ISHP Options History — March 2022 In March 2022, ISHP traded between $27.87 and $32.45. ATM implied volatility averaged 62.7%. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 12.5% (HV 20d: 50.2%). Max pain ranged from $35.00 to $39.00. Net GEX was positive for 18 of 18 trading days. Term structure was in contango for 0 of 18 days.
Notable Days 2022-03-08 : Largest IV drop — 46.1% change2022-03-11 : Largest Expected Move — 30.3%Monthly Statistics Metric Avg Min Max Open Close Price $30.70 $27.87 $32.45 $32.19 $31.24 Max Pain $38.20 $35.00 $39.00 $39.00 $35.00 ATM IV 62.7% 44.9% 102.6% 75.2% 58.1% Expected Move 17.6% 10.1% 30.3% 21.6% 10.9% HV 20d 50.2% 40.6% 55.9% 41.7% 51.2% Term Structure -17.8% -32.2% -10.6% -32.2% -19.3% Skew 25d 7.4% 0.6% 25.3% 6.8% 4.0% Skew 10d 10.7% -7.7% 34.1% 34.1% 13.1% Call IV 25d 60.1% 42.9% 75.6% 64.0% 66.6% Put IV 25d 67.5% 48.0% 80.9% 70.8% 70.6% Bid-Ask Spread % 153.85 127.34 200.00 145.55 151.77 Gamma HHI 0.75 0.50 1.00 0.54 1.00 Net GEX 159 86 296 296 128 Net DEX -2.2K -4.1K -967 -4.1K -1.7K Net VEX -12 -19 -7 -19 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 5.056 2 7 7 2
Daily Data (18 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 2022-03-01 $32.19 $39.00 75.2% 21.6% 0.0% 0.0% 0.0% 6.8% -32.2% 296 -4.1K -19 0.00 145.55 N/A N/A 0 0 7 0 2022-03-02 $31.95 $39.00 69.5% 19.9% 0.0% 0.0% 0.0% 25.3% -11.0% 264 -3.5K -17 0.00 142.28 N/A N/A 0 0 7 0 2022-03-03 $30.97 $39.00 70.7% 20.3% 0.0% 0.0% 0.0% 0.6% -15.7% 238 -3.2K -16 0.00 150.12 N/A N/A 0 0 7 0 2022-03-04 $30.32 $39.00 102.6% 29.4% 0.0% 0.0% 0.0% 10.5% -19.6% 236 -3.4K -17 0.00 146.93 N/A N/A 0 0 7 0 2022-03-08 $28.97 $39.00 55.3% 26.4% 0.0% 0.0% 0.0% 6.8% -15.4% 139 -1.6K -10 0.00 152.61 N/A N/A 0 0 7 0 2022-03-09 $29.90 $39.00 53.6% 25.7% 0.0% 0.0% 0.0% 9.0% -14.0% 161 -1.8K -11 0.00 200.00 N/A N/A 0 0 7 0 2022-03-10 $29.01 $39.00 49.0% 23.3% 0.0% 0.0% 0.0% 5.5% -13.8% 106 -1.1K -8 0.00 152.48 N/A N/A 0 0 7 0 2022-03-11 $27.97 $39.00 56.8% 30.3% 41.7% 0.0% 0.0% 5.4% -17.4% 86 -967 -7 0.00 198.69 N/A N/A 0 0 7 0 2022-03-14 $27.87 $35.00 74.5% 16.0% 40.6% 0.0% 0.0% 11.3% -22.0% 92 -1.6K -10 0.00 127.34 N/A N/A 0 0 7 0 2022-03-16 $30.10 $35.00 70.0% 14.9% 52.8% 0.0% 0.0% 11.6% -21.1% 169 -2.3K -11 0.00 132.37 N/A N/A 0 0 7 0 2022-03-18 $31.68 $0.00 44.9% 10.1% 55.9% 0.0% 0.0% 3.9% -10.6% 137 -1.9K -11 0.00 149.47 N/A N/A 0 0 7 0 2022-03-21 $31.20 $0.00 56.7% 11.7% 54.5% 0.0% 0.0% 5.0% -16.9% 120 -1.8K -10 0.00 154.35 N/A N/A 0 0 2 0 2022-03-23 $31.74 $0.00 64.2% 13.1% 53.7% 0.0% 0.0% 5.3% -18.9% 122 -2.2K -11 0.00 154.69 N/A N/A 0 0 2 0 2022-03-24 $31.57 $0.00 56.7% 11.3% 51.6% 0.0% 0.0% 5.4% -16.1% 129 -1.9K -11 0.00 154.73 N/A N/A 0 0 2 0 2022-03-28 $31.26 $0.00 64.5% 12.0% 49.7% 0.0% 0.0% 6.1% -21.8% 122 -1.8K -10 0.00 154.89 N/A N/A 0 0 2 0 2022-03-29 $32.45 $0.00 52.9% 10.3% 50.8% 0.0% 0.0% 6.1% -18.4% 162 -2.1K -11 0.00 150.18 N/A N/A 0 0 2 0 2022-03-30 $32.24 $0.00 53.9% 10.3% 49.9% 0.0% 0.0% 5.0% -15.4% 155 -2.1K -11 0.00 150.77 N/A N/A 0 0 2 0 2022-03-31 $31.24 $0.00 58.1% 10.9% 51.2% 0.0% 0.0% 4.0% -19.3% 128 -1.7K -9 0.00 151.77 N/A N/A 0 0 2 0
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