ISHP Options History — December 2024 In December 2024, ISHP traded between $35.34 and $38.58. ATM implied volatility averaged 40.0%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 14.8% (HV 20d: 25.2%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-11 : Largest IV drop — 36.1% change2024-12-10 : Highest IV Rank — 22.5%2024-12-31 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $36.81 $35.34 $38.58 $36.52 $35.34 Max Pain $33.00 $33.00 $33.00 $33.00 $33.00 ATM IV 40.0% 32.3% 52.5% 41.4% 47.0% Expected Move 10.5% 8.2% 13.5% 11.9% 13.5% HV 20d 25.2% 21.9% 26.9% 25.0% 21.9% HV 60d 21.6% 20.6% 22.7% 20.6% 21.7% IV Rank 9.1% 0.6% 22.5% 10.5% 16.9% IV Percentile 26.3% 0.4% 71.8% 30.2% 59.5% Term Structure -10.5% -17.8% -5.7% -12.8% -17.8% Skew 25d 2.4% -15.7% 5.2% -15.7% 3.8% Skew 10d 8.8% -2.6% 35.6% 13.0% -2.6% Call IV 25d 40.4% 31.7% 51.1% 51.1% 51.1% Put IV 25d 42.7% 34.4% 54.9% 35.4% 54.9% Bid-Ask Spread % 174.71 152.16 180.02 152.16 178.42 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 84 0 211 211 0 Net DEX -4.0K -10.4K 0 -8.4K 0 Net VEX -2 -7 0 -7 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.286 0 3 3 0
Daily Data (21 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 2024-12-02 $36.52 $33.00 41.4% 11.9% 25.0% 10.5% 0.0% -15.7% -12.8% 211 -8.4K -7 0.00 152.16 N/A N/A 0 0 3 0 2024-12-03 $37.38 $33.00 42.1% 12.1% 26.2% 11.2% 0.0% 3.6% -11.1% 200 -9.4K -6 0.00 152.22 N/A N/A 0 0 3 0 2024-12-04 $37.46 $33.00 44.1% 12.7% 25.6% 13.4% 0.0% 4.0% -13.8% 198 -9.5K -6 0.00 152.33 N/A N/A 0 0 3 0 2024-12-05 $37.47 $0.00 45.6% 8.7% 25.6% 15.0% 0.0% 2.5% -7.1% 199 -9.6K -5 0.00 178.47 N/A N/A 0 0 3 0 2024-12-06 $37.80 $0.00 43.1% 8.2% 24.5% 12.3% 0.0% 2.7% -5.7% 187 -9.7K -5 0.00 178.26 N/A N/A 0 0 3 0 2024-12-09 $38.58 $0.00 50.6% 8.8% 23.8% 20.5% 0.0% 2.6% -6.6% 159 -10.4K -4 0.00 176.99 N/A N/A 0 0 3 0 2024-12-10 $37.63 $0.00 52.5% 8.7% 25.7% 22.5% 0.0% 2.9% -6.7% 193 -9.5K -4 0.00 178.46 N/A N/A 0 0 3 0 2024-12-11 $37.11 $0.00 33.5% 9.6% 26.2% 1.9% 0.0% 1.5% -12.0% 200 -8.8K -5 0.00 177.95 N/A N/A 0 0 3 0 2024-12-12 $37.02 $0.00 32.4% 9.3% 25.7% 0.7% 0.0% 1.6% -9.6% 210 -8.9K -5 0.00 177.64 N/A N/A 0 0 3 0 2024-12-13 $37.37 $0.00 32.3% 9.3% 25.0% 0.6% 0.0% 2.5% -8.2% 0 0 0 0.00 178.06 N/A N/A 0 0 0 0 2024-12-16 $37.38 $0.00 33.8% 9.7% 24.5% 2.3% 0.0% 3.1% -9.8% 0 0 0 0.00 178.52 N/A N/A 0 0 0 0 2024-12-17 $37.26 $0.00 32.7% 9.4% 23.7% 1.0% 0.0% 3.7% -8.6% 0 0 0 0.00 178.35 N/A N/A 0 0 0 0 2024-12-18 $35.93 $0.00 38.7% 11.1% 26.9% 7.7% 0.0% 0.7% -16.1% 0 0 0 0.00 177.98 N/A N/A 0 0 0 0 2024-12-19 $35.94 $0.00 36.2% 10.4% 26.9% 4.9% 0.0% 4.0% -9.5% 0 0 0 0.00 178.76 N/A N/A 0 0 0 0 2024-12-20 $36.18 $0.00 36.7% 10.5% 26.7% 5.5% 0.0% 4.7% -9.4% 0 0 0 0.00 179.17 N/A N/A 0 0 0 0 2024-12-23 $36.22 $0.00 37.8% 10.8% 26.7% 6.7% 0.0% 4.3% -11.0% 0 0 0 0.00 180.02 N/A N/A 0 0 0 0 2024-12-24 $36.45 $0.00 37.3% 10.7% 24.7% 6.1% 0.0% 5.2% -8.8% 0 0 0 0.00 179.12 N/A N/A 0 0 0 0 2024-12-26 $36.42 $0.00 39.7% 11.4% 24.7% 8.8% 0.0% 4.4% -11.0% 0 0 0 0.00 178.83 N/A N/A 0 0 0 0 2024-12-27 $35.96 $0.00 41.1% 11.8% 24.9% 10.3% 0.0% 3.4% -13.1% 0 0 0 0.00 178.65 N/A N/A 0 0 0 0 2024-12-30 $35.66 $0.00 42.1% 12.1% 24.9% 11.5% 0.0% 4.2% -12.3% 0 0 0 0.00 178.49 N/A N/A 0 0 0 0 2024-12-31 $35.34 $0.00 47.0% 13.5% 21.9% 16.9% 0.0% 3.8% -17.8% 0 0 0 0.00 178.42 N/A N/A 0 0 0 0
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