IHDG Options History — March 2018

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

In March 2018, IHDG traded between $29.89 and $31.25. ATM implied volatility averaged 22.7%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 6.9% (HV 20d: 15.7%). Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.82.

Notable Days

2018-03-27: Highest Volume — 9 contracts
2018-03-14: Largest IV drop — 59.9% change
2018-03-13: Highest IV Rank — 26.4%
2018-03-27: Largest Expected Move — 7.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.68	$29.89	$31.25	$30.25	$30.90
ATM IV	22.7%	12.3%	38.0%	24.5%	24.7%
Expected Move	5.2%	3.5%	7.4%	7.0%	7.1%
HV 20d	15.7%	13.1%	23.1%	23.1%	14.2%
HV 60d	15.6%	15.0%	16.7%	15.0%	16.7%
IV Rank	14.9%	7.2%	26.4%	16.3%	16.5%
IV Percentile	90.1%	52.8%	99.2%	97.2%	94.0%
Term Structure	-2.3%	-9.6%	5.6%	-8.1%	-5.2%
Skew 25d	2.1%	-0.2%	3.5%	2.5%	2.0%
Skew 10d	0.9%	-6.3%	4.9%	-1.1%	2.2%
Call IV 25d	20.1%	15.9%	29.5%	27.4%	29.3%
Put IV 25d	22.2%	18.3%	31.4%	29.8%	31.3%
Bid-Ask Spread %	161.28	141.82	178.61	151.53	178.61
Gamma HHI	0.53	0.43	0.74	0.52	0.46
Net GEX	71	0	464	0	464
Net DEX	-1.8K	-11.4K	0	0	-11.4K
Net VEX	-31	-91	0	0	-89
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.82	0.50	1.00	1.00	0.50
Total Volume	4.333	0	9	0	9
Total OI	4.095	0	11	0	11

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
2018-03-01	$30.25	$0.00	24.5%	7.0%	23.1%	16.3%	0.0%	2.5%	-8.1%	0	0	0	0.00	151.53	N/A	N/A	0	0	0	0
2018-03-02	$30.22	$0.00	25.4%	7.3%	23.0%	17.0%	0.0%	1.9%	-9.6%	0	0	0	0.00	151.35	N/A	N/A	0	0	0	0
2018-03-05	$30.52	$0.00	24.8%	4.4%	23.0%	16.5%	0.0%	3.3%	-0.3%	0	0	0	0.00	161.38	N/A	N/A	0	0	0	0
2018-03-06	$30.65	$0.00	24.9%	4.5%	17.8%	16.6%	0.0%	3.1%	-1.5%	0	0	0	0.00	161.42	N/A	N/A	0	0	0	0
2018-03-07	$30.67	$0.00	27.0%	4.5%	16.4%	18.1%	0.0%	3.5%	-0.6%	0	0	0	0.00	161.60	N/A	N/A	0	0	0	0
2018-03-08	$31.00	$0.00	26.6%	4.5%	16.8%	17.9%	0.0%	2.4%	-1.1%	0	0	0	0.00	161.42	N/A	N/A	0	0	0	0
2018-03-09	$31.25	$0.00	26.7%	4.4%	13.8%	17.9%	0.0%	2.6%	-0.6%	0	0	0	0.00	162.78	N/A	N/A	0	0	0	0
2018-03-12	$31.19	$0.00	34.5%	4.3%	13.7%	23.8%	0.0%	1.7%	-1.3%	0	0	0	0.00	163.79	N/A	N/A	0	0	0	0
2018-03-13	$30.85	$0.00	38.0%	4.6%	14.2%	26.4%	0.0%	1.0%	1.6%	0	0	0	1.00	141.82	N/A	N/A	3	3	0	0
2018-03-14	$30.95	$0.00	15.2%	4.4%	14.0%	9.3%	0.0%	1.6%	-1.5%	45	-1.7K	-44	1.00	158.40	N/A	N/A	3	3	3	3
2018-03-15	$31.08	$0.00	15.7%	4.5%	13.4%	9.7%	0.0%	2.5%	-1.4%	40	-1.6K	-44	1.00	160.60	N/A	N/A	3	3	3	3
2018-03-16	$31.02	$0.00	15.0%	4.3%	13.3%	9.2%	0.0%	1.6%	-1.5%	42	-1.6K	-44	1.00	161.73	N/A	N/A	3	3	3	3
2018-03-19	$30.73	$0.00	15.7%	4.5%	13.1%	9.7%	0.0%	1.7%	-2.5%	30	-886	-44	1.00	160.03	N/A	N/A	3	3	3	3
2018-03-20	$30.94	$0.00	16.7%	4.8%	13.2%	10.4%	0.0%	2.8%	-2.1%	36	-1.3K	-44	1.00	161.14	N/A	N/A	3	3	3	3
2018-03-21	$30.73	$0.00	12.3%	3.5%	13.4%	7.2%	0.0%	3.0%	5.6%	39	-1.4K	-44	1.00	173.41	N/A	N/A	3	3	3	3
2018-03-22	$30.27	$0.00	19.1%	5.5%	14.4%	12.2%	0.0%	2.0%	-2.5%	16	-268	-44	0.75	161.54	N/A	N/A	4	3	3	3
2018-03-23	$29.89	$0.00	18.7%	5.4%	14.4%	12.0%	0.0%	0.4%	-3.4%	93	-1.8K	-52	0.75	150.31	N/A	N/A	4	3	4	3
2018-03-26	$30.26	$0.00	19.0%	5.4%	14.9%	12.1%	0.0%	2.2%	-1.8%	94	-1.8K	-51	0.60	158.67	N/A	N/A	5	3	4	3
2018-03-27	$30.14	$0.00	26.0%	7.4%	14.5%	17.4%	0.0%	-0.2%	-6.1%	169	-3.4K	-62	0.50	168.96	N/A	N/A	6	3	5	3
2018-03-28	$30.67	$0.00	25.4%	7.3%	15.7%	17.0%	0.0%	2.3%	-5.2%	431	-9.9K	-91	0.50	176.50	N/A	N/A	6	3	8	3
2018-03-29	$30.90	$0.00	24.7%	7.1%	14.2%	16.5%	0.0%	2.0%	-5.2%	464	-11.4K	-89	0.50	178.61	N/A	N/A	6	3	8	3