IHF Options History — July 2024

In July 2024, IHF traded between $51.34 and $57.16. ATM implied volatility averaged 17.5%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 3.6% (HV 20d: 13.9%). Max pain ranged from $52.00 to $52.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.03.

Notable Days

  • 2024-07-08: Highest Volume — 83 contracts
  • 2024-07-05: Largest IV spike — 102.4% change
  • 2024-07-05: Highest IV Rank — 100.0%
  • 2024-07-26: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.69$51.34$57.16$51.72$56.66
Max Pain$52.00$52.00$52.00$52.00$52.00
ATM IV17.5%11.1%44.7%12.4%14.1%
Expected Move4.5%3.2%7.4%3.6%4.1%
HV 20d13.9%7.0%20.3%7.2%20.3%
HV 60d12.3%9.9%14.8%10.6%14.8%
IV Rank25.8%7.9%100.0%12.7%16.3%
IV Percentile52.9%3.2%100.0%10.3%35.3%
Term Structure-3.3%-22.9%9.1%0.2%9.1%
VWIV16.1%12.6%21.1%12.6%21.1%
Skew 25d-0.4%-21.4%13.2%-3.7%1.5%
Skew 10d-4.4%-38.9%31.3%-34.5%-12.2%
Call IV 25d21.9%11.8%52.1%22.0%15.9%
Put IV 25d21.5%12.4%44.6%18.3%17.3%
Bid-Ask Spread %126.48120.66157.19153.66122.71
Gamma HHI0.220.180.280.190.25
Net GEX17.1K-40.3K66.4K-9.4K49.0K
Net DEX-319.3K-892.1K171.6K-40.6K-852.8K
Net VEX-2.4K-2.9K-2.1K-2.5K-2.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.030.000.280.000.00
Total Volume7.77308300
Total OI456.091401519401438

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$51.72$52.0012.4%3.6%7.2%12.7%0.0%-3.7%0.2%-9.4K-40.6K-2.5K0.00153.66N/AN/A00201200
2024-07-02$51.91$52.0016.4%4.7%7.2%24.6%0.0%11.3%-1.6%-7.2K-75.3K-2.4K0.00153.60N/AN/A00201200
2024-07-03$51.57$52.0022.1%6.3%7.4%41.4%0.0%13.1%0.5%-11.7K-16.2K-2.4K0.00157.19N/AN/A00201200
2024-07-05$51.34$52.0044.7%4.1%7.3%100.0%0.0%-14.2%-3.3%-17.1K40.9K-2.2K0.00120.69N/AN/A100201200
2024-07-08$51.41$52.0019.5%3.7%7.3%31.0%0.0%2.8%-2.5%-16.3K42.1K-2.1K0.00121.16N/AN/A083211200
2024-07-09$51.47$52.0028.6%6.8%7.0%56.0%0.0%11.9%-14.0%-37.8K171.6K-2.3K0.00121.47N/AN/A00211288
2024-07-10$51.62$52.0011.7%3.3%7.1%9.5%0.0%1.2%-1.8%-40.3K120.4K-2.3K0.00121.50N/AN/A00211288
2024-07-11$52.41$52.0012.3%3.5%9.1%11.2%12.6%-1.1%0.0%-14.4K-28.8K-2.4K0.00121.65N/AN/A20211288
2024-07-12$53.10$52.0012.9%3.7%10.1%12.8%0.0%0.1%0.9%-1.1K-127.6K-2.7K0.00122.32N/AN/A50209288
2024-07-15$52.80$52.0020.8%6.0%10.2%34.5%0.0%-3.2%-16.4%-6.3K-118.9K-2.5K0.00122.53N/AN/A00214288
2024-07-16$54.94$52.0011.1%3.2%17.1%7.9%16.6%-0.0%-1.1%44.8K-532.8K-2.4K0.00121.95N/AN/A120214288
2024-07-17$55.03$52.0015.3%4.4%17.0%19.5%15.8%-1.2%-4.5%58.3K-597.0K-2.4K0.28120.66N/AN/A185223288
2024-07-18$53.94$52.0016.4%4.7%18.7%22.6%0.0%-10.8%1.4%5.0K-257.2K-2.9K0.00122.84N/AN/A10226293
2024-07-19$53.91$52.0013.8%3.9%18.7%15.3%0.0%1.7%-3.4%31.9K-357.4K-2.5K0.00122.47N/AN/A00226293
2024-07-22$53.92$52.0012.4%3.5%18.7%11.4%14.5%13.2%-1.9%44.2K-394.2K-2.2K0.00122.26N/AN/A50221204
2024-07-23$53.93$52.0016.9%4.9%18.5%24.0%0.0%-0.2%-2.1%45.6K-402.8K-2.2K0.00122.47N/AN/A00226204
2024-07-24$54.47$52.0014.3%4.1%18.4%16.6%0.0%-0.8%-0.0%52.1K-516.9K-2.3K0.00123.11N/AN/A00226204
2024-07-25$55.11$52.0013.0%3.7%18.6%13.0%21.1%-9.3%-2.9%66.4K-625.5K-2.2K0.00121.38N/AN/A120226204
2024-07-26$56.32$52.0025.7%7.4%19.7%48.1%0.0%0.1%-22.9%44.7K-770.0K-2.5K0.00121.72N/AN/A130233204
2024-07-29$56.33$52.0013.1%3.8%19.6%13.5%0.0%-21.4%-2.7%51.4K-792.3K-2.4K0.00121.91N/AN/A00237204
2024-07-30$57.16$52.0017.2%4.9%19.7%24.7%0.0%0.0%-4.5%43.9K-892.1K-2.3K0.00123.20N/AN/A05237204
2024-07-31$56.66$52.0014.1%4.1%20.3%16.3%0.0%1.5%9.1%49.0K-852.8K-2.3K0.00122.71N/AN/A00237201