ISHP Options History — May 2024 In May 2024, ISHP traded between $29.38 and $31.44. ATM implied volatility averaged 53.1%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 35.7% (HV 20d: 17.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 66.4% change2024-05-14 : Highest IV Rank — 77.6%2024-05-03 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $30.62 $29.38 $31.44 $29.38 $30.17 ATM IV 53.1% 36.7% 109.2% 54.3% 44.3% Expected Move 11.5% 9.4% 15.6% 15.6% 12.7% HV 20d 17.4% 12.1% 21.0% 18.6% 12.1% HV 60d 16.0% 15.1% 17.5% 16.8% 15.1% IV Rank 17.4% 0.0% 77.6% 18.3% 8.2% IV Percentile 39.2% 0.0% 97.2% 57.5% 23.0% Term Structure -10.6% -26.3% 5.3% -20.0% -12.1% Skew 25d 3.9% 2.6% 5.6% 4.2% 4.4% Skew 10d 16.5% 9.9% 20.5% 9.9% 17.3% Call IV 25d 45.2% 36.5% 63.0% 61.8% 52.9% Put IV 25d 49.1% 39.8% 67.5% 66.0% 57.4% Bid-Ask Spread % 155.61 150.46 179.78 178.32 152.44 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 2024-05-01 $29.38 $0.00 54.3% 15.6% 18.6% 18.3% 0.0% 4.2% -20.0% 0 0 0 0.00 178.32 N/A N/A 0 0 0 0 2024-05-02 $30.13 $0.00 51.9% 14.9% 20.4% 15.8% 0.0% 4.5% -26.3% 0 0 0 0.00 179.78 N/A N/A 0 0 0 0 2024-05-03 $30.60 $0.00 54.5% 15.6% 21.0% 18.5% 0.0% 4.5% -20.1% 0 0 0 0.00 178.70 N/A N/A 0 0 0 0 2024-05-06 $30.71 $0.00 59.6% 9.4% 20.9% 24.1% 0.0% 3.3% -8.1% 0 0 0 0.00 152.10 N/A N/A 0 0 0 0 2024-05-07 $30.71 $0.00 60.1% 9.5% 20.9% 24.6% 0.0% 3.4% -7.7% 0 0 0 0.00 152.21 N/A N/A 0 0 0 0 2024-05-08 $30.45 $0.00 67.8% 10.1% 20.5% 32.9% 0.0% 3.6% -8.8% 0 0 0 0.00 152.24 N/A N/A 0 0 0 0 2024-05-09 $30.75 $0.00 65.8% 9.7% 20.6% 30.7% 0.0% 3.5% -9.6% 0 0 0 0.00 151.83 N/A N/A 0 0 0 0 2024-05-10 $30.62 $0.00 70.4% 9.8% 18.3% 35.7% 0.0% 3.4% -10.2% 0 0 0 0.00 151.91 N/A N/A 0 0 0 0 2024-05-13 $30.89 $0.00 92.8% 10.1% 17.5% 59.9% 0.0% 3.1% -10.5% 0 0 0 0.00 151.81 N/A N/A 0 0 0 0 2024-05-14 $31.03 $0.00 109.2% 10.2% 17.4% 77.6% 0.0% 2.6% -9.7% 0 0 0 0.00 151.53 N/A N/A 0 0 0 0 2024-05-15 $31.26 $0.00 36.7% 10.5% 17.0% 0.0% 0.0% 2.9% -11.8% 0 0 0 0.00 151.09 N/A N/A 0 0 0 0 2024-05-16 $31.44 $0.00 37.3% 10.7% 16.8% 0.7% 0.0% 3.1% 5.3% 0 0 0 0.00 150.60 N/A N/A 0 0 0 0 2024-05-17 $31.40 $0.00 37.3% 10.7% 16.2% 0.6% 0.0% 3.8% -7.5% 0 0 0 0.00 150.46 N/A N/A 0 0 0 0 2024-05-20 $31.30 $0.00 39.1% 11.2% 15.6% 2.6% 0.0% 3.9% -8.7% 0 0 0 0.00 150.46 N/A N/A 0 0 0 0 2024-05-21 $30.98 $0.00 36.9% 10.6% 15.4% 0.2% 0.0% 3.6% -6.5% 0 0 0 0.00 150.93 N/A N/A 0 0 0 0 2024-05-22 $30.61 $0.00 38.3% 11.0% 16.3% 1.8% 0.0% 3.7% -8.7% 0 0 0 0.00 152.17 N/A N/A 0 0 0 0 2024-05-23 $30.23 $0.00 40.2% 11.5% 17.0% 3.8% 0.0% 4.4% -9.2% 0 0 0 0.00 152.75 N/A N/A 0 0 0 0 2024-05-24 $30.38 $0.00 40.8% 11.7% 15.3% 4.4% 0.0% 4.5% -9.3% 0 0 0 0.00 152.75 N/A N/A 0 0 0 0 2024-05-28 $30.29 $0.00 43.4% 12.4% 15.4% 7.2% 0.0% 5.0% -9.7% 0 0 0 0.00 153.01 N/A N/A 0 0 0 0 2024-05-29 $30.14 $0.00 42.8% 12.3% 15.0% 6.5% 0.0% 5.6% -10.3% 0 0 0 0.00 153.16 N/A N/A 0 0 0 0 2024-05-30 $30.21 $0.00 45.8% 13.1% 15.0% 9.8% 0.0% 5.3% -13.6% 0 0 0 0.00 153.12 N/A N/A 0 0 0 0 2024-05-31 $30.17 $0.00 44.3% 12.7% 12.1% 8.2% 0.0% 4.4% -12.1% 0 0 0 0.00 152.44 N/A N/A 0 0 0 0
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