ISHP Options History — November 2024 In November 2024, ISHP traded between $35.67 and $37.83. ATM implied volatility averaged 47.7%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 26.9% (HV 20d: 20.8%). Max pain ranged from $33.00 to $34.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 66.3% change2024-11-12 : Highest IV Rank — 67.0%2024-11-01 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $36.59 $35.67 $37.83 $35.67 $37.83 Max Pain $33.05 $33.00 $34.00 $34.00 $33.00 ATM IV 47.7% 31.8% 94.4% 49.0% 41.6% Expected Move 10.1% 8.7% 14.1% 14.1% 11.9% HV 20d 20.8% 18.5% 22.8% 18.6% 21.0% HV 60d 18.5% 17.3% 19.6% 17.3% 19.4% IV Rank 16.5% 0.0% 67.0% 16.2% 10.7% IV Percentile 37.4% 0.0% 95.6% 61.1% 30.6% Term Structure -9.1% -18.3% -5.7% -18.3% -8.7% Skew 25d 1.1% -11.0% 5.9% 4.3% 5.9% Skew 10d 9.1% 0.3% 16.7% 14.0% 16.6% Call IV 25d 37.1% 31.1% 55.9% 55.9% 43.6% Put IV 25d 38.1% 22.6% 60.2% 60.2% 49.5% Bid-Ask Spread % 153.22 151.70 165.02 165.02 152.51 Gamma HHI 0.79 0.56 1.00 0.57 1.00 Net GEX 171 108 236 132 183 Net DEX -8.5K -9.7K -6.8K -6.8K -9.5K Net VEX -10 -15 -6 -15 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3.55 3 4 4 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 2024-11-01 $35.67 $34.00 49.0% 14.1% 18.6% 16.2% 0.0% 4.3% -18.3% 132 -6.8K -15 0.00 165.02 N/A N/A 0 0 3 1 2024-11-04 $35.77 $33.00 55.3% 9.0% 18.5% 23.3% 0.0% -11.0% -8.6% 130 -6.9K -14 0.00 153.11 N/A N/A 0 0 3 1 2024-11-05 $36.39 $33.00 59.5% 9.1% 18.7% 28.0% 0.0% -0.7% -7.0% 118 -7.6K -13 0.00 152.48 N/A N/A 0 0 3 1 2024-11-06 $36.23 $33.00 58.5% 9.1% 18.8% 26.9% 0.0% 2.0% -9.3% 145 -8.6K -10 0.00 152.21 N/A N/A 0 0 3 1 2024-11-07 $37.06 $33.00 57.2% 8.7% 20.0% 25.3% 0.0% 1.4% -8.8% 108 -9.3K -8 0.00 151.70 N/A N/A 0 0 3 1 2024-11-08 $36.25 $33.00 63.2% 9.0% 21.7% 32.1% 0.0% 2.1% -9.7% 141 -8.0K -11 0.00 152.02 N/A N/A 0 0 3 1 2024-11-11 $36.53 $33.00 82.0% 9.1% 21.7% 53.1% 0.0% 1.9% -10.0% 140 -8.7K -9 0.00 152.06 N/A N/A 0 0 3 1 2024-11-12 $36.31 $33.00 94.4% 9.4% 20.9% 67.0% 0.0% 2.0% -9.9% 144 -8.0K -10 0.00 152.00 N/A N/A 0 0 3 1 2024-11-13 $36.86 $33.00 31.8% 9.1% 21.3% 0.0% 0.0% 4.6% -8.6% 115 -9.1K -7 0.00 152.31 N/A N/A 0 0 3 1 2024-11-14 $36.23 $33.00 34.6% 9.9% 21.7% 3.0% 0.0% -0.2% -12.3% 120 -7.6K -11 0.00 152.91 N/A N/A 0 0 3 1 2024-11-15 $35.80 $33.00 35.3% 10.1% 22.0% 3.8% 0.0% -10.5% -13.9% 235 -8.0K -11 0.00 152.91 N/A N/A 0 0 3 1 2024-11-18 $36.51 $33.00 34.8% 10.0% 22.8% 3.3% 0.0% 5.3% -5.7% 235 -9.7K -6 0.00 152.75 N/A N/A 0 0 3 0 2024-11-19 $36.13 $33.00 34.3% 9.8% 22.5% 2.8% 0.0% -4.0% -6.5% 236 -8.4K -10 0.00 153.13 N/A N/A 0 0 3 0 2024-11-20 $36.16 $33.00 35.5% 10.2% 22.1% 4.0% 0.0% -3.9% -7.1% 235 -8.4K -9 0.00 153.61 N/A N/A 0 0 3 0 2024-11-21 $36.53 $33.00 34.8% 10.0% 21.1% 3.3% 0.0% 3.9% -6.4% 219 -8.6K -9 0.00 153.25 N/A N/A 0 0 3 0 2024-11-22 $36.59 $33.00 34.8% 10.0% 19.5% 3.2% 0.0% 3.4% -7.5% 221 -8.7K -9 0.00 152.99 N/A N/A 0 0 3 0 2024-11-25 $37.64 $33.00 38.3% 11.0% 21.3% 7.1% 0.0% 4.5% -6.8% 186 -9.3K -8 0.00 152.48 N/A N/A 0 0 3 0 2024-11-26 $37.58 $33.00 39.1% 11.2% 21.3% 8.0% 0.0% 4.9% -7.8% 188 -9.3K -7 0.00 152.51 N/A N/A 0 0 3 0 2024-11-27 $37.72 $33.00 39.9% 11.4% 21.3% 8.9% 0.0% 5.4% -8.0% 185 -9.4K -7 0.00 152.51 N/A N/A 0 0 3 0 2024-11-29 $37.83 $33.00 41.6% 11.9% 21.0% 10.7% 0.0% 5.9% -8.7% 183 -9.5K -7 0.00 152.51 N/A N/A 0 0 3 0
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