IHF Options History — November 2022

In November 2022, IHF traded between $52.59 and $55.54. ATM implied volatility averaged 23.2%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 4.2% (HV 20d: 19.0%). Max pain ranged from $38.00 to $57.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.90.

Notable Days

  • 2022-11-07: Highest Volume — 2,865 contracts
  • 2022-11-28: Largest IV spike — 15.4% change
  • 2022-11-08: Highest IV Rank — 54.0%
  • 2022-11-02: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.15$52.59$55.54$55.18$55.54
Max Pain$51.48$38.00$57.00$38.00$54.00
ATM IV23.2%18.8%27.2%26.1%21.7%
Expected Move6.6%5.4%7.7%7.5%6.2%
HV 20d19.0%14.8%21.4%21.3%20.7%
HV 60d21.2%20.4%22.0%20.7%22.0%
IV Rank35.0%13.3%54.0%49.0%27.3%
IV Percentile40.8%6.7%72.6%65.5%27.0%
Term Structure-0.1%-2.4%1.3%-1.1%0.5%
VWIV22.6%19.7%26.6%26.6%22.1%
Skew 25d4.1%1.4%6.7%1.4%3.0%
Skew 10d7.9%3.8%11.7%6.7%8.5%
Call IV 25d21.1%17.6%26.9%26.9%18.8%
Put IV 25d25.2%20.4%29.0%28.4%21.8%
Bid-Ask Spread %88.1278.94101.7095.2698.50
Gamma HHI0.230.130.360.130.36
Net GEX321.0K159.6K517.7K239.2K517.7K
Net DEX-3.3M-5.3M-1.8M-4.1M-3.6M
Net VEX-13.1K-17.0K-11.3K-13.3K-15.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.900.008.670.230.00
Total Volume1,683.33302,8652,225205
Total OI3,194.2862,6053,9952,6053,065

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$55.18$38.0026.1%7.5%21.3%49.0%26.6%1.4%-1.1%239.2K-4.1M-13.3K0.2395.26N/AN/A1,8154101,945660
2022-11-02$54.90$38.0026.8%7.7%21.4%52.2%25.0%4.2%-2.4%241.1K-3.8M-12.6K0.2395.14N/AN/A1,8004101,960655
2022-11-03$54.67$57.0025.1%6.9%20.9%43.8%24.9%4.5%1.0%228.0K-3.6M-12.1K0.2383.51N/AN/A1,8004151,970655
2022-11-04$54.04$57.0025.0%6.9%14.8%43.6%24.4%5.7%0.5%198.1K-3.2M-11.3K0.2385.00N/AN/A1,8004101,970660
2022-11-07$54.68$57.0025.4%6.7%15.0%45.5%22.6%4.8%0.3%234.4K-3.5M-11.5K0.1780.82N/AN/A2,4554101,980660
2022-11-08$55.04$57.0027.2%7.0%15.0%54.0%22.3%4.2%-1.2%483.8K-5.3M-17.0K0.1779.66N/AN/A2,4554102,785660
2022-11-09$53.87$57.0024.7%7.1%17.4%42.0%25.4%6.7%-0.7%366.6K-4.0M-14.7K0.2481.99N/AN/A1,6603952,785660
2022-11-10$54.97$51.0023.3%6.7%18.1%35.4%26.0%5.1%0.4%498.1K-5.0M-15.7K0.2678.94N/AN/A1,5353952,760690
2022-11-11$53.87$51.0024.1%6.9%19.6%39.1%22.7%3.7%0.5%388.7K-3.9M-14.4K0.2984.11N/AN/A1,6754902,845695
2022-11-14$53.78$51.0022.8%6.5%19.2%33.1%21.4%5.8%1.3%398.9K-3.9M-14.4K0.3780.37N/AN/A1,6156003,105830
2022-11-15$53.08$51.0024.0%6.9%19.9%38.6%21.6%5.0%-0.2%267.9K-3.1M-12.8K0.3181.89N/AN/A1,6155003,120835
2022-11-16$52.83$51.0023.1%6.6%19.7%34.4%21.4%3.1%0.7%203.7K-2.8M-11.8K0.3388.17N/AN/A1,5455153,120835
2022-11-17$52.59$51.0022.6%6.5%19.7%31.7%20.7%3.7%-0.0%159.6K-2.7M-11.8K0.3383.80N/AN/A1,5805153,150845
2022-11-18$53.59$51.0022.5%6.5%20.6%31.4%20.9%4.1%-1.2%338.7K-3.6M-12.3K0.3883.99N/AN/A1,4805553,150835
2022-11-21$53.14$51.0021.8%6.2%19.9%27.8%20.5%4.2%-0.7%230.0K-1.8M-11.4K0.3486.49N/AN/A8752952,210575
2022-11-22$53.79$51.0020.1%5.8%19.9%19.8%19.7%3.3%0.4%282.7K-2.0M-11.6K0.3486.32N/AN/A8552952,180585
2022-11-23$54.19$51.0019.7%5.7%19.4%17.9%20.6%2.1%0.8%338.3K-2.3M-12.1K0.3399.23N/AN/A9052952,225590
2022-11-25$54.86$51.0018.8%5.4%19.6%13.3%0.0%5.8%0.8%441.7K-2.9M-13.6K0.00101.70N/AN/A002,275595
2022-11-28$54.31$51.0021.6%6.2%19.0%27.3%21.3%2.2%-0.5%383.1K-2.8M-13.3K4.5096.26N/AN/A401802,275600
2022-11-29$54.30$54.0022.0%6.3%19.0%28.8%21.6%3.3%-1.2%301.2K-2.1M-13.2K8.6799.41N/AN/A151302,305780
2022-11-30$55.54$54.0021.7%6.2%20.7%27.3%22.1%3.0%0.5%517.7K-3.6M-15.0K0.0098.50N/AN/A20502,320745