ISHP Options History — August 2022

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

In August 2022, ISHP traded between $24.71 and $27.34. ATM implied volatility averaged 67.7%. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 37.7% (HV 20d: 30.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.

Notable Days

2022-08-10: Largest IV drop — 40.0% change
2022-08-31: Largest Expected Move — 22.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.14	$24.71	$27.34	$25.71	$24.71
ATM IV	67.7%	51.7%	91.8%	73.3%	78.5%
Expected Move	17.9%	14.5%	22.5%	21.0%	22.5%
HV 20d	30.1%	25.1%	39.5%	39.5%	27.4%
HV 60d	41.1%	38.2%	45.2%	45.2%	38.2%
Term Structure	-17.3%	-26.8%	2.4%	-23.5%	-26.8%
Skew 25d	2.2%	0.9%	4.9%	1.1%	0.9%
Skew 10d	7.4%	5.7%	10.0%	8.7%	10.0%
Call IV 25d	71.5%	57.2%	96.3%	87.0%	96.3%
Put IV 25d	73.8%	59.8%	97.2%	88.1%	97.2%
Bid-Ask Spread %	152.36	141.04	199.89	155.96	144.90
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 (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2022-08-01	$25.71	$0.00	73.3%	21.0%	39.5%	0.0%	0.0%	1.1%	-23.5%	155.96	N/A	N/A
2022-08-02	$26.00	$0.00	72.9%	20.9%	39.5%	0.0%	0.0%	2.0%	-20.9%	155.50	N/A	N/A
2022-08-03	$26.14	$0.00	76.0%	21.8%	37.8%	0.0%	0.0%	2.0%	-25.5%	155.76	N/A	N/A
2022-08-04	$26.67	$0.00	73.9%	14.5%	38.0%	0.0%	0.0%	2.6%	-13.6%	144.84	N/A	N/A
2022-08-05	$26.45	$0.00	78.2%	15.2%	37.9%	0.0%	0.0%	3.4%	-15.2%	144.57	N/A	N/A
2022-08-08	$26.57	$0.00	85.7%	15.2%	37.1%	0.0%	0.0%	2.4%	-14.7%	144.68	N/A	N/A
2022-08-09	$26.12	$0.00	91.8%	15.9%	27.6%	0.0%	0.0%	2.6%	-17.3%	144.83	N/A	N/A
2022-08-10	$26.93	$0.00	55.0%	15.8%	29.0%	0.0%	0.0%	4.9%	-14.6%	144.83	N/A	N/A
2022-08-11	$26.96	$0.00	55.0%	15.8%	29.0%	0.0%	0.0%	2.0%	-17.0%	144.85	N/A	N/A
2022-08-12	$27.22	$0.00	54.7%	15.7%	27.4%	0.0%	0.0%	3.2%	-16.6%	145.02	N/A	N/A
2022-08-15	$27.34	$0.00	56.3%	16.1%	25.1%	0.0%	0.0%	2.8%	-18.1%	145.12	N/A	N/A
2022-08-16	$27.28	$0.00	57.2%	16.4%	25.2%	0.0%	0.0%	2.8%	-19.1%	145.12	N/A	N/A
2022-08-17	$26.65	$0.00	58.9%	16.9%	26.0%	0.0%	0.0%	1.3%	-21.0%	145.07	N/A	N/A
2022-08-18	$26.51	$0.00	59.2%	17.0%	25.7%	0.0%	0.0%	1.8%	2.4%	145.22	N/A	N/A
2022-08-19	$25.74	$0.00	51.7%	14.8%	28.0%	0.0%	0.0%	0.9%	-17.1%	141.31	N/A	N/A
2022-08-22	$25.16	$0.00	67.1%	19.2%	27.0%	0.0%	0.0%	1.3%	-17.8%	145.12	N/A	N/A
2022-08-23	$25.14	$0.00	68.5%	19.7%	27.0%	0.0%	0.0%	2.3%	-6.7%	159.84	N/A	N/A
2022-08-24	$25.46	$0.00	58.9%	16.9%	27.0%	0.0%	0.0%	2.1%	-15.7%	141.04	N/A	N/A
2022-08-25	$26.05	$0.00	67.0%	19.2%	25.7%	0.0%	0.0%	3.1%	-17.3%	158.65	N/A	N/A
2022-08-26	$25.25	$0.00	72.0%	20.6%	27.3%	0.0%	0.0%	2.0%	-19.8%	199.89	N/A	N/A
2022-08-29	$25.12	$0.00	78.0%	22.4%	27.3%	0.0%	0.0%	1.8%	-24.8%	199.89	N/A	N/A
2022-08-31	$24.71	$0.00	78.5%	22.5%	27.4%	0.0%	0.0%	0.9%	-26.8%	144.90	N/A	N/A