ISHP Options History — January 2023

In January 2023, ISHP traded between $23.65 and $27.50. ATM implied volatility averaged 75.0%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 48.9% (HV 20d: 26.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2023-01-11: Largest IV drop — 46.3% change
  • 2023-01-09: Highest IV Rank — 45.4%
  • 2023-01-04: Largest Expected Move — 25.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.99$23.65$27.50$23.65$26.92
ATM IV75.0%55.1%112.1%86.9%80.1%
Expected Move19.1%15.8%25.3%24.9%23.0%
HV 20d26.2%23.4%28.1%25.4%24.0%
HV 60d40.2%37.9%42.1%42.1%37.9%
IV Rank22.5%10.1%45.4%29.8%25.6%
IV Percentile50.9%12.2%95.7%79.8%71.3%
Term Structure-13.9%-25.1%-6.9%-25.1%-22.5%
Skew 25d7.4%2.0%14.1%2.0%9.8%
Skew 10d11.6%6.5%19.1%10.9%17.1%
Call IV 25d73.8%62.1%99.3%98.8%89.0%
Put IV 25d81.2%66.6%106.1%100.8%98.8%
Bid-Ask Spread %157.03156.44157.17156.44157.09
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$23.65$0.0086.9%24.9%25.4%29.8%0.0%2.0%-25.1%0000.00156.44N/AN/A0000
2023-01-04$24.42$0.0088.1%25.3%27.6%30.6%0.0%6.7%-22.7%0000.00156.44N/AN/A0000
2023-01-05$24.53$0.0097.3%17.2%27.2%36.3%0.0%9.7%-7.6%0000.00157.17N/AN/A0000
2023-01-06$25.11$0.0099.8%17.3%28.1%37.8%0.0%12.7%-6.9%0000.00157.17N/AN/A0000
2023-01-09$25.28$0.00112.1%17.9%27.9%45.4%0.0%14.1%-7.4%0000.00157.17N/AN/A0000
2023-01-10$25.38$0.00102.4%17.3%27.8%39.5%0.0%3.1%-11.6%0000.00157.09N/AN/A0000
2023-01-11$25.73$0.0055.1%15.8%28.1%10.1%0.0%3.9%-9.2%0000.00157.09N/AN/A0000
2023-01-12$25.87$0.0055.7%16.0%27.3%10.5%0.0%4.3%-9.3%0000.00157.09N/AN/A0000
2023-01-13$26.45$0.0055.7%16.0%27.9%10.5%0.0%5.7%-8.5%0000.00157.09N/AN/A0000
2023-01-17$26.12$0.0059.7%17.1%24.5%13.0%0.0%5.3%-11.1%0000.00157.09N/AN/A0000
2023-01-18$25.79$0.0061.1%17.5%24.9%13.8%0.0%4.4%-12.5%0000.00157.09N/AN/A0000
2023-01-19$25.86$0.0062.1%17.8%24.2%14.4%0.0%4.7%-12.9%0000.00157.09N/AN/A0000
2023-01-20$26.87$0.0062.5%17.9%26.7%14.7%0.0%7.5%-12.3%0000.00157.09N/AN/A0000
2023-01-23$26.86$0.0066.1%19.0%26.5%17.0%0.0%7.9%-14.3%0000.00157.09N/AN/A0000
2023-01-24$26.70$0.0067.7%19.4%25.4%17.9%0.0%7.3%-15.5%0000.00157.09N/AN/A0000
2023-01-25$26.66$0.0069.2%19.8%25.4%18.8%0.0%7.4%-16.5%0000.00157.09N/AN/A0000
2023-01-26$27.13$0.0070.2%20.1%25.7%19.5%0.0%9.9%-15.8%0000.00157.09N/AN/A0000
2023-01-27$27.50$0.0071.2%20.4%23.4%20.1%0.0%12.1%-15.4%0000.00157.09N/AN/A0000
2023-01-30$26.89$0.0077.9%22.3%24.9%24.3%0.0%9.4%-21.2%0000.00157.09N/AN/A0000
2023-01-31$26.92$0.0080.1%23.0%24.0%25.6%0.0%9.8%-22.5%0000.00157.09N/AN/A0000