IHF Options History — October 2024 In October 2024, IHF traded between $52.23 and $56.82. ATM implied volatility averaged 19.5%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 2.8% (HV 20d: 16.7%). Max pain ranged from $51.00 to $55.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 1.37.
Notable Days 2024-10-15 : Highest Volume — 83 contracts2024-10-31 : Largest IV spike — 80.9% change2024-10-07 : Highest IV Rank — 52.7%2024-10-31 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $54.40 $52.23 $56.82 $56.33 $52.23 Max Pain $51.18 $51.00 $55.00 $55.00 $51.00 ATM IV 19.5% 12.6% 33.2% 18.0% 31.0% Expected Move 5.2% 3.6% 8.9% 5.1% 8.9% HV 20d 16.7% 11.5% 21.0% 11.5% 20.0% HV 60d 15.6% 13.7% 16.9% 16.1% 14.6% IV Rank 23.7% 9.2% 52.7% 20.6% 48.1% IV Percentile 75.2% 15.5% 98.0% 81.0% 96.8% Term Structure -2.6% -27.3% 9.4% -7.6% 9.4% VWIV 22.4% 17.6% 28.3% 22.9% 17.6% Skew 25d 0.9% -37.0% 38.4% -16.0% 38.4% Skew 10d 2.8% -21.2% 24.3% -9.0% -6.9% Call IV 25d 20.3% 12.5% 56.4% 37.4% 21.5% Put IV 25d 21.1% 14.4% 59.9% 21.3% 59.9% Bid-Ask Spread % 139.92 131.06 147.41 147.41 141.33 Gamma HHI 0.27 0.14 0.48 0.35 0.15 Net GEX 10.6K -24.3K 28.9K 27.0K 17.7K Net DEX -181.1K -396.3K -77.4K -322.3K -164.1K Net VEX -856 -1.0K -635 -808 -865 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.37 0.00 8.33 0.00 0.00 Total Volume 10.391 0 83 50 0 Total OI 185.87 131 242 131 188
Daily Data (23 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 2024-10-01 $56.33 $0.00 18.0% 5.1% 11.5% 20.6% 22.9% -16.0% -7.6% 27.0K -322.3K -808 0.00 147.41 N/A N/A 0 50 110 21 2024-10-02 $55.89 $55.00 21.4% 6.1% 11.7% 27.7% 0.0% -37.0% -14.2% 2.0K -205.7K -1.0K 0.00 145.92 N/A N/A 0 1 110 71 2024-10-03 $55.20 $51.00 17.5% 4.0% 11.8% 19.6% 0.0% 12.8% 3.5% -4.6K -137.4K -970 0.00 138.35 N/A N/A 0 0 110 72 2024-10-04 $55.34 $51.00 19.0% 3.8% 11.8% 22.7% 0.0% -11.7% 2.7% -1.8K -150.5K -982 0.00 138.91 N/A N/A 1 0 110 72 2024-10-07 $54.67 $51.00 33.2% 3.9% 12.3% 52.7% 0.0% 1.9% -1.4% 3.3K -77.4K -841 0.00 144.62 N/A N/A 0 0 111 72 2024-10-08 $54.80 $51.00 16.5% 4.0% 12.3% 17.5% 0.0% -12.1% -1.3% -4.0K -87.9K -853 0.00 142.10 N/A N/A 0 0 111 72 2024-10-09 $55.42 $51.00 13.7% 3.9% 13.1% 11.6% 0.0% 1.8% 1.8% 166 -152.9K -879 0.00 140.51 N/A N/A 15 0 111 72 2024-10-10 $55.61 $51.00 16.9% 4.9% 12.6% 18.4% 0.0% 1.8% -4.3% 7.6K -175.9K -994 0.00 141.94 N/A N/A 0 0 126 72 2024-10-11 $56.14 $51.00 24.3% 7.0% 12.6% 34.0% 20.0% -3.7% 2.1% 12.6K -220.7K -1.0K 0.00 136.75 N/A N/A 0 1 126 72 2024-10-14 $56.82 $51.00 18.0% 5.2% 13.4% 20.6% 0.0% 1.5% -8.2% 12.0K -290.8K -952 0.00 140.03 N/A N/A 0 0 126 72 2024-10-15 $55.06 $51.00 14.0% 4.0% 16.3% 12.2% 0.0% 1.1% 5.7% -24.3K -127.4K -871 0.00 141.27 N/A N/A 83 0 126 72 2024-10-16 $56.14 $51.00 12.6% 3.6% 17.9% 9.2% 0.0% 6.6% 3.1% 28.9K -396.3K -954 0.00 134.44 N/A N/A 1 0 169 72 2024-10-17 $54.51 $51.00 18.2% 5.2% 20.5% 21.1% 21.1% 0.4% -2.0% 17.8K -168.2K -895 8.33 140.26 N/A N/A 6 50 170 72 2024-10-18 $54.04 $51.00 17.1% 4.9% 20.6% 18.8% 0.0% 3.6% -4.8% 23.7K -125.4K -754 0.00 142.76 N/A N/A 0 0 177 61 2024-10-21 $53.39 $51.00 23.7% 6.8% 20.8% 32.7% 0.0% 0.9% -2.4% 18.9K -185.1K -635 0.00 137.29 N/A N/A 5 0 137 21 2024-10-22 $53.31 $51.00 15.0% 4.3% 20.9% 14.4% 0.0% 14.4% -1.8% 20.5K -201.2K -768 0.00 140.48 N/A N/A 0 0 142 21 2024-10-23 $52.87 $51.00 18.3% 5.3% 20.9% 21.4% 0.0% -0.6% -1.3% 17.8K -180.9K -761 0.00 141.88 N/A N/A 0 0 142 21 2024-10-24 $53.05 $51.00 18.6% 5.3% 21.0% 22.0% 28.3% 3.1% -2.2% 18.4K -196.5K -820 0.00 131.06 N/A N/A 0 5 142 21 2024-10-25 $52.68 $51.00 18.4% 5.3% 20.7% 21.6% 24.2% 4.5% -2.3% 15.1K -154.1K -752 4.00 131.71 N/A N/A 2 8 143 27 2024-10-28 $52.65 $51.00 16.5% 4.7% 20.5% 17.4% 0.0% 0.6% -2.0% 8.7K -148.4K -703 0.00 139.31 N/A N/A 1 0 145 30 2024-10-29 $52.59 $51.00 28.5% 8.2% 20.3% 42.8% 0.0% 3.4% -27.3% 13.6K -151.2K -812 0.00 141.62 N/A N/A 0 0 146 31 2024-10-30 $52.52 $51.00 17.2% 4.9% 20.2% 18.9% 17.6% 4.2% -3.9% 13.2K -144.2K -750 0.00 138.30 N/A N/A 10 0 149 31 2024-10-31 $52.23 $51.00 31.0% 8.9% 20.0% 48.1% 0.0% 38.4% 9.4% 17.7K -164.1K -865 0.00 141.33 N/A N/A 0 0 157 31
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