ISHP Options History — June 2022 In June 2022, ISHP traded between $22.63 and $26.33. ATM implied volatility averaged 71.8%. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 23.8% (HV 20d: 47.9%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2022-06-08 : Largest IV drop — 41.4% change2022-06-30 : Largest Expected Move — 25.0%Monthly Statistics Metric Avg Min Max Open Close Price $24.43 $22.63 $26.33 $24.70 $23.69 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 71.8% 47.5% 95.0% 70.6% 87.1% Expected Move 18.8% 13.6% 25.0% 20.2% 25.0% HV 20d 47.9% 41.3% 50.8% 48.5% 48.4% HV 60d 48.5% 46.6% 50.1% 47.9% 46.6% Term Structure -13.9% -32.2% 63.2% -21.9% -32.2% Skew 25d 3.7% 1.3% 6.0% 3.6% 2.5% Skew 10d 8.8% 6.0% 13.5% 6.7% 11.4% Call IV 25d 74.8% 51.3% 103.9% 81.0% 103.9% Put IV 25d 78.5% 56.7% 106.4% 84.6% 106.4% Bid-Ask Spread % 153.98 141.41 163.27 141.41 154.10 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 13 0 34 17 0 Net DEX -112 -322 0 -127 0 Net VEX -0 -1 0 -1 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.238 0 2 2 0
Daily Data (21 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 2022-06-01 $24.70 $35.00 70.6% 20.2% 48.5% 0.0% 0.0% 3.6% -21.9% 17 -127 -1 0.00 141.41 N/A N/A 0 0 2 0 2022-06-02 $25.67 $0.00 80.3% 15.7% 48.8% 0.0% 0.0% 4.2% -14.2% 32 -302 -1 0.00 155.25 N/A N/A 0 0 2 0 2022-06-03 $25.32 $0.00 88.0% 16.1% 48.7% 0.0% 0.0% 4.0% -13.5% 29 -273 -1 0.00 155.52 N/A N/A 0 0 2 0 2022-06-06 $25.84 $0.00 95.0% 15.8% 49.1% 0.0% 0.0% 3.9% -13.1% 34 -322 -1 0.00 155.48 N/A N/A 0 0 2 0 2022-06-07 $25.96 $0.00 81.1% 14.0% 44.4% 0.0% 0.0% 6.0% -10.9% 25 -177 -1 0.00 152.39 N/A N/A 0 0 2 0 2022-06-08 $26.33 $0.00 47.5% 13.6% 43.4% 0.0% 0.0% 5.4% -10.7% 27 -186 -1 0.00 151.27 N/A N/A 0 0 2 0 2022-06-09 $25.39 $0.00 58.1% 16.6% 41.3% 0.0% 0.0% 3.5% -14.5% 27 -238 -1 0.00 155.09 N/A N/A 0 0 2 0 2022-06-10 $24.31 $0.00 70.0% 20.1% 44.5% 0.0% 0.0% 4.3% -21.2% 25 -271 -1 0.00 155.89 N/A N/A 0 0 2 0 2022-06-13 $22.83 $0.00 57.0% 16.4% 48.8% 0.0% 0.0% 5.3% -13.5% 5 -30 0 0.00 150.39 N/A N/A 0 0 2 0 2022-06-14 $23.05 $0.00 69.6% 20.0% 48.9% 0.0% 0.0% 4.6% -22.0% 12 -94 0 0.00 155.19 N/A N/A 0 0 2 0 2022-06-15 $23.71 $0.00 75.7% 21.7% 46.6% 0.0% 0.0% 5.5% -23.0% 20 -206 0 0.00 155.89 N/A N/A 0 0 2 0 2022-06-16 $22.63 $0.00 78.5% 22.5% 49.1% 0.0% 0.0% 3.3% 63.2% 13 -117 0 0.00 163.27 N/A N/A 0 0 2 0 2022-06-17 $23.20 $0.00 70.0% 20.1% 49.1% 0.0% 0.0% 4.0% -4.5% 0 0 0 0.00 155.78 N/A N/A 0 0 2 0 2022-06-21 $23.93 $0.00 71.8% 20.6% 50.0% 0.0% 0.0% 4.0% -20.0% 0 0 0 0.00 155.62 N/A N/A 0 0 0 0 2022-06-22 $23.70 $0.00 61.4% 17.6% 49.6% 0.0% 0.0% 2.1% -15.5% 0 0 0 0.00 150.85 N/A N/A 0 0 0 0 2022-06-23 $23.86 $0.00 74.0% 21.2% 49.1% 0.0% 0.0% 1.3% -21.2% 0 0 0 0.00 155.75 N/A N/A 0 0 0 0 2022-06-24 $25.01 $0.00 71.4% 20.5% 50.8% 0.0% 0.0% 3.9% -20.0% 0 0 0 0.00 156.24 N/A N/A 0 0 0 0 2022-06-27 $25.12 $0.00 64.3% 18.4% 49.5% 0.0% 0.0% 2.1% -21.5% 0 0 0 0.00 154.26 N/A N/A 0 0 0 0 2022-06-28 $24.75 $0.00 65.5% 18.8% 48.4% 0.0% 0.0% 2.6% -19.4% 0 0 0 0.00 152.22 N/A N/A 0 0 0 0 2022-06-29 $24.04 $0.00 70.0% 20.1% 49.3% 0.0% 0.0% 2.1% -23.4% 0 0 0 0.00 151.66 N/A N/A 0 0 0 0 2022-06-30 $23.69 $0.00 87.1% 25.0% 48.4% 0.0% 0.0% 2.5% -32.2% 0 0 0 0.00 154.10 N/A N/A 0 0 0 0
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