ISHP Options History — April 2024 In April 2024, ISHP traded between $27.96 and $29.78. ATM implied volatility averaged 50.7%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 36.5% (HV 20d: 14.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-04-08 : Largest IV spike — 108.4% change2024-04-08 : Highest IV Rank — 84.9%2024-04-08 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $29.10 $27.96 $29.78 $29.78 $29.28 ATM IV 50.7% 37.6% 121.8% 47.7% 52.8% Expected Move 12.9% 10.6% 18.6% 13.7% 15.1% HV 20d 14.2% 12.0% 18.6% 13.6% 18.6% HV 60d 16.3% 15.3% 17.0% 16.0% 16.9% IV Rank 13.8% 0.2% 84.9% 10.4% 16.7% IV Percentile 33.2% 0.4% 97.6% 31.7% 53.6% Term Structure -13.6% -42.5% -7.0% -13.7% -18.3% Skew 25d 4.4% 2.9% 9.8% 5.2% 4.0% Skew 10d 7.1% -2.6% 19.1% 18.4% 9.0% Call IV 25d 51.9% 39.8% 87.1% 56.7% 61.1% Put IV 25d 56.3% 43.3% 96.9% 61.9% 65.1% Bid-Ask Spread % 175.02 155.91 180.42 155.91 178.39 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 (22 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 2024-04-01 $29.78 $0.00 47.7% 13.7% 13.6% 10.4% 0.0% 5.2% -13.7% 0 0 0 0.00 155.91 N/A N/A 0 0 0 0 2024-04-02 $29.66 $0.00 48.7% 13.9% 13.3% 11.4% 0.0% 5.3% -14.5% 0 0 0 0.00 156.25 N/A N/A 0 0 0 0 2024-04-03 $29.66 $0.00 50.1% 14.4% 12.2% 12.9% 0.0% 5.3% -15.6% 0 0 0 0.00 156.25 N/A N/A 0 0 0 0 2024-04-04 $29.36 $0.00 56.1% 10.9% 12.1% 18.8% 0.0% 3.4% -7.0% 0 0 0 0.00 178.33 N/A N/A 0 0 0 0 2024-04-05 $29.46 $0.00 58.5% 11.0% 12.0% 21.2% 0.0% 4.7% -7.1% 0 0 0 0.00 178.43 N/A N/A 0 0 0 0 2024-04-08 $29.62 $0.00 121.8% 18.6% 12.1% 84.9% 0.0% 9.8% -42.5% 0 0 0 0.00 180.42 N/A N/A 0 0 0 0 2024-04-09 $29.70 $0.00 64.7% 10.6% 12.1% 27.4% 0.0% 4.3% -13.3% 0 0 0 0.00 178.77 N/A N/A 0 0 0 0 2024-04-10 $29.30 $0.00 39.2% 11.2% 12.4% 1.9% 0.0% 4.3% -8.1% 0 0 0 0.00 178.08 N/A N/A 0 0 0 0 2024-04-11 $29.52 $0.00 37.6% 10.8% 12.2% 0.2% 0.0% 3.9% -12.3% 0 0 0 0.00 178.33 N/A N/A 0 0 0 0 2024-04-12 $28.81 $0.00 39.3% 11.3% 13.9% 2.0% 0.0% 3.6% -7.6% 0 0 0 0.00 177.43 N/A N/A 0 0 0 0 2024-04-15 $28.46 $0.00 43.5% 12.5% 14.5% 6.1% 0.0% 2.9% -9.4% 0 0 0 0.00 177.14 N/A N/A 0 0 0 0 2024-04-16 $28.42 $0.00 43.0% 12.3% 14.1% 6.2% 0.0% 4.6% -10.5% 0 0 0 0.00 176.90 N/A N/A 0 0 0 0 2024-04-17 $28.28 $0.00 43.5% 12.5% 14.2% 6.7% 0.0% 4.1% -9.8% 0 0 0 0.00 176.57 N/A N/A 0 0 0 0 2024-04-18 $28.19 $0.00 43.6% 12.5% 12.5% 6.7% 0.0% 4.0% -9.6% 0 0 0 0.00 176.50 N/A N/A 0 0 0 0 2024-04-19 $27.96 $0.00 44.6% 12.8% 12.4% 7.8% 0.0% 3.8% -10.7% 0 0 0 0.00 176.50 N/A N/A 0 0 0 0 2024-04-22 $28.52 $0.00 46.6% 13.4% 14.6% 10.1% 0.0% 3.6% -12.8% 0 0 0 0.00 177.66 N/A N/A 0 0 0 0 2024-04-23 $29.08 $0.00 44.7% 12.8% 16.4% 7.9% 0.0% 4.7% -12.3% 0 0 0 0.00 178.15 N/A N/A 0 0 0 0 2024-04-24 $29.08 $0.00 45.6% 13.1% 16.4% 9.0% 0.0% 4.0% -13.0% 0 0 0 0.00 178.19 N/A N/A 0 0 0 0 2024-04-25 $28.92 $0.00 46.4% 13.3% 16.4% 9.8% 0.0% 3.7% -13.7% 0 0 0 0.00 178.06 N/A N/A 0 0 0 0 2024-04-26 $29.56 $0.00 46.9% 13.5% 18.3% 10.4% 0.0% 4.2% -17.2% 0 0 0 0.00 179.19 N/A N/A 0 0 0 0 2024-04-29 $29.57 $0.00 50.7% 14.5% 18.3% 14.4% 0.0% 4.3% -21.0% 0 0 0 0.00 179.06 N/A N/A 0 0 0 0 2024-04-30 $29.28 $0.00 52.8% 15.1% 18.6% 16.7% 0.0% 4.0% -18.3% 0 0 0 0.00 178.39 N/A N/A 0 0 0 0
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