IHF Options History — February 2022

In February 2022, IHF traded between $52.57 and $55.71. ATM implied volatility averaged 23.6%, placing in the 68.3% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 4.2% (HV 20d: 19.4%). Max pain ranged from $52.00 to $53.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.20.

Notable Days

  • 2022-02-15: Highest Volume — 2,170 contracts
  • 2022-02-28: Largest IV spike — 23.2% change
  • 2022-02-28: Highest IV Rank — 93.7%
  • 2022-02-28: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.14$52.57$55.71$53.20$54.34
Max Pain$52.11$52.00$53.00$53.00$52.00
ATM IV23.6%18.9%28.4%22.7%28.4%
Expected Move6.7%5.4%8.1%6.5%8.1%
HV 20d19.4%17.2%22.5%21.1%22.1%
HV 60d19.4%18.4%20.1%18.4%20.1%
IV Rank68.3%43.4%93.7%63.4%93.7%
IV Percentile85.8%56.3%98.8%84.5%98.8%
Term Structure-0.4%-3.1%1.1%0.2%-3.1%
VWIV24.0%21.1%27.8%21.6%27.8%
Skew 25d7.8%3.8%16.2%4.8%10.9%
Skew 10d12.2%2.9%22.2%6.3%21.5%
Call IV 25d20.8%14.3%26.6%22.0%22.8%
Put IV 25d28.6%23.2%34.8%26.7%33.6%
Bid-Ask Spread %95.3591.64101.96101.9697.60
Gamma HHI0.110.090.200.100.11
Net GEX22.6K-39.9K95.7K-9.7K87.6K
Net DEX-2.9M-4.3M-1.9M-2.4M-2.4M
Net VEX-14.1K-15.5K-12.1K-14.6K-12.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.110.280.280.11
Total Volume1,923.6841,5002,1701,9801,500
Total OI2,263.1581,7002,5352,4101,705

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$53.20$53.0022.7%6.5%21.1%63.4%21.6%4.8%0.2%-9.7K-2.4M-14.6K0.28101.96N/AN/A1,5504301,735675
2022-02-02$54.24$53.0020.6%5.9%22.5%52.0%22.0%5.9%1.0%-12.7K-2.8M-14.3K0.28100.97N/AN/A1,5604301,735680
2022-02-03$54.37$52.0021.2%6.1%22.5%55.2%21.1%6.0%-0.0%-5.2K-3.2M-15.0K0.2894.74N/AN/A1,5604301,745680
2022-02-04$54.42$52.0023.1%6.2%17.8%65.6%22.6%11.3%0.8%792-3.0M-15.2K0.2891.64N/AN/A1,5604301,745680
2022-02-07$54.16$52.0023.7%6.4%17.6%68.8%22.2%8.0%-0.7%-4.5K-3.0M-14.1K0.2692.79N/AN/A1,6604301,745685
2022-02-08$55.39$52.0021.3%6.2%19.3%56.2%22.8%12.4%-0.7%32.2K-3.9M-15.3K0.2694.20N/AN/A1,6604351,840680
2022-02-09$55.71$52.0018.9%5.4%18.1%43.4%21.6%5.3%0.6%50.5K-4.3M-15.3K0.2697.01N/AN/A1,6654301,845690
2022-02-10$55.13$52.0021.4%6.1%18.2%56.6%23.5%7.4%-0.3%36.2K-3.9M-15.4K0.1893.57N/AN/A1,7653151,845690
2022-02-11$54.35$52.0024.0%6.9%18.8%70.2%23.8%4.7%-1.6%2.6K-3.3M-15.5K0.1895.09N/AN/A1,7653151,840690
2022-02-14$53.85$52.0025.4%7.3%19.1%77.9%26.0%4.9%-0.7%-16.7K-2.9M-14.8K0.1892.83N/AN/A1,7653151,840690
2022-02-15$54.34$52.0024.6%7.1%17.2%73.5%24.9%7.1%-1.1%3.1K-3.4M-14.6K0.2394.91N/AN/A1,7654051,840690
2022-02-16$55.04$52.0021.3%6.1%17.6%56.0%23.6%7.1%-0.8%29.4K-3.8M-13.9K0.2394.95N/AN/A1,7654051,840630
2022-02-17$53.89$52.0023.7%6.8%19.3%68.7%24.9%3.8%1.1%-39.9K-2.6M-14.0K0.2094.78N/AN/A1,7903551,750630
2022-02-18$53.40$52.0026.0%7.5%18.7%81.2%25.2%8.3%-0.9%-33.0K-2.1M-13.1K0.1794.68N/AN/A1,7903051,745600
2022-02-22$52.96$52.0027.8%8.0%18.9%90.5%27.1%7.3%-1.9%74.0K-2.0M-12.9K0.1195.85N/AN/A1,3501501,395305
2022-02-23$52.57$52.0026.4%7.6%18.9%82.9%27.2%5.6%0.2%67.9K-2.0M-12.1K0.1194.99N/AN/A1,3501501,400305
2022-02-24$52.76$52.0025.1%7.2%18.5%76.2%23.2%16.2%0.5%71.6K-1.9M-12.2K0.1194.85N/AN/A1,3501501,400305
2022-02-25$54.63$52.0023.1%6.6%22.0%65.3%24.9%11.4%-0.3%95.7K-2.5M-13.2K0.1194.27N/AN/A1,3501501,400305
2022-02-28$54.34$52.0028.4%8.1%22.1%93.7%27.8%10.9%-3.1%87.6K-2.4M-12.9K0.1197.60N/AN/A1,3501501,400305