ISHP Options History — December 2022 In December 2022, ISHP traded between $23.00 and $25.27. ATM implied volatility averaged 90.9%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 49.0% (HV 20d: 41.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-12-14 : Largest IV drop — 67.1% change2022-12-13 : Highest IV Rank — 88.6%2022-12-02 : Largest Expected Move — 26.6%Monthly Statistics Metric Avg Min Max Open Close Price $24.05 $23.00 $25.27 $25.02 $23.34 ATM IV 90.9% 59.9% 181.7% 90.2% 79.3% Expected Move 19.5% 16.0% 26.6% 25.9% 22.7% HV 20d 41.9% 25.2% 55.6% 55.6% 25.2% HV 60d 42.2% 41.7% 42.6% 42.6% 42.4% IV Rank 32.3% 13.1% 88.6% 31.9% 25.1% IV Percentile 67.5% 22.8% 99.4% 87.7% 70.3% Term Structure -19.5% -34.6% -10.3% -24.1% -21.9% Skew 25d 2.7% -0.1% 8.5% 6.9% 1.5% Skew 10d 8.7% 5.8% 11.7% 11.4% 9.8% Call IV 25d 74.2% 59.9% 102.9% 100.0% 89.9% Put IV 25d 76.9% 63.6% 111.3% 106.9% 91.5% Bid-Ask Spread % 155.04 146.96 156.84 146.96 156.44 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 (21 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 2022-12-01 $25.02 $0.00 90.2% 25.9% 55.6% 31.9% 0.0% 6.9% -24.1% 0 0 0 0.00 146.96 N/A N/A 0 0 0 0 2022-12-02 $25.27 $0.00 92.8% 26.6% 54.1% 33.5% 0.0% 8.5% -24.4% 0 0 0 0.00 146.96 N/A N/A 0 0 0 0 2022-12-05 $24.80 $0.00 105.7% 16.4% 51.5% 41.5% 0.0% 7.4% -10.3% 0 0 0 0.00 155.79 N/A N/A 0 0 0 0 2022-12-06 $24.45 $0.00 101.0% 16.2% 51.3% 38.5% 0.0% 3.0% -12.8% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2022-12-07 $24.20 $0.00 107.1% 16.5% 51.7% 42.4% 0.0% 2.3% -13.9% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2022-12-08 $24.52 $0.00 112.1% 16.0% 51.7% 45.5% 0.0% 3.3% -12.7% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2022-12-09 $24.41 $0.00 120.8% 16.8% 50.9% 50.8% 0.0% 3.0% -14.3% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2022-12-12 $24.48 $0.00 159.4% 17.4% 50.5% 74.7% 0.0% 3.3% -15.6% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2022-12-13 $24.98 $0.00 181.7% 16.9% 49.1% 88.6% 0.0% 4.8% -13.7% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2022-12-14 $24.73 $0.00 59.9% 17.2% 47.2% 13.1% 0.0% 4.0% -15.0% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2022-12-15 $23.85 $0.00 64.0% 18.4% 49.4% 15.7% 0.0% 1.2% -19.6% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2022-12-16 $23.66 $0.00 65.1% 18.7% 49.2% 16.3% 0.0% 0.8% -20.9% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2022-12-19 $23.39 $0.00 72.8% 20.9% 49.5% 21.1% 0.0% 0.1% -31.1% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2022-12-20 $23.35 $0.00 74.1% 21.2% 27.0% 21.9% 0.0% -0.0% -32.3% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2022-12-21 $23.77 $0.00 70.2% 20.1% 27.6% 19.5% 0.0% 0.9% -24.8% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2022-12-22 $23.35 $0.00 76.6% 21.9% 28.3% 23.4% 0.0% -0.1% -34.6% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2022-12-23 $23.32 $0.00 61.3% 17.6% 28.0% 13.9% 0.0% 2.3% -13.3% 0 0 0 0.00 156.84 N/A N/A 0 0 0 0 2022-12-27 $23.50 $0.00 62.6% 17.9% 28.1% 14.8% 0.0% 1.4% -15.8% 0 0 0 0.00 153.81 N/A N/A 0 0 0 0 2022-12-28 $23.00 $0.00 76.5% 21.9% 28.7% 23.4% 0.0% 1.2% -20.9% 0 0 0 0.00 156.44 N/A N/A 0 0 0 0 2022-12-29 $23.63 $0.00 76.4% 21.9% 25.3% 23.4% 0.0% 1.7% -18.3% 0 0 0 0.00 156.44 N/A N/A 0 0 0 0 2022-12-30 $23.34 $0.00 79.3% 22.7% 25.2% 25.1% 0.0% 1.5% -21.9% 0 0 0 0.00 156.44 N/A N/A 0 0 0 0
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