IHF Options History — June 2023

In June 2023, IHF traded between $49.12 and $51.31. ATM implied volatility averaged 15.1%, placing in the 2.7% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 3.7% (HV 20d: 18.8%). Max pain ranged from $49.00 to $50.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 3.50.

Notable Days

  • 2023-06-14: Highest Volume — 630 contracts
  • 2023-06-13: Largest IV spike — 36.1% change
  • 2023-06-13: Highest IV Rank — 31.0%
  • 2023-06-01: Largest Expected Move — 4.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.48$49.12$51.31$49.76$51.14
Max Pain$49.90$49.00$50.00$49.00$50.00
ATM IV15.1%12.6%20.9%17.1%12.6%
Expected Move4.1%3.6%4.9%4.9%3.6%
HV 20d18.8%14.3%22.3%14.6%20.9%
HV 60d19.0%18.0%20.3%18.9%18.3%
IV Rank2.7%0.0%31.0%6.7%0.1%
IV Percentile3.1%0.0%49.6%6.7%0.4%
Term Structure0.6%-1.0%2.1%-0.8%1.3%
VWIV15.2%7.1%19.5%16.3%12.4%
Skew 25d3.1%1.5%6.1%1.8%1.5%
Skew 10d5.8%2.1%12.0%3.7%2.2%
Call IV 25d12.6%8.6%15.9%15.9%12.1%
Put IV 25d15.7%12.7%17.8%17.7%13.6%
Bid-Ask Spread %95.3887.97102.4797.7097.76
Gamma HHI0.170.130.240.130.16
Net GEX101.4K-31.1K199.7K58.3K140.5K
Net DEX-1.2M-1.7M-200.2K-1.1M-1.7M
Net VEX-7.3K-8.5K-5.2K-6.9K-7.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.500.0021.001.676.50
Total Volume86.1906308075
Total OI1,762.3811,6152,0201,6351,780

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$49.76$49.0017.1%4.9%14.6%6.7%16.3%1.8%-0.8%58.3K-1.1M-6.9K1.6797.70N/AN/A30501,060575
2023-06-02$50.78$49.0016.0%4.6%15.9%0.5%17.7%1.8%-1.0%142.5K-1.6M-7.3K21.0098.14N/AN/A51051,080575
2023-06-05$51.05$50.0016.2%4.4%14.3%1.4%16.4%3.9%0.5%140.5K-1.7M-7.4K0.0090.90N/AN/A10501,085675
2023-06-06$50.57$50.0015.8%4.2%14.7%0.0%14.7%4.1%0.8%79.3K-1.3M-7.0K0.0087.97N/AN/A2001,040675
2023-06-07$50.53$50.0016.0%4.2%14.7%1.3%0.0%3.3%0.5%95.8K-1.5M-7.2K1.0089.49N/AN/A50501,060675
2023-06-08$50.88$50.0015.8%4.2%14.9%0.2%0.0%4.3%0.8%154.7K-1.6M-7.1K0.0089.94N/AN/A20001,105725
2023-06-09$50.92$50.0016.0%4.0%14.7%1.2%14.3%4.1%0.9%151.3K-1.1M-5.8K1.00102.13N/AN/A3030905725
2023-06-12$51.09$50.0015.4%4.2%14.7%0.0%7.1%2.7%0.7%182.3K-1.1M-5.5K4.00102.47N/AN/A520915700
2023-06-13$51.31$50.0020.9%4.2%14.7%31.0%16.1%4.6%0.2%199.7K-1.4M-5.2K2.0099.70N/AN/A510920705
2023-06-14$49.12$50.0015.6%4.5%21.1%1.1%15.7%1.9%0.6%-31.1K-200.2K-5.6K1.52100.19N/AN/A250380920705
2023-06-15$50.11$50.0014.5%4.2%21.8%0.0%14.4%2.2%2.1%107.7K-1.0M-7.9K0.1795.21N/AN/A3051,140845
2023-06-16$49.54$50.0014.0%4.0%22.0%0.0%12.2%3.7%0.4%37.4K-894.0K-7.9K0.1997.05N/AN/A105201,170850
2023-06-20$49.91$50.0014.5%4.1%22.2%2.6%19.5%6.1%0.1%39.4K-766.8K-8.1K6.0097.08N/AN/A5301,025745
2023-06-21$50.21$50.0015.0%4.3%22.3%5.4%16.9%2.5%0.1%61.5K-1.1M-8.5K0.0090.77N/AN/A0551,030775
2023-06-22$50.48$50.0013.9%4.0%22.2%0.0%16.6%3.1%0.9%84.5K-1.3M-8.3K0.0093.25N/AN/A0651,030770
2023-06-23$50.43$50.0014.2%4.1%22.1%1.6%0.0%2.9%0.7%83.5K-1.2M-8.3K0.0094.22N/AN/A001,030785
2023-06-26$50.58$50.0014.1%4.0%21.7%1.1%0.0%4.2%0.8%91.1K-1.3M-8.1K1.0093.42N/AN/A551,030785
2023-06-27$50.65$50.0013.3%3.8%21.7%0.0%16.9%2.3%0.9%96.1K-1.3M-8.0K10.0093.78N/AN/A5501,030790
2023-06-28$50.34$50.0013.9%4.0%21.6%3.0%15.9%2.7%0.4%95.1K-1.2M-8.0K0.0095.32N/AN/A051,035755
2023-06-29$50.68$50.0012.6%3.6%21.4%0.0%15.3%2.3%1.4%119.3K-1.4M-7.6K0.0096.59N/AN/A051,035750
2023-06-30$51.14$50.0012.6%3.6%20.9%0.1%12.4%1.5%1.3%140.5K-1.7M-7.1K6.5097.76N/AN/A10651,035745