IHF Options History — November 2024

In November 2024, IHF traded between $52.08 and $55.66. ATM implied volatility averaged 28.0%, placing in the 41.7% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 8.6% (HV 20d: 19.4%). Max pain ranged from $51.00 to $52.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.06.

Notable Days

2024-11-04: Highest Volume — 26 contracts
2024-11-08: Largest IV spike — 150.2% change
2024-11-08: Highest IV Rank — 73.9%
2024-11-29: Largest Expected Move — 10.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.71	$52.08	$55.66	$52.48	$54.76
Max Pain	$51.95	$51.00	$52.00	$51.00	$52.00
ATM IV	28.0%	16.1%	43.2%	22.0%	36.2%
Expected Move	7.8%	6.3%	10.4%	6.3%	10.4%
HV 20d	19.4%	16.8%	22.2%	20.1%	19.4%
HV 60d	16.3%	14.5%	17.6%	14.5%	17.5%
IV Rank	41.7%	16.6%	73.9%	29.1%	58.9%
IV Percentile	91.7%	68.7%	98.8%	90.1%	97.2%
Term Structure	-3.1%	-15.4%	2.4%	-0.6%	-15.4%
VWIV	20.1%	15.7%	24.5%	24.5%	15.7%
Skew 25d	15.5%	-19.3%	35.7%	-7.1%	1.2%
Skew 10d	5.2%	-9.5%	31.9%	2.4%	3.9%
Call IV 25d	29.6%	16.8%	60.8%	27.9%	60.8%
Put IV 25d	45.1%	20.8%	62.0%	20.8%	62.0%
Bid-Ask Spread %	149.43	139.34	152.23	139.34	150.66
Gamma HHI	0.21	0.14	0.32	0.15	0.20
Net GEX	16.8K	6.7K	37.9K	14.1K	9.5K
Net DEX	-166.2K	-356.9K	-51.0K	-156.8K	-97.8K
Net VEX	-647	-792	-479	-791	-570
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.24	0.24	0.00
Total Volume	3.75	0	26	6	0
Total OI	136.25	70	200	188	72

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
2024-11-01	$52.48	$51.00	22.0%	6.3%	20.1%	29.1%	24.5%	-7.1%	-0.6%	14.1K	-156.8K	-791	0.00	139.34	N/A	N/A	0	6	157	31
2024-11-04	$52.36	$52.00	20.9%	6.9%	19.7%	26.9%	0.0%	17.3%	-0.3%	15.0K	-142.9K	-792	0.24	149.49	N/A	N/A	21	5	157	34
2024-11-05	$52.91	$52.00	24.7%	7.4%	20.2%	34.8%	0.0%	21.9%	-1.9%	20.8K	-195.1K	-784	0.00	148.83	N/A	N/A	1	0	170	29
2024-11-06	$54.27	$52.00	16.1%	7.3%	21.9%	16.6%	0.0%	14.8%	2.4%	33.5K	-274.1K	-712	0.00	148.37	N/A	N/A	22	0	171	29
2024-11-07	$54.78	$52.00	17.3%	6.6%	22.2%	19.1%	0.0%	0.7%	2.3%	29.3K	-277.0K	-705	0.00	149.36	N/A	N/A	0	0	155	29
2024-11-08	$54.80	$52.00	43.2%	6.6%	21.9%	73.9%	0.0%	19.7%	-0.5%	28.8K	-286.0K	-740	0.00	150.55	N/A	N/A	2	0	155	29
2024-11-11	$55.66	$52.00	37.4%	6.9%	22.2%	61.5%	15.7%	16.2%	-3.7%	37.9K	-356.9K	-742	0.17	148.78	N/A	N/A	12	2	155	29
2024-11-12	$54.85	$52.00	23.8%	6.7%	19.8%	32.9%	0.0%	16.2%	-0.9%	29.8K	-313.2K	-767	0.00	150.03	N/A	N/A	0	2	158	30
2024-11-13	$54.24	$52.00	24.3%	7.0%	18.7%	33.8%	0.0%	24.6%	-0.2%	24.3K	-264.4K	-702	0.00	151.24	N/A	N/A	0	0	158	30
2024-11-14	$53.30	$52.00	27.5%	7.9%	16.8%	40.6%	0.0%	31.1%	-6.0%	20.7K	-212.9K	-656	0.00	150.07	N/A	N/A	0	0	158	30
2024-11-15	$52.42	$52.00	29.5%	8.5%	17.5%	45.0%	0.0%	14.2%	-6.2%	9.8K	-145.8K	-526	0.00	148.44	N/A	N/A	0	0	158	30
2024-11-18	$52.55	$52.00	25.7%	7.4%	17.1%	36.9%	0.0%	24.4%	-1.2%	6.8K	-55.1K	-497	0.00	147.86	N/A	N/A	1	0	60	10
2024-11-19	$52.08	$52.00	27.6%	7.9%	17.3%	40.9%	0.0%	35.7%	-0.4%	6.7K	-51.0K	-479	0.00	149.46	N/A	N/A	0	0	61	10
2024-11-20	$52.96	$52.00	27.3%	7.8%	18.2%	40.4%	0.0%	28.5%	-1.8%	7.0K	-66.8K	-550	0.00	150.61	N/A	N/A	0	0	61	10
2024-11-21	$53.37	$52.00	30.6%	8.8%	18.4%	47.2%	0.0%	-19.3%	-5.8%	7.2K	-78.3K	-590	0.00	149.96	N/A	N/A	1	0	61	10
2024-11-22	$53.30	$52.00	28.4%	8.1%	18.2%	42.6%	0.0%	13.0%	-1.5%	7.3K	-82.3K	-632	0.00	150.37	N/A	N/A	0	0	62	10
2024-11-25	$54.42	$52.00	31.9%	9.1%	19.5%	49.9%	0.0%	34.5%	-7.3%	9.3K	-77.8K	-522	0.00	151.48	N/A	N/A	0	0	62	10
2024-11-26	$54.27	$52.00	29.4%	8.4%	19.6%	44.7%	0.0%	-12.3%	-1.1%	9.3K	-93.9K	-577	0.00	152.23	N/A	N/A	0	0	62	10
2024-11-27	$54.39	$52.00	35.5%	10.2%	19.5%	57.7%	0.0%	33.8%	-12.2%	8.1K	-95.7K	-612	0.00	151.47	N/A	N/A	0	0	62	10
2024-11-29	$54.76	$52.00	36.2%	10.4%	19.4%	58.9%	0.0%	1.2%	-15.4%	9.5K	-97.8K	-570	0.00	150.66	N/A	N/A	0	0	62	10