IHF Options History — June 2024 In June 2024, IHF traded between $51.88 and $52.92. ATM implied volatility averaged 13.3%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 1.4% (HV 20d: 12.0%). Max pain ranged from $52.00 to $52.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-10 : Highest Volume — 20 contracts2024-06-26 : Largest IV spike — 70.5% change2024-06-11 : Highest IV Rank — 36.5%2024-06-26 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $52.34 $51.88 $52.92 $52.55 $51.88 Max Pain $52.00 $52.00 $52.00 $52.00 $52.00 ATM IV 13.3% 10.5% 20.4% 13.0% 12.0% Expected Move 3.6% 2.9% 5.8% 3.7% 3.4% HV 20d 12.0% 10.0% 13.6% 13.6% 10.1% HV 60d 13.8% 10.8% 14.3% 14.2% 10.8% IV Rank 15.3% 6.8% 36.5% 14.3% 11.4% IV Percentile 23.9% 1.2% 97.2% 9.5% 7.9% Term Structure -1.0% -17.4% 4.8% -2.8% -0.5% VWIV 13.4% 13.4% 13.4% 13.4% 13.4% Skew 25d 0.3% -6.0% 9.8% 0.7% 2.1% Skew 10d -11.7% -36.9% 1.2% -32.3% -36.9% Call IV 25d 14.0% 11.1% 20.2% 17.2% 17.6% Put IV 25d 14.3% 10.7% 22.4% 17.8% 19.7% Bid-Ask Spread % 148.10 139.35 154.74 141.08 154.74 Gamma HHI 0.17 0.16 0.19 0.16 0.17 Net GEX 2.0K -3.8K 7.8K 3.7K -684 Net DEX -118.0K -202.3K -61.0K -90.0K -74.0K Net VEX -2.9K -3.1K -2.4K -3.0K -2.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 3.526 0 20 0 15 Total OI 415.474 396 428 408 410
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 2024-06-03 $52.55 $52.00 13.0% 3.7% 13.6% 14.3% 0.0% 0.7% -2.8% 3.7K -90.0K -3.0K 0.00 141.08 N/A N/A 0 0 187 221 2024-06-04 $52.70 $52.00 12.9% 3.7% 13.5% 13.9% 0.0% 0.9% 4.0% 5.0K -115.0K -3.0K 0.00 141.98 N/A N/A 0 0 187 221 2024-06-05 $52.86 $52.00 13.6% 3.9% 12.8% 16.0% 0.0% -2.0% 2.5% 7.1K -117.1K -3.1K 0.00 143.40 N/A N/A 0 0 187 221 2024-06-06 $52.92 $52.00 11.4% 2.9% 12.6% 9.5% 0.0% 0.4% 4.8% 6.6K -133.2K -3.0K 0.00 149.11 N/A N/A 0 3 187 221 2024-06-07 $52.50 $52.00 17.6% 3.8% 12.0% 28.0% 0.0% 0.1% -2.3% 3.0K -76.0K -2.8K 0.00 146.45 N/A N/A 0 0 187 221 2024-06-10 $52.50 $52.00 13.9% 3.7% 12.0% 17.0% 0.0% 1.5% -0.2% 2.3K -61.0K -2.8K 0.00 139.35 N/A N/A 20 0 187 221 2024-06-11 $52.41 $52.00 20.4% 3.6% 12.0% 36.5% 0.0% -0.4% -1.3% 4.6K -173.1K -3.1K 0.00 151.16 N/A N/A 0 0 207 221 2024-06-12 $52.30 $52.00 14.9% 4.3% 11.9% 20.1% 0.0% 0.3% -5.3% 3.3K -151.7K -3.1K 0.00 152.45 N/A N/A 0 0 207 221 2024-06-13 $52.59 $52.00 10.7% 3.1% 11.9% 7.4% 0.0% -0.9% -0.8% 7.8K -202.3K -3.0K 0.00 146.68 N/A N/A 0 0 207 221 2024-06-14 $52.30 $52.00 10.5% 3.0% 12.0% 6.8% 0.0% 1.1% 2.8% 2.5K -155.8K -3.0K 0.00 151.60 N/A N/A 0 0 207 221 2024-06-17 $52.13 $52.00 10.8% 3.1% 11.9% 7.9% 0.0% -6.0% -0.2% -3.1K -143.7K -3.0K 0.00 152.36 N/A N/A 0 0 207 221 2024-06-18 $51.88 $52.00 11.3% 3.2% 11.9% 9.3% 0.0% 0.2% -0.1% -3.8K -76.4K -3.0K 0.00 152.16 N/A N/A 0 0 207 221 2024-06-20 $51.95 $52.00 13.0% 3.7% 11.8% 14.4% 0.0% 0.2% -0.8% -3.7K -88.5K -2.9K 0.00 146.41 N/A N/A 0 2 207 221 2024-06-21 $52.11 $52.00 11.8% 3.4% 11.9% 10.9% 0.0% -3.5% -1.1% -3.1K -110.0K -2.8K 0.00 149.41 N/A N/A 0 12 207 221 2024-06-24 $52.59 $52.00 11.5% 3.3% 11.9% 9.7% 13.4% 0.7% -1.4% 5.9K -184.7K -2.7K 0.00 151.22 N/A N/A 5 0 196 200 2024-06-25 $52.14 $52.00 11.8% 3.4% 11.8% 10.9% 0.0% 9.8% 1.5% 32 -112.9K -2.8K 0.00 148.87 N/A N/A 5 0 201 200 2024-06-26 $52.00 $52.00 20.2% 5.8% 11.6% 35.8% 0.0% 0.4% -17.4% -829 -64.2K -2.4K 0.00 144.99 N/A N/A 5 0 205 200 2024-06-27 $52.08 $52.00 11.7% 3.3% 10.0% 10.4% 0.0% 0.0% -1.2% 904 -112.6K -2.7K 0.00 150.54 N/A N/A 0 0 210 200 2024-06-28 $51.88 $52.00 12.0% 3.4% 10.1% 11.4% 0.0% 2.1% -0.5% -684 -74.0K -2.8K 0.00 154.74 N/A N/A 15 0 210 200
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