ISHP Options History — October 2022 In October 2022, ISHP traded between $20.28 and $23.08. ATM implied volatility averaged 80.5%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 40.1% (HV 20d: 40.4%). Net GEX was positive for 0 of 16 trading days. Term structure was in contango for 0 of 16 days.
Notable Days 2022-10-12 : Largest IV drop — 40.8% change2022-10-11 : Highest IV Rank — 48.3%2022-10-03 : Largest Expected Move — 25.0%Monthly Statistics Metric Avg Min Max Open Close Price $21.53 $20.28 $23.08 $21.52 $21.51 ATM IV 80.5% 68.4% 116.7% 87.2% 81.3% Expected Move 21.1% 17.4% 25.0% 25.0% 23.3% HV 20d 40.4% 35.5% 43.0% 35.5% 42.7% HV 60d 34.2% 33.1% 35.7% 33.8% 34.9% IV Rank 25.9% 18.4% 48.3% 30.0% 26.3% IV Percentile 69.7% 42.5% 97.9% 84.2% 77.3% Term Structure -17.3% -33.0% -8.3% -26.5% -22.0% Skew 25d 3.6% 0.9% 5.4% 2.0% 3.5% Skew 10d 9.6% 4.9% 12.4% 8.3% 12.2% Call IV 25d 82.8% 66.6% 104.1% 104.1% 94.1% Put IV 25d 86.4% 71.1% 106.1% 106.1% 97.6% Bid-Ask Spread % 155.89 150.46 187.49 152.95 154.68 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 (16 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 2022-10-03 $21.52 $0.00 87.2% 25.0% 35.5% 30.0% 0.0% 2.0% -26.5% 0 0 0 0.00 152.95 N/A N/A 0 0 0 0 2022-10-04 $21.87 $0.00 79.8% 22.9% 36.4% 25.5% 0.0% 0.9% -33.0% 0 0 0 0.00 152.25 N/A N/A 0 0 0 0 2022-10-05 $23.08 $0.00 73.0% 20.9% 42.0% 21.2% 0.0% 4.7% -20.9% 0 0 0 0.00 150.46 N/A N/A 0 0 0 0 2022-10-06 $23.02 $0.00 89.1% 17.4% 41.9% 31.2% 0.0% 4.5% -8.5% 0 0 0 0.00 156.18 N/A N/A 0 0 0 0 2022-10-07 $22.33 $0.00 97.1% 18.3% 41.5% 36.2% 0.0% 5.3% -8.6% 0 0 0 0.00 187.49 N/A N/A 0 0 0 0 2022-10-11 $21.35 $0.00 116.7% 19.0% 41.5% 48.3% 0.0% 5.4% -8.3% 0 0 0 0.00 154.17 N/A N/A 0 0 0 0 2022-10-12 $20.96 $0.00 69.0% 19.8% 40.6% 18.8% 0.0% 3.9% -11.6% 0 0 0 0.00 154.24 N/A N/A 0 0 0 0 2022-10-13 $21.02 $0.00 70.9% 20.3% 38.3% 19.9% 0.0% 4.7% -15.4% 0 0 0 0.00 153.33 N/A N/A 0 0 0 0 2022-10-14 $21.04 $0.00 71.8% 20.6% 38.1% 20.5% 0.0% 4.3% -14.9% 0 0 0 0.00 153.90 N/A N/A 0 0 0 0 2022-10-18 $21.76 $0.00 71.2% 20.4% 40.2% 20.1% 0.0% 3.6% -13.5% 0 0 0 0.00 155.55 N/A N/A 0 0 0 0 2022-10-19 $21.52 $0.00 72.7% 20.8% 40.2% 21.0% 0.0% 3.9% -16.7% 0 0 0 0.00 154.69 N/A N/A 0 0 0 0 2022-10-20 $20.94 $0.00 74.8% 21.4% 40.9% 22.3% 0.0% 2.0% -16.2% 0 0 0 0.00 155.33 N/A N/A 0 0 0 0 2022-10-24 $20.28 $0.00 83.7% 24.0% 41.3% 27.9% 0.0% 2.5% -22.7% 0 0 0 0.00 153.68 N/A N/A 0 0 0 0 2022-10-25 $20.87 $0.00 81.0% 23.2% 43.0% 26.2% 0.0% 3.3% -21.4% 0 0 0 0.00 154.15 N/A N/A 0 0 0 0 2022-10-26 $21.39 $0.00 68.4% 19.6% 42.7% 18.4% 0.0% 2.6% -17.2% 0 0 0 0.00 151.18 N/A N/A 0 0 0 0 2022-10-27 $21.51 $0.00 81.3% 23.3% 42.7% 26.3% 0.0% 3.5% -22.0% 0 0 0 0.00 154.68 N/A N/A 0 0 0 0
« Sep 2022 | All History | Nov 2022 » Home ISHP History October 2022