ISHP Options History — July 2022 In July 2022, ISHP traded between $23.46 and $25.81. ATM implied volatility averaged 83.5%. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 38.9% (HV 20d: 44.6%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2022-07-12 : Largest IV spike — 82.9% change2022-07-01 : Largest Expected Move — 25.4%Monthly Statistics Metric Avg Min Max Open Close Price $24.71 $23.46 $25.81 $23.94 $25.81 ATM IV 83.5% 52.8% 200.2% 88.5% 67.8% Expected Move 19.1% 15.1% 25.4% 25.4% 19.4% HV 20d 44.6% 39.6% 52.5% 46.3% 39.9% HV 60d 46.0% 45.2% 47.3% 45.2% 45.4% Term Structure -14.8% -34.3% -7.2% -34.3% -17.1% Skew 25d 4.1% 1.3% 12.5% 2.3% 2.4% Skew 10d 9.8% 7.3% 22.1% 11.1% 7.9% Call IV 25d 74.5% 56.3% 106.0% 106.0% 80.3% Put IV 25d 78.6% 61.5% 110.0% 108.3% 82.7% Bid-Ask Spread % 155.28 151.38 156.14 153.97 156.14 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (19 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 2022-07-01 $23.94 $0.00 88.5% 25.4% 46.3% 0.0% 0.0% 2.3% -34.3% 0 0 0 0.00 153.97 N/A N/A 0 0 0 0 2022-07-05 $24.78 $0.00 99.2% 15.9% 48.0% 0.0% 0.0% 4.6% -7.6% 0 0 0 0.00 154.69 N/A N/A 0 0 0 0 2022-07-06 $25.18 $0.00 102.1% 16.2% 47.8% 0.0% 0.0% 7.4% -9.5% 0 0 0 0.00 155.41 N/A N/A 0 0 0 0 2022-07-07 $24.87 $0.00 105.5% 15.8% 47.9% 0.0% 0.0% 3.5% -7.2% 0 0 0 0.00 155.13 N/A N/A 0 0 0 0 2022-07-08 $25.45 $0.00 109.5% 16.0% 48.4% 0.0% 0.0% 5.5% -10.0% 0 0 0 0.00 155.39 N/A N/A 0 0 0 0 2022-07-12 $23.78 $0.00 200.2% 19.7% 52.5% 0.0% 0.0% 4.3% -12.1% 0 0 0 0.00 155.30 N/A N/A 0 0 0 0 2022-07-13 $23.92 $0.00 52.8% 15.1% 50.3% 0.0% 0.0% 5.1% -9.5% 0 0 0 0.00 151.38 N/A N/A 0 0 0 0 2022-07-14 $23.92 $0.00 62.9% 18.0% 44.7% 0.0% 0.0% 5.0% -11.1% 0 0 0 0.00 156.01 N/A N/A 0 0 0 0 2022-07-15 $23.46 $0.00 75.5% 21.6% 45.3% 0.0% 0.0% 2.9% -16.1% 0 0 0 0.00 156.05 N/A N/A 0 0 0 0 2022-07-18 $24.35 $0.00 88.5% 25.4% 46.1% 0.0% 0.0% 12.5% -23.1% 0 0 0 0.00 156.01 N/A N/A 0 0 0 0 2022-07-19 $24.41 $0.00 66.9% 19.2% 42.5% 0.0% 0.0% 2.9% -15.0% 0 0 0 0.00 155.39 N/A N/A 0 0 0 0 2022-07-20 $25.04 $0.00 64.1% 18.4% 42.5% 0.0% 0.0% 3.0% -12.4% 0 0 0 0.00 155.77 N/A N/A 0 0 0 0 2022-07-21 $25.45 $0.00 64.5% 18.5% 41.6% 0.0% 0.0% 3.0% -15.4% 0 0 0 0.00 155.64 N/A N/A 0 0 0 0 2022-07-22 $25.59 $0.00 63.4% 18.2% 41.3% 0.0% 0.0% 4.1% -12.2% 0 0 0 0.00 154.92 N/A N/A 0 0 0 0 2022-07-25 $24.83 $0.00 66.6% 19.1% 43.0% 0.0% 0.0% 2.2% -15.1% 0 0 0 0.00 155.67 N/A N/A 0 0 0 0 2022-07-26 $24.79 $0.00 68.0% 19.5% 39.6% 0.0% 0.0% 3.4% -14.3% 0 0 0 0.00 155.87 N/A N/A 0 0 0 0 2022-07-27 $24.51 $0.00 70.8% 20.3% 39.7% 0.0% 0.0% 1.3% -20.9% 0 0 0 0.00 155.45 N/A N/A 0 0 0 0 2022-07-28 $25.32 $0.00 70.2% 20.1% 41.1% 0.0% 0.0% 2.0% -19.0% 0 0 0 0.00 156.11 N/A N/A 0 0 0 0 2022-07-29 $25.81 $0.00 67.8% 19.4% 39.9% 0.0% 0.0% 2.4% -17.1% 0 0 0 0.00 156.14 N/A N/A 0 0 0 0
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