ISHP Options History — February 2023 In February 2023, ISHP traded between $25.00 and $28.32. ATM implied volatility averaged 68.3%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 42.2% (HV 20d: 26.1%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2023-02-08 : Largest IV drop — 38.7% change2023-02-06 : Highest IV Rank — 37.0%2023-02-28 : Largest Expected Move — 24.6%Monthly Statistics Metric Avg Min Max Open Close Price $26.76 $25.00 $28.32 $27.82 $25.38 ATM IV 68.3% 48.3% 98.4% 83.6% 85.9% Expected Move 17.4% 13.2% 24.6% 24.0% 24.6% HV 20d 26.1% 24.3% 28.4% 25.6% 25.1% HV 60d 32.6% 25.6% 37.8% 37.8% 25.6% IV Rank 18.3% 5.9% 37.0% 27.8% 29.2% IV Percentile 41.5% 2.9% 87.9% 75.9% 79.2% Term Structure -27.3% -61.7% -11.2% -20.0% -61.7% Skew 25d 2.8% -8.1% 15.7% 15.7% -6.9% Skew 10d 11.6% 6.9% 44.9% 24.4% 7.7% Call IV 25d 63.2% 47.9% 89.4% 89.4% 86.0% Put IV 25d 66.1% 53.0% 105.1% 105.1% 79.1% Bid-Ask Spread % 156.16 155.19 158.13 157.09 156.02 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 (19 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 2023-02-01 $27.82 $0.00 83.6% 24.0% 25.6% 27.8% 0.0% 15.7% -20.0% 0 0 0 0.00 157.09 N/A N/A 0 0 0 0 2023-02-02 $28.32 $0.00 85.5% 15.2% 24.3% 29.0% 0.0% 11.8% -11.2% 0 0 0 0.00 155.19 N/A N/A 0 0 0 0 2023-02-03 $27.90 $0.00 89.3% 15.5% 25.6% 31.3% 0.0% 13.9% -12.9% 0 0 0 0.00 155.19 N/A N/A 0 0 0 0 2023-02-06 $27.44 $0.00 98.4% 16.2% 26.0% 37.0% 0.0% 12.5% -13.8% 0 0 0 0.00 155.19 N/A N/A 0 0 0 0 2023-02-07 $27.71 $0.00 78.9% 13.2% 26.1% 24.9% 0.0% 5.1% -13.7% 0 0 0 0.00 158.13 N/A N/A 0 0 0 0 2023-02-08 $27.59 $0.00 48.3% 13.9% 26.3% 5.9% 0.0% 4.5% -17.4% 0 0 0 0.00 158.13 N/A N/A 0 0 0 0 2023-02-09 $27.07 $0.00 48.9% 14.0% 27.2% 6.3% 0.0% 3.5% -18.3% 0 0 0 0.00 155.94 N/A N/A 0 0 0 0 2023-02-10 $26.52 $0.00 50.1% 14.4% 28.4% 7.0% 0.0% 0.9% -20.9% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-02-13 $26.78 $0.00 52.2% 15.0% 27.5% 8.3% 0.0% 2.4% -22.0% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-02-14 $26.95 $0.00 52.9% 15.2% 27.1% 8.8% 0.0% 3.3% -22.1% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-02-15 $27.05 $0.00 53.6% 15.4% 26.6% 9.2% 0.0% 3.8% -22.5% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-02-16 $27.28 $0.00 54.2% 15.5% 26.7% 9.6% 0.0% 4.9% -22.2% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-02-17 $26.73 $0.00 55.8% 16.0% 24.3% 10.6% 0.0% 2.2% -25.7% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-02-21 $26.14 $0.00 64.6% 18.5% 25.6% 16.0% 0.0% -1.4% -33.2% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-02-22 $25.96 $0.00 66.2% 19.0% 25.6% 17.0% 0.0% -2.4% -35.8% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-02-23 $25.66 $0.00 68.0% 19.5% 25.8% 18.2% 0.0% -4.3% -38.5% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-02-24 $25.00 $0.00 78.1% 22.4% 26.1% 24.4% 0.0% -8.1% -49.5% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-02-27 $25.23 $0.00 83.8% 24.0% 25.8% 27.9% 0.0% -7.6% -56.8% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-02-28 $25.38 $0.00 85.9% 24.6% 25.1% 29.2% 0.0% -6.9% -61.7% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0
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