IHF Options History — December 2022

In December 2022, IHF traded between $53.03 and $55.65. ATM implied volatility averaged 22.6%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 6.4% (HV 20d: 16.2%). Max pain ranged from $50.00 to $56.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 1.05.

Notable Days

  • 2022-12-27: Highest Volume — 305 contracts
  • 2022-12-14: Largest IV drop — 34.3% change
  • 2022-12-12: Highest IV Rank — 80.6%
  • 2022-12-07: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.31$53.03$55.65$55.51$53.42
Max Pain$54.76$50.00$56.00$54.00$56.00
ATM IV22.6%18.6%32.6%18.6%20.4%
Expected Move5.9%5.3%6.3%5.3%5.8%
HV 20d16.2%11.4%20.6%20.6%11.4%
HV 60d20.0%18.2%21.6%21.6%18.2%
IV Rank31.8%12.2%80.6%12.2%21.2%
IV Percentile33.6%6.3%98.4%6.3%15.1%
Term Structure1.3%-1.0%2.4%0.4%1.3%
VWIV19.5%16.5%22.4%21.5%19.1%
Skew 25d4.0%2.4%6.1%4.0%3.5%
Skew 10d6.9%1.0%10.3%1.0%6.2%
Call IV 25d18.7%16.9%19.9%18.2%18.9%
Put IV 25d22.7%20.9%24.8%22.2%22.4%
Bid-Ask Spread %85.6374.3497.5197.5192.78
Gamma HHI0.210.100.380.370.10
Net GEX246.6K-25.9K597.0K569.1K20.2K
Net DEX-1.9M-3.8M-208.7K-3.7M-943.8K
Net VEX-12.7K-15.2K-10.6K-15.2K-12.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.006.500.756.50
Total Volume88.5710305550
Total OI2,895.9522,2903,5703,1002,605

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$55.51$54.0018.6%5.3%20.6%12.2%0.0%4.0%0.4%569.1K-3.7M-15.2K0.0097.51N/AN/A052,355745
2022-12-02$55.58$54.0019.3%5.5%20.5%15.9%21.5%4.0%-1.0%597.0K-3.7M-15.1K0.7597.25N/AN/A20152,350750
2022-12-05$55.23$50.0023.1%5.9%20.2%34.3%0.0%5.1%1.5%507.9K-3.1M-13.9K0.0074.34N/AN/A002,355765
2022-12-06$55.04$50.0024.5%6.1%19.8%41.3%22.4%4.0%0.9%447.9K-2.8M-13.2K0.3381.56N/AN/A30102,355765
2022-12-07$55.38$54.0026.7%6.3%19.8%51.9%0.0%4.2%0.5%510.9K-3.5M-14.4K0.0078.33N/AN/A0252,360770
2022-12-08$55.62$54.0026.3%6.0%18.1%50.0%0.0%2.9%1.6%575.6K-3.8M-14.0K0.0080.29N/AN/A052,360755
2022-12-09$55.27$54.0026.5%6.1%16.9%50.9%0.0%4.1%1.8%555.8K-3.4M-13.1K0.0089.29N/AN/A5002,360755
2022-12-12$55.65$54.0032.6%6.3%15.2%80.6%0.0%6.1%0.6%596.1K-3.4M-12.1K5.0088.03N/AN/A15752,360755
2022-12-13$55.10$54.0031.4%5.9%15.8%74.5%20.6%3.5%0.8%453.1K-2.7M-12.2K1.3086.43N/AN/A1001302,370830
2022-12-14$54.88$56.0020.6%5.9%15.0%22.2%17.7%3.2%0.7%278.5K-1.7M-11.7K0.1291.39N/AN/A260302,390960
2022-12-15$53.80$56.0020.9%6.0%16.7%23.4%0.0%4.5%1.5%-25.9K-610.9K-11.6K0.2084.53N/AN/A2552,535990
2022-12-16$53.34$56.0021.2%6.1%16.9%25.0%0.0%5.0%1.4%-23.5K-208.7K-11.2K0.6779.58N/AN/A15102,575995
2022-12-19$53.12$56.0021.0%6.0%15.6%24.2%20.4%3.5%1.3%-3.1K-463.3K-10.6K0.3381.20N/AN/A105351,390900
2022-12-20$53.16$56.0020.6%5.9%15.3%22.4%17.7%4.9%1.2%8.3K-687.5K-12.2K0.0082.67N/AN/A12001,495905
2022-12-21$53.57$56.0018.8%5.4%14.9%13.6%17.6%3.3%2.3%17.8K-894.6K-12.3K0.0080.14N/AN/A4501,515905
2022-12-22$53.36$56.0020.6%5.9%14.7%22.0%21.0%4.4%2.0%15.2K-757.3K-12.1K0.5083.99N/AN/A1051,535905
2022-12-23$53.51$56.0018.9%5.4%13.9%14.2%16.5%4.7%2.4%17.9K-822.8K-11.9K0.0085.87N/AN/A21001,525905
2022-12-27$53.47$56.0020.6%5.9%13.6%22.2%0.0%2.4%2.0%14.0K-977.1K-11.8K0.0281.22N/AN/A30051,575905
2022-12-28$53.03$56.0021.2%6.1%13.8%24.9%19.1%2.8%1.8%21.6K-952.9K-12.8K6.5092.57N/AN/A201301,675910
2022-12-29$53.53$56.0020.2%5.8%11.4%20.4%0.0%3.5%1.3%23.5K-980.9K-12.9K0.0089.32N/AN/A001,685920
2022-12-30$53.42$56.0020.4%5.8%11.4%21.2%0.0%3.5%1.3%20.2K-943.8K-12.5K0.0092.78N/AN/A0501,685920