IHF Options History — December 2024

In December 2024, IHF traded between $47.65 and $54.45. ATM implied volatility averaged 22.1%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 1.1% (HV 20d: 21.0%). Max pain ranged from $50.00 to $65.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 8.13.

Notable Days

  • 2024-12-17: Highest Volume — 4,976 contracts
  • 2024-12-10: Largest IV spike — 221.0% change
  • 2024-12-02: Highest IV Rank — 82.8%
  • 2024-12-02: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.19$47.65$54.45$54.45$47.91
Max Pain$51.95$50.00$65.00$52.00$50.00
ATM IV22.1%10.1%47.5%47.5%19.9%
Expected Move6.3%2.9%13.6%13.6%5.7%
HV 20d21.0%19.3%23.3%19.6%20.3%
HV 60d19.5%17.5%20.6%17.5%20.4%
IV Rank29.3%4.0%82.8%82.8%24.7%
IV Percentile66.6%1.2%99.6%99.6%75.4%
Term Structure-1.1%-26.4%14.7%-26.4%-8.4%
VWIV18.4%12.6%26.9%18.2%19.4%
Skew 25d10.6%-17.7%44.3%13.1%-5.7%
Skew 10d16.7%-17.2%62.1%62.1%-17.2%
Call IV 25d22.2%10.7%57.0%53.8%20.6%
Put IV 25d32.8%12.5%70.3%66.9%14.8%
Bid-Ask Spread %131.62111.47151.50149.54126.85
Gamma HHI0.600.180.870.190.74
Net GEX366.3K-155.4K1.0M8.2K787.4K
Net DEX-1.9M-6.8M1.1M-86.4K-2.2M
Net VEX-15.3K-37.2K-388-535-20.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.130.0083.500.000.00
Total Volume331.90504,97650
Total OI2,821.238726,027725,973

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$54.45$52.0047.5%13.6%19.6%82.8%18.2%13.1%-26.4%8.2K-86.4K-5350.00149.54N/AN/A506210
2024-12-03$54.35$52.0037.0%10.6%19.6%60.8%0.0%44.3%-8.0%9.0K-96.0K-5880.00151.50N/AN/A006710
2024-12-04$54.30$52.0034.9%10.0%19.3%56.3%0.0%22.6%-2.6%8.9K-94.1K-5640.00150.45N/AN/A006710
2024-12-05$52.80$65.0015.1%6.6%19.8%14.5%19.6%27.7%4.8%5.7K-45.7K-38883.50135.37N/AN/A21676710
2024-12-06$51.99$50.0022.7%4.5%20.0%30.5%15.4%4.7%14.7%-43.2K176.4K-1.4K18.36137.61N/AN/A1425769177
2024-12-09$52.71$52.0012.1%6.6%20.8%8.2%0.0%31.3%-0.5%-73.1K294.4K-2.1K3.50139.49N/AN/A2783431
2024-12-10$52.28$52.0038.8%6.6%19.8%64.6%0.0%18.5%4.9%-101.2K500.1K-2.6K0.00143.20N/AN/A0082438
2024-12-11$50.97$52.0012.5%3.6%21.0%9.1%19.0%25.4%2.3%-155.4K778.9K-2.7K0.67128.01N/AN/A815482438
2024-12-12$49.92$52.0021.4%6.1%21.7%27.9%26.9%-17.7%12.5%-113.0K1.1M-2.9K0.44133.77N/AN/A478210205448
2024-12-13$50.14$52.0018.3%5.2%21.3%21.3%18.3%31.4%-6.1%38.2K-311.4K-6.4K0.06130.15N/AN/A986667269
2024-12-16$48.93$52.0028.4%8.2%22.1%42.7%17.6%36.4%-2.2%40.1K213.2K-4.8K0.77125.22N/AN/A9573621263
2024-12-17$47.75$52.0017.0%4.9%23.2%18.5%0.0%-5.8%-5.0%37.2K348.3K-4.3K0.00123.83N/AN/A4,96412716245
2024-12-18$47.91$52.0019.5%5.6%23.3%23.8%19.5%3.9%8.8%792.1K-5.3M-36.2K0.10128.17N/AN/A8795,668254
2024-12-19$47.65$52.0020.0%5.7%22.0%24.8%0.0%-6.0%-5.0%803.6K-5.3M-35.1K6.40121.86N/AN/A5325,735263
2024-12-20$48.19$52.0017.2%4.9%22.3%19.0%12.6%7.0%7.4%877.3K-5.0M-33.9K0.00111.47N/AN/A27615,740287
2024-12-23$48.44$50.0013.9%4.0%22.6%11.9%16.5%-3.7%7.7%985.2K-5.3M-34.2K0.00126.38N/AN/A015,698256
2024-12-24$48.30$50.0021.3%6.1%20.5%27.7%0.0%2.7%-17.1%946.7K-5.0M-34.0K0.00124.99N/AN/A005,698257
2024-12-26$48.67$50.0010.1%2.9%21.0%4.0%0.0%-2.1%0.5%955.6K-6.8M-37.2K0.00124.40N/AN/A105,698257
2024-12-27$48.29$50.0015.9%4.5%20.8%16.2%17.3%-4.1%-5.8%1.0M-5.1M-34.0K0.00120.53N/AN/A0255,698257
2024-12-30$48.01$50.0020.8%6.0%20.3%26.6%19.4%-2.2%0.5%883.1K-3.7M-26.3K0.00131.34N/AN/A805,698272
2024-12-31$47.91$50.0019.9%5.7%20.3%24.7%0.0%-5.7%-8.4%787.4K-2.2M-20.1K0.00126.85N/AN/A005,701272