ISHP Options History — May 2022

In May 2022, ISHP traded between $23.40 and $27.51. ATM implied volatility averaged 79.6%. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 34.2% (HV 20d: 45.4%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 18 of 18 trading days. Term structure was in contango for 0 of 18 days.

Notable Days

  • 2022-05-09: Largest IV spike — 44.3% change
  • 2022-05-04: Largest Expected Move — 24.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.77$23.40$27.51$27.13$25.48
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV79.6%53.9%145.9%65.0%81.9%
Expected Move20.0%15.5%24.8%18.6%23.5%
HV 20d45.4%42.4%48.2%42.6%47.9%
HV 60d48.3%47.7%49.3%48.4%48.0%
Term Structure-22.1%-36.6%-12.4%-19.4%-28.5%
Skew 25d4.0%-18.1%12.4%3.8%12.4%
Skew 10d8.4%-37.2%21.8%6.9%18.6%
Call IV 25d77.1%57.0%104.1%71.1%83.9%
Put IV 25d81.1%64.5%107.4%74.9%96.3%
Bid-Ask Spread %143.73136.97155.15152.62144.71
Gamma HHI1.001.001.001.001.00
Net GEX3016614732
Net DEX-348-863-134-433-314
Net VEX-2-4-1-3-1
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI22222

Daily Data (18 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-03$27.13$0.0065.0%18.6%42.6%0.0%0.0%3.8%-19.4%47-433-30.00152.62N/AN/A0020
2022-05-04$27.51$0.0086.5%24.8%42.4%0.0%0.0%3.4%-26.0%61-863-40.00155.15N/AN/A0020
2022-05-05$25.92$35.0097.0%18.3%46.3%0.0%0.0%-0.4%-18.8%44-598-30.00143.76N/AN/A0020
2022-05-06$25.23$35.00101.2%18.9%46.7%0.0%0.0%-2.7%-24.1%38-494-30.00141.96N/AN/A0020
2022-05-09$23.98$35.00145.9%23.2%45.1%0.0%0.0%-18.1%-36.6%33-539-30.00136.97N/AN/A0020
2022-05-10$24.10$35.00107.5%18.4%45.6%0.0%0.0%7.9%-22.1%27-325-20.00141.27N/AN/A0020
2022-05-11$23.40$35.0076.1%21.8%45.5%0.0%0.0%4.6%-32.7%26-362-20.00141.28N/AN/A0020
2022-05-12$23.48$35.0068.2%19.6%45.7%0.0%0.0%6.5%-24.4%23-264-20.00141.61N/AN/A0020
2022-05-13$24.67$35.0053.9%15.5%46.2%0.0%0.0%7.5%-17.3%21-181-10.00139.88N/AN/A0020
2022-05-17$24.74$35.0066.0%18.9%43.0%0.0%0.0%5.2%-24.0%29-323-20.00144.23N/AN/A0020
2022-05-18$23.98$35.0068.8%19.7%43.6%0.0%0.0%5.8%-25.7%23-245-10.00144.45N/AN/A0020
2022-05-19$24.40$35.0070.1%20.1%44.8%0.0%0.0%7.8%-13.9%27-291-20.00143.74N/AN/A0020
2022-05-20$23.90$35.0061.7%17.7%44.9%0.0%0.0%4.5%-12.4%16-134-10.00141.22N/AN/A0020
2022-05-23$24.39$35.0062.0%17.8%46.1%0.0%0.0%4.7%-14.9%17-137-10.00140.98N/AN/A0020
2022-05-25$23.71$35.0074.6%21.4%45.7%0.0%0.0%6.4%-19.9%20-201-10.00143.97N/AN/A0020
2022-05-26$24.51$35.0073.4%21.0%48.2%0.0%0.0%3.3%-18.9%25-249-10.00144.51N/AN/A0020
2022-05-27$25.31$35.0072.9%20.9%47.8%0.0%0.0%9.3%-18.3%31-305-10.00144.83N/AN/A0020
2022-05-31$25.48$35.0081.9%23.5%47.9%0.0%0.0%12.4%-28.5%32-314-10.00144.71N/AN/A0020