ISHP Options History — October 2024

Name: ISHP Options Analytics - October 2024
Creator: Options Analysis Suite

In October 2024, ISHP traded between $34.02 and $35.72. ATM implied volatility averaged 43.9%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 25.2% (HV 20d: 18.7%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days.

Notable Days

2024-10-11: Highest Volume — 1 contracts
2024-10-09: Largest IV drop — 37.1% change
2024-10-08: Highest IV Rank — 26.2%
2024-10-24: Largest Expected Move — 14.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.80	$34.02	$35.72	$34.61	$35.52
Max Pain	$34.00	$34.00	$34.00	$34.00	$34.00
ATM IV	43.9%	34.5%	57.9%	45.0%	47.9%
Expected Move	11.7%	9.4%	14.5%	12.9%	13.7%
HV 20d	18.7%	16.9%	20.0%	18.4%	18.8%
HV 60d	19.0%	18.0%	19.6%	19.4%	18.0%
IV Rank	10.5%	0.0%	26.2%	11.7%	14.9%
IV Percentile	34.2%	0.0%	74.6%	38.5%	56.7%
Term Structure	-11.3%	-19.0%	-4.0%	-12.3%	-16.7%
VWIV	39.6%	39.6%	39.6%	39.6%	39.6%
Skew 25d	6.1%	0.4%	26.4%	5.5%	4.5%
Skew 10d	23.2%	13.7%	79.6%	18.0%	13.7%
Call IV 25d	42.0%	33.0%	54.7%	50.5%	54.7%
Put IV 25d	48.1%	38.5%	69.6%	56.1%	59.1%
Bid-Ask Spread %	170.30	164.84	174.21	165.43	164.84
Gamma HHI	0.75	0.57	1.00	1.00	0.57
Net GEX	236	134	354	337	135
Net DEX	-6.7K	-7.8K	-5.3K	-7.4K	-6.7K
Net VEX	-17	-19	-15	-17	-15
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.043	0	1	0	0
Total OI	3.609	3	4	3	4

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2024-10-01	$34.61	$0.00	45.0%	12.9%	18.4%	11.7%	0.0%	5.5%	-12.3%	337	-7.4K	-17	165.43	N/A	N/A	0	3	0
2024-10-02	$34.88	$0.00	45.4%	13.0%	18.3%	12.2%	0.0%	5.0%	-12.2%	319	-7.7K	-16	164.94	N/A	N/A	0	3	0
2024-10-03	$34.58	$0.00	47.5%	9.6%	18.7%	14.5%	0.0%	4.8%	-6.0%	326	-7.2K	-17	172.09	N/A	N/A	0	3	0
2024-10-04	$34.92	$0.00	47.2%	9.6%	16.9%	14.1%	0.0%	6.1%	-5.7%	319	-7.8K	-15	170.63	N/A	N/A	0	3	0
2024-10-07	$34.86	$0.00	52.7%	9.4%	17.1%	20.3%	0.0%	5.1%	-4.0%	320	-7.6K	-15	170.61	N/A	N/A	0	3	0
2024-10-08	$34.45	$0.00	57.9%	10.3%	18.1%	26.2%	0.0%	4.6%	-7.0%	348	-7.2K	-16	172.62	N/A	N/A	0	3	0
2024-10-09	$34.50	$0.00	36.4%	10.4%	18.2%	2.1%	0.0%	4.9%	-7.1%	354	-7.3K	-16	172.67	N/A	N/A	0	3	0
2024-10-10	$34.39	$0.00	37.0%	10.6%	18.2%	2.8%	0.0%	4.4%	-8.1%	352	-7.2K	-15	172.67	N/A	N/A	0	3	0
2024-10-11	$34.83	$0.00	34.5%	9.9%	18.5%	0.0%	39.6%	5.9%	-6.3%	330	-7.6K	-15	170.46	N/A	N/A	1	3	0
2024-10-14	$34.72	$34.00	36.1%	10.4%	18.7%	1.8%	0.0%	5.4%	-8.0%	219	-6.2K	-19	170.14	N/A	N/A	0	3	1
2024-10-15	$34.20	$34.00	41.2%	11.8%	19.9%	7.5%	0.0%	1.6%	-13.9%	197	-6.1K	-18	170.14	N/A	N/A	0	3	1
2024-10-16	$34.50	$34.00	42.3%	12.1%	20.0%	8.8%	0.0%	3.6%	-12.3%	210	-6.2K	-18	170.14	N/A	N/A	0	3	1
2024-10-17	$34.02	$34.00	42.3%	12.1%	19.6%	8.7%	0.0%	0.4%	-16.2%	186	-6.0K	-18	170.14	N/A	N/A	0	3	1
2024-10-18	$34.47	$34.00	39.9%	11.4%	19.7%	6.0%	0.0%	4.5%	-9.0%	243	-5.8K	-19	173.43	N/A	N/A	0	3	1
2024-10-21	$34.44	$34.00	43.6%	12.5%	19.6%	10.2%	0.0%	4.3%	-12.8%	134	-5.3K	-19	174.21	N/A	N/A	0	3	1
2024-10-22	$35.08	$34.00	39.8%	11.4%	19.0%	5.9%	0.0%	7.1%	-10.9%	154	-6.3K	-18	170.85	N/A	N/A	0	3	1
2024-10-23	$34.72	$34.00	40.8%	11.7%	18.9%	7.0%	0.0%	5.1%	-12.5%	217	-6.2K	-17	170.85	N/A	N/A	0	3	1
2024-10-24	$35.48	$34.00	50.6%	14.5%	16.9%	18.0%	0.0%	26.4%	-19.0%	141	-6.5K	-17	174.03	N/A	N/A	0	3	1
2024-10-25	$34.79	$34.00	41.9%	12.0%	18.5%	8.3%	0.0%	6.2%	-11.7%	159	-5.9K	-17	172.24	N/A	N/A	0	3	1
2024-10-28	$35.27	$34.00	44.9%	12.9%	19.1%	11.6%	0.0%	7.7%	-14.7%	146	-6.5K	-16	169.54	N/A	N/A	0	3	1
2024-10-29	$35.45	$34.00	48.1%	13.8%	19.0%	15.2%	0.0%	8.1%	-17.2%	140	-6.7K	-16	168.29	N/A	N/A	0	3	1
2024-10-30	$35.72	$34.00	46.3%	13.3%	19.0%	13.1%	0.0%	8.8%	-16.4%	136	-7.0K	-15	166.01	N/A	N/A	0	3	1
2024-10-31	$35.52	$34.00	47.9%	13.7%	18.8%	14.9%	0.0%	4.5%	-16.7%	135	-6.7K	-15	164.84	N/A	N/A	0	3	1