ISHP Options History — February 2024 In February 2024, ISHP traded between $27.56 and $28.83. ATM implied volatility averaged 50.6%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 32.1% (HV 20d: 18.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 41.8% change2024-02-06 : Highest IV Rank — 20.9%2024-02-29 : Largest Expected Move — 16.3%Monthly Statistics Metric Avg Min Max Open Close Price $28.35 $27.56 $28.83 $27.88 $28.78 ATM IV 50.6% 41.4% 71.2% 57.1% 56.8% Expected Move 13.1% 10.9% 16.3% 10.9% 16.3% HV 20d 18.5% 16.1% 20.4% 16.1% 18.8% HV 60d 16.2% 14.8% 16.5% 16.1% 16.3% IV Rank 7.5% 1.5% 20.9% 11.7% 11.6% IV Percentile 32.0% 3.6% 76.6% 53.2% 55.2% Term Structure -14.3% -20.3% 2.0% -12.1% -20.3% Skew 25d 4.7% 4.2% 6.3% 4.6% 4.8% Skew 10d 15.8% 12.2% 20.7% 13.8% 18.2% Call IV 25d 50.9% 41.4% 65.8% 41.6% 65.8% Put IV 25d 55.5% 46.2% 70.6% 46.2% 70.6% Bid-Ask Spread % 157.35 157.06 157.65 157.26 157.65 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 2024-02-01 $27.88 $0.00 57.1% 10.9% 16.1% 11.7% 0.0% 4.6% -12.1% 0 0 0 0.00 157.26 N/A N/A 0 0 0 0 2024-02-02 $28.05 $0.00 58.9% 11.1% 16.2% 12.9% 0.0% 5.2% -12.4% 0 0 0 0.00 157.23 N/A N/A 0 0 0 0 2024-02-05 $27.88 $0.00 65.3% 11.2% 16.4% 17.1% 0.0% 4.5% -12.3% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2024-02-06 $28.35 $0.00 71.2% 11.8% 16.8% 20.9% 0.0% 4.5% -13.6% 0 0 0 0.00 157.21 N/A N/A 0 0 0 0 2024-02-07 $28.23 $0.00 41.4% 11.9% 16.7% 1.5% 0.0% 4.2% -15.4% 0 0 0 0.00 157.30 N/A N/A 0 0 0 0 2024-02-08 $28.10 $0.00 42.1% 12.1% 16.7% 1.9% 0.0% 4.3% -16.4% 0 0 0 0.00 157.30 N/A N/A 0 0 0 0 2024-02-09 $28.12 $0.00 42.7% 12.2% 16.7% 2.3% 0.0% 4.3% -16.8% 0 0 0 0.00 157.30 N/A N/A 0 0 0 0 2024-02-12 $28.41 $0.00 43.5% 12.5% 17.1% 2.9% 0.0% 4.3% -15.8% 0 0 0 0.00 157.34 N/A N/A 0 0 0 0 2024-02-13 $27.56 $0.00 44.2% 12.7% 18.2% 3.3% 0.0% 5.1% -14.5% 0 0 0 0.00 157.44 N/A N/A 0 0 0 0 2024-02-14 $28.12 $0.00 44.1% 12.7% 19.1% 3.3% 0.0% 5.4% -17.6% 0 0 0 0.00 157.06 N/A N/A 0 0 0 0 2024-02-15 $28.62 $0.00 45.6% 13.1% 19.7% 4.2% 0.0% 6.3% -14.9% 0 0 0 0.00 157.06 N/A N/A 0 0 0 0 2024-02-16 $28.48 $0.00 46.1% 13.2% 19.8% 4.5% 0.0% 4.3% 2.0% 0 0 0 0.00 157.36 N/A N/A 0 0 0 0 2024-02-20 $28.24 $0.00 47.9% 13.7% 20.1% 5.7% 0.0% 4.8% -13.0% 0 0 0 0.00 157.39 N/A N/A 0 0 0 0 2024-02-21 $28.39 $0.00 48.7% 14.0% 19.9% 6.2% 0.0% 5.0% -13.3% 0 0 0 0.00 157.39 N/A N/A 0 0 0 0 2024-02-22 $28.81 $0.00 47.4% 13.6% 20.4% 5.4% 0.0% 4.5% -12.8% 0 0 0 0.00 157.25 N/A N/A 0 0 0 0 2024-02-23 $28.76 $0.00 48.5% 13.9% 20.4% 6.1% 0.0% 4.4% -13.8% 0 0 0 0.00 157.24 N/A N/A 0 0 0 0 2024-02-26 $28.74 $0.00 51.9% 14.9% 20.3% 8.3% 0.0% 4.2% -16.6% 0 0 0 0.00 157.65 N/A N/A 0 0 0 0 2024-02-27 $28.83 $0.00 53.4% 15.3% 20.3% 9.3% 0.0% 4.3% -17.4% 0 0 0 0.00 157.65 N/A N/A 0 0 0 0 2024-02-28 $28.60 $0.00 55.1% 15.8% 20.2% 10.5% 0.0% 4.8% -19.7% 0 0 0 0.00 157.65 N/A N/A 0 0 0 0 2024-02-29 $28.78 $0.00 56.8% 16.3% 18.8% 11.6% 0.0% 4.8% -20.3% 0 0 0 0.00 157.65 N/A N/A 0 0 0 0
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