ISHP Options History — September 2022 In September 2022, ISHP traded between $21.58 and $26.01. ATM implied volatility averaged 82.1%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 51.2% (HV 20d: 31.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2022-09-14 : Largest IV drop — 57.7% change2022-09-30 : Highest IV Rank — 28.3%2022-09-02 : Largest Expected Move — 25.1%Monthly Statistics Metric Avg Min Max Open Close Price $23.63 $21.58 $26.01 $24.54 $21.58 ATM IV 82.1% 59.0% 139.6% 82.5% 84.4% Expected Move 19.5% 15.3% 25.1% 23.7% 24.2% HV 20d 31.0% 25.9% 35.5% 27.3% 35.5% HV 60d 35.5% 33.7% 38.2% 38.2% 34.7% IV Rank 19.4% 12.5% 28.3% 12.5% 28.3% IV Percentile 53.5% 27.8% 81.2% 27.8% 81.2% Term Structure -16.2% -30.7% -8.6% -28.8% -21.5% Skew 25d 3.7% 0.8% 8.0% 2.2% 3.4% Skew 10d 9.7% 7.0% 21.9% 10.5% 7.3% Call IV 25d 77.2% 60.5% 104.1% 100.1% 96.7% Put IV 25d 80.9% 64.7% 104.9% 102.3% 100.1% Bid-Ask Spread % 157.78 144.68 199.32 144.70 154.18 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 (20 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 2022-09-01 $24.54 $0.00 82.5% 23.7% 27.3% 0.0% 0.0% 2.2% -28.8% 0 0 0 0.00 144.70 N/A N/A 0 0 0 0 2022-09-02 $24.30 $0.00 87.7% 25.1% 25.9% 0.0% 0.0% 0.8% -30.7% 0 0 0 0.00 144.68 N/A N/A 0 0 0 0 2022-09-06 $24.10 $0.00 102.7% 16.8% 25.9% 0.0% 0.0% 3.5% -14.7% 0 0 0 0.00 156.01 N/A N/A 0 0 0 0 2022-09-07 $24.19 $0.00 108.9% 16.7% 25.9% 0.0% 0.0% 2.1% -15.4% 0 0 0 0.00 156.03 N/A N/A 0 0 0 0 2022-09-08 $24.85 $0.00 103.9% 16.1% 27.7% 0.0% 0.0% 4.1% -12.2% 0 0 0 0.00 156.03 N/A N/A 0 0 0 0 2022-09-09 $25.63 $0.00 106.1% 15.3% 27.8% 0.0% 0.0% 4.2% -12.2% 0 0 0 0.00 156.54 N/A N/A 0 0 0 0 2022-09-12 $26.01 $0.00 139.6% 15.8% 28.4% 0.0% 0.0% 5.5% -12.6% 0 0 0 0.00 156.54 N/A N/A 0 0 0 0 2022-09-14 $24.77 $0.00 59.0% 16.9% 32.6% 12.5% 0.0% 2.4% -17.7% 0 0 0 0.00 156.54 N/A N/A 0 0 0 0 2022-09-15 $24.87 $0.00 59.7% 17.1% 32.6% 13.0% 0.0% 3.7% -9.8% 0 0 0 0.00 164.93 N/A N/A 0 0 0 0 2022-09-16 $24.19 $0.00 61.0% 17.5% 33.6% 13.8% 0.0% 4.1% -8.6% 0 0 0 0.00 156.42 N/A N/A 0 0 0 0 2022-09-19 $23.98 $0.00 63.2% 18.1% 32.9% 15.1% 0.0% 3.5% -12.0% 0 0 0 0.00 156.47 N/A N/A 0 0 0 0 2022-09-20 $23.67 $0.00 67.3% 19.3% 33.1% 17.7% 0.0% 2.6% -13.4% 0 0 0 0.00 156.24 N/A N/A 0 0 0 0 2022-09-21 $23.07 $0.00 67.0% 19.2% 32.7% 17.5% 0.0% 6.1% -12.6% 0 0 0 0.00 199.32 N/A N/A 0 0 0 0 2022-09-22 $22.70 $0.00 59.2% 17.0% 32.3% 12.7% 0.0% 4.2% -10.3% 0 0 0 0.00 151.99 N/A N/A 0 0 0 0 2022-09-23 $21.95 $0.00 73.6% 21.1% 33.8% 21.6% 0.0% 3.9% -15.7% 0 0 0 0.00 171.71 N/A N/A 0 0 0 0 2022-09-26 $22.07 $0.00 76.6% 22.0% 33.4% 23.4% 0.0% 3.6% -17.9% 0 0 0 0.00 154.66 N/A N/A 0 0 0 0 2022-09-27 $21.61 $0.00 77.7% 22.3% 31.7% 24.1% 0.0% 1.3% -19.3% 0 0 0 0.00 154.03 N/A N/A 0 0 0 0 2022-09-28 $22.16 $0.00 80.8% 23.2% 32.9% 26.0% 0.0% 4.2% -21.1% 0 0 0 0.00 154.62 N/A N/A 0 0 0 0 2022-09-29 $22.45 $0.00 81.9% 23.5% 33.6% 26.7% 0.0% 8.0% -18.0% 0 0 0 0.00 153.99 N/A N/A 0 0 0 0 2022-09-30 $21.58 $0.00 84.4% 24.2% 35.5% 28.3% 0.0% 3.4% -21.5% 0 0 0 0.00 154.18 N/A N/A 0 0 0 0
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