IHF Options History — May 2022

In May 2022, IHF traded between $50.72 and $54.44. ATM implied volatility averaged 28.8%, placing in the 70.2% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 0.3% (HV 20d: 29.2%). Max pain ranged from $44.00 to $54.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.20.

Notable Days

  • 2022-05-17: Highest Volume — 2,635 contracts
  • 2022-05-09: Largest IV spike — 20.2% change
  • 2022-05-09: Highest IV Rank — 100.0%
  • 2022-05-10: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.33$50.72$54.44$52.73$52.78
Max Pain$52.24$44.00$54.00$47.00$53.00
ATM IV28.8%23.5%36.6%30.2%25.3%
Expected Move8.1%6.7%9.1%8.7%7.2%
HV 20d29.2%25.8%32.0%25.9%28.5%
HV 60d24.6%22.8%26.0%22.8%25.0%
IV Rank70.2%45.6%100.0%84.5%52.8%
IV Percentile92.1%73.8%100.0%98.8%79.0%
Term Structure-1.1%-2.9%0.8%-1.2%-0.8%
VWIV29.2%25.0%31.6%28.5%25.6%
Skew 25d7.3%2.3%12.3%5.1%2.3%
Skew 10d14.5%2.2%23.3%2.2%2.3%
Call IV 25d24.6%19.7%28.9%27.8%23.0%
Put IV 25d31.9%25.3%36.9%32.9%25.3%
Bid-Ask Spread %85.0375.7799.5393.7694.38
Gamma HHI0.080.060.100.070.10
Net GEX14.6K-49.6K57.2K30.1K44.7K
Net DEX-1.9M-2.9M-1.1M-2.2M-1.9M
Net VEX-10.9K-13.2K-8.4K-10.0K-11.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.140.300.150.30
Total Volume2,1001,7552,6351,8951,880
Total OI2,327.1431,9852,8602,2202,020

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$52.73$47.0030.2%8.7%25.9%84.5%28.5%5.1%-1.2%30.1K-2.2M-10.0K0.1593.76N/AN/A1,6452501,780440
2022-05-03$52.82$47.0028.0%8.0%25.8%74.0%27.1%5.0%0.8%30.9K-2.4M-10.2K0.1697.04N/AN/A1,6452601,815435
2022-05-04$54.44$44.0026.0%7.5%28.4%64.4%25.0%7.2%0.4%49.3K-2.9M-10.6K0.1599.53N/AN/A1,6452551,815430
2022-05-05$52.98$54.0029.8%8.1%29.1%82.4%27.7%6.0%-1.3%41.8K-2.5M-10.7K0.1581.14N/AN/A1,6452551,815430
2022-05-06$53.31$54.0030.5%8.1%28.4%85.8%29.4%12.3%-0.9%24.6K-2.4M-9.7K0.1476.98N/AN/A1,8352551,815435
2022-05-09$51.57$54.0036.6%9.0%29.7%100.0%30.7%3.4%-2.9%20.8K-2.0M-8.7K0.1477.61N/AN/A1,8452651,820435
2022-05-10$51.48$54.0036.1%9.1%29.5%97.7%30.2%7.4%-1.3%12.6K-1.9M-8.8K0.1478.20N/AN/A1,8452651,820440
2022-05-11$50.94$54.0030.2%8.7%29.6%73.2%30.6%6.7%-1.5%9.8K-1.7M-8.4K0.1978.63N/AN/A1,7553401,820440
2022-05-12$50.98$53.0031.6%9.1%29.1%79.2%30.9%10.4%-2.1%2.8K-1.5M-10.4K0.1880.36N/AN/A1,9053351,985550
2022-05-13$52.11$53.0029.8%8.6%30.8%71.9%30.0%10.8%-1.9%13.3K-2.0M-11.8K0.1777.22N/AN/A2,0053351,985540
2022-05-16$52.25$53.0028.7%8.2%30.7%67.3%31.6%7.8%-1.7%-9.7K-2.0M-10.5K0.2575.77N/AN/A2,0405201,985540
2022-05-17$52.85$53.0025.6%7.4%30.4%54.4%30.4%7.3%0.5%-28.9K-2.3M-13.2K0.2581.03N/AN/A2,1155202,120740
2022-05-18$50.72$53.0028.9%8.3%31.6%68.1%30.5%7.4%-0.7%-31.0K-1.1M-11.5K0.2276.90N/AN/A2,1154602,120730
2022-05-19$51.25$53.0028.8%8.3%32.0%67.5%29.8%8.5%-1.7%-40.0K-1.5M-12.1K0.2179.96N/AN/A2,1154452,120740
2022-05-20$51.80$53.0027.6%7.9%29.2%62.7%29.0%6.8%-0.3%-49.6K-1.4M-12.1K0.2381.03N/AN/A2,0254602,020730
2022-05-23$52.12$53.0027.0%7.7%29.2%60.0%28.9%7.5%-1.0%29.5K-1.5M-12.3K0.2495.46N/AN/A1,4203351,450535
2022-05-24$52.33$53.0027.9%8.0%28.7%63.9%29.9%7.6%-2.0%23.1K-1.4M-11.5K0.2490.16N/AN/A1,4203351,455535
2022-05-25$52.65$53.0026.5%7.6%28.8%57.9%29.8%8.0%-0.8%34.3K-1.6M-12.1K0.2491.91N/AN/A1,4203351,455535
2022-05-26$53.14$53.0027.0%7.7%29.1%60.0%29.3%7.5%-2.9%40.4K-1.7M-11.9K0.2388.81N/AN/A1,4353351,455535
2022-05-27$53.77$53.0023.5%6.7%28.0%45.6%28.5%8.1%-0.8%57.2K-1.9M-11.8K0.2389.76N/AN/A1,4503351,470535
2022-05-31$52.78$53.0025.3%7.2%28.5%52.8%25.6%2.3%-0.8%44.7K-1.9M-11.5K0.3094.38N/AN/A1,4504301,485535