ISHP Options History — January 2025

In January 2025, ISHP traded between $34.77 and $37.81. ATM implied volatility averaged 47.2%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 29.2% (HV 20d: 17.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2025-01-15: Largest IV drop — 66.0% change
  • 2025-01-14: Highest IV Rank — 67.8%
  • 2025-01-02: Largest Expected Move — 13.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.16$34.77$37.81$35.24$37.53
ATM IV47.2%31.6%92.8%47.9%39.0%
Expected Move10.3%8.5%13.7%13.7%11.2%
HV 20d17.9%15.4%20.9%19.9%15.4%
HV 60d21.6%20.8%22.2%21.7%21.0%
IV Rank17.2%0.0%67.8%18.0%8.3%
IV Percentile38.6%0.0%96.0%63.5%25.0%
Term Structure-7.8%-19.5%-2.8%-19.5%-10.4%
Skew 25d2.0%1.2%3.0%2.6%1.8%
Skew 10d3.3%-5.2%24.3%-4.3%9.6%
Call IV 25d40.1%32.8%55.6%54.7%43.8%
Put IV 25d42.0%34.1%57.3%57.3%45.6%
Bid-Ask Spread %178.06175.38180.11177.41180.04
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$35.24$0.0047.9%13.7%19.9%18.0%0.0%2.6%-19.5%0000.00177.41N/AN/A0000
2025-01-03$35.73$0.0045.9%13.2%20.7%15.7%0.0%1.2%-16.5%0000.00179.03N/AN/A0000
2025-01-06$35.96$0.0051.2%8.5%20.9%21.6%0.0%1.3%-2.8%0000.00178.04N/AN/A0000
2025-01-07$35.58$0.0076.2%11.5%20.7%49.3%0.0%1.7%-6.9%0000.00179.38N/AN/A0000
2025-01-08$35.64$0.0057.3%8.7%18.9%28.3%0.0%1.8%-3.8%0000.00176.95N/AN/A0000
2025-01-10$34.88$0.0062.8%9.1%18.4%34.4%0.0%2.1%-4.5%0000.00175.38N/AN/A0000
2025-01-13$34.77$0.0084.0%9.3%18.0%57.9%0.0%1.8%-5.3%0000.00175.98N/AN/A0000
2025-01-14$34.91$0.0092.8%9.4%18.2%67.8%0.0%1.3%-5.0%0000.00175.68N/AN/A0000
2025-01-15$35.68$0.0031.6%9.1%19.8%0.0%0.0%1.8%-5.4%0000.00177.17N/AN/A0000
2025-01-16$35.73$0.0032.0%9.2%19.8%0.5%0.0%1.9%-5.6%0000.00177.17N/AN/A0000
2025-01-17$36.05$0.0032.3%9.3%20.2%0.8%0.0%3.0%-5.4%0000.00177.17N/AN/A0000
2025-01-21$36.36$0.0035.0%10.0%15.7%3.8%0.0%1.8%-7.0%0000.00178.15N/AN/A0000
2025-01-22$36.28$0.0035.0%10.0%15.8%3.8%0.0%1.9%-6.3%0000.00178.29N/AN/A0000
2025-01-23$36.37$0.0035.3%10.1%15.6%4.1%0.0%2.1%-7.4%0000.00177.43N/AN/A0000
2025-01-24$36.77$0.0034.1%9.8%16.1%2.7%0.0%2.9%-5.6%0000.00179.99N/AN/A0000
2025-01-27$36.94$0.0035.7%10.2%16.0%4.5%0.0%2.4%-7.5%0000.00178.35N/AN/A0000
2025-01-28$37.50$0.0038.6%11.1%16.8%7.8%0.0%2.7%-10.8%0000.00180.03N/AN/A0000
2025-01-29$37.50$0.0039.1%11.2%16.0%8.3%0.0%1.5%-10.5%0000.00180.11N/AN/A0000
2025-01-30$37.81$0.0037.4%10.7%15.6%6.4%0.0%1.7%-9.1%0000.00179.47N/AN/A0000
2025-01-31$37.53$0.0039.0%11.2%15.4%8.3%0.0%1.8%-10.4%0000.00180.04N/AN/A0000