ISHP Options History — May 2023 In May 2023, ISHP traded between $25.13 and $26.40. ATM implied volatility averaged 58.5%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 38.0% (HV 20d: 20.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2023-05-10 : Largest IV drop — 40.6% change2023-05-09 : Highest IV Rank — 20.9%2023-05-31 : Largest Expected Move — 20.1%Monthly Statistics Metric Avg Min Max Open Close Price $25.89 $25.13 $26.40 $26.06 $25.13 ATM IV 58.5% 46.0% 77.3% 57.0% 70.1% Expected Move 15.4% 12.1% 20.1% 16.4% 20.1% HV 20d 20.4% 18.4% 21.6% 20.6% 19.2% HV 60d 22.0% 21.0% 22.7% 22.5% 21.0% IV Rank 8.7% 0.7% 20.9% 7.8% 16.2% IV Percentile 21.8% 1.2% 61.1% 18.3% 45.6% Term Structure -20.2% -35.4% -11.5% -16.7% -32.7% Skew 25d 6.4% 3.7% 8.7% 6.4% 5.6% Skew 10d 20.2% 15.0% 24.5% 24.5% 22.2% Call IV 25d 56.6% 43.9% 73.0% 64.3% 73.0% Put IV 25d 63.0% 50.4% 78.7% 70.6% 78.7% Bid-Ask Spread % 153.07 151.57 153.58 153.42 153.58 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 (22 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 2023-05-01 $26.06 $0.00 57.0% 16.4% 20.6% 7.8% 0.0% 6.4% -16.7% 0 0 0 0.00 153.42 N/A N/A 0 0 0 0 2023-05-02 $25.61 $0.00 59.1% 16.9% 21.5% 9.2% 0.0% 5.3% -20.0% 0 0 0 0.00 153.42 N/A N/A 0 0 0 0 2023-05-03 $25.56 $0.00 61.0% 17.5% 21.5% 10.4% 0.0% 5.2% -21.7% 0 0 0 0.00 153.42 N/A N/A 0 0 0 0 2023-05-04 $25.74 $0.00 62.8% 12.1% 20.6% 11.5% 0.0% 4.1% -13.0% 0 0 0 0.00 151.57 N/A N/A 0 0 0 0 2023-05-05 $26.25 $0.00 65.0% 12.3% 21.6% 12.9% 0.0% 6.9% -11.5% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-08 $26.40 $0.00 73.0% 12.7% 21.6% 18.1% 0.0% 7.4% -12.3% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-09 $26.01 $0.00 77.3% 13.0% 20.8% 20.9% 0.0% 6.4% -14.2% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-10 $26.04 $0.00 46.0% 13.2% 20.0% 0.7% 0.0% 6.6% -14.6% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-11 $26.17 $0.00 46.4% 13.3% 18.7% 1.0% 0.0% 7.0% -14.7% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-12 $25.82 $0.00 47.4% 13.6% 19.2% 1.6% 0.0% 5.7% -16.6% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-15 $26.30 $0.00 49.0% 14.1% 20.3% 2.7% 0.0% 7.8% -16.5% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-16 $25.95 $0.00 50.3% 14.4% 20.8% 3.5% 0.0% 6.5% -18.7% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-17 $26.25 $0.00 50.7% 14.5% 21.2% 3.8% 0.0% 7.7% -18.1% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-18 $26.27 $0.00 51.6% 14.8% 20.9% 4.3% 0.0% 7.7% -18.8% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-19 $26.02 $0.00 52.8% 15.1% 21.1% 5.1% 0.0% 7.0% -20.8% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-22 $26.27 $0.00 55.5% 15.9% 21.4% 6.9% 0.0% 8.7% -22.2% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-23 $25.80 $0.00 57.3% 16.4% 20.0% 8.0% 0.0% 6.4% -25.8% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-24 $25.48 $0.00 64.4% 18.5% 20.5% 12.6% 0.0% 4.5% -32.7% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-25 $25.29 $0.00 66.2% 19.0% 18.4% 13.7% 0.0% 3.7% -35.4% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2023-05-26 $25.70 $0.00 55.7% 16.0% 19.4% 7.0% 0.0% 7.5% -18.4% 0 0 0 0.00 153.58 N/A N/A 0 0 0 0 2023-05-30 $25.37 $0.00 67.5% 19.4% 19.8% 14.6% 0.0% 6.9% -29.3% 0 0 0 0.00 153.58 N/A N/A 0 0 0 0 2023-05-31 $25.13 $0.00 70.1% 20.1% 19.2% 16.2% 0.0% 5.6% -32.7% 0 0 0 0.00 153.58 N/A N/A 0 0 0 0
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