ISHP Options History — October 2023 In October 2023, ISHP traded between $23.34 and $25.85. ATM implied volatility averaged 59.8%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 40.2% (HV 20d: 19.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2023-10-11 : Largest IV drop — 47.2% change2023-10-10 : Highest IV Rank — 26.3%2023-10-03 : Largest Expected Move — 21.2%Monthly Statistics Metric Avg Min Max Open Close Price $24.66 $23.34 $25.85 $25.21 $23.83 ATM IV 59.8% 42.2% 80.0% 71.1% 62.6% Expected Move 15.8% 12.1% 21.2% 20.4% 17.9% HV 20d 19.6% 15.9% 23.9% 15.9% 23.0% HV 60d 18.4% 17.4% 19.1% 18.3% 18.9% IV Rank 13.0% 1.4% 26.3% 20.4% 14.8% IV Percentile 38.6% 0.8% 74.2% 57.9% 45.6% Term Structure -15.8% -45.4% -5.0% -39.6% -19.3% Skew 25d 5.2% 2.0% 7.1% 3.5% 6.3% Skew 10d 20.5% 14.4% 24.8% 20.5% 24.8% Call IV 25d 59.7% 46.3% 78.5% 73.0% 73.9% Put IV 25d 64.9% 52.1% 80.5% 76.5% 80.3% Bid-Ask Spread % 156.58 155.09 157.37 157.37 156.19 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 2023-10-02 $25.21 $0.00 71.1% 20.4% 15.9% 20.4% 0.0% 3.5% -39.6% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2023-10-03 $24.69 $0.00 73.9% 21.2% 16.9% 22.3% 0.0% 2.0% -45.4% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2023-10-04 $24.82 $0.00 62.6% 17.9% 17.1% 14.8% 0.0% 5.1% -20.1% 0 0 0 0.00 155.66 N/A N/A 0 0 0 0 2023-10-05 $24.95 $0.00 64.5% 12.1% 17.3% 16.1% 0.0% 5.1% -5.6% 0 0 0 0.00 156.92 N/A N/A 0 0 0 0 2023-10-06 $25.41 $0.00 66.0% 12.1% 18.8% 17.0% 0.0% 6.4% -5.0% 0 0 0 0.00 156.92 N/A N/A 0 0 0 0 2023-10-09 $25.32 $0.00 74.6% 12.6% 18.3% 22.7% 0.0% 6.7% -5.9% 0 0 0 0.00 156.92 N/A N/A 0 0 0 0 2023-10-10 $25.59 $0.00 80.0% 14.8% 18.9% 26.3% 0.0% 4.8% -8.5% 0 0 0 0.00 156.68 N/A N/A 0 0 0 0 2023-10-11 $25.85 $0.00 42.2% 12.1% 18.7% 1.4% 0.0% 5.1% -8.2% 0 0 0 0.00 156.54 N/A N/A 0 0 0 0 2023-10-12 $25.38 $0.00 46.8% 13.4% 17.3% 4.4% 0.0% 4.5% -9.4% 0 0 0 0.00 156.54 N/A N/A 0 0 0 0 2023-10-13 $25.04 $0.00 47.9% 13.7% 17.5% 5.2% 0.0% 4.3% -10.6% 0 0 0 0.00 156.54 N/A N/A 0 0 0 0 2023-10-16 $25.41 $0.00 49.5% 14.2% 18.5% 6.2% 0.0% 5.3% -11.1% 0 0 0 0.00 156.54 N/A N/A 0 0 0 0 2023-10-17 $25.37 $0.00 50.4% 14.4% 18.5% 6.8% 0.0% 5.2% -11.7% 0 0 0 0.00 156.54 N/A N/A 0 0 0 0 2023-10-18 $24.69 $0.00 52.0% 14.9% 20.6% 7.9% 0.0% 3.5% -14.1% 0 0 0 0.00 156.54 N/A N/A 0 0 0 0 2023-10-19 $24.30 $0.00 60.1% 17.2% 19.9% 13.2% 0.0% 2.8% -19.7% 0 0 0 0.00 156.54 N/A N/A 0 0 0 0 2023-10-20 $23.98 $0.00 53.0% 15.2% 20.1% 8.5% 0.0% 6.6% -12.4% 0 0 0 0.00 157.01 N/A N/A 0 0 0 0 2023-10-23 $24.03 $0.00 54.5% 15.6% 20.2% 9.5% 0.0% 6.6% -13.2% 0 0 0 0.00 156.03 N/A N/A 0 0 0 0 2023-10-24 $24.40 $0.00 56.0% 16.1% 20.7% 10.5% 0.0% 6.0% -13.6% 0 0 0 0.00 157.00 N/A N/A 0 0 0 0 2023-10-25 $23.69 $0.00 58.2% 16.7% 22.9% 11.9% 0.0% 5.3% -17.0% 0 0 0 0.00 157.00 N/A N/A 0 0 0 0 2023-10-26 $23.43 $0.00 61.0% 17.5% 22.9% 13.8% 0.0% 6.0% -18.0% 0 0 0 0.00 155.09 N/A N/A 0 0 0 0 2023-10-27 $23.34 $0.00 63.7% 18.3% 22.7% 15.6% 0.0% 6.0% -19.5% 0 0 0 0.00 156.38 N/A N/A 0 0 0 0 2023-10-30 $23.73 $0.00 65.1% 18.7% 23.9% 16.5% 0.0% 7.1% -19.1% 0 0 0 0.00 156.38 N/A N/A 0 0 0 0 2023-10-31 $23.83 $0.00 62.6% 17.9% 23.0% 14.8% 0.0% 6.3% -19.3% 0 0 0 0.00 156.19 N/A N/A 0 0 0 0
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