ISHP Options History — July 2024 In July 2024, ISHP traded between $29.46 and $31.15. ATM implied volatility averaged 45.9%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 32.6% (HV 20d: 13.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 46.4% change2024-07-09 : Highest IV Rank — 30.9%2024-07-31 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $30.25 $29.46 $31.15 $29.84 $30.20 ATM IV 45.9% 34.5% 64.5% 47.7% 51.7% Expected Move 12.2% 9.9% 14.8% 13.7% 14.8% HV 20d 13.3% 10.8% 16.2% 11.6% 16.2% HV 60d 14.3% 13.0% 15.2% 15.0% 13.0% IV Rank 11.7% 0.0% 30.9% 13.2% 18.0% IV Percentile 34.1% 0.0% 81.0% 42.5% 57.5% Term Structure -11.4% -17.5% -6.5% -14.2% -17.5% Skew 25d 3.9% 2.9% 5.0% 4.1% 5.0% Skew 10d 12.9% 5.2% 17.0% 5.2% 17.0% Call IV 25d 48.9% 37.9% 61.1% 57.5% 60.4% Put IV 25d 52.8% 41.5% 65.5% 61.6% 65.5% Bid-Ask Spread % 178.77 177.90 179.50 178.15 178.93 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 (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 2024-07-01 $29.84 $0.00 47.7% 13.7% 11.6% 13.2% 0.0% 4.1% -14.2% 0 0 0 0.00 178.15 N/A N/A 0 0 0 0 2024-07-02 $30.12 $0.00 47.4% 13.6% 12.1% 12.9% 0.0% 4.9% -13.2% 0 0 0 0.00 179.16 N/A N/A 0 0 0 0 2024-07-03 $30.29 $0.00 51.4% 14.7% 12.3% 17.1% 0.0% 4.7% -17.4% 0 0 0 0.00 178.76 N/A N/A 0 0 0 0 2024-07-05 $30.49 $0.00 55.4% 10.1% 12.0% 21.4% 0.0% 3.6% -6.5% 0 0 0 0.00 178.59 N/A N/A 0 0 0 0 2024-07-08 $30.25 $0.00 59.9% 10.4% 12.2% 26.1% 0.0% 3.6% -8.3% 0 0 0 0.00 179.06 N/A N/A 0 0 0 0 2024-07-09 $30.39 $0.00 64.5% 10.4% 12.2% 30.9% 0.0% 3.8% -7.4% 0 0 0 0.00 178.62 N/A N/A 0 0 0 0 2024-07-10 $30.55 $0.00 34.5% 9.9% 12.3% 0.0% 0.0% 3.3% -6.5% 0 0 0 0.00 178.80 N/A N/A 0 0 0 0 2024-07-11 $30.73 $0.00 35.6% 10.2% 11.6% 1.1% 0.0% 3.5% -7.8% 0 0 0 0.00 178.67 N/A N/A 0 0 0 0 2024-07-12 $31.13 $0.00 35.5% 10.2% 11.5% 1.0% 0.0% 3.1% -7.5% 0 0 0 0.00 177.90 N/A N/A 0 0 0 0 2024-07-15 $30.88 $0.00 37.0% 10.6% 11.4% 2.6% 0.0% 2.9% -8.0% 0 0 0 0.00 178.24 N/A N/A 0 0 0 0 2024-07-16 $31.15 $0.00 37.7% 10.8% 10.8% 3.3% 0.0% 3.2% -9.2% 0 0 0 0.00 178.15 N/A N/A 0 0 0 0 2024-07-17 $30.57 $0.00 38.4% 11.0% 12.6% 4.0% 0.0% 3.0% -8.6% 0 0 0 0.00 178.66 N/A N/A 0 0 0 0 2024-07-18 $30.16 $0.00 40.7% 11.7% 13.5% 6.4% 0.0% 3.0% -9.3% 0 0 0 0.00 178.63 N/A N/A 0 0 0 0 2024-07-19 $30.09 $0.00 41.9% 12.0% 13.5% 7.7% 0.0% 4.3% -10.7% 0 0 0 0.00 178.82 N/A N/A 0 0 0 0 2024-07-22 $30.44 $0.00 44.7% 12.8% 14.2% 10.6% 0.0% 4.6% -11.4% 0 0 0 0.00 179.50 N/A N/A 0 0 0 0 2024-07-23 $30.16 $0.00 45.1% 12.9% 14.2% 11.1% 0.0% 4.0% -13.0% 0 0 0 0.00 179.50 N/A N/A 0 0 0 0 2024-07-24 $29.59 $0.00 44.4% 12.7% 15.6% 10.3% 0.0% 4.4% -12.4% 0 0 0 0.00 179.13 N/A N/A 0 0 0 0 2024-07-25 $29.46 $0.00 49.3% 14.1% 15.7% 15.4% 0.0% 4.0% -15.7% 0 0 0 0.00 178.86 N/A N/A 0 0 0 0 2024-07-26 $29.63 $0.00 46.5% 13.3% 15.7% 12.5% 0.0% 4.3% -13.5% 0 0 0 0.00 178.73 N/A N/A 0 0 0 0 2024-07-29 $29.75 $0.00 49.6% 14.2% 15.7% 15.8% 0.0% 4.6% -16.2% 0 0 0 0.00 179.05 N/A N/A 0 0 0 0 2024-07-30 $29.72 $0.00 50.6% 14.5% 15.5% 16.8% 0.0% 3.3% -17.4% 0 0 0 0.00 179.09 N/A N/A 0 0 0 0 2024-07-31 $30.20 $0.00 51.7% 14.8% 16.2% 18.0% 0.0% 5.0% -17.5% 0 0 0 0.00 178.93 N/A N/A 0 0 0 0
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