IHF Options History — April 2023 In April 2023, IHF traded between $50.29 and $52.82. ATM implied volatility averaged 17.9%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded below realized volatility by 3.7% (HV 20d: 21.6%). Max pain ranged from $50.00 to $51.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 1.38.
Notable Days 2023-04-20 : Highest Volume — 305 contracts2023-04-26 : Largest IV spike — 11.8% change2023-04-26 : Highest IV Rank — 20.3%2023-04-26 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $51.38 $50.29 $52.82 $50.68 $51.31 Max Pain $50.16 $50.00 $51.00 $51.00 $50.00 ATM IV 17.9% 15.9% 20.1% 17.7% 17.6% Expected Move 5.2% 4.6% 5.8% 5.1% 5.1% HV 20d 21.6% 19.6% 24.0% 23.4% 20.4% HV 60d 18.2% 17.2% 19.0% 17.2% 18.9% IV Rank 8.9% 0.0% 20.3% 7.5% 8.2% IV Percentile 7.3% 0.0% 30.2% 4.0% 6.3% Term Structure 0.4% -1.9% 1.4% 0.4% -0.2% VWIV 17.5% 13.2% 24.6% 18.9% 17.9% Skew 25d 4.5% 3.0% 5.3% 5.0% 4.2% Skew 10d 9.2% 5.9% 15.6% 7.3% 11.0% Call IV 25d 15.7% 13.9% 17.0% 15.9% 13.9% Put IV 25d 20.2% 18.1% 22.3% 20.9% 18.1% Bid-Ask Spread % 91.92 86.98 96.33 93.54 96.33 Gamma HHI 0.10 0.09 0.13 0.09 0.10 Net GEX 40.8K -48.7K 146.4K -12.3K 16.2K Net DEX -1.6M -2.8M -885.3K -1.1M -1.6M Net VEX -9.9K -11.3K -8.5K -10.6K -8.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.38 0.00 11.20 0.67 0.67 Total Volume 72.105 0 305 25 50 Total OI 2,880.526 2,490 3,330 2,870 2,500
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-04-03 $50.68 $51.00 17.7% 5.1% 23.4% 7.5% 18.9% 5.0% 0.4% -12.3K -1.1M -10.6K 0.67 93.54 N/A N/A 15 10 1,530 1,340 2023-04-04 $50.44 $51.00 19.2% 5.5% 22.7% 14.8% 0.0% 3.7% 0.6% -22.4K -1.0M -10.6K 1.00 93.45 N/A N/A 5 5 1,540 1,335 2023-04-05 $51.61 $51.00 17.9% 5.1% 24.0% 8.3% 15.8% 4.5% 0.8% 50.6K -1.8M -11.3K 0.00 93.64 N/A N/A 20 0 1,545 1,340 2023-04-06 $51.65 $50.00 17.6% 5.3% 22.6% 7.0% 18.5% 5.0% 0.6% 51.1K -1.8M -10.8K 0.47 86.98 N/A N/A 75 35 1,555 1,340 2023-04-10 $51.75 $50.00 18.6% 5.4% 21.6% 11.8% 21.1% 5.3% 0.0% 73.6K -1.9M -10.6K 0.25 88.86 N/A N/A 20 5 1,625 1,335 2023-04-11 $52.46 $50.00 19.5% 5.6% 21.9% 16.4% 18.1% 4.9% -0.3% 130.1K -2.5M -10.6K 0.53 88.15 N/A N/A 150 80 1,625 1,340 2023-04-12 $52.29 $50.00 18.8% 5.4% 22.0% 12.9% 24.6% 4.6% 1.0% 114.6K -2.4M -10.5K 3.50 88.84 N/A N/A 10 35 1,610 1,395 2023-04-13 $52.82 $50.00 18.2% 5.2% 22.0% 9.8% 15.5% 4.8% 0.3% 146.4K -2.8M -10.2K 0.00 89.83 N/A N/A 90 0 1,620 1,380 2023-04-14 $51.96 $50.00 17.4% 5.0% 22.3% 5.8% 13.2% 4.5% 1.1% 117.7K -2.1M -10.0K 0.50 90.11 N/A N/A 80 40 1,685 1,380 2023-04-17 $51.90 $50.00 17.2% 4.9% 21.4% 4.8% 15.8% 4.9% 0.8% 86.9K -2.0M -10.0K 0.00 90.30 N/A N/A 0 15 1,685 1,410 2023-04-18 $51.88 $50.00 17.2% 4.9% 21.1% 4.9% 0.0% 4.8% 0.8% 86.7K -2.0M -9.7K 0.00 90.67 N/A N/A 0 0 1,685 1,410 2023-04-19 $50.60 $50.00 16.9% 4.9% 22.7% 3.7% 17.1% 5.0% 1.3% -5.3K -1.0M -9.0K 0.67 89.26 N/A N/A 30 20 1,685 1,410 2023-04-20 $50.39 $50.00 17.0% 4.9% 22.6% 4.1% 21.0% 4.0% 0.4% -9.8K -885.3K -8.5K 11.20 92.75 N/A N/A 25 280 1,690 1,420 2023-04-21 $50.68 $50.00 15.9% 4.6% 20.1% 0.0% 14.8% 3.8% 1.4% -48.7K -937.4K -9.1K 0.35 95.22 N/A N/A 155 55 1,670 1,660 2023-04-24 $51.29 $50.00 17.3% 5.0% 20.0% 6.8% 16.9% 4.4% -0.1% -12.0K -1.4M -9.3K 0.50 94.17 N/A N/A 30 15 1,455 1,035 2023-04-25 $51.00 $50.00 18.0% 5.2% 19.9% 10.0% 13.7% 4.6% -1.9% 5.8K -1.4M -9.4K 0.33 94.04 N/A N/A 15 5 1,475 1,020 2023-04-26 $50.29 $50.00 20.1% 5.8% 19.6% 20.3% 0.0% 3.0% -0.1% -2.4K -1.0M -9.4K 0.00 95.52 N/A N/A 0 0 1,485 1,015 2023-04-27 $51.17 $50.00 18.4% 5.3% 20.4% 11.6% 0.0% 4.5% 0.6% 9.4K -1.4M -9.3K 0.00 94.74 N/A N/A 0 0 1,485 1,015 2023-04-28 $51.31 $50.00 17.6% 5.1% 20.4% 8.2% 17.9% 4.2% -0.2% 16.2K -1.6M -8.7K 0.67 96.33 N/A N/A 30 20 1,485 1,015
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