ISHP Options History — April 2023 In April 2023, ISHP traded between $25.36 and $26.53. ATM implied volatility averaged 76.2%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 57.4% (HV 20d: 18.8%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2023-04-14 : Largest IV drop — 67.2% change2023-04-13 : Highest IV Rank — 60.8%2023-04-13 : Largest Expected Move — 39.3%Monthly Statistics Metric Avg Min Max Open Close Price $25.97 $25.36 $26.53 $25.96 $26.17 ATM IV 76.2% 44.9% 136.9% 92.0% 52.6% Expected Move 21.8% 12.9% 39.3% 26.4% 15.1% HV 20d 18.8% 16.2% 23.3% 23.3% 20.8% HV 60d 24.0% 22.8% 24.8% 24.7% 22.8% IV Rank 21.1% 0.0% 60.8% 33.0% 5.0% IV Percentile 42.0% 0.8% 97.2% 84.1% 7.9% Term Structure -26.5% -61.3% -8.3% -30.8% -13.3% Skew 25d 14.0% 5.0% 35.7% 21.6% 6.2% Skew 10d 31.4% 16.2% 59.2% 39.7% 23.3% Call IV 25d 75.1% 47.3% 125.4% 84.6% 59.2% Put IV 25d 89.0% 52.8% 161.2% 106.2% 65.4% Bid-Ask Spread % 154.33 151.89 157.35 157.35 153.42 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 2023-04-03 $25.96 $0.00 92.0% 26.4% 23.3% 33.0% 0.0% 21.6% -30.8% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-04-04 $25.93 $0.00 94.7% 27.1% 20.0% 34.6% 0.0% 21.5% -32.9% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-04-05 $25.45 $0.00 97.8% 28.0% 21.1% 36.6% 0.0% 18.0% -40.1% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-04-06 $25.59 $0.00 101.3% 29.0% 16.3% 38.7% 0.0% 20.0% -39.6% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-04-10 $25.52 $0.00 118.3% 33.9% 16.2% 49.3% 0.0% 23.0% -53.4% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-04-11 $26.13 $0.00 122.9% 35.2% 17.9% 52.1% 0.0% 30.0% -52.0% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-04-12 $25.73 $0.00 130.4% 37.4% 18.9% 56.8% 0.0% 26.8% -61.3% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-04-13 $26.26 $0.00 136.9% 39.3% 19.7% 60.8% 0.0% 35.7% -61.3% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2023-04-14 $26.30 $0.00 44.9% 12.9% 18.3% 0.0% 0.0% 5.5% -8.4% 0 0 0 0.00 151.89 N/A N/A 0 0 0 0 2023-04-17 $26.44 $0.00 46.8% 13.4% 18.3% 1.2% 0.0% 6.5% -9.3% 0 0 0 0.00 151.89 N/A N/A 0 0 0 0 2023-04-18 $26.53 $0.00 45.9% 13.1% 18.2% 0.6% 0.0% 7.3% -8.3% 0 0 0 0.00 151.89 N/A N/A 0 0 0 0 2023-04-19 $26.36 $0.00 48.5% 13.9% 16.5% 2.3% 0.0% 6.8% -10.4% 0 0 0 0.00 151.89 N/A N/A 0 0 0 0 2023-04-20 $26.11 $0.00 49.6% 14.2% 17.0% 3.1% 0.0% 6.2% -11.6% 0 0 0 0.00 151.89 N/A N/A 0 0 0 0 2023-04-21 $26.02 $0.00 50.6% 14.5% 17.0% 3.7% 0.0% 6.1% -12.7% 0 0 0 0.00 151.89 N/A N/A 0 0 0 0 2023-04-24 $26.06 $0.00 48.9% 14.0% 16.9% 2.6% 0.0% 6.8% -9.6% 0 0 0 0.00 152.28 N/A N/A 0 0 0 0 2023-04-25 $25.36 $0.00 55.9% 16.0% 19.6% 7.1% 0.0% 5.0% -18.6% 0 0 0 0.00 152.15 N/A N/A 0 0 0 0 2023-04-26 $25.44 $0.00 56.9% 16.3% 19.6% 7.8% 0.0% 5.2% -19.2% 0 0 0 0.00 152.15 N/A N/A 0 0 0 0 2023-04-27 $26.09 $0.00 52.0% 14.9% 21.1% 4.6% 0.0% 7.0% -11.5% 0 0 0 0.00 152.15 N/A N/A 0 0 0 0 2023-04-28 $26.17 $0.00 52.6% 15.1% 20.8% 5.0% 0.0% 6.2% -13.3% 0 0 0 0.00 153.42 N/A N/A 0 0 0 0
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