ISHP Options History — January 2024 In January 2024, ISHP traded between $27.19 and $28.34. ATM implied volatility averaged 50.8%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 35.4% (HV 20d: 15.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-01-10 : Largest IV drop — 40.8% change2024-01-09 : Highest IV Rank — 18.5%2024-01-03 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $27.96 $27.19 $28.34 $28.16 $27.52 ATM IV 50.8% 39.9% 67.5% 53.8% 56.0% Expected Move 13.3% 11.3% 16.1% 15.4% 16.1% HV 20d 15.4% 14.6% 16.8% 14.6% 15.5% HV 60d 18.4% 16.6% 20.0% 20.0% 16.7% IV Rank 7.6% 0.5% 18.5% 9.6% 11.0% IV Percentile 30.2% 0.8% 68.7% 40.1% 50.8% Term Structure -11.1% -20.3% -5.2% -14.9% -20.3% Skew 25d 5.0% 4.2% 6.4% 6.2% 5.2% Skew 10d 16.9% 14.3% 22.6% 22.1% 20.2% Call IV 25d 52.0% 42.3% 65.8% 62.5% 65.8% Put IV 25d 57.0% 47.3% 71.3% 68.7% 70.9% Bid-Ask Spread % 156.99 156.03 157.89 156.26 157.75 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 2024-01-02 $28.16 $0.00 53.8% 15.4% 14.6% 9.6% 0.0% 6.2% -14.9% 0 0 0 0.00 156.26 N/A N/A 0 0 0 0 2024-01-03 $27.96 $0.00 56.3% 16.1% 14.8% 11.2% 0.0% 6.4% -18.6% 0 0 0 0.00 156.73 N/A N/A 0 0 0 0 2024-01-04 $27.99 $0.00 57.6% 11.3% 14.6% 12.0% 0.0% 5.1% -6.2% 0 0 0 0.00 156.92 N/A N/A 0 0 0 0 2024-01-05 $27.94 $0.00 59.6% 11.4% 14.7% 13.4% 0.0% 5.0% -6.5% 0 0 0 0.00 156.92 N/A N/A 0 0 0 0 2024-01-08 $28.31 $0.00 66.6% 11.9% 15.1% 18.0% 0.0% 5.5% -7.6% 0 0 0 0.00 156.74 N/A N/A 0 0 0 0 2024-01-09 $28.13 $0.00 67.5% 11.4% 15.3% 18.5% 0.0% 5.3% -5.9% 0 0 0 0.00 157.42 N/A N/A 0 0 0 0 2024-01-10 $28.23 $0.00 39.9% 11.5% 15.1% 0.5% 0.0% 4.8% -5.2% 0 0 0 0.00 156.86 N/A N/A 0 0 0 0 2024-01-11 $28.27 $0.00 41.2% 11.8% 15.1% 1.3% 0.0% 4.8% -6.9% 0 0 0 0.00 157.19 N/A N/A 0 0 0 0 2024-01-12 $28.15 $0.00 40.8% 11.7% 14.6% 1.1% 0.0% 4.2% -7.8% 0 0 0 0.00 157.12 N/A N/A 0 0 0 0 2024-01-16 $27.46 $0.00 45.4% 13.0% 16.2% 4.1% 0.0% 4.3% -9.0% 0 0 0 0.00 157.36 N/A N/A 0 0 0 0 2024-01-17 $27.19 $0.00 43.6% 12.5% 16.5% 2.9% 0.0% 5.3% -8.7% 0 0 0 0.00 156.03 N/A N/A 0 0 0 0 2024-01-18 $27.50 $0.00 46.9% 13.4% 16.8% 5.0% 0.0% 5.6% -12.3% 0 0 0 0.00 157.07 N/A N/A 0 0 0 0 2024-01-19 $27.63 $0.00 45.6% 13.1% 16.8% 4.2% 0.0% 5.7% -9.0% 0 0 0 0.00 157.13 N/A N/A 0 0 0 0 2024-01-22 $27.69 $0.00 45.6% 13.1% 15.6% 4.2% 0.0% 4.8% -10.7% 0 0 0 0.00 156.18 N/A N/A 0 0 0 0 2024-01-23 $27.98 $0.00 46.0% 13.2% 15.4% 4.4% 0.0% 4.4% -11.1% 0 0 0 0.00 156.06 N/A N/A 0 0 0 0 2024-01-24 $28.17 $0.00 46.3% 13.3% 15.5% 4.7% 0.0% 4.2% -10.8% 0 0 0 0.00 156.56 N/A N/A 0 0 0 0 2024-01-25 $28.13 $0.00 48.3% 13.8% 15.5% 6.0% 0.0% 4.4% -11.3% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2024-01-26 $28.30 $0.00 51.5% 14.8% 15.6% 8.1% 0.0% 4.6% -15.6% 0 0 0 0.00 157.58 N/A N/A 0 0 0 0 2024-01-29 $28.34 $0.00 55.1% 15.8% 15.4% 10.4% 0.0% 5.1% -18.6% 0 0 0 0.00 157.89 N/A N/A 0 0 0 0 2024-01-30 $28.05 $0.00 54.0% 15.5% 15.8% 9.7% 0.0% 4.6% -16.6% 0 0 0 0.00 157.75 N/A N/A 0 0 0 0 2024-01-31 $27.52 $0.00 56.0% 16.1% 15.5% 11.0% 0.0% 5.2% -20.3% 0 0 0 0.00 157.75 N/A N/A 0 0 0 0
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