ISHP Options History — July 2023 In July 2023, ISHP traded between $26.21 and $28.82. ATM implied volatility averaged 52.7%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 33.5% (HV 20d: 19.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-07-12 : Largest IV drop — 40.6% change2023-07-11 : Highest IV Rank — 21.5%2023-07-05 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $27.74 $26.21 $28.82 $26.89 $28.82 ATM IV 52.7% 42.5% 77.0% 57.5% 51.3% Expected Move 13.5% 12.0% 17.6% 16.5% 14.7% HV 20d 19.2% 16.3% 21.3% 16.3% 20.4% HV 60d 19.7% 19.0% 20.4% 19.5% 19.5% IV Rank 6.3% 0.0% 21.5% 9.1% 5.6% IV Percentile 15.9% 0.0% 63.1% 21.8% 14.7% Term Structure -10.2% -17.8% -5.7% -15.0% -13.5% Skew 25d 5.7% 3.6% 10.1% 7.3% 5.9% Skew 10d 16.3% 13.4% 21.9% 20.8% 17.2% Call IV 25d 50.9% 43.9% 68.0% 63.4% 59.0% Put IV 25d 56.7% 48.7% 75.4% 70.7% 64.9% Bid-Ask Spread % 155.16 154.01 155.67 155.12 154.08 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 (20 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 2023-07-03 $26.89 $0.00 57.5% 16.5% 16.3% 9.1% 0.0% 7.3% -15.0% 0 0 0 0.00 155.12 N/A N/A 0 0 0 0 2023-07-05 $26.80 $0.00 61.3% 17.6% 16.3% 11.5% 0.0% 7.4% -17.8% 0 0 0 0.00 155.12 N/A N/A 0 0 0 0 2023-07-06 $26.21 $0.00 64.6% 12.5% 17.7% 13.6% 0.0% 6.0% -7.2% 0 0 0 0.00 155.38 N/A N/A 0 0 0 0 2023-07-07 $26.53 $0.00 65.8% 12.0% 17.6% 14.3% 0.0% 6.5% -5.8% 0 0 0 0.00 155.38 N/A N/A 0 0 0 0 2023-07-10 $26.62 $0.00 74.1% 12.4% 17.5% 19.6% 0.0% 7.0% -6.4% 0 0 0 0.00 155.38 N/A N/A 0 0 0 0 2023-07-11 $27.19 $0.00 77.0% 12.5% 18.9% 21.5% 0.0% 8.4% -5.7% 0 0 0 0.00 155.38 N/A N/A 0 0 0 0 2023-07-12 $27.75 $0.00 45.7% 13.1% 20.0% 1.6% 0.0% 10.1% -6.2% 0 0 0 0.00 155.38 N/A N/A 0 0 0 0 2023-07-13 $28.38 $0.00 42.5% 12.2% 21.2% 0.0% 0.0% 4.8% -8.1% 0 0 0 0.00 155.61 N/A N/A 0 0 0 0 2023-07-14 $28.13 $0.00 43.4% 12.4% 21.3% 0.6% 0.0% 4.4% -9.0% 0 0 0 0.00 155.46 N/A N/A 0 0 0 0 2023-07-17 $28.24 $0.00 45.2% 13.0% 20.7% 1.7% 0.0% 4.6% -9.9% 0 0 0 0.00 155.46 N/A N/A 0 0 0 0 2023-07-18 $28.19 $0.00 46.0% 13.2% 20.8% 2.2% 0.0% 4.5% -10.5% 0 0 0 0.00 155.46 N/A N/A 0 0 0 0 2023-07-19 $28.29 $0.00 46.7% 13.4% 18.8% 2.6% 0.0% 4.8% -10.7% 0 0 0 0.00 155.46 N/A N/A 0 0 0 0 2023-07-20 $27.89 $0.00 47.9% 13.7% 19.5% 3.4% 0.0% 3.6% -12.2% 0 0 0 0.00 155.46 N/A N/A 0 0 0 0 2023-07-21 $27.87 $0.00 44.6% 12.8% 19.5% 1.4% 0.0% 4.5% -9.3% 0 0 0 0.00 154.07 N/A N/A 0 0 0 0 2023-07-24 $28.11 $0.00 47.0% 13.5% 19.1% 2.9% 0.0% 5.3% -10.3% 0 0 0 0.00 154.01 N/A N/A 0 0 0 0 2023-07-25 $28.12 $0.00 48.0% 13.8% 19.1% 3.5% 0.0% 4.8% -11.5% 0 0 0 0.00 155.60 N/A N/A 0 0 0 0 2023-07-26 $28.27 $0.00 48.4% 13.9% 19.1% 3.7% 0.0% 4.8% -10.5% 0 0 0 0.00 155.63 N/A N/A 0 0 0 0 2023-07-27 $27.90 $0.00 49.9% 14.3% 19.9% 4.7% 0.0% 4.6% -12.4% 0 0 0 0.00 155.67 N/A N/A 0 0 0 0 2023-07-28 $28.63 $0.00 47.6% 13.6% 20.7% 3.3% 0.0% 5.6% -11.5% 0 0 0 0.00 154.08 N/A N/A 0 0 0 0 2023-07-31 $28.82 $0.00 51.3% 14.7% 20.4% 5.6% 0.0% 5.9% -13.5% 0 0 0 0.00 154.08 N/A N/A 0 0 0 0
« Jun 2023 | All History | Aug 2023 » Home ISHP History July 2023