IHF Options History — September 2022

In September 2022, IHF traded between $51.17 and $56.01. ATM implied volatility averaged 26.5%, placing in the 51.7% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 7.2% (HV 20d: 19.3%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.68.

Notable Days

  • 2022-09-28: Highest Volume — 2,115 contracts
  • 2022-09-12: Largest IV spike — 27.2% change
  • 2022-09-27: Highest IV Rank — 77.4%
  • 2022-09-27: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.51$51.17$56.01$53.68$51.32
Max Pain$52.33$50.00$55.00$55.00$54.00
ATM IV26.5%20.1%31.9%24.2%29.7%
Expected Move7.5%6.4%9.2%6.9%8.5%
HV 20d19.3%15.4%22.2%15.7%22.2%
HV 60d20.1%19.2%21.8%21.8%19.9%
IV Rank51.7%20.1%77.4%44.7%66.5%
IV Percentile76.2%29.0%98.4%63.5%92.9%
Term Structure0.1%-2.2%1.8%1.0%-0.6%
VWIV26.2%20.9%31.4%21.4%30.8%
Skew 25d5.4%1.5%8.6%6.5%2.4%
Skew 10d10.5%3.1%15.5%12.2%10.5%
Call IV 25d23.4%17.3%29.6%20.6%29.6%
Put IV 25d28.8%24.8%33.7%27.1%32.0%
Bid-Ask Spread %86.2866.9696.7591.8296.75
Gamma HHI0.150.110.200.160.11
Net GEX175.8K82.2K309.5K133.2K95.4K
Net DEX-3.1M-4.8M-2.1M-2.6M-2.4M
Net VEX-12.3K-14.1K-10.6K-11.5K-12.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.006.000.020.21
Total Volume876.66752,1155052,070
Total OI2,242.1431,9802,4951,9802,295

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$53.68$55.0024.2%6.9%15.7%44.7%21.4%6.5%1.0%133.2K-2.6M-11.5K0.0291.82N/AN/A495101,510470
2022-09-02$53.27$54.0025.1%7.2%15.7%48.9%29.5%3.5%0.4%179.3K-2.8M-11.3K0.2694.59N/AN/A155401,660480
2022-09-06$53.28$50.0027.4%7.4%15.4%57.7%23.9%7.5%-0.1%182.2K-2.8M-10.7K0.2272.64N/AN/A1,4803201,665475
2022-09-07$54.41$50.0024.0%6.9%17.5%39.0%23.4%6.1%1.2%223.0K-3.3M-11.3K0.2066.96N/AN/A1,6303201,665475
2022-09-08$55.07$50.0023.7%6.5%17.3%37.5%20.9%8.6%0.9%274.5K-4.0M-13.3K3.0081.91N/AN/A15451,815475
2022-09-09$55.56$50.0020.1%6.4%17.4%20.1%0.0%6.0%0.4%302.7K-4.4M-14.1K0.3375.76N/AN/A1551,825490
2022-09-12$56.01$50.0025.6%6.5%16.4%46.7%21.4%4.3%0.2%306.2K-4.8M-13.8K0.0079.38N/AN/A2001,835515
2022-09-13$54.15$50.0027.8%7.4%19.9%57.4%24.7%6.4%-0.0%267.7K-3.6M-12.6K0.2377.90N/AN/A1,5953601,845515
2022-09-14$54.79$50.0024.0%6.9%20.6%38.9%31.4%4.3%-0.2%169.8K-3.8M-12.2K6.0084.49N/AN/A5301,945515
2022-09-15$54.70$50.0026.0%7.4%20.4%48.4%0.0%8.0%0.2%309.5K-3.9M-14.1K0.0081.93N/AN/A0301,940545
2022-09-16$54.37$50.0026.0%7.4%20.4%48.5%25.6%5.3%1.3%300.8K-3.7M-13.8K0.2487.13N/AN/A1,6053901,940555
2022-09-19$54.31$54.0025.0%7.2%20.4%43.7%23.1%6.3%1.8%135.4K-3.0M-13.1K0.0090.77N/AN/A501,650495
2022-09-20$53.98$54.0026.6%7.6%20.3%51.4%0.0%4.7%-0.6%132.3K-3.0M-12.9K0.0092.01N/AN/A051,655495
2022-09-21$53.00$54.0027.4%7.8%21.0%55.2%23.7%5.6%-1.2%123.7K-2.9M-12.4K0.0094.42N/AN/A501,655500
2022-09-22$52.90$54.0025.6%7.3%20.9%46.7%0.0%5.7%-0.2%111.7K-2.5M-11.6K0.0089.83N/AN/A051,655500
2022-09-23$51.90$54.0028.3%8.1%21.3%59.7%28.6%4.1%0.9%92.0K-2.3M-11.5K0.0093.89N/AN/A0101,655505
2022-09-26$51.55$54.0029.0%8.3%19.8%63.0%28.3%7.8%0.3%82.2K-2.1M-10.6K0.2488.12N/AN/A1,4303501,655515
2022-09-27$51.17$54.0031.9%9.2%19.7%77.4%29.9%1.5%-2.2%82.6K-2.2M-10.6K0.2492.43N/AN/A1,4303501,655540
2022-09-28$52.45$54.0029.2%8.4%21.6%64.2%28.3%7.9%-0.9%105.5K-2.5M-13.0K0.2090.29N/AN/A1,7603551,695545
2022-09-29$51.78$54.0030.6%8.8%22.0%71.0%30.1%1.6%-1.7%82.8K-2.2M-11.8K0.2188.89N/AN/A1,7153551,695570
2022-09-30$51.32$54.0029.7%8.5%22.2%66.5%30.8%2.4%-0.6%95.4K-2.4M-12.5K0.2196.75N/AN/A1,7153551,725570