IHF Options History — June 2022

In June 2022, IHF traded between $47.80 and $52.52. ATM implied volatility averaged 26.2%, placing in the 56.9% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 0.7% (HV 20d: 25.5%). Max pain ranged from $41.00 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.30.

Notable Days

  • 2022-06-16: Highest Volume — 2,050 contracts
  • 2022-06-02: Largest IV drop — 17.2% change
  • 2022-06-14: Highest IV Rank — 79.0%
  • 2022-06-14: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.69$47.80$52.52$52.31$51.02
Max Pain$50.14$41.00$55.00$53.00$52.00
ATM IV26.2%22.2%31.6%26.8%27.2%
Expected Move7.5%6.4%9.0%7.7%7.8%
HV 20d25.5%22.2%28.6%28.6%26.6%
HV 60d25.3%23.8%26.7%24.9%26.7%
IV Rank56.9%40.1%79.0%59.2%60.7%
IV Percentile81.1%66.3%98.4%86.1%85.7%
Term Structure0.0%-1.8%2.0%-1.5%-1.0%
VWIV27.1%18.2%32.8%24.2%28.8%
Skew 25d6.3%2.0%10.2%3.6%2.0%
Skew 10d9.8%-1.0%22.4%0.0%2.7%
Call IV 25d23.2%19.5%29.8%22.1%27.7%
Put IV 25d29.5%25.5%34.7%25.7%29.7%
Bid-Ask Spread %89.2480.08101.7395.79101.73
Gamma HHI0.110.080.160.090.12
Net GEX49.0K5.2K93.4K62.6K77.6K
Net DEX-1.5M-2.8M-316.9K-1.7M-2.5M
Net VEX-9.4K-12.0K-6.4K-10.2K-11.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.190.410.300.19
Total Volume1,931.6671,8102,0501,8801,965
Total OI2,042.8571,8202,2751,8202,275

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$52.31$53.0026.8%7.7%28.6%59.2%24.2%3.6%-1.5%62.6K-1.7M-10.2K0.3095.79N/AN/A1,4504301,485335
2022-06-02$52.52$55.0022.2%6.7%26.3%40.1%24.5%10.2%0.4%69.4K-1.5M-10.1K0.3084.21N/AN/A1,4504301,485335
2022-06-03$51.73$41.0023.9%6.4%25.1%47.0%18.2%4.7%2.0%63.7K-1.5M-9.9K0.3387.17N/AN/A1,4454701,505365
2022-06-06$51.96$41.0025.3%6.7%25.0%53.1%22.6%7.7%0.7%63.8K-1.5M-9.5K0.3380.42N/AN/A1,4354701,520420
2022-06-07$52.42$49.0024.8%6.7%22.2%50.8%21.7%6.7%-0.1%75.5K-1.6M-10.3K0.3880.08N/AN/A1,4355401,520425
2022-06-08$52.00$49.0022.5%6.4%22.4%41.3%22.1%7.2%1.1%38.4K-1.4M-9.5K0.3884.60N/AN/A1,4355401,520475
2022-06-09$51.10$49.0024.6%7.0%23.0%49.9%27.0%3.8%0.3%22.5K-1.2M-8.8K0.4186.43N/AN/A1,4355951,520475
2022-06-10$50.80$50.0025.7%7.4%23.1%54.6%30.4%8.4%0.4%5.2K-894.3K-8.7K0.4191.83N/AN/A1,4355951,520530
2022-06-13$48.52$50.0029.7%8.5%26.7%71.2%31.3%4.9%1.1%13.8K-529.9K-7.5K0.4085.86N/AN/A1,4405701,520480
2022-06-14$48.27$50.0031.6%9.0%26.6%79.0%32.8%8.2%-1.8%18.7K-591.5K-7.8K0.4087.51N/AN/A1,4405701,525455
2022-06-15$48.87$50.0028.0%8.0%26.7%64.3%30.6%9.6%-0.9%13.3K-611.1K-7.3K0.3991.62N/AN/A1,4605701,525460
2022-06-16$47.80$50.0029.7%8.5%23.9%71.4%32.1%9.8%-0.3%8.0K-316.9K-6.4K0.3988.86N/AN/A1,4805701,550460
2022-06-17$48.07$50.0028.8%8.3%23.6%67.7%28.4%8.0%-0.3%6.8K-410.3K-6.6K0.2895.32N/AN/A1,4804151,500460
2022-06-21$49.29$52.0028.1%8.1%25.2%64.8%27.0%7.1%-0.4%21.9K-817.8K-6.5K0.2389.31N/AN/A1,4803351,455425
2022-06-22$50.04$52.0026.6%7.6%25.8%58.3%28.6%4.9%1.0%49.1K-1.7M-9.6K0.2383.80N/AN/A1,4753351,695425
2022-06-23$51.00$52.0025.3%7.3%26.8%53.2%28.9%6.5%-0.1%72.7K-2.4M-11.4K0.2387.94N/AN/A1,4853351,805425
2022-06-24$51.57$52.0024.6%7.0%27.1%49.9%27.4%4.8%-0.6%81.7K-2.5M-11.8K0.2391.16N/AN/A1,4853351,815425
2022-06-27$52.13$52.0025.0%7.2%27.1%51.7%26.6%4.9%-0.4%93.4K-2.8M-12.0K0.2190.96N/AN/A1,5003201,815420
2022-06-28$51.48$52.0026.0%7.4%27.0%55.8%27.7%5.6%0.0%82.9K-2.7M-11.6K0.1992.77N/AN/A1,6453201,845430
2022-06-29$51.71$52.0024.6%7.0%26.4%49.9%28.8%4.2%0.8%88.2K-2.7M-11.5K0.1996.65N/AN/A1,6453201,845430
2022-06-30$51.02$52.0027.2%7.8%26.6%60.7%28.8%2.0%-1.0%77.6K-2.5M-11.2K0.19101.73N/AN/A1,6453201,845430