IHF Options History — September 2024 In September 2024, IHF traded between $56.43 and $58.59. ATM implied volatility averaged 20.6%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 10.6% (HV 20d: 10.0%). Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-18 : Highest Volume — 40 contracts2024-09-04 : Largest IV spike — 128.1% change2024-09-05 : Highest IV Rank — 77.4%2024-09-04 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $57.44 $56.43 $58.59 $58.59 $57.06 ATM IV 20.6% 11.5% 44.9% 13.5% 30.2% Expected Move 5.4% 3.3% 8.8% 3.9% 8.7% HV 20d 10.0% 8.4% 11.2% 9.2% 10.9% HV 60d 15.7% 15.2% 16.0% 15.2% 15.9% IV Rank 26.1% 6.9% 77.4% 11.2% 46.4% IV Percentile 72.9% 5.2% 99.6% 24.2% 96.8% Term Structure -4.5% -34.3% 12.2% -3.1% -34.3% Skew 25d 1.0% -16.0% 11.7% -10.2% 0.1% Skew 10d -14.0% -41.4% 1.4% -2.8% -41.4% Call IV 25d 21.2% 12.4% 41.9% 41.9% 21.6% Put IV 25d 22.2% 13.8% 31.7% 31.7% 21.8% Bid-Ask Spread % 149.46 144.31 158.10 144.31 148.68 Gamma HHI 0.37 0.33 0.42 0.35 0.42 Net GEX 24.9K -1.4K 35.8K 23.7K 35.8K Net DEX -378.9K -450.7K -300.5K -450.7K -369.2K Net VEX -870 -996 -733 -908 -742 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 2.2 0 40 0 1 Total OI 132.75 128 169 128 131
Daily Data (20 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 2024-09-03 $58.59 $0.00 13.5% 3.9% 9.2% 11.2% 0.0% -10.2% -3.1% 23.7K -450.7K -908 0.00 144.31 N/A N/A 0 0 108 20 2024-09-04 $58.37 $0.00 30.8% 8.8% 9.3% 47.6% 0.0% -16.0% -32.0% 23.2K -434.6K -939 0.00 147.15 N/A N/A 0 0 108 20 2024-09-05 $57.70 $0.00 44.9% 6.6% 8.8% 77.4% 0.0% -10.3% -4.5% 27.5K -414.1K -903 0.00 149.49 N/A N/A 0 0 108 20 2024-09-06 $57.36 $0.00 24.8% 3.8% 8.9% 34.9% 0.0% -0.3% 10.4% 22.7K -374.6K -996 0.00 149.39 N/A N/A 0 0 108 20 2024-09-09 $57.20 $0.00 17.9% 6.3% 9.1% 20.5% 0.0% 10.6% 5.4% 28.3K -384.4K -892 0.00 148.45 N/A N/A 0 0 108 20 2024-09-10 $57.36 $0.00 27.3% 5.4% 9.0% 40.3% 0.0% -4.1% -12.2% 25.7K -389.4K -922 0.00 148.69 N/A N/A 0 0 108 20 2024-09-11 $57.02 $0.00 16.7% 4.8% 8.4% 17.9% 0.0% -8.6% 0.1% 23.6K -367.4K -958 0.00 150.83 N/A N/A 0 1 108 20 2024-09-12 $57.59 $0.00 11.9% 3.4% 9.0% 7.7% 0.0% 10.6% 12.2% 25.0K -396.4K -917 0.00 150.46 N/A N/A 0 0 108 21 2024-09-13 $58.12 $0.00 16.0% 4.6% 9.1% 16.4% 0.0% 6.9% -4.5% 25.4K -427.0K -876 0.00 149.07 N/A N/A 0 0 108 21 2024-09-16 $58.37 $0.00 11.5% 3.3% 9.1% 6.9% 0.0% 1.4% 3.3% 28.1K -447.3K -791 0.00 147.23 N/A N/A 0 0 108 21 2024-09-17 $57.39 $0.00 18.1% 5.2% 11.2% 20.9% 0.0% 1.3% 11.7% 23.4K -380.1K -932 0.00 150.01 N/A N/A 0 0 108 21 2024-09-18 $57.63 $0.00 17.9% 5.1% 11.2% 20.5% 0.0% 7.0% -1.8% 22.8K -390.9K -918 0.00 152.89 N/A N/A 0 40 108 21 2024-09-19 $57.59 $0.00 20.0% 5.7% 11.2% 24.8% 0.0% -4.4% 2.4% 12.0K -300.5K -903 0.00 149.80 N/A N/A 0 0 108 61 2024-09-20 $57.45 $0.00 19.2% 5.5% 11.2% 23.3% 0.0% 11.6% -13.8% -1.4K -301.5K -839 0.00 147.06 N/A N/A 0 0 108 61 2024-09-23 $57.24 $0.00 19.6% 5.6% 10.5% 24.1% 0.0% 11.7% -14.8% 30.7K -376.7K -792 0.00 148.82 N/A N/A 0 0 108 21 2024-09-24 $56.98 $0.00 22.5% 6.5% 10.6% 30.2% 0.0% 2.4% -0.3% 30.5K -360.0K -807 0.00 149.48 N/A N/A 0 0 108 21 2024-09-25 $56.58 $0.00 15.8% 4.5% 10.8% 15.9% 0.0% 8.4% -7.0% 27.5K -336.2K -832 0.00 149.21 N/A N/A 0 0 108 21 2024-09-26 $56.43 $0.00 20.3% 5.8% 10.8% 25.5% 0.0% 0.5% -4.0% 28.2K -326.1K -792 0.00 158.10 N/A N/A 0 0 108 21 2024-09-27 $56.86 $0.00 13.3% 3.8% 10.9% 10.7% 0.0% 2.0% -2.3% 34.3K -350.8K -733 0.00 150.13 N/A N/A 2 0 108 21 2024-09-30 $57.06 $0.00 30.2% 8.7% 10.9% 46.4% 0.0% 0.1% -34.3% 35.8K -369.2K -742 0.00 148.68 N/A N/A 1 0 110 21
« Aug 2024 | All History | Oct 2024 » Home IHF History September 2024