ISHP Options History — September 2024 In September 2024, ISHP traded between $30.49 and $34.42. ATM implied volatility averaged 47.2%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 31.5% (HV 20d: 15.7%). Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-27 : Highest Volume — 3 contracts2024-09-18 : Largest IV spike — 76.8% change2024-09-18 : Highest IV Rank — 37.0%2024-09-18 : Largest Expected Move — 19.4%Monthly Statistics Metric Avg Min Max Open Close Price $32.14 $30.49 $34.42 $31.13 $34.36 ATM IV 47.2% 37.1% 67.6% 59.0% 46.2% Expected Move 12.3% 10.1% 19.4% 16.9% 13.2% HV 20d 15.7% 12.7% 19.1% 17.3% 19.1% HV 60d 17.8% 17.2% 19.5% 17.4% 19.4% IV Rank 13.7% 2.6% 37.0% 25.6% 13.0% IV Percentile 37.2% 4.0% 86.9% 72.6% 43.3% Term Structure -11.2% -29.9% -3.8% -3.8% -15.3% Skew 25d 5.8% 2.4% 15.1% 5.7% 3.9% Skew 10d 22.0% 13.3% 42.5% 20.7% 16.7% Call IV 25d 45.9% 38.9% 73.4% 57.5% 50.9% Put IV 25d 51.7% 42.5% 86.6% 63.2% 54.8% Bid-Ask Spread % 171.75 154.87 178.29 154.87 166.34 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 18 0 359 0 359 Net DEX -359 -7.2K 0 0 -7.2K Net VEX -1 -17 0 0 -17 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.15 0 3 0 0 Total OI 0.15 0 3 0 3
Daily Data (20 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 2024-09-03 $31.13 $0.00 59.0% 16.9% 17.3% 25.6% 0.0% 5.7% -3.8% 0 0 0 0.00 154.87 N/A N/A 0 0 0 0 2024-09-04 $31.09 $0.00 50.7% 14.5% 16.9% 16.9% 0.0% 5.3% -15.1% 0 0 0 0.00 155.19 N/A N/A 0 0 0 0 2024-09-05 $31.00 $0.00 52.4% 10.1% 16.7% 18.8% 0.0% 3.6% -8.1% 0 0 0 0.00 177.97 N/A N/A 0 0 0 0 2024-09-06 $30.49 $0.00 62.4% 11.4% 15.6% 29.1% 0.0% 2.4% -11.5% 0 0 0 0.00 177.97 N/A N/A 0 0 0 0 2024-09-09 $30.80 $0.00 59.6% 10.5% 15.9% 26.2% 0.0% 3.7% -9.0% 0 0 0 0.00 178.03 N/A N/A 0 0 0 0 2024-09-10 $30.80 $0.00 60.7% 10.6% 15.8% 27.4% 0.0% 3.9% -9.5% 0 0 0 0.00 178.29 N/A N/A 0 0 0 0 2024-09-11 $30.98 $0.00 37.1% 10.6% 14.9% 2.6% 0.0% 4.3% -9.9% 0 0 0 0.00 177.67 N/A N/A 0 0 0 0 2024-09-12 $31.36 $0.00 38.2% 11.0% 15.2% 3.9% 0.0% 4.3% -12.2% 0 0 0 0.00 177.59 N/A N/A 0 0 0 0 2024-09-13 $31.50 $0.00 38.6% 11.1% 13.6% 4.6% 0.0% 3.9% -11.2% 0 0 0 0.00 177.49 N/A N/A 0 0 0 0 2024-09-16 $31.74 $0.00 37.7% 10.8% 13.6% 3.5% 0.0% 3.8% -10.5% 0 0 0 0.00 176.77 N/A N/A 0 0 0 0 2024-09-17 $31.91 $0.00 38.2% 11.0% 13.2% 4.1% 0.0% 4.2% -11.0% 0 0 0 0.00 176.07 N/A N/A 0 0 0 0 2024-09-18 $32.02 $0.00 67.6% 19.4% 12.7% 37.0% 0.0% 13.3% -29.9% 0 0 0 0.00 177.13 N/A N/A 0 0 0 0 2024-09-19 $32.77 $0.00 37.3% 10.7% 14.6% 3.1% 0.0% 4.9% -7.6% 0 0 0 0.00 172.38 N/A N/A 0 0 0 0 2024-09-20 $32.56 $0.00 37.7% 10.8% 14.6% 3.5% 0.0% 3.6% -7.6% 0 0 0 0.00 173.84 N/A N/A 0 0 0 0 2024-09-23 $32.81 $0.00 40.9% 11.7% 14.2% 7.1% 0.0% 5.3% -8.4% 0 0 0 0.00 173.84 N/A N/A 0 0 0 0 2024-09-24 $33.58 $0.00 40.2% 11.5% 15.7% 6.3% 0.0% 8.6% -8.5% 0 0 0 0.00 166.93 N/A N/A 0 0 0 0 2024-09-25 $33.17 $0.00 41.3% 11.8% 16.7% 7.5% 0.0% 6.3% -8.7% 0 0 0 0.00 170.02 N/A N/A 0 0 0 0 2024-09-26 $34.25 $0.00 55.5% 15.9% 19.0% 23.4% 0.0% 15.1% -14.4% 0 0 0 0.00 165.04 N/A N/A 0 0 0 0 2024-09-27 $34.42 $0.00 43.1% 12.3% 18.9% 9.5% 0.0% 9.7% -11.0% 0 0 0 0.00 161.49 N/A N/A 3 0 0 0 2024-09-30 $34.36 $0.00 46.2% 13.2% 19.1% 13.0% 0.0% 3.9% -15.3% 359 -7.2K -17 0.00 166.34 N/A N/A 0 0 3 0
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