IHF Options History — April 2022

In April 2022, IHF traded between $53.38 and $59.29. ATM implied volatility averaged 23.3%, placing in the 52.7% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 3.7% (HV 20d: 19.6%). Max pain ranged from $42.00 to $47.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.18.

Notable Days

  • 2022-04-21: Highest Volume — 2,005 contracts
  • 2022-04-06: Largest IV spike — 19.0% change
  • 2022-04-26: Highest IV Rank — 77.6%
  • 2022-04-26: Largest Expected Move — 8.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.95$53.38$59.29$57.07$53.38
Max Pain$42.25$42.00$47.00$42.00$47.00
ATM IV23.3%17.8%28.8%17.8%28.5%
Expected Move6.6%5.3%8.2%5.3%8.2%
HV 20d19.6%14.1%25.9%20.7%25.9%
HV 60d20.8%19.5%22.7%21.5%22.7%
IV Rank52.7%31.0%77.6%31.0%76.6%
IV Percentile79.4%41.3%97.2%41.3%96.8%
Term Structure0.5%-1.7%2.5%2.5%-1.3%
VWIV22.4%18.1%28.9%19.5%27.9%
Skew 25d6.3%3.9%12.4%3.9%5.0%
Skew 10d8.4%0.2%17.2%6.3%8.7%
Call IV 25d20.2%16.3%26.9%20.6%26.9%
Put IV 25d26.4%21.7%33.7%24.5%31.9%
Bid-Ask Spread %91.2685.8596.7492.6795.80
Gamma HHI0.140.090.170.150.09
Net GEX132.0K46.1K200.2K152.9K46.1K
Net DEX-4.3M-5.4M-2.6M-4.4M-2.6M
Net VEX-13.6K-16.3K-10.8K-14.0K-10.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.140.210.140.15
Total Volume1,854.5402,0051,8901,970
Total OI2,198.752,1002,2952,2052,200

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$57.07$42.0017.8%5.3%20.7%31.0%19.5%3.9%2.5%152.9K-4.4M-14.0K0.1492.67N/AN/A1,6602301,805400
2022-04-04$56.46$42.0021.2%5.8%20.1%45.8%20.7%4.7%0.6%144.0K-4.1M-14.0K0.1888.77N/AN/A1,6653051,805410
2022-04-05$56.56$42.0019.0%5.5%19.3%36.4%19.4%5.0%2.4%106.5K-4.1M-15.0K0.1994.39N/AN/A1,6653151,810460
2022-04-06$57.37$42.0022.7%6.2%17.9%52.4%21.0%7.7%0.7%115.9K-4.3M-15.0K0.1989.37N/AN/A1,6653151,815470
2022-04-07$58.33$42.0021.9%6.2%18.5%49.2%21.2%7.4%1.5%148.9K-5.0M-15.5K0.2087.15N/AN/A1,6653251,815470
2022-04-08$58.83$42.0022.3%6.1%18.3%46.7%21.3%6.3%1.7%168.8K-5.4M-16.3K0.2089.75N/AN/A1,6653251,815480
2022-04-11$57.93$42.0024.2%6.6%18.1%56.0%21.0%5.6%1.0%147.6K-4.9M-14.8K0.2185.85N/AN/A1,5553251,800480
2022-04-12$57.70$42.0025.2%6.8%16.1%60.5%21.8%5.9%0.3%138.2K-4.7M-14.5K0.2187.54N/AN/A1,5603251,810480
2022-04-13$58.26$42.0022.1%6.3%16.3%45.8%20.4%6.1%1.9%154.0K-4.9M-14.3K0.2186.91N/AN/A1,5653251,760480
2022-04-14$58.16$42.0022.2%6.4%14.1%46.2%20.4%5.3%-1.2%179.9K-5.0M-14.2K0.2186.72N/AN/A1,5603251,760480
2022-04-18$57.26$42.0022.8%6.5%15.3%49.0%22.5%6.6%1.5%156.3K-4.5M-13.8K0.1888.17N/AN/A1,6602951,730370
2022-04-19$58.15$42.0020.3%5.8%15.9%37.3%18.1%9.2%1.2%168.6K-4.7M-13.0K0.1892.88N/AN/A1,6552951,725395
2022-04-20$59.29$42.0020.5%5.9%17.0%38.0%21.5%5.5%1.0%200.2K-5.4M-13.9K0.2091.31N/AN/A1,6653251,725400
2022-04-21$58.25$42.0022.9%6.6%17.7%49.7%21.4%5.6%-0.3%164.5K-4.9M-13.3K0.2093.09N/AN/A1,6753301,710415
2022-04-22$55.73$42.0025.4%7.3%23.8%61.6%23.3%4.4%-0.4%105.7K-3.7M-12.5K0.1995.30N/AN/A1,6803251,720420
2022-04-25$55.94$42.0026.5%7.6%23.9%66.7%26.4%9.0%-1.7%101.9K-3.5M-12.3K0.1492.55N/AN/A1,6902401,735425
2022-04-26$54.84$42.0028.8%8.2%24.6%77.6%24.3%4.8%-1.1%83.8K-3.2M-11.5K0.1494.73N/AN/A1,6902401,725405
2022-04-27$54.73$42.0026.9%7.7%24.5%68.9%28.9%4.9%-0.4%81.6K-3.1M-11.5K0.0095.44N/AN/A0401,725405
2022-04-28$54.77$42.0024.6%7.1%24.5%58.0%26.3%12.4%-0.4%74.8K-3.0M-11.2K0.1596.74N/AN/A1,7152601,730410
2022-04-29$53.38$47.0028.5%8.2%25.9%76.6%27.9%5.0%-1.3%46.1K-2.6M-10.8K0.1595.80N/AN/A1,7202501,770430