ISHP Options History — June 2024 In June 2024, ISHP traded between $30.06 and $30.69. ATM implied volatility averaged 46.0%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 34.6% (HV 20d: 11.4%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 44.5% change2024-06-11 : Highest IV Rank — 28.6%2024-06-04 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $30.40 $30.06 $30.69 $30.23 $30.06 ATM IV 46.0% 35.2% 63.4% 47.8% 44.0% Expected Move 11.8% 9.5% 14.6% 13.7% 12.6% HV 20d 11.4% 10.5% 12.7% 10.7% 11.4% HV 60d 15.0% 14.6% 15.2% 15.1% 15.1% IV Rank 11.0% 0.0% 28.6% 11.9% 9.3% IV Percentile 30.6% 0.0% 78.2% 39.7% 23.8% Term Structure -11.2% -16.8% -7.6% -13.6% -11.0% Skew 25d 3.7% 2.5% 4.8% 4.3% 3.9% Skew 10d 8.6% 4.8% 19.1% 18.1% 6.7% Call IV 25d 46.7% 38.3% 58.7% 56.5% 52.6% Put IV 25d 50.4% 41.1% 63.5% 60.8% 56.5% Bid-Ask Spread % 174.90 152.45 179.65 152.87 178.57 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 (19 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 2024-06-03 $30.23 $0.00 47.8% 13.7% 10.7% 11.9% 0.0% 4.3% -13.6% 0 0 0 0.00 152.87 N/A N/A 0 0 0 0 2024-06-04 $30.29 $0.00 51.0% 14.6% 10.6% 15.4% 0.0% 4.6% -16.8% 0 0 0 0.00 152.56 N/A N/A 0 0 0 0 2024-06-05 $30.59 $0.00 50.0% 14.3% 11.3% 14.3% 0.0% 4.8% -14.8% 0 0 0 0.00 152.45 N/A N/A 0 0 0 0 2024-06-06 $30.68 $0.00 51.1% 9.5% 10.9% 15.5% 0.0% 2.8% -7.6% 0 0 0 0.00 178.88 N/A N/A 0 0 0 0 2024-06-07 $30.50 $0.00 56.5% 10.5% 10.5% 21.2% 0.0% 2.5% -9.8% 0 0 0 0.00 179.37 N/A N/A 0 0 0 0 2024-06-10 $30.63 $0.00 60.9% 10.0% 10.5% 25.9% 0.0% 3.6% -9.1% 0 0 0 0.00 179.21 N/A N/A 0 0 0 0 2024-06-11 $30.27 $0.00 63.4% 10.7% 10.8% 28.6% 0.0% 2.9% -10.4% 0 0 0 0.00 178.97 N/A N/A 0 0 0 0 2024-06-12 $30.69 $0.00 35.2% 10.1% 11.9% 0.0% 0.0% 3.1% -8.8% 0 0 0 0.00 179.11 N/A N/A 0 0 0 0 2024-06-13 $30.43 $0.00 39.3% 11.3% 11.8% 4.4% 0.0% 2.5% -12.3% 0 0 0 0.00 179.65 N/A N/A 0 0 0 0 2024-06-14 $30.09 $0.00 36.8% 10.6% 12.0% 1.7% 0.0% 3.4% -9.8% 0 0 0 0.00 178.87 N/A N/A 0 0 0 0 2024-06-17 $30.38 $0.00 39.3% 11.3% 12.7% 4.3% 0.0% 4.0% -12.1% 0 0 0 0.00 179.13 N/A N/A 0 0 0 0 2024-06-18 $30.43 $0.00 39.8% 11.4% 12.7% 4.9% 0.0% 4.0% -12.5% 0 0 0 0.00 179.13 N/A N/A 0 0 0 0 2024-06-20 $30.32 $0.00 40.6% 11.6% 12.3% 5.7% 0.0% 3.2% -8.2% 0 0 0 0.00 179.09 N/A N/A 0 0 0 0 2024-06-21 $30.29 $0.00 41.3% 11.8% 11.6% 6.5% 0.0% 3.5% -8.7% 0 0 0 0.00 179.24 N/A N/A 0 0 0 0 2024-06-24 $30.54 $0.00 42.8% 12.3% 11.1% 8.1% 0.0% 4.0% -9.5% 0 0 0 0.00 179.00 N/A N/A 0 0 0 0 2024-06-25 $30.44 $0.00 45.3% 13.0% 11.1% 10.7% 0.0% 3.9% -12.6% 0 0 0 0.00 179.00 N/A N/A 0 0 0 0 2024-06-26 $30.45 $0.00 44.6% 12.8% 11.0% 9.9% 0.0% 4.8% -11.1% 0 0 0 0.00 179.54 N/A N/A 0 0 0 0 2024-06-27 $30.20 $0.00 44.5% 12.8% 11.3% 9.9% 0.0% 4.6% -13.3% 0 0 0 0.00 178.40 N/A N/A 0 0 0 0 2024-06-28 $30.06 $0.00 44.0% 12.6% 11.4% 9.3% 0.0% 3.9% -11.0% 0 0 0 0.00 178.57 N/A N/A 0 0 0 0
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