ISHP Options History — February 2022

In February 2022, ISHP traded between $30.75 and $35.19. ATM implied volatility averaged 57.5%. The 30-day expected move averaged 16.5%. Max pain ranged from $39.00 to $39.00. Net GEX was positive for 8 of 8 trading days. Term structure was in contango for 0 of 8 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-02-18: Highest Volume — 1 contracts
  • 2022-02-14: Largest IV spike — 96.9% change
  • 2022-02-14: Largest Expected Move — 21.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.36$30.75$35.19$35.19$32.24
Max Pain$39.00$39.00$39.00$39.00$39.00
ATM IV57.5%38.7%76.3%38.7%70.8%
Expected Move16.5%11.1%21.9%11.1%20.3%
Term Structure-18.0%-49.1%-10.4%-10.4%-16.7%
Skew 25d13.2%4.3%44.9%4.3%9.4%
Skew 10d14.8%-1.1%37.5%4.9%37.5%
Call IV 25d50.6%39.1%61.1%39.1%61.1%
Put IV 25d63.8%43.4%91.5%43.4%70.5%
Bid-Ask Spread %152.90141.81158.60158.07144.81
Gamma HHI0.460.300.540.310.54
Net GEX4362191.0K1.0K300
Net DEX-10.8K-26.8K-2.3K-26.8K-4.1K
Net VEX-24-41-15-41-19
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.1250100
Total OI9.625714147

Daily Data (8 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-10$35.19$39.0038.7%11.1%0.0%0.0%0.0%4.3%-10.4%1.0K-26.8K-410.00158.07N/AN/A00140
2022-02-14$33.65$39.0076.3%21.9%0.0%0.0%0.0%44.9%-49.1%767-23.8K-400.00148.37N/AN/A00140
2022-02-18$32.28$39.0048.0%13.8%0.0%0.0%0.0%4.8%-11.4%330-19.7K-210.00158.42N/AN/A10140
2022-02-22$31.51$39.0066.4%19.0%0.0%0.0%0.0%5.9%-16.9%294-4.2K-220.00141.81N/AN/A0070
2022-02-23$30.75$39.0054.3%15.6%0.0%0.0%0.0%16.4%-13.0%219-2.3K-150.00156.82N/AN/A0070
2022-02-24$31.06$39.0054.5%15.6%0.0%0.0%0.0%14.5%-13.5%232-2.5K-160.00156.30N/AN/A0070
2022-02-25$32.23$39.0051.3%14.7%0.0%0.0%0.0%5.6%-13.3%304-3.2K-180.00158.60N/AN/A0070
2022-02-28$32.24$39.0070.8%20.3%0.0%0.0%0.0%9.4%-16.7%300-4.1K-190.00144.81N/AN/A0070