IHF Options History — October 2021

In October 2021, IHF traded between $50.37 and $55.71. ATM implied volatility averaged 20.4%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 3.2% (HV 20d: 17.1%). Max pain ranged from $51.00 to $53.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 4.79.

Notable Days

  • 2021-10-29: Highest Volume — 1,370 contracts
  • 2021-10-04: Largest IV spike — 25.3% change
  • 2021-10-04: Highest IV Rank — 56.0%
  • 2021-10-06: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.74$50.37$55.71$51.16$55.71
Max Pain$51.81$51.00$53.00$53.00$52.00
ATM IV20.4%16.0%26.9%21.5%16.1%
Expected Move5.6%4.6%7.0%6.2%4.6%
HV 20d17.1%14.8%19.5%15.4%17.2%
HV 60d15.4%14.2%16.2%14.8%15.3%
IV Rank33.3%18.0%56.0%37.1%18.6%
IV Percentile51.9%11.9%90.5%62.7%15.5%
Term Structure0.7%-1.0%2.2%1.1%0.9%
VWIV21.2%16.7%26.4%23.5%17.0%
Skew 25d4.4%0.7%11.0%2.9%1.1%
Skew 10d6.2%-5.5%17.1%-5.5%0.8%
Call IV 25d17.9%13.4%25.9%25.9%17.3%
Put IV 25d22.3%18.2%28.8%28.8%18.3%
Bid-Ask Spread %95.6188.95100.7097.70100.70
Gamma HHI0.140.120.180.140.16
Net GEX-25.0K-189.5K101.5K-49.6K101.5K
Net DEX-2.0M-3.4M-728.2K-955.7K-3.4M
Net VEX-8.8K-10.4K-6.9K-8.5K-6.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.790.0039.0039.000.33
Total Volume533.33301,3702001,370
Total OI1,721.9051,3101,9951,3101,690

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$51.16$53.0021.5%6.2%15.4%37.1%23.5%2.9%1.1%-49.6K-955.7K-8.5K39.0097.70N/AN/A5195850460
2021-10-04$50.45$52.0026.9%6.6%15.8%56.0%25.9%4.4%-0.2%-52.4K-1.1M-8.9K7.0089.96N/AN/A535945465
2021-10-05$50.73$52.0023.0%6.5%16.1%42.4%25.3%4.0%0.3%-101.3K-1.0M-9.6K0.2088.95N/AN/A10020945655
2021-10-06$50.37$52.0025.7%7.0%16.0%51.9%23.3%5.8%-1.0%-121.2K-728.2K-9.5K9.0092.31N/AN/A25225950690
2021-10-07$51.40$52.0025.8%6.3%17.9%52.3%26.4%6.4%0.3%-98.0K-1.3M-9.7K20.0096.72N/AN/A102001,015705
2021-10-08$51.41$52.0023.1%6.3%16.4%42.9%24.5%11.0%0.4%-90.2K-1.5M-9.6K0.6095.95N/AN/A25151,035710
2021-10-11$50.99$52.0025.6%5.7%16.0%51.5%0.0%7.8%2.2%-148.8K-1.2M-10.4K0.0097.50N/AN/A1001,030910
2021-10-12$50.83$52.0025.0%6.0%15.6%49.5%22.2%4.0%1.5%-175.7K-1.0M-10.1K0.0097.35N/AN/A0251,035920
2021-10-13$50.86$52.0020.4%5.9%14.8%33.5%21.0%1.8%0.4%-189.5K-987.5K-9.9K0.0097.96N/AN/A0201,045920
2021-10-14$51.97$52.0018.9%5.4%17.0%28.2%18.0%4.7%0.3%-107.0K-1.7M-9.8K1.4399.23N/AN/A35501,045940
2021-10-15$52.60$52.0017.0%4.9%17.4%21.4%0.0%6.9%0.4%-51.8K-2.0M-9.1K0.0099.42N/AN/A0301,045950
2021-10-18$52.22$52.0019.2%5.5%16.4%29.2%23.1%2.7%0.1%578-2.0M-9.1K2.8093.33N/AN/A2570985635
2021-10-19$52.65$52.0017.9%5.1%16.5%24.7%0.0%4.1%0.1%8.7K-2.1M-9.0K0.0092.77N/AN/A00985635
2021-10-20$54.05$52.0016.9%4.9%19.0%21.3%19.2%7.4%0.9%35.5K-2.6M-8.8K0.1994.31N/AN/A1,0101901,000700
2021-10-21$54.75$51.0017.2%4.9%19.5%22.3%17.6%5.6%-0.8%64.2K-3.0M-7.3K0.1794.36N/AN/A1,1151901,010690
2021-10-22$54.94$51.0016.0%4.6%19.2%18.0%16.7%0.7%1.7%98.4K-3.2M-7.5K0.1797.15N/AN/A1,1151901,050685
2021-10-25$54.86$51.0018.0%5.2%19.2%25.0%18.4%4.9%0.6%82.3K-3.2M-7.9K0.1792.70N/AN/A1,1151901,050680
2021-10-26$55.32$51.0017.8%5.1%18.3%24.2%18.9%2.2%1.7%90.6K-3.3M-7.5K0.1494.30N/AN/A1,1101501,050670
2021-10-27$54.90$51.0018.0%5.2%18.7%25.1%20.1%2.4%0.7%85.4K-3.2M-8.3K0.1596.75N/AN/A1,0051551,050645
2021-10-28$55.35$52.0017.6%5.0%17.4%23.6%20.0%2.4%1.9%93.7K-3.3M-7.5K0.1598.40N/AN/A1,0151551,040645
2021-10-29$55.71$52.0016.1%4.6%17.2%18.6%17.0%1.1%0.9%101.5K-3.4M-6.9K0.33100.70N/AN/A1,0303401,045645