ISHP Options History — March 2023 In March 2023, ISHP traded between $24.55 and $26.47. ATM implied volatility averaged 92.5%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 23.8%. IV traded above realized volatility by 66.5% (HV 20d: 26.0%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2023-03-15 : Largest IV drop — 65.9% change2023-03-14 : Highest IV Rank — 95.0%2023-03-10 : Largest Expected Move — 39.1%Monthly Statistics Metric Avg Min Max Open Close Price $25.46 $24.55 $26.47 $25.45 $26.01 ATM IV 92.5% 65.6% 192.2% 88.3% 85.1% Expected Move 23.8% 16.1% 39.1% 25.3% 24.4% HV 20d 26.0% 21.7% 28.0% 25.1% 23.3% HV 60d 26.3% 24.7% 27.7% 25.6% 24.7% IV Rank 33.3% 16.7% 95.0% 30.7% 28.7% IV Percentile 70.1% 32.8% 99.6% 82.9% 76.2% Term Structure -40.8% -127.1% -13.7% -64.3% -25.9% Skew 25d 4.8% -22.1% 20.3% -6.7% 20.3% Skew 10d 23.6% 7.8% 79.0% 7.8% 36.5% Call IV 25d 86.2% 63.8% 180.7% 88.1% 78.3% Put IV 25d 91.0% 67.2% 158.6% 81.5% 98.6% Bid-Ask Spread % 156.75 154.04 157.35 156.02 157.35 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 (23 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 2023-03-01 $25.45 $0.00 88.3% 25.3% 25.1% 30.7% 0.0% -6.7% -64.3% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-03-02 $25.62 $0.00 82.5% 23.6% 21.7% 27.1% 0.0% -5.7% -55.1% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-03-03 $26.47 $0.00 83.8% 24.0% 24.2% 27.9% 0.0% 0.5% -51.9% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-03-06 $26.41 $0.00 94.7% 27.2% 23.8% 34.7% 0.0% -0.0% -64.1% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-03-07 $25.55 $0.00 101.1% 29.0% 25.7% 38.7% 0.0% -7.8% -77.7% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-03-08 $25.63 $0.00 106.5% 30.5% 25.3% 42.0% 0.0% -7.5% -83.8% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-03-09 $24.71 $0.00 127.2% 36.5% 27.9% 54.8% 0.0% -21.1% -114.2% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-03-10 $24.63 $0.00 136.2% 39.1% 27.4% 60.4% 0.0% -22.1% -127.1% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2023-03-13 $24.55 $0.00 148.6% 16.1% 26.8% 68.1% 0.0% 3.4% -13.7% 0 0 0 0.00 154.04 N/A N/A 0 0 0 0 2023-03-14 $24.74 $0.00 192.2% 18.5% 26.6% 95.0% 0.0% 4.8% -17.0% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-03-15 $24.56 $0.00 65.6% 18.8% 26.4% 16.7% 0.0% 4.6% -18.2% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-03-16 $25.13 $0.00 65.8% 18.9% 28.0% 16.8% 0.0% 8.4% -17.0% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-03-17 $25.12 $0.00 66.8% 19.1% 27.7% 17.4% 0.0% 8.1% -17.7% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-03-20 $25.07 $0.00 69.9% 20.0% 27.0% 19.3% 0.0% 8.8% -20.0% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-03-21 $25.69 $0.00 70.5% 20.2% 27.7% 19.6% 0.0% 13.0% -17.4% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-03-22 $25.77 $0.00 71.5% 20.5% 27.7% 20.3% 0.0% 13.8% -17.9% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-03-23 $25.71 $0.00 72.8% 20.9% 27.3% 21.1% 0.0% 14.3% -18.9% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-03-24 $25.58 $0.00 74.2% 21.3% 25.6% 22.0% 0.0% 14.1% -20.2% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-03-27 $25.60 $0.00 78.5% 22.5% 25.5% 24.6% 0.0% 14.7% -23.0% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-03-28 $25.70 $0.00 80.0% 22.9% 25.4% 25.5% 0.0% 15.0% -23.7% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-03-29 $26.04 $0.00 81.3% 23.3% 25.8% 26.3% 0.0% 18.7% -23.2% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-03-30 $25.78 $0.00 83.4% 23.9% 26.0% 27.7% 0.0% 18.1% -25.7% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-03-31 $26.01 $0.00 85.1% 24.4% 23.3% 28.7% 0.0% 20.3% -25.9% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0
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