ISHP Options History — March 2024 In March 2024, ISHP traded between $28.43 and $29.96. ATM implied volatility averaged 56.1%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 40.1% (HV 20d: 16.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 68.3% change2024-03-12 : Highest IV Rank — 51.4%2024-03-01 : Largest Expected Move — 16.3%Monthly Statistics Metric Avg Min Max Open Close Price $29.34 $28.43 $29.96 $29.03 $29.82 ATM IV 56.1% 37.3% 117.9% 57.0% 43.6% Expected Move 11.7% 10.5% 16.3% 16.3% 12.5% HV 20d 16.1% 13.5% 19.3% 18.5% 13.8% HV 60d 16.6% 16.1% 17.0% 16.3% 16.1% IV Rank 12.5% 0.0% 51.4% 11.7% 6.3% IV Percentile 35.3% 0.0% 96.0% 56.0% 13.5% Term Structure -10.0% -22.1% -5.0% -22.1% -10.7% Skew 25d 4.3% 3.6% 5.5% 5.1% 4.5% Skew 10d 14.5% 11.7% 17.3% 17.3% 16.1% Call IV 25d 45.6% 40.0% 67.0% 67.0% 51.2% Put IV 25d 49.9% 43.8% 72.0% 72.0% 55.8% Bid-Ask Spread % 156.81 155.77 158.10 156.97 155.93 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 2024-03-01 $29.03 $0.00 57.0% 16.3% 18.5% 11.7% 0.0% 5.1% -22.1% 0 0 0 0.00 156.97 N/A N/A 0 0 0 0 2024-03-04 $28.80 $0.00 64.5% 10.5% 18.8% 16.6% 0.0% 3.8% -9.5% 0 0 0 0.00 156.69 N/A N/A 0 0 0 0 2024-03-05 $28.43 $0.00 70.5% 11.4% 19.3% 20.5% 0.0% 4.0% -10.9% 0 0 0 0.00 158.10 N/A N/A 0 0 0 0 2024-03-06 $28.84 $0.00 75.5% 10.7% 19.0% 23.7% 0.0% 4.2% -9.0% 0 0 0 0.00 157.41 N/A N/A 0 0 0 0 2024-03-07 $28.98 $0.00 71.8% 10.7% 19.0% 21.4% 0.0% 3.9% -8.1% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2024-03-08 $28.98 $0.00 76.8% 10.8% 18.9% 24.6% 0.0% 4.2% -8.4% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0 2024-03-11 $29.09 $0.00 100.0% 11.3% 18.9% 39.7% 0.0% 4.8% -12.0% 0 0 0 0.00 157.24 N/A N/A 0 0 0 0 2024-03-12 $29.45 $0.00 117.9% 11.3% 19.0% 51.4% 0.0% 4.0% -10.7% 0 0 0 0.00 157.09 N/A N/A 0 0 0 0 2024-03-13 $29.73 $0.00 37.3% 10.7% 14.9% 0.0% 0.0% 3.8% -17.0% 0 0 0 0.00 157.18 N/A N/A 0 0 0 0 2024-03-14 $29.27 $0.00 38.4% 11.0% 15.1% 0.7% 0.0% 3.6% -5.0% 0 0 0 0.00 157.26 N/A N/A 0 0 0 0 2024-03-15 $29.16 $0.00 39.1% 11.2% 14.0% 1.7% 0.0% 4.4% -6.9% 0 0 0 0.00 157.46 N/A N/A 0 0 0 0 2024-03-18 $29.37 $0.00 42.5% 12.2% 14.0% 5.2% 0.0% 4.6% -9.4% 0 0 0 0.00 156.86 N/A N/A 0 0 0 0 2024-03-19 $29.37 $0.00 42.4% 12.2% 13.5% 5.1% 0.0% 4.6% -8.3% 0 0 0 0.00 157.45 N/A N/A 0 0 0 0 2024-03-20 $29.84 $0.00 38.8% 11.1% 14.4% 1.5% 0.0% 5.5% -7.0% 0 0 0 0.00 155.78 N/A N/A 0 0 0 0 2024-03-21 $29.96 $0.00 39.4% 11.3% 13.7% 2.1% 0.0% 4.3% -7.7% 0 0 0 0.00 156.20 N/A N/A 0 0 0 0 2024-03-22 $29.66 $0.00 40.2% 11.5% 14.3% 2.9% 0.0% 4.0% -8.8% 0 0 0 0.00 156.20 N/A N/A 0 0 0 0 2024-03-25 $29.71 $0.00 41.7% 12.0% 14.2% 4.4% 0.0% 4.5% -9.2% 0 0 0 0.00 156.11 N/A N/A 0 0 0 0 2024-03-26 $29.62 $0.00 42.6% 12.2% 14.3% 5.3% 0.0% 3.6% -10.3% 0 0 0 0.00 155.77 N/A N/A 0 0 0 0 2024-03-27 $29.74 $0.00 43.1% 12.3% 13.9% 5.8% 0.0% 4.1% -10.0% 0 0 0 0.00 155.79 N/A N/A 0 0 0 0 2024-03-28 $29.82 $0.00 43.6% 12.5% 13.8% 6.3% 0.0% 4.5% -10.7% 0 0 0 0.00 155.93 N/A N/A 0 0 0 0
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