IHF Options History — May 2024

In May 2024, IHF traded between $51.23 and $53.80. ATM implied volatility averaged 16.1%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 6.1% (HV 20d: 10.0%). Max pain ranged from $51.00 to $52.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.45.

Notable Days

  • 2024-05-23: Highest Volume — 96 contracts
  • 2024-05-23: Largest IV spike — 213.4% change
  • 2024-05-15: Highest IV Rank — 100.0%
  • 2024-05-23: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.64$51.23$53.80$51.70$52.37
Max Pain$51.86$51.00$52.00$51.00$52.00
ATM IV16.1%8.2%41.7%12.2%13.2%
Expected Move4.1%2.4%12.0%3.5%3.8%
HV 20d10.0%8.0%13.5%11.1%13.5%
HV 60d13.9%13.5%14.4%14.2%14.4%
IV Rank27.7%0.0%100.0%8.9%14.8%
IV Percentile42.0%0.0%100.0%3.2%10.3%
Term Structure-1.6%-12.6%16.4%-2.8%1.1%
VWIV21.9%10.0%61.2%15.1%61.2%
Skew 25d2.4%-17.7%41.6%1.6%0.6%
Skew 10d-6.3%-41.8%39.1%-2.7%-41.8%
Call IV 25d18.5%9.5%57.9%15.5%15.1%
Put IV 25d20.9%9.7%73.8%17.2%15.7%
Bid-Ask Spread %136.96113.54154.05118.05144.27
Gamma HHI0.220.120.840.170.15
Net GEX15.6K-56.1K345.9K-46.3K568
Net DEX-95.5K-498.3K192.0K121.9K-89.5K
Net VEX-2.6K-3.5K-1.4K-3.4K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.005.000.000.00
Total Volume9.09109611
Total OI739.0452711,0221,021407

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$51.70$51.0012.2%3.5%11.1%8.9%15.1%1.6%-2.8%-46.3K121.9K-3.4K0.00118.05N/AN/A10337684
2024-05-02$51.58$51.0014.7%4.2%10.4%22.9%0.0%6.3%-4.8%-51.1K164.2K-3.5K0.00113.54N/AN/A00338684
2024-05-03$51.66$51.0012.6%3.6%10.0%10.7%0.0%3.9%1.3%-56.1K192.0K-3.5K0.00119.76N/AN/A00338684
2024-05-06$51.86$52.0016.0%3.3%10.1%30.1%0.0%4.0%1.4%-36.5K60.2K-2.9K0.00138.13N/AN/A01338684
2024-05-07$52.55$52.0019.2%2.5%11.1%48.5%0.0%1.0%-0.9%10.7K-180.5K-3.0K0.00144.65N/AN/A00338683
2024-05-08$52.26$52.0014.8%3.0%10.8%23.3%0.0%0.3%-0.5%-10.5K-66.2K-3.1K0.00147.24N/AN/A00338683
2024-05-09$52.94$52.0015.5%3.0%11.2%27.7%0.0%-3.8%-2.2%35.7K-344.6K-2.8K0.00146.98N/AN/A00338683
2024-05-10$53.12$52.0016.5%5.5%9.5%33.4%0.0%41.6%-5.4%36.9K-421.3K-2.7K0.00150.52N/AN/A10338683
2024-05-13$53.16$52.0016.3%3.0%9.5%32.3%0.0%2.2%1.8%125.2K-397.9K-2.0K0.00146.55N/AN/A250339683
2024-05-14$53.23$52.0021.3%3.4%8.9%60.2%0.0%1.1%-2.1%66.3K-436.0K-2.0K0.00141.54N/AN/A50314683
2024-05-15$53.55$52.0031.2%8.9%9.0%100.0%0.0%-3.6%-9.6%-27.4K-179.6K-2.7K5.00146.90N/AN/A15309683
2024-05-16$53.65$52.0011.7%3.3%8.5%4.8%0.0%-17.7%16.4%25.0K-498.3K-1.8K0.00145.87N/AN/A00309678
2024-05-17$53.80$52.009.8%2.8%8.0%0.0%10.0%-0.9%-1.3%345.9K-443.6K-1.4K0.00134.54N/AN/A60309678
2024-05-20$53.53$52.009.6%2.7%8.3%0.0%11.1%9.0%-1.4%-12.7K116.2K-2.1K0.00119.25N/AN/A5051220
2024-05-21$53.70$52.008.2%2.4%8.3%0.0%0.0%1.4%0.4%-6.7K-8.0K-1.5K0.00136.08N/AN/A0056220
2024-05-22$53.50$52.0013.3%3.8%8.5%22.2%12.0%0.2%-3.8%-12.0K-8.4K-1.5K0.00135.43N/AN/A18056220
2024-05-23$52.95$52.0041.7%12.0%9.1%100.0%0.0%1.4%-12.6%-11.8K123.0K-2.4K0.00154.05N/AN/A96074220
2024-05-24$52.44$52.0014.6%4.2%9.8%19.0%0.0%0.8%-7.0%3.1K-54.1K-2.9K0.00118.21N/AN/A01170220
2024-05-28$52.05$52.0013.2%3.8%10.2%15.0%0.0%1.0%-0.8%-4.7K9.0K-2.9K0.00134.21N/AN/A00170221
2024-05-29$51.23$52.0011.9%3.4%11.6%11.1%61.2%4.6%0.9%-18.6K149.3K-2.7K0.00134.27N/AN/A340170221
2024-05-30$51.36$52.0016.1%4.6%11.6%23.7%0.0%-1.4%-4.2%-11.0K91.6K-3.2K0.00143.12N/AN/A00186221
2024-05-31$52.37$52.0013.2%3.8%13.5%14.8%0.0%0.6%1.1%568-89.5K-3.1K0.00144.27N/AN/A10186221