ISHP Options History — June 2023 In June 2023, ISHP traded between $25.63 and $27.40. ATM implied volatility averaged 64.4%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 44.1% (HV 20d: 20.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2023-06-14 : Largest IV drop — 66.1% change2023-06-13 : Highest IV Rank — 53.1%2023-06-02 : Largest Expected Move — 19.3%Monthly Statistics Metric Avg Min Max Open Close Price $26.52 $25.63 $27.40 $25.63 $26.59 ATM IV 64.4% 43.2% 127.4% 65.9% 53.7% Expected Move 13.9% 11.7% 19.3% 18.9% 15.4% HV 20d 20.3% 17.9% 22.1% 20.5% 17.9% HV 60d 19.6% 19.0% 20.9% 20.4% 19.8% IV Rank 13.1% 0.0% 53.1% 13.5% 6.6% IV Percentile 31.5% 0.0% 96.0% 33.3% 14.3% Term Structure -12.0% -27.0% -7.0% -27.0% -13.4% Skew 25d 5.5% 3.9% 9.7% 7.7% 6.0% Skew 10d 16.0% 11.9% 22.2% 22.2% 18.4% Call IV 25d 52.1% 42.9% 74.1% 73.2% 59.5% Put IV 25d 57.6% 48.0% 83.9% 80.9% 65.5% Bid-Ask Spread % 155.14 153.58 155.71 153.58 155.12 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 (21 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 2023-06-01 $25.63 $0.00 65.9% 18.9% 20.5% 13.5% 0.0% 7.7% -27.0% 0 0 0 0.00 153.58 N/A N/A 0 0 0 0 2023-06-02 $26.26 $0.00 67.4% 19.3% 22.1% 14.5% 0.0% 9.7% -25.1% 0 0 0 0.00 153.58 N/A N/A 0 0 0 0 2023-06-05 $26.17 $0.00 76.2% 12.2% 21.0% 20.2% 0.0% 7.9% -7.4% 0 0 0 0.00 155.52 N/A N/A 0 0 0 0 2023-06-06 $26.50 $0.00 74.1% 12.0% 21.4% 18.8% 0.0% 5.6% -10.3% 0 0 0 0.00 155.37 N/A N/A 0 0 0 0 2023-06-07 $26.15 $0.00 75.8% 12.0% 21.3% 19.9% 0.0% 4.8% -9.6% 0 0 0 0.00 155.38 N/A N/A 0 0 0 0 2023-06-08 $26.33 $0.00 80.0% 11.7% 21.4% 22.6% 0.0% 4.4% -9.0% 0 0 0 0.00 155.70 N/A N/A 0 0 0 0 2023-06-09 $26.34 $0.00 87.2% 12.1% 21.4% 27.2% 0.0% 4.4% -10.3% 0 0 0 0.00 155.57 N/A N/A 0 0 0 0 2023-06-12 $26.55 $0.00 110.4% 12.1% 20.9% 42.2% 0.0% 4.9% -10.1% 0 0 0 0.00 155.71 N/A N/A 0 0 0 0 2023-06-13 $26.60 $0.00 127.4% 12.3% 19.9% 53.1% 0.0% 5.0% -10.3% 0 0 0 0.00 155.71 N/A N/A 0 0 0 0 2023-06-14 $26.96 $0.00 43.2% 12.4% 19.7% 0.0% 0.0% 5.7% -9.7% 0 0 0 0.00 155.71 N/A N/A 0 0 0 0 2023-06-15 $27.37 $0.00 43.4% 12.4% 19.9% 0.1% 0.0% 4.9% -7.0% 0 0 0 0.00 155.15 N/A N/A 0 0 0 0 2023-06-16 $27.40 $0.00 44.0% 12.6% 19.9% 0.5% 0.0% 5.3% -7.3% 0 0 0 0.00 155.15 N/A N/A 0 0 0 0 2023-06-20 $26.80 $0.00 47.3% 13.6% 21.4% 2.6% 0.0% 4.4% -10.2% 0 0 0 0.00 155.15 N/A N/A 0 0 0 0 2023-06-21 $26.61 $0.00 48.3% 13.8% 21.3% 3.2% 0.0% 4.0% -11.2% 0 0 0 0.00 155.15 N/A N/A 0 0 0 0 2023-06-22 $26.62 $0.00 49.1% 14.1% 20.2% 3.7% 0.0% 4.1% -11.7% 0 0 0 0.00 155.15 N/A N/A 0 0 0 0 2023-06-23 $26.38 $0.00 53.7% 15.4% 19.9% 6.7% 0.0% 3.9% -14.3% 0 0 0 0.00 155.15 N/A N/A 0 0 0 0 2023-06-26 $26.35 $0.00 49.9% 14.3% 19.6% 4.3% 0.0% 5.8% -10.7% 0 0 0 0.00 154.82 N/A N/A 0 0 0 0 2023-06-27 $26.51 $0.00 50.3% 14.4% 19.0% 4.5% 0.0% 5.8% -11.5% 0 0 0 0.00 155.12 N/A N/A 0 0 0 0 2023-06-28 $26.55 $0.00 51.3% 14.7% 18.2% 5.1% 0.0% 5.8% -12.0% 0 0 0 0.00 155.12 N/A N/A 0 0 0 0 2023-06-29 $26.21 $0.00 53.4% 15.3% 18.5% 6.4% 0.0% 5.4% -13.3% 0 0 0 0.00 155.12 N/A N/A 0 0 0 0 2023-06-30 $26.59 $0.00 53.7% 15.4% 17.9% 6.6% 0.0% 6.0% -13.4% 0 0 0 0.00 155.12 N/A N/A 0 0 0 0
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