ISHP Options History — November 2023 In November 2023, ISHP traded between $23.99 and $26.94. ATM implied volatility averaged 55.0%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 31.3% (HV 20d: 23.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2023-11-08 : Largest IV drop — 42.2% change2023-11-07 : Highest IV Rank — 23.8%2023-11-01 : Largest Expected Move — 18.3%Monthly Statistics Metric Avg Min Max Open Close Price $25.93 $23.99 $26.94 $23.99 $26.90 ATM IV 55.0% 43.6% 76.2% 63.7% 58.6% Expected Move 14.2% 12.2% 18.3% 18.3% 16.8% HV 20d 23.6% 19.8% 27.0% 23.1% 20.1% HV 60d 20.8% 18.9% 21.6% 18.9% 21.0% IV Rank 9.8% 2.3% 23.8% 15.6% 12.2% IV Percentile 31.8% 3.6% 71.4% 47.6% 45.6% Term Structure -14.1% -22.2% 5.4% -19.9% -22.2% Skew 25d 5.4% 3.7% 7.8% 7.0% 5.2% Skew 10d 18.5% 16.1% 25.9% 25.9% 21.3% Call IV 25d 55.1% 44.8% 74.8% 74.8% 69.5% Put IV 25d 60.5% 50.6% 81.8% 81.8% 74.7% Bid-Ask Spread % 156.94 156.22 157.76 156.75 156.22 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 2023-11-01 $23.99 $0.00 63.7% 18.3% 23.1% 15.6% 0.0% 7.0% -19.9% 0 0 0 0.00 156.75 N/A N/A 0 0 0 0 2023-11-02 $24.60 $0.00 71.7% 12.9% 24.9% 20.8% 0.0% 7.3% -10.4% 0 0 0 0.00 156.31 N/A N/A 0 0 0 0 2023-11-03 $25.26 $0.00 66.8% 12.2% 25.9% 17.6% 0.0% 5.8% -13.7% 0 0 0 0.00 157.06 N/A N/A 0 0 0 0 2023-11-06 $25.05 $0.00 75.9% 12.8% 26.0% 23.6% 0.0% 5.5% -15.9% 0 0 0 0.00 157.06 N/A N/A 0 0 0 0 2023-11-07 $25.20 $0.00 76.2% 12.3% 25.8% 23.8% 0.0% 4.9% -14.5% 0 0 0 0.00 156.54 N/A N/A 0 0 0 0 2023-11-08 $25.17 $0.00 44.0% 12.6% 25.5% 2.6% 0.0% 4.7% -14.2% 0 0 0 0.00 156.93 N/A N/A 0 0 0 0 2023-11-09 $25.07 $0.00 43.6% 12.5% 24.7% 2.3% 0.0% 4.6% -13.5% 0 0 0 0.00 156.60 N/A N/A 0 0 0 0 2023-11-10 $25.31 $0.00 46.7% 13.4% 24.5% 4.4% 0.0% 5.8% -17.0% 0 0 0 0.00 157.02 N/A N/A 0 0 0 0 2023-11-13 $25.41 $0.00 47.4% 13.6% 23.9% 4.9% 0.0% 5.9% -18.4% 0 0 0 0.00 156.86 N/A N/A 0 0 0 0 2023-11-14 $26.33 $0.00 46.1% 13.2% 27.0% 3.9% 0.0% 7.8% -13.1% 0 0 0 0.00 156.86 N/A N/A 0 0 0 0 2023-11-15 $26.66 $0.00 44.5% 12.7% 25.0% 2.9% 0.0% 4.9% -16.0% 0 0 0 0.00 157.19 N/A N/A 0 0 0 0 2023-11-16 $26.23 $0.00 48.2% 13.8% 25.0% 5.3% 0.0% 3.8% 5.4% 0 0 0 0.00 157.10 N/A N/A 0 0 0 0 2023-11-17 $26.28 $0.00 48.5% 13.9% 24.2% 5.6% 0.0% 3.7% 5.1% 0 0 0 0.00 157.36 N/A N/A 0 0 0 0 2023-11-20 $26.63 $0.00 48.7% 14.0% 24.4% 5.7% 0.0% 5.2% -14.0% 0 0 0 0.00 157.66 N/A N/A 0 0 0 0 2023-11-21 $26.34 $0.00 52.8% 15.1% 24.7% 8.4% 0.0% 4.9% -17.1% 0 0 0 0.00 157.76 N/A N/A 0 0 0 0 2023-11-22 $26.59 $0.00 51.8% 14.8% 21.4% 7.7% 0.0% 5.5% -13.1% 0 0 0 0.00 157.39 N/A N/A 0 0 0 0 2023-11-24 $26.73 $0.00 51.4% 14.8% 20.4% 7.5% 0.0% 4.5% -15.8% 0 0 0 0.00 157.44 N/A N/A 0 0 0 0 2023-11-27 $26.87 $0.00 54.0% 15.5% 20.1% 9.2% 0.0% 5.0% -17.2% 0 0 0 0.00 156.88 N/A N/A 0 0 0 0 2023-11-28 $26.92 $0.00 56.1% 16.1% 19.8% 10.6% 0.0% 5.4% -19.2% 0 0 0 0.00 156.28 N/A N/A 0 0 0 0 2023-11-29 $26.94 $0.00 57.3% 16.4% 19.9% 11.3% 0.0% 5.9% -21.6% 0 0 0 0.00 156.40 N/A N/A 0 0 0 0 2023-11-30 $26.90 $0.00 58.6% 16.8% 20.1% 12.2% 0.0% 5.2% -22.2% 0 0 0 0.00 156.22 N/A N/A 0 0 0 0
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