ISHP Options History — December 2023 In December 2023, ISHP traded between $27.06 and $28.75. ATM implied volatility averaged 60.0%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 45.8% (HV 20d: 14.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-12-13 : Largest IV drop — 68.4% change2023-12-12 : Highest IV Rank — 55.1%2023-12-01 : Largest Expected Move — 17.7%Monthly Statistics Metric Avg Min Max Open Close Price $28.03 $27.06 $28.75 $27.29 $28.75 ATM IV 60.0% 39.1% 123.9% 61.9% 47.5% Expected Move 12.4% 11.0% 17.7% 17.7% 13.6% HV 20d 14.2% 10.3% 19.0% 19.0% 12.7% HV 60d 20.2% 19.4% 21.1% 21.1% 19.4% IV Rank 13.4% 0.0% 55.1% 14.3% 5.5% IV Percentile 36.1% 0.0% 96.0% 50.8% 18.3% Term Structure -10.4% -25.4% -7.1% -25.4% -12.3% Skew 25d 4.8% 3.8% 6.0% 5.8% 6.0% Skew 10d 15.7% 12.9% 19.6% 19.6% 18.7% Call IV 25d 47.9% 41.3% 71.5% 71.5% 55.0% Put IV 25d 52.7% 45.6% 77.2% 77.2% 61.0% Bid-Ask Spread % 156.78 155.94 157.55 156.74 156.03 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 2023-12-01 $27.29 $0.00 61.9% 17.7% 19.0% 14.3% 0.0% 5.8% -25.4% 0 0 0 0.00 156.74 N/A N/A 0 0 0 0 2023-12-04 $27.20 $0.00 68.6% 11.0% 17.5% 18.8% 0.0% 4.3% -8.1% 0 0 0 0.00 157.06 N/A N/A 0 0 0 0 2023-12-05 $27.06 $0.00 70.1% 11.0% 17.2% 19.8% 0.0% 5.0% -8.3% 0 0 0 0.00 157.22 N/A N/A 0 0 0 0 2023-12-06 $27.08 $0.00 75.4% 11.3% 17.2% 23.2% 0.0% 4.2% -9.0% 0 0 0 0.00 157.55 N/A N/A 0 0 0 0 2023-12-07 $27.31 $0.00 77.9% 11.4% 17.2% 24.9% 0.0% 4.4% -8.7% 0 0 0 0.00 157.49 N/A N/A 0 0 0 0 2023-12-08 $27.46 $0.00 87.1% 11.7% 17.0% 30.9% 0.0% 4.0% -11.0% 0 0 0 0.00 156.82 N/A N/A 0 0 0 0 2023-12-11 $27.68 $0.00 107.4% 11.2% 16.9% 44.2% 0.0% 5.0% -9.4% 0 0 0 0.00 157.03 N/A N/A 0 0 0 0 2023-12-12 $27.70 $0.00 123.9% 11.3% 17.0% 55.1% 0.0% 4.9% -9.7% 0 0 0 0.00 157.03 N/A N/A 0 0 0 0 2023-12-13 $28.03 $0.00 39.1% 11.2% 12.7% 0.0% 0.0% 4.6% -9.6% 0 0 0 0.00 156.66 N/A N/A 0 0 0 0 2023-12-14 $28.41 $0.00 39.3% 11.3% 12.8% 0.1% 0.0% 5.3% -8.8% 0 0 0 0.00 156.66 N/A N/A 0 0 0 0 2023-12-15 $28.38 $0.00 41.3% 11.8% 10.8% 1.4% 0.0% 3.8% -7.1% 0 0 0 0.00 157.41 N/A N/A 0 0 0 0 2023-12-18 $28.61 $0.00 40.8% 11.7% 10.8% 1.1% 0.0% 4.3% -8.2% 0 0 0 0.00 155.94 N/A N/A 0 0 0 0 2023-12-19 $28.75 $0.00 41.4% 11.9% 10.3% 1.5% 0.0% 5.4% -7.6% 0 0 0 0.00 156.16 N/A N/A 0 0 0 0 2023-12-20 $28.21 $0.00 43.3% 12.4% 12.1% 2.7% 0.0% 4.2% -8.9% 0 0 0 0.00 156.94 N/A N/A 0 0 0 0 2023-12-21 $28.57 $0.00 43.3% 12.4% 12.3% 2.7% 0.0% 5.2% -9.0% 0 0 0 0.00 156.76 N/A N/A 0 0 0 0 2023-12-22 $28.41 $0.00 46.5% 13.3% 12.7% 4.8% 0.0% 5.0% -11.4% 0 0 0 0.00 156.55 N/A N/A 0 0 0 0 2023-12-26 $28.49 $0.00 49.7% 14.2% 12.7% 6.9% 0.0% 4.6% -12.6% 0 0 0 0.00 156.94 N/A N/A 0 0 0 0 2023-12-27 $28.53 $0.00 48.6% 13.9% 12.7% 6.2% 0.0% 4.9% -11.8% 0 0 0 0.00 156.66 N/A N/A 0 0 0 0 2023-12-28 $28.73 $0.00 46.5% 13.3% 12.8% 4.8% 0.0% 5.4% -11.6% 0 0 0 0.00 156.03 N/A N/A 0 0 0 0 2023-12-29 $28.75 $0.00 47.5% 13.6% 12.7% 5.5% 0.0% 6.0% -12.3% 0 0 0 0.00 156.03 N/A N/A 0 0 0 0
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