ISHP Options History — September 2023 In September 2023, ISHP traded between $25.18 and $27.37. ATM implied volatility averaged 64.5%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 47.1% (HV 20d: 17.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-09-13 : Largest IV drop — 66.9% change2023-09-12 : Highest IV Rank — 59.1%2023-09-29 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $26.21 $25.18 $27.37 $27.37 $25.38 ATM IV 64.5% 43.0% 130.0% 60.0% 65.5% Expected Move 14.0% 10.9% 18.8% 17.2% 18.8% HV 20d 17.3% 16.4% 19.0% 16.8% 16.6% HV 60d 18.8% 18.4% 19.3% 18.5% 18.5% IV Rank 16.0% 1.9% 59.1% 13.1% 16.7% IV Percentile 38.5% 1.2% 96.8% 38.5% 46.8% Term Structure -16.2% -33.0% -7.7% -19.8% -33.0% Skew 25d 3.5% 2.1% 6.2% 6.2% 3.7% Skew 10d 14.7% 10.4% 21.0% 21.0% 20.3% Call IV 25d 53.2% 42.1% 68.9% 68.9% 66.3% Put IV 25d 56.7% 45.3% 75.1% 75.1% 70.0% Bid-Ask Spread % 157.27 156.14 157.49 156.14 157.37 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 2023-09-01 $27.37 $0.00 60.0% 17.2% 16.8% 13.1% 0.0% 6.2% -19.8% 0 0 0 0.00 156.14 N/A N/A 0 0 0 0 2023-09-05 $27.14 $0.00 67.9% 10.9% 16.5% 18.3% 0.0% 3.2% -8.1% 0 0 0 0.00 157.33 N/A N/A 0 0 0 0 2023-09-06 $26.85 $0.00 71.9% 11.1% 16.5% 21.0% 0.0% 2.7% -7.7% 0 0 0 0.00 156.94 N/A N/A 0 0 0 0 2023-09-07 $26.63 $0.00 79.7% 11.3% 16.7% 26.0% 0.0% 3.4% -8.5% 0 0 0 0.00 157.32 N/A N/A 0 0 0 0 2023-09-08 $26.43 $0.00 90.5% 12.1% 16.6% 33.2% 0.0% 3.0% -11.3% 0 0 0 0.00 156.88 N/A N/A 0 0 0 0 2023-09-11 $26.68 $0.00 110.3% 11.6% 16.6% 46.1% 0.0% 3.4% -10.5% 0 0 0 0.00 157.49 N/A N/A 0 0 0 0 2023-09-12 $26.60 $0.00 130.0% 11.5% 16.6% 59.1% 0.0% 3.3% -9.6% 0 0 0 0.00 157.40 N/A N/A 0 0 0 0 2023-09-13 $26.20 $0.00 43.0% 12.3% 16.5% 1.9% 0.0% 2.8% -10.0% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2023-09-14 $26.84 $0.00 44.8% 12.8% 18.6% 3.1% 0.0% 4.1% -11.2% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2023-09-15 $26.58 $0.00 45.5% 13.1% 17.7% 3.6% 0.0% 3.6% -12.3% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2023-09-18 $26.41 $0.00 46.0% 13.2% 17.6% 3.9% 0.0% 3.4% -11.8% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2023-09-19 $26.29 $0.00 46.8% 13.4% 17.7% 4.4% 0.0% 3.3% -12.8% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2023-09-20 $26.20 $0.00 47.7% 13.7% 17.8% 5.0% 0.0% 2.9% -13.7% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2023-09-21 $25.62 $0.00 48.8% 14.0% 19.0% 5.8% 0.0% 2.1% -16.5% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2023-09-22 $25.70 $0.00 49.6% 14.2% 18.6% 6.3% 0.0% 4.1% -15.8% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2023-09-25 $25.57 $0.00 52.5% 15.1% 18.6% 8.2% 0.0% 3.9% -18.8% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2023-09-26 $25.18 $0.00 61.6% 17.7% 18.9% 14.2% 0.0% 3.6% -29.8% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2023-09-27 $25.19 $0.00 62.9% 18.0% 16.4% 15.0% 0.0% 3.3% -31.1% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2023-09-28 $25.26 $0.00 64.2% 18.4% 16.5% 15.9% 0.0% 3.7% -32.2% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2023-09-29 $25.38 $0.00 65.5% 18.8% 16.6% 16.7% 0.0% 3.7% -33.0% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0
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