IHDG Options History — October 2015 In October 2015, IHDG traded between $24.75 and $26.95. ATM implied volatility averaged 113.1%. The 30-day expected move averaged 44.2%. IV traded above realized volatility by 95.0% (HV 20d: 18.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2015-10-14 : Largest IV spike — 522.9% change2015-10-30 : Largest Expected Move — 57.1%Monthly Statistics Metric Avg Min Max Open Close Price $26.02 $24.75 $26.95 $24.75 $26.74 ATM IV 113.1% 16.2% 199.2% 22.3% 199.2% Expected Move 44.2% 5.7% 57.1% 6.4% 57.1% HV 20d 18.1% 15.7% 20.1% 18.5% 15.7% Term Structure -56.6% -77.0% 2.0% -1.6% -63.6% Skew 25d 23.5% 1.4% 39.9% 1.8% 34.9% Skew 10d 24.2% 3.4% 36.9% 3.9% 34.9% Call IV 25d 94.3% 18.0% 157.3% 20.7% 138.3% Put IV 25d 117.8% 20.2% 197.2% 22.5% 173.2% Bid-Ask Spread % 190.79 116.29 200.00 116.29 196.82 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 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 2015-10-01 $24.75 $0.00 22.3% 6.4% 18.5% 0.0% 0.0% 1.8% -1.6% 0 0 0 0.00 116.29 N/A N/A 0 0 0 0 2015-10-02 $25.29 $0.00 19.9% 5.7% 20.1% 0.0% 0.0% 4.0% 2.0% 0 0 0 0.00 116.74 N/A N/A 0 0 0 0 2015-10-05 $25.77 $0.00 16.5% 39.9% 20.1% 0.0% 0.0% 39.9% -59.2% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-10-06 $25.68 $0.00 16.4% 41.3% 18.6% 0.0% 0.0% 3.8% -62.3% 0 0 0 0.00 199.03 N/A N/A 0 0 0 0 2015-10-07 $25.73 $0.00 17.4% 41.7% 18.5% 0.0% 0.0% 1.5% -63.4% 0 0 0 0.00 199.17 N/A N/A 0 0 0 0 2015-10-08 $25.85 $0.00 16.2% 42.1% 18.5% 0.0% 0.0% 4.0% -64.2% 0 0 0 0.00 199.17 N/A N/A 0 0 0 0 2015-10-09 $25.72 $0.00 17.9% 42.7% 18.6% 0.0% 0.0% 1.4% -66.2% 0 0 0 0.00 198.88 N/A N/A 0 0 0 0 2015-10-12 $25.73 $0.00 21.4% 44.3% 17.9% 0.0% 0.0% 28.3% -70.9% 0 0 0 0.00 198.88 N/A N/A 0 0 0 0 2015-10-13 $25.53 $0.00 26.2% 45.1% 17.9% 0.0% 0.0% 28.2% -73.7% 0 0 0 0.00 199.03 N/A N/A 0 0 0 0 2015-10-14 $25.38 $0.00 163.3% 46.8% 17.5% 0.0% 0.0% 28.1% -73.9% 0 0 0 0.00 199.33 N/A N/A 0 0 0 0 2015-10-15 $25.95 $0.00 160.2% 45.9% 19.1% 0.0% 0.0% 28.8% -75.1% 0 0 0 0.00 198.88 N/A N/A 0 0 0 0 2015-10-16 $25.95 $0.00 162.4% 46.6% 18.7% 0.0% 0.0% 28.9% -77.0% 0 0 0 0.00 198.75 N/A N/A 0 0 0 0 2015-10-19 $25.93 $0.00 169.9% 48.7% 18.7% 0.0% 0.0% 25.2% -46.0% 0 0 0 0.00 198.75 N/A N/A 0 0 0 0 2015-10-20 $25.90 $0.00 172.6% 49.5% 16.8% 0.0% 0.0% 25.1% -47.7% 0 0 0 0.00 198.61 N/A N/A 0 0 0 0 2015-10-21 $25.94 $0.00 175.5% 50.3% 16.8% 0.0% 0.0% 25.8% -49.4% 0 0 0 0.00 198.18 N/A N/A 0 0 0 0 2015-10-22 $26.52 $0.00 172.6% 49.5% 18.0% 0.0% 0.0% 33.4% -50.8% 0 0 0 0.00 197.89 N/A N/A 0 0 0 0 2015-10-23 $26.95 $0.00 174.3% 50.0% 18.4% 0.0% 0.0% 35.2% -51.2% 0 0 0 0.00 196.34 N/A N/A 0 0 0 0 2015-10-26 $26.75 $0.00 185.2% 53.1% 17.8% 0.0% 0.0% 33.6% -58.8% 0 0 0 0.00 196.34 N/A N/A 0 0 0 0 2015-10-27 $26.62 $0.00 189.4% 54.3% 17.8% 0.0% 0.0% 32.3% -62.0% 0 0 0 0.00 197.12 N/A N/A 0 0 0 0 2015-10-28 $26.95 $0.00 192.3% 55.1% 17.0% 0.0% 0.0% 36.9% -63.3% 0 0 0 0.00 196.58 N/A N/A 0 0 0 0 2015-10-29 $26.82 $0.00 197.1% 56.5% 16.9% 0.0% 0.0% 35.6% -67.0% 0 0 0 0.00 196.58 N/A N/A 0 0 0 0 2015-10-30 $26.74 $0.00 199.2% 57.1% 15.7% 0.0% 0.0% 34.9% -63.6% 0 0 0 0.00 196.82 N/A N/A 0 0 0 0
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