ISHP Options History — August 2024 In August 2024, ISHP traded between $28.32 and $31.41. ATM implied volatility averaged 60.6%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 38.5% (HV 20d: 22.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-08-05 : Largest IV spike — 68.6% change2024-08-06 : Highest IV Rank — 89.5%2024-08-06 : Largest Expected Move — 17.9%Monthly Statistics Metric Avg Min Max Open Close Price $30.25 $28.32 $31.41 $29.48 $31.41 ATM IV 60.6% 36.0% 120.0% 59.1% 45.1% Expected Move 12.6% 10.3% 17.9% 16.9% 12.9% HV 20d 22.1% 18.2% 23.6% 18.2% 18.4% HV 60d 16.4% 13.9% 17.4% 13.9% 17.3% IV Rank 27.3% 1.5% 89.5% 25.8% 11.1% IV Percentile 46.4% 1.6% 98.8% 74.6% 34.9% Term Structure -10.9% -26.4% 15.1% -24.1% -11.2% Skew 25d 5.3% 3.5% 9.8% 3.5% 4.8% Skew 10d 16.9% 5.3% 37.0% 10.0% 15.7% Call IV 25d 48.8% 40.4% 72.7% 65.6% 50.0% Put IV 25d 54.1% 45.2% 82.5% 69.1% 54.8% Bid-Ask Spread % 157.93 153.92 178.85 178.85 154.78 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 2024-08-01 $29.48 $0.00 59.1% 16.9% 18.2% 25.8% 0.0% 3.5% -24.1% 0 0 0 0.00 178.85 N/A N/A 0 0 0 0 2024-08-02 $28.81 $0.00 58.7% 16.8% 19.5% 25.3% 0.0% 6.3% -22.3% 0 0 0 0.00 178.11 N/A N/A 0 0 0 0 2024-08-05 $28.32 $0.00 99.0% 15.2% 20.0% 67.6% 0.0% 8.9% -14.1% 0 0 0 0.00 168.57 N/A N/A 0 0 0 0 2024-08-06 $28.77 $0.00 120.0% 17.9% 21.0% 89.5% 0.0% 9.8% -26.4% 0 0 0 0.00 156.81 N/A N/A 0 0 0 0 2024-08-07 $28.59 $0.00 72.0% 10.9% 20.8% 39.2% 0.0% 4.4% -8.8% 0 0 0 0.00 155.55 N/A N/A 0 0 0 0 2024-08-08 $29.41 $0.00 106.0% 15.3% 23.5% 74.8% 0.0% 7.5% -20.5% 0 0 0 0.00 157.09 N/A N/A 0 0 0 0 2024-08-09 $29.55 $0.00 77.4% 10.6% 22.9% 44.9% 0.0% 5.2% -9.5% 0 0 0 0.00 154.82 N/A N/A 0 0 0 0 2024-08-12 $29.50 $0.00 106.1% 11.6% 22.9% 75.0% 0.0% 4.7% -12.0% 0 0 0 0.00 155.44 N/A N/A 0 0 0 0 2024-08-13 $30.02 $0.00 109.4% 11.1% 23.6% 78.4% 0.0% 5.9% -12.2% 0 0 0 0.00 155.16 N/A N/A 0 0 0 0 2024-08-14 $29.93 $0.00 37.9% 10.9% 22.8% 3.5% 0.0% 5.3% -9.5% 0 0 0 0.00 155.58 N/A N/A 0 0 0 0 2024-08-15 $30.56 $0.00 36.0% 10.3% 23.5% 1.5% 0.0% 5.0% 15.1% 0 0 0 0.00 155.36 N/A N/A 0 0 0 0 2024-08-16 $30.77 $0.00 36.4% 10.4% 23.6% 2.0% 0.0% 4.2% -5.7% 0 0 0 0.00 154.89 N/A N/A 0 0 0 0 2024-08-19 $31.13 $0.00 37.9% 10.9% 23.6% 3.5% 0.0% 5.1% -7.0% 0 0 0 0.00 155.06 N/A N/A 0 0 0 0 2024-08-20 $30.87 $0.00 38.6% 11.1% 23.6% 4.3% 0.0% 4.9% -7.8% 0 0 0 0.00 155.34 N/A N/A 0 0 0 0 2024-08-21 $31.16 $0.00 38.7% 11.1% 22.4% 4.4% 0.0% 4.7% -7.6% 0 0 0 0.00 153.92 N/A N/A 0 0 0 0 2024-08-22 $30.98 $0.00 39.5% 11.3% 22.5% 5.2% 0.0% 3.6% -7.7% 0 0 0 0.00 154.82 N/A N/A 0 0 0 0 2024-08-23 $31.41 $0.00 39.8% 11.4% 22.8% 5.5% 0.0% 4.9% -7.1% 0 0 0 0.00 154.82 N/A N/A 0 0 0 0 2024-08-26 $31.25 $0.00 42.3% 12.1% 23.0% 8.1% 0.0% 4.3% -8.9% 0 0 0 0.00 154.82 N/A N/A 0 0 0 0 2024-08-27 $31.31 $0.00 43.1% 12.4% 23.0% 9.0% 0.0% 4.5% -9.2% 0 0 0 0.00 154.82 N/A N/A 0 0 0 0 2024-08-28 $31.01 $0.00 44.4% 12.7% 22.8% 10.3% 0.0% 4.1% -10.7% 0 0 0 0.00 154.82 N/A N/A 0 0 0 0 2024-08-29 $31.23 $0.00 44.7% 12.8% 20.8% 10.7% 0.0% 5.3% -12.1% 0 0 0 0.00 154.90 N/A N/A 0 0 0 0 2024-08-30 $31.41 $0.00 45.1% 12.9% 18.4% 11.1% 0.0% 4.8% -11.2% 0 0 0 0.00 154.78 N/A N/A 0 0 0 0
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