IHDG Options History — February 2018

Name: IHDG Options Analytics - February 2018
Creator: Options Analysis Suite

In February 2018, IHDG traded between $29.85 and $31.82. ATM implied volatility averaged 18.0%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded below realized volatility by 1.9% (HV 20d: 19.9%). Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.15.

Notable Days

2018-02-01: Highest Volume — 15 contracts
2018-02-06: Largest IV spike — 815.6% change
2018-02-06: Highest IV Rank — 16.8%
2018-02-05: Largest Expected Move — 38.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.78	$29.85	$31.82	$31.82	$30.84
ATM IV	18.0%	2.8%	25.2%	12.5%	22.2%
Expected Move	6.9%	3.2%	38.2%	3.2%	6.4%
HV 20d	19.9%	10.0%	22.3%	10.0%	22.3%
HV 60d	13.6%	9.2%	14.5%	9.2%	14.5%
IV Rank	11.0%	0.0%	16.8%	3.4%	14.6%
IV Percentile	85.5%	0.0%	98.4%	58.7%	96.4%
Term Structure	31.0%	-48.4%	74.3%	23.9%	-7.5%
Skew 25d	2.2%	-7.7%	8.9%	1.2%	1.8%
Skew 10d	0.8%	-7.7%	6.5%	2.1%	0.9%
Call IV 25d	25.8%	11.3%	145.5%	11.3%	24.6%
Put IV 25d	28.0%	12.5%	137.8%	12.5%	26.4%
Bid-Ask Spread %	147.84	110.52	196.66	137.93	156.18
Gamma HHI	0.84	0.73	1.00	0.96	1.00
Net GEX	1.8K	0	4.8K	2.9K	0
Net DEX	-11.7K	-37.3K	0	-32.5K	0
Net VEX	-10	-28	0	-18	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.15	0.15	0.15	0.15	0.15
Total Volume	9.474	0	15	15	0
Total OI	8.842	0	14	14	0

Daily Data (19 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
2018-02-01	$31.82	$0.00	12.5%	3.2%	10.0%	3.4%	0.0%	1.2%	23.9%	2.9K	-32.5K	-18	0.15	137.93	N/A	N/A	13	2	12	2
2018-02-02	$31.37	$0.00	15.1%	3.8%	10.8%	5.3%	0.0%	0.6%	61.8%	3.8K	-26.6K	-24	0.15	132.71	N/A	N/A	13	2	12	2
2018-02-05	$30.13	$0.00	2.8%	38.2%	17.2%	0.0%	0.0%	-7.7%	-48.4%	899	-15.0K	-28	0.15	196.66	N/A	N/A	13	2	12	2
2018-02-06	$30.73	$0.00	25.2%	4.6%	19.0%	16.8%	0.0%	2.9%	63.4%	3.1K	-19.0K	-23	0.15	140.54	N/A	N/A	13	2	12	2
2018-02-07	$30.62	$0.00	16.1%	4.6%	18.9%	10.0%	0.0%	3.5%	64.4%	3.2K	-16.6K	-21	0.15	143.60	N/A	N/A	13	2	12	2
2018-02-08	$29.85	$0.00	20.9%	6.0%	20.5%	13.6%	0.0%	8.4%	62.3%	2.5K	-9.5K	-18	0.15	110.52	N/A	N/A	13	2	12	2
2018-02-09	$30.08	$0.00	20.2%	5.8%	20.8%	13.0%	0.0%	8.9%	65.9%	2.3K	-10.9K	-18	0.15	136.91	N/A	N/A	13	2	12	2
2018-02-12	$30.34	$0.00	21.4%	6.2%	21.2%	14.0%	0.0%	0.9%	60.1%	2.3K	-14.2K	-15	0.15	154.89	N/A	N/A	13	2	12	2
2018-02-13	$30.16	$0.00	19.1%	5.5%	21.3%	12.3%	0.0%	1.5%	64.7%	2.9K	-10.5K	-11	0.15	139.75	N/A	N/A	13	2	12	2
2018-02-14	$30.53	$0.00	13.0%	3.7%	21.5%	7.6%	0.0%	2.7%	74.3%	4.8K	-13.0K	-8	0.15	127.02	N/A	N/A	13	2	12	2
2018-02-15	$30.75	$0.00	17.9%	5.1%	21.8%	11.4%	0.0%	3.1%	70.4%	4.8K	-17.3K	-7	0.15	150.32	N/A	N/A	13	2	12	2
2018-02-16	$31.10	$0.00	17.4%	5.0%	21.8%	11.0%	0.0%	2.5%	65.1%	77	-37.3K	0	0.15	156.28	N/A	N/A	13	2	12	2
2018-02-20	$30.93	$0.00	19.7%	5.7%	21.7%	12.7%	0.0%	2.3%	-5.0%	0	0	0	0.00	152.47	N/A	N/A	0	0	0	0
2018-02-21	$30.98	$0.00	18.1%	5.2%	21.8%	11.5%	0.0%	1.7%	-4.3%	0	0	0	0.00	152.75	N/A	N/A	0	0	0	0
2018-02-22	$30.92	$0.00	19.8%	5.7%	21.6%	12.7%	0.0%	1.8%	-5.4%	0	0	0	0.00	153.72	N/A	N/A	0	0	0	0
2018-02-23	$31.19	$0.00	18.8%	5.4%	21.9%	12.0%	0.0%	1.9%	-4.3%	0	0	0	0.00	155.50	N/A	N/A	0	0	0	0
2018-02-26	$31.45	$0.00	20.9%	6.0%	22.0%	13.6%	0.0%	2.5%	-5.9%	0	0	0	0.00	153.94	N/A	N/A	0	0	0	0
2018-02-27	$31.09	$0.00	20.5%	5.9%	22.2%	13.3%	0.0%	0.7%	-6.7%	0	0	0	0.00	157.36	N/A	N/A	0	0	0	0
2018-02-28	$30.84	$0.00	22.2%	6.4%	22.3%	14.6%	0.0%	1.8%	-7.5%	0	0	0	0.00	156.18	N/A	N/A	0	0	0	0