IHF Options History — July 2022

In July 2022, IHF traded between $51.61 and $55.40. ATM implied volatility averaged 24.9%, placing in the 48.1% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 0.6% (HV 20d: 24.3%). Max pain ranged from $50.00 to $52.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.22.

Notable Days

  • 2022-07-29: Highest Volume — 2,160 contracts
  • 2022-07-13: Largest IV drop — 19.9% change
  • 2022-07-12: Highest IV Rank — 85.4%
  • 2022-07-14: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.30$51.61$55.40$52.03$55.40
Max Pain$50.10$50.00$52.00$52.00$50.00
ATM IV24.9%20.4%33.3%24.4%20.4%
Expected Move6.8%5.9%7.7%7.0%5.9%
HV 20d24.3%21.2%27.6%27.6%21.2%
HV 60d26.5%25.5%27.7%27.0%25.5%
IV Rank48.1%28.1%85.4%49.4%28.1%
IV Percentile67.9%40.1%98.8%68.7%40.1%
Term Structure0.1%-1.4%2.5%2.5%1.5%
VWIV23.4%20.7%30.5%30.5%21.1%
Skew 25d6.4%1.2%10.1%10.1%4.9%
Skew 10d9.5%1.9%15.0%7.4%1.9%
Call IV 25d20.9%19.0%23.8%21.9%19.7%
Put IV 25d27.3%24.5%32.0%32.0%24.5%
Bid-Ask Spread %91.4582.96101.59101.59100.72
Gamma HHI0.140.110.150.130.15
Net GEX134.8K82.3K198.9K88.9K198.9K
Net DEX-3.4M-4.5M-2.5M-2.7M-4.5M
Net VEX-12.8K-14.4K-10.9K-11.2K-13.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.190.270.190.24
Total Volume2,033.251,9502,1601,9652,160
Total OI2,470.752,2752,6702,2752,670

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$52.03$52.0024.4%7.0%27.6%49.4%30.5%10.1%2.5%88.9K-2.7M-11.2K0.19101.59N/AN/A1,6453201,845430
2022-07-05$51.61$50.0026.7%7.5%27.2%57.1%25.0%8.1%-0.6%82.3K-2.5M-10.9K0.2191.93N/AN/A1,6453451,845430
2022-07-06$52.32$50.0027.4%7.4%27.6%59.0%26.4%6.7%0.9%97.7K-2.8M-11.7K0.2182.96N/AN/A1,6453451,845435
2022-07-07$52.70$50.0024.2%7.0%27.5%44.8%22.5%6.4%0.3%98.2K-2.9M-10.9K0.2289.90N/AN/A1,6453551,845435
2022-07-08$53.34$50.0027.6%7.3%27.6%60.0%21.9%8.6%-0.2%119.7K-3.3M-11.7K0.2194.69N/AN/A1,6753551,845495
2022-07-11$52.66$50.0031.6%7.1%27.3%77.5%22.1%6.9%-0.1%117.3K-3.2M-12.7K0.2092.02N/AN/A1,7753552,010495
2022-07-12$52.54$50.0033.3%6.9%27.1%85.4%22.9%5.8%0.0%116.6K-3.2M-12.9K0.2095.92N/AN/A1,7553552,010495
2022-07-13$51.99$50.0026.7%7.7%21.2%55.9%25.1%7.8%-1.0%101.0K-2.9M-13.1K0.2292.73N/AN/A1,7553902,010495
2022-07-14$51.61$50.0026.7%7.7%21.3%56.0%25.2%7.4%-1.3%93.8K-2.7M-13.1K0.2386.35N/AN/A1,7053902,010530
2022-07-15$53.43$50.0023.4%6.7%23.9%41.1%21.9%6.2%-0.0%132.0K-3.4M-13.2K0.2488.76N/AN/A1,6703951,960530
2022-07-18$52.73$50.0022.9%6.6%22.8%39.0%22.5%4.9%0.6%130.5K-3.3M-13.3K0.2088.33N/AN/A1,6603252,000460
2022-07-19$54.17$50.0024.0%6.9%24.1%44.1%23.0%6.6%-1.4%153.8K-3.9M-13.7K0.1984.92N/AN/A1,6703252,000465
2022-07-20$53.40$50.0024.0%6.9%24.0%43.8%22.3%6.8%0.6%146.4K-3.4M-13.4K0.1988.64N/AN/A1,6703252,015465
2022-07-21$53.64$50.0021.5%6.2%23.6%32.9%21.7%6.7%0.6%151.0K-3.6M-13.4K0.1983.02N/AN/A1,6703202,020465
2022-07-22$53.82$50.0021.1%6.1%22.9%31.1%20.7%5.2%0.7%151.6K-3.6M-13.0K0.2089.63N/AN/A1,6303202,020470
2022-07-25$54.21$50.0022.8%6.5%22.8%38.6%22.6%1.2%0.6%173.4K-4.0M-13.4K0.2496.89N/AN/A1,6303852,025470
2022-07-26$54.53$50.0024.2%6.9%22.6%45.0%24.0%5.9%-1.1%172.8K-4.2M-14.4K0.2689.89N/AN/A1,6404202,035550
2022-07-27$54.95$50.0023.1%6.6%22.0%40.1%22.5%4.5%0.0%176.6K-4.2M-13.9K0.2794.04N/AN/A1,5604252,040595
2022-07-28$54.96$50.0021.7%6.2%22.0%33.8%23.8%7.2%0.0%194.5K-4.3M-13.7K0.2796.17N/AN/A1,5854252,055600
2022-07-29$55.40$50.0020.4%5.9%21.2%28.1%21.1%4.9%1.5%198.9K-4.5M-13.3K0.24100.72N/AN/A1,7354252,070600