ISHP Options History — August 2023 In August 2023, ISHP traded between $26.02 and $28.45. ATM implied volatility averaged 52.4%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 33.3% (HV 20d: 19.1%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 40.5% change2023-08-08 : Highest IV Rank — 15.8%2023-08-28 : Largest Expected Move — 17.0%Monthly Statistics Metric Avg Min Max Open Close Price $27.02 $26.02 $28.45 $28.45 $27.09 ATM IV 52.4% 40.1% 67.3% 54.4% 57.2% Expected Move 13.8% 10.9% 17.0% 15.6% 16.4% HV 20d 19.1% 16.1% 23.4% 21.0% 16.3% HV 60d 19.5% 18.6% 20.1% 19.7% 18.6% IV Rank 7.6% 0.0% 15.8% 7.6% 11.3% IV Percentile 19.8% 0.0% 46.8% 20.6% 32.1% Term Structure -13.8% -20.5% -7.9% -17.6% -17.9% Skew 25d 5.4% 3.4% 6.5% 5.0% 5.3% Skew 10d 17.2% 14.2% 22.6% 19.0% 19.3% Call IV 25d 53.8% 40.6% 68.0% 61.0% 68.0% Put IV 25d 59.2% 46.2% 73.2% 66.0% 73.2% Bid-Ask Spread % 154.11 152.36 156.15 153.98 155.69 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 2023-08-01 $28.45 $0.00 54.4% 15.6% 21.0% 7.6% 0.0% 5.0% -17.6% 0 0 0 0.00 153.98 N/A N/A 0 0 0 0 2023-08-02 $27.71 $0.00 56.5% 16.2% 23.4% 8.9% 0.0% 6.2% -17.8% 0 0 0 0.00 154.41 N/A N/A 0 0 0 0 2023-08-03 $27.77 $0.00 57.7% 10.9% 21.6% 9.7% 0.0% 5.6% -8.7% 0 0 0 0.00 152.63 N/A N/A 0 0 0 0 2023-08-04 $27.68 $0.00 58.0% 10.9% 21.4% 9.9% 0.0% 5.8% -7.9% 0 0 0 0.00 152.73 N/A N/A 0 0 0 0 2023-08-07 $27.95 $0.00 65.9% 11.2% 21.6% 14.9% 0.0% 6.5% -9.6% 0 0 0 0.00 152.73 N/A N/A 0 0 0 0 2023-08-08 $27.63 $0.00 67.3% 11.5% 20.9% 15.8% 0.0% 6.1% -11.2% 0 0 0 0.00 152.82 N/A N/A 0 0 0 0 2023-08-09 $27.62 $0.00 40.1% 11.5% 19.6% 0.0% 0.0% 5.8% -11.0% 0 0 0 0.00 152.69 N/A N/A 0 0 0 0 2023-08-10 $27.76 $0.00 40.5% 11.6% 17.9% 0.3% 0.0% 4.9% -9.3% 0 0 0 0.00 152.36 N/A N/A 0 0 0 0 2023-08-11 $27.40 $0.00 43.1% 12.4% 18.2% 1.9% 0.0% 6.0% -12.9% 0 0 0 0.00 152.57 N/A N/A 0 0 0 0 2023-08-14 $27.36 $0.00 44.4% 12.7% 18.1% 2.9% 0.0% 6.0% -13.1% 0 0 0 0.00 152.73 N/A N/A 0 0 0 0 2023-08-15 $26.93 $0.00 44.4% 12.7% 18.7% 2.8% 0.0% 5.0% -12.4% 0 0 0 0.00 152.74 N/A N/A 0 0 0 0 2023-08-16 $26.73 $0.00 44.4% 12.7% 18.7% 2.9% 0.0% 5.1% -13.1% 0 0 0 0.00 153.53 N/A N/A 0 0 0 0 2023-08-17 $26.23 $0.00 48.6% 13.9% 19.1% 5.6% 0.0% 3.7% -18.8% 0 0 0 0.00 153.53 N/A N/A 0 0 0 0 2023-08-18 $26.06 $0.00 49.7% 14.3% 19.2% 6.3% 0.0% 3.4% -20.5% 0 0 0 0.00 153.53 N/A N/A 0 0 0 0 2023-08-21 $26.04 $0.00 50.3% 14.4% 18.7% 6.7% 0.0% 5.7% -11.2% 0 0 0 0.00 155.29 N/A N/A 0 0 0 0 2023-08-22 $26.02 $0.00 50.9% 14.6% 18.6% 7.1% 0.0% 4.9% -12.0% 0 0 0 0.00 155.67 N/A N/A 0 0 0 0 2023-08-23 $26.33 $0.00 53.0% 15.2% 19.2% 8.5% 0.0% 5.3% -13.6% 0 0 0 0.00 155.63 N/A N/A 0 0 0 0 2023-08-24 $26.03 $0.00 54.6% 15.7% 19.1% 9.6% 0.0% 4.8% -15.8% 0 0 0 0.00 155.63 N/A N/A 0 0 0 0 2023-08-25 $26.17 $0.00 52.7% 15.1% 16.1% 8.3% 0.0% 5.7% -11.7% 0 0 0 0.00 155.83 N/A N/A 0 0 0 0 2023-08-28 $26.38 $0.00 59.3% 17.0% 16.2% 12.6% 0.0% 6.1% -18.8% 0 0 0 0.00 156.15 N/A N/A 0 0 0 0 2023-08-29 $26.99 $0.00 55.5% 15.9% 18.5% 10.2% 0.0% 6.1% -15.7% 0 0 0 0.00 156.15 N/A N/A 0 0 0 0 2023-08-30 $27.05 $0.00 55.5% 15.9% 16.3% 10.1% 0.0% 5.2% -16.7% 0 0 0 0.00 155.57 N/A N/A 0 0 0 0 2023-08-31 $27.09 $0.00 57.2% 16.4% 16.3% 11.3% 0.0% 5.3% -17.9% 0 0 0 0.00 155.69 N/A N/A 0 0 0 0
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