IHF Options History — August 2024

In August 2024, IHF traded between $54.61 and $58.37. ATM implied volatility averaged 20.3%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 1.3% (HV 20d: 19.0%). Max pain ranged from $52.00 to $52.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.92.

Notable Days

  • 2024-08-13: Highest Volume — 123 contracts
  • 2024-08-06: Largest IV spike — 128.2% change
  • 2024-08-06: Highest IV Rank — 100.0%
  • 2024-08-01: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.47$54.61$58.37$56.06$58.37
Max Pain$52.00$52.00$52.00$52.00$52.00
ATM IV20.3%11.6%55.6%32.8%15.1%
Expected Move4.6%3.3%9.4%9.4%4.3%
HV 20d19.0%14.2%24.2%20.6%14.2%
HV 60d15.8%14.9%16.4%15.0%15.2%
IV Rank27.0%7.2%100.0%67.5%14.5%
IV Percentile59.5%5.2%100.0%99.2%57.1%
Term Structure-2.8%-25.4%7.0%-22.8%0.7%
VWIV23.6%23.6%23.6%23.6%23.6%
Skew 25d-1.3%-25.1%10.9%-1.6%8.1%
Skew 10d-8.1%-34.0%9.8%3.8%3.8%
Call IV 25d21.6%11.2%60.4%60.4%23.7%
Put IV 25d20.3%12.8%58.9%58.9%31.8%
Bid-Ask Spread %146.76122.03156.26122.97146.55
Gamma HHI0.310.190.420.250.36
Net GEX34.8K19.1K75.2K42.4K25.9K
Net DEX-518.3K-849.4K-346.0K-717.3K-451.3K
Net VEX-1.5K-2.4K-899-2.4K-901
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.920.0015.000.330.00
Total Volume9.773012300
Total OI286.818112461438128

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$56.06$52.0032.8%9.4%20.6%67.5%0.0%-1.6%-22.8%42.4K-717.3K-2.4K0.00122.97N/AN/A00237201
2024-08-02$56.38$52.0019.5%5.6%20.4%31.1%23.6%3.0%-1.6%60.3K-849.4K-2.2K0.33122.03N/AN/A62237201
2024-08-05$54.87$0.0024.4%5.1%23.3%44.4%0.0%0.9%4.7%26.7K-525.6K-2.4K0.00152.25N/AN/A00231199
2024-08-06$55.37$0.0055.6%6.2%23.4%100.0%0.0%1.7%-2.9%28.8K-588.5K-2.4K0.00156.08N/AN/A00231199
2024-08-07$54.61$0.0021.6%3.9%24.2%28.2%0.0%5.8%-1.2%48.8K-536.6K-2.1K0.00144.75N/AN/A06231199
2024-08-08$55.13$0.0024.1%4.7%23.9%33.6%0.0%4.7%1.5%46.1K-599.9K-2.1K15.00156.26N/AN/A115231204
2024-08-09$55.17$0.0040.2%4.4%23.6%67.4%0.0%2.0%-1.8%33.1K-536.1K-2.2K0.00149.24N/AN/A00232219
2024-08-12$55.08$0.0022.6%4.3%23.4%30.4%0.0%2.4%-1.3%75.2K-600.1K-1.8K0.00146.54N/AN/A200232219
2024-08-13$55.80$0.0020.9%3.8%19.3%26.7%0.0%-9.8%-0.7%69.0K-749.8K-2.0K0.00150.74N/AN/A1230242219
2024-08-14$55.97$0.0013.8%4.0%19.3%11.9%0.0%-4.8%-1.9%38.0K-536.3K-1.1K0.00149.24N/AN/A50158219
2024-08-15$56.41$0.0014.2%4.1%17.8%12.6%0.0%1.0%7.0%33.4K-541.3K-1.0K0.00149.27N/AN/A200154219
2024-08-16$56.69$0.0012.0%3.5%17.8%8.1%0.0%1.7%-1.5%23.9K-688.9K-9250.00148.84N/AN/A00157219
2024-08-19$56.74$0.0011.7%3.3%17.8%7.3%0.0%1.0%-1.3%23.9K-351.9K-9070.00149.10N/AN/A059715
2024-08-20$56.74$0.0011.7%3.3%17.8%7.3%0.0%-14.1%-1.3%22.0K-346.0K-9430.00146.49N/AN/A009720
2024-08-21$56.97$0.0011.8%3.4%17.6%7.6%0.0%0.8%-1.1%24.0K-362.0K-8990.00148.48N/AN/A109720
2024-08-22$56.98$0.0011.6%3.3%17.2%7.2%0.0%10.9%-1.4%19.1K-350.2K-9770.00148.97N/AN/A009720
2024-08-23$57.63$0.0025.2%7.2%16.0%35.9%0.0%-14.8%-25.4%20.7K-384.7K-8990.00149.34N/AN/A1109720
2024-08-26$57.76$0.0015.9%4.6%16.0%16.2%0.0%-25.1%-2.2%28.7K-424.7K-9200.00147.07N/AN/A0010820
2024-08-27$57.70$0.0013.9%4.0%15.2%12.0%0.0%0.8%-1.1%20.8K-399.5K-1.1K0.00149.01N/AN/A0010820
2024-08-28$57.77$0.0012.4%3.6%14.8%8.9%0.0%2.7%-1.7%28.7K-424.1K-9210.00147.68N/AN/A0010820
2024-08-29$58.17$0.0015.7%4.5%14.3%15.9%0.0%-6.5%-4.0%25.3K-437.5K-9280.00147.72N/AN/A0010820
2024-08-30$58.37$0.0015.1%4.3%14.2%14.5%0.0%8.1%0.7%25.9K-451.3K-9010.00146.55N/AN/A0010820