ISHP Options History — November 2022

In November 2022, ISHP traded between $23.43 and $24.80. ATM implied volatility averaged 76.9%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 19.6% (HV 20d: 57.3%). Net GEX was positive for 0 of 7 trading days. Term structure was in contango for 0 of 7 days.

Notable Days

  • 2022-11-23: Largest IV spike — 12.5% change
  • 2022-11-30: Highest IV Rank — 30.3%
  • 2022-11-30: Largest Expected Move — 25.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.91$23.43$24.80$24.14$24.80
ATM IV76.9%61.9%87.6%61.9%87.6%
Expected Move22.0%17.7%25.1%17.7%25.1%
HV 20d57.3%55.6%58.7%58.7%55.6%
HV 60d41.8%41.4%42.5%41.8%42.5%
IV Rank23.6%14.3%30.3%14.3%30.3%
IV Percentile64.3%27.7%84.5%27.7%84.5%
Term Structure-24.6%-30.2%-14.4%-20.5%-23.6%
Skew 25d2.6%0.8%5.4%2.7%5.4%
Skew 10d9.6%7.6%11.1%7.6%11.1%
Call IV 25d86.9%71.4%97.7%71.4%97.4%
Put IV 25d89.5%74.1%102.8%74.1%102.8%
Bid-Ask Spread %146.77146.30147.04147.04146.96
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (7 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-14$24.14$0.0061.9%17.7%58.7%14.3%0.0%2.7%-20.5%0000.00147.04N/AN/A0000
2022-11-18$23.87$0.0066.5%19.1%58.5%17.2%0.0%2.7%-14.4%0000.00146.87N/AN/A0000
2022-11-23$23.85$0.0074.9%21.5%58.5%22.4%0.0%3.4%-24.1%0000.00146.30N/AN/A0000
2022-11-25$23.59$0.0079.7%22.8%56.5%25.4%0.0%2.2%-30.1%0000.00146.30N/AN/A0000
2022-11-28$23.43$0.0082.9%23.8%56.6%27.4%0.0%0.8%-30.2%0000.00146.96N/AN/A0000
2022-11-29$23.70$0.0084.4%24.2%56.5%28.3%0.0%1.3%-28.9%0000.00146.96N/AN/A0000
2022-11-30$24.80$0.0087.6%25.1%55.6%30.3%0.0%5.4%-23.6%0000.00146.96N/AN/A0000