IHF Options History — October 2022

In October 2022, IHF traded between $50.94 and $55.41. ATM implied volatility averaged 28.9%, placing in the 62.6% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 4.6% (HV 20d: 24.3%). Max pain ranged from $38.00 to $54.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.22.

Notable Days

  • 2022-10-31: Highest Volume — 2,215 contracts
  • 2022-10-06: Largest IV spike — 12.2% change
  • 2022-10-11: Highest IV Rank — 79.8%
  • 2022-10-11: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.75$50.94$55.41$52.50$55.41
Max Pain$40.29$38.00$54.00$54.00$38.00
ATM IV28.9%26.3%32.5%27.2%27.7%
Expected Move8.2%7.5%9.0%7.8%8.0%
HV 20d24.3%22.1%26.9%23.8%22.1%
HV 60d20.5%20.0%22.2%20.3%20.7%
IV Rank62.6%49.8%79.8%54.6%56.9%
IV Percentile86.1%72.6%98.4%80.6%77.0%
Term Structure-1.3%-2.8%1.3%1.3%-2.8%
VWIV28.3%24.1%33.8%33.8%26.3%
Skew 25d7.1%2.3%10.0%9.4%6.8%
Skew 10d12.0%7.0%21.3%18.9%9.1%
Call IV 25d25.1%21.8%28.0%26.4%23.9%
Put IV 25d32.1%29.4%35.8%35.8%30.7%
Bid-Ask Spread %90.9876.0397.3396.9595.59
Gamma HHI0.120.090.160.120.15
Net GEX120.3K69.1K199.0K103.1K199.0K
Net DEX-2.6M-3.6M-1.9M-2.4M-3.6M
Net VEX-11.8K-13.7K-10.4K-11.8K-13.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.210.240.220.23
Total Volume2,150.9522,0852,2152,0852,215
Total OI2,393.3332,2952,4352,2952,435

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$52.50$54.0027.2%7.8%23.8%54.6%33.8%9.4%1.3%103.1K-2.4M-11.8K0.2296.95N/AN/A1,7103751,725570
2022-10-04$53.58$54.0027.2%7.8%24.9%54.2%32.6%8.6%-0.5%128.3K-2.8M-13.2K0.2297.33N/AN/A1,7203801,725600
2022-10-05$53.79$54.0026.3%7.5%23.7%49.8%29.2%10.0%-0.5%132.0K-2.9M-13.4K0.2196.78N/AN/A1,7703801,725610
2022-10-06$53.13$38.0029.4%8.0%23.6%65.3%27.5%7.2%-0.7%139.9K-3.0M-13.7K0.2187.60N/AN/A1,7803801,795610
2022-10-07$51.02$38.0030.0%8.7%26.9%68.0%29.1%7.7%-2.0%86.0K-2.2M-12.1K0.2286.09N/AN/A1,7803901,795610
2022-10-10$50.94$38.0031.4%8.5%26.6%74.8%28.6%7.6%-1.7%69.1K-1.9M-10.9K0.2283.65N/AN/A1,7853851,795620
2022-10-11$51.03$38.0032.5%9.0%24.3%79.8%29.9%6.5%-2.5%74.5K-2.0M-11.1K0.2276.03N/AN/A1,7903851,800620
2022-10-12$50.94$38.0030.0%8.6%23.7%67.8%29.5%8.3%-0.4%78.5K-2.1M-11.9K0.2281.47N/AN/A1,7903851,805620
2022-10-13$51.64$38.0028.8%8.3%24.5%62.3%27.0%8.6%-1.3%83.7K-2.1M-10.8K0.2285.80N/AN/A1,7903851,805620
2022-10-14$51.30$38.0030.3%8.7%24.5%69.3%29.7%2.3%-2.2%84.0K-2.3M-11.8K0.2291.00N/AN/A1,7903851,805620
2022-10-17$52.00$38.0030.1%8.6%25.2%68.3%29.0%6.6%-2.4%95.7K-2.3M-10.9K0.2293.69N/AN/A1,7903851,805620
2022-10-18$52.18$38.0028.4%8.1%25.2%60.1%26.6%4.5%-1.9%107.7K-2.5M-11.3K0.2290.21N/AN/A1,7903851,805620
2022-10-19$51.76$38.0028.2%8.1%24.6%59.4%26.9%3.9%-1.0%89.1K-2.2M-10.7K0.2290.78N/AN/A1,7903851,805625
2022-10-20$52.05$38.0029.5%8.5%24.7%65.4%25.6%9.9%-2.1%97.2K-2.3M-10.4K0.2290.82N/AN/A1,7903851,805625
2022-10-21$52.50$38.0029.3%8.4%23.9%64.6%26.9%7.0%-0.3%102.8K-2.3M-10.5K0.2394.48N/AN/A1,7904101,805625
2022-10-24$53.42$38.0029.5%8.5%24.5%65.4%27.6%8.8%-1.1%126.3K-2.6M-10.9K0.2292.82N/AN/A1,7203851,730610
2022-10-25$54.09$38.0027.7%7.9%24.5%56.5%29.1%5.9%0.8%163.6K-3.0M-12.5K0.2294.53N/AN/A1,7153851,750615
2022-10-26$54.86$38.0028.1%8.0%23.5%58.4%26.7%7.6%-2.7%188.2K-3.5M-12.7K0.2295.38N/AN/A1,7153801,755615
2022-10-27$54.39$38.0028.3%8.1%23.2%59.5%29.1%3.5%-2.6%179.2K-3.3M-11.9K0.2295.99N/AN/A1,7153801,760605
2022-10-28$55.28$38.0027.0%7.7%23.3%53.2%24.1%7.5%-1.4%197.5K-3.5M-12.1K0.2493.70N/AN/A1,7154101,765605
2022-10-31$55.41$38.0027.7%8.0%22.1%56.9%26.3%6.8%-2.8%199.0K-3.6M-13.1K0.2395.59N/AN/A1,8054101,775660