4M-7.9K0.0097.44N/AN/A00955810
2021-09-16$53.27$54.0018.7%5.4%14.5%27.4%18.2%5.8%0.9%-10.7K-1.4M-8.4K0.5092.93N/AN/A105960810
2021-09-17$53.72$54.0019.0%5.4%14.7%28.4%0.0%8.7%0.4%65.5K-1.6M-7.6K0.0091.17N/AN/A05960810
2021-09-20$52.76$54.0023.4%6.7%15.5%44.0%0.0%5.0%-1.4%-9.5K-1.2M-8.0K0.0092.67N/AN/A00755435
2021-09-21$53.05$54.0022.0%6.3%15.7%39.0%0.0%4.9%0.3%248-1.3M-8.0K0.0093.75N/AN/A05755435
2021-09-22$52.96$54.0020.5%5.9%15.7%33.7%0.0%5.8%0.4%-5.8K-1.3M-7.6K0.00100.53N/AN/A1000755435
2021-09-23$53.11$54.0018.4%5.3%15.7%26.5%0.0%5.0%0.6%-439-1.3M-7.6K0.00100.66N/AN/A00755440
2021-09-24$52.73$54.0016.9%4.9%15.7%21.3%17.3%4.0%1.7%-11.2K-1.3M-7.3K1.0095.90N/AN/A55755440
2021-09-27$52.80$54.0018.5%5.3%15.2%26.7%0.0%4.4%1.9%-2.8K-1.6M-8.1K0.0097.21N/AN/A00830440
2021-09-28$52.03$53.0020.6%5.9%16.0%34.0%20.4%-0.8%1.1%-23.5K-1.4M-8.3K0.0099.39N/AN/A015835445
2021-09-29$52.19$53.0021.5%6.2%16.0%37.2%0.0%-0.8%-0.9%-23.1K-1.4M-8.0K0.00105.03N/AN/A250835445
2021-09-30$51.35$53.0023.5%6.7%16.8%44.1%0.0%-3.5%-0.8%-41.1K-1.2M-8.1K0.0398.66N/AN/A2005835460