ISHP Options History — April 2022

Name: ISHP Options Analytics - April 2022
Creator: Options Analysis Suite

In April 2022, ISHP traded between $26.62 and $32.64. ATM implied volatility averaged 62.5%. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 10.3% (HV 20d: 52.2%). Net GEX was positive for 13 of 13 trading days. Term structure was in contango for 0 of 13 days.

Notable Days

2022-04-13: Largest IV drop — 48.4% change
2022-04-29: Largest Expected Move — 20.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.28	$26.62	$32.64	$31.15	$27.58
ATM IV	62.5%	44.9%	97.0%	60.4%	69.7%
Expected Move	14.8%	10.9%	20.0%	10.9%	20.0%
HV 20d	52.2%	42.6%	56.9%	49.4%	42.6%
Term Structure	-11.3%	-21.6%	-4.3%	-21.6%	-17.9%
Skew 25d	5.7%	4.0%	8.8%	4.0%	6.8%
Skew 10d	14.2%	11.0%	19.0%	13.7%	16.5%
Call IV 25d	58.4%	44.9%	77.2%	69.4%	77.2%
Put IV 25d	64.1%	50.0%	85.7%	73.4%	83.9%
Bid-Ask Spread %	154.81	151.34	157.24	152.01	157.24
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	87	39	144	125	60
Net DEX	-1.1K	-2.5K	-334	-1.7K	-716
Net VEX	-6	-11	-2	-9	-4
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	2	2	2	2	2

Daily Data (13 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call OI
2022-04-01	$31.15	$0.00	60.4%	10.9%	49.4%	0.0%	0.0%	4.0%	-21.6%	125	-1.7K	-9	152.01	N/A	N/A	2
2022-04-04	$32.64	$0.00	72.1%	11.7%	52.3%	0.0%	0.0%	5.1%	-14.9%	144	-2.5K	-11	154.04	N/A	N/A	2
2022-04-06	$30.70	$0.00	85.8%	12.9%	56.7%	0.0%	0.0%	6.1%	-4.3%	110	-1.6K	-9	155.62	N/A	N/A	2
2022-04-07	$30.25	$0.00	97.0%	13.9%	56.9%	0.0%	0.0%	5.8%	-7.2%	103	-1.5K	-9	156.10	N/A	N/A	2
2022-04-13	$30.07	$0.00	50.0%	14.3%	55.9%	0.0%	0.0%	5.9%	-6.8%	100	-1.4K	-8	156.96	N/A	N/A	2
2022-04-14	$29.56	$0.00	50.3%	14.4%	55.7%	0.0%	0.0%	6.2%	-7.1%	91	-1.2K	-7	157.15	N/A	N/A	2
2022-04-18	$29.02	$0.00	53.5%	15.3%	53.7%	0.0%	0.0%	5.5%	-8.8%	82	-1.0K	-6	156.86	N/A	N/A	2
2022-04-19	$29.44	$0.00	44.9%	12.9%	52.7%	0.0%	0.0%	4.8%	-7.1%	88	-841	-5	151.34	N/A	N/A	2
2022-04-20	$28.91	$0.00	46.9%	13.5%	51.9%	0.0%	0.0%	4.4%	-9.0%	77	-737	-5	154.37	N/A	N/A	2
2022-04-22	$27.56	$0.00	69.5%	19.9%	53.1%	0.0%	0.0%	8.8%	-16.8%	62	-909	-6	154.27	N/A	N/A	2
2022-04-25	$27.20	$0.00	54.9%	15.7%	53.3%	0.0%	0.0%	6.3%	-11.1%	47	-425	-3	152.27	N/A	N/A	2
2022-04-27	$26.62	$0.00	57.8%	16.6%	45.0%	0.0%	0.0%	4.6%	-14.5%	39	-334	-2	154.28	N/A	N/A	2
2022-04-29	$27.58	$0.00	69.7%	20.0%	42.6%	0.0%	0.0%	6.8%	-17.9%	60	-716	-4	157.24	N/A	N/A	2