IHF Options History — August 2022

In August 2022, IHF traded between $53.76 and $57.40. ATM implied volatility averaged 21.2%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 4.0% (HV 20d: 17.3%). Max pain ranged from $50.00 to $56.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 0.73.

Notable Days

  • 2022-08-04: Highest Volume — 2,285 contracts
  • 2022-08-10: Largest IV drop — 16.6% change
  • 2022-08-30: Highest IV Rank — 48.6%
  • 2022-08-30: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.76$53.76$57.40$54.99$53.76
Max Pain$53.57$50.00$56.00$50.00$55.00
ATM IV21.2%18.2%25.0%23.6%24.1%
Expected Move6.1%5.2%7.2%6.8%6.9%
HV 20d17.3%13.5%21.2%20.7%16.0%
HV 60d22.6%21.3%24.8%24.8%21.9%
IV Rank31.7%18.2%48.6%42.1%44.5%
IV Percentile42.9%19.0%69.8%61.1%63.1%
Term Structure1.6%-0.4%3.7%-0.3%-0.4%
VWIV21.9%17.2%28.0%23.5%23.6%
Skew 25d4.9%-0.7%9.3%2.4%5.5%
Skew 10d7.4%-6.9%19.6%-6.9%7.1%
Call IV 25d19.1%15.0%27.1%21.2%21.1%
Put IV 25d24.0%20.0%28.0%23.6%26.6%
Bid-Ask Spread %89.4967.33100.04100.0493.44
Gamma HHI0.190.150.420.170.16
Net GEX248.3K136.7K335.3K235.9K136.7K
Net DEX-4.8M-6.7M-2.8M-4.8M-2.8M
Net VEX-12.8K-15.6K-11.0K-14.1K-11.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.005.000.250.35
Total Volume648.26102,2852,1801,205
Total OI2,565.871,8153,0052,8251,975

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$54.99$50.0023.6%6.8%20.7%42.1%23.5%2.4%-0.3%235.9K-4.8M-14.1K0.25100.04N/AN/A1,7404402,220605
2022-08-02$55.21$50.0022.6%6.5%20.3%37.8%26.7%-0.7%0.8%253.1K-4.9M-15.6K0.2596.38N/AN/A1,7404402,225615
2022-08-03$56.17$50.0023.2%6.6%20.6%40.3%25.4%0.3%0.7%275.2K-5.5M-15.5K0.2596.92N/AN/A1,7454402,225615
2022-08-04$55.58$51.0019.9%6.1%21.2%25.8%21.4%6.7%1.8%279.8K-5.3M-14.8K0.2467.33N/AN/A1,8454402,235615
2022-08-05$55.76$51.0020.2%5.9%20.9%26.9%20.1%9.3%2.7%261.7K-4.9M-14.1K0.2580.01N/AN/A1,7454402,230615
2022-08-08$56.09$51.0021.0%5.8%20.2%30.7%20.9%7.6%2.2%291.9K-5.4M-13.4K0.2784.20N/AN/A1,6804552,235615
2022-08-09$55.83$52.0021.8%5.9%20.3%34.4%0.0%5.2%3.1%282.1K-5.3M-13.2K0.8088.94N/AN/A25202,250640
2022-08-10$56.63$52.0018.2%5.2%20.0%18.2%0.0%6.3%3.7%314.5K-5.8M-13.3K0.0082.90N/AN/A002,275660
2022-08-11$56.13$52.0020.0%5.7%20.1%26.1%0.0%4.7%2.6%308.4K-5.5M-12.9K2.0088.12N/AN/A20402,275660
2022-08-12$57.10$52.0018.4%5.3%17.3%19.0%0.0%4.9%3.5%328.3K-6.3M-13.0K0.0081.24N/AN/A2002,280685
2022-08-15$57.40$52.0019.0%5.4%16.2%21.7%20.8%6.5%3.5%335.3K-6.7M-13.5K5.0089.92N/AN/A5252,300685
2022-08-16$57.05$55.0019.3%5.5%14.2%23.3%19.9%5.1%2.8%330.3K-6.4M-12.0K0.5589.15N/AN/A55302,300705
2022-08-17$56.51$56.0018.6%5.3%13.5%19.9%17.2%2.6%1.5%323.1K-5.8M-12.8K0.6799.96N/AN/A15102,290715
2022-08-18$56.24$56.0019.8%5.7%13.7%25.4%18.7%3.0%2.2%327.4K-5.3M-12.1K1.0091.90N/AN/A552,280725
2022-08-19$56.29$56.0021.1%6.0%13.7%31.0%0.0%5.4%1.0%328.7K-5.7M-12.0K0.0093.17N/AN/A5002,285720
2022-08-22$55.88$56.0022.0%6.3%14.0%35.2%19.6%4.2%1.0%166.0K-3.7M-11.8K0.3384.58N/AN/A60201,395420
2022-08-23$55.30$56.0022.1%6.3%14.5%35.5%22.2%5.3%0.9%164.5K-3.5M-11.9K0.2591.85N/AN/A2051,445435
2022-08-24$55.48$56.0021.8%6.2%14.3%34.2%0.0%5.9%1.9%161.8K-3.4M-11.9K0.0092.22N/AN/A2001,440440
2022-08-25$55.91$56.0021.1%6.0%14.5%30.9%19.0%4.9%0.1%172.9K-3.6M-12.0K1.0092.64N/AN/A551,460440
2022-08-26$54.52$56.0022.5%6.5%17.0%37.5%0.0%5.3%0.8%147.1K-3.2M-11.6K0.0092.00N/AN/A1001,465440
2022-08-29$54.69$56.0023.0%6.6%16.8%39.6%23.2%6.1%0.9%146.4K-3.0M-11.2K1.6092.54N/AN/A25401,475440
2022-08-30$53.94$55.0025.0%7.2%17.4%48.6%28.0%6.9%0.3%140.0K-2.8M-11.2K1.0088.85N/AN/A10101,500465
2022-08-31$53.76$55.0024.1%6.9%16.0%44.5%23.6%5.5%-0.4%136.7K-2.8M-11.0K0.3593.44N/AN/A8953101,505470