IHDG Options History — April 2019 In April 2019, IHDG traded between $32.47 and $33.31. ATM implied volatility averaged 18.0%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 9.8% (HV 20d: 8.2%). Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-04-03 : Highest Volume — 1 contracts2019-04-09 : Largest IV spike — 127.6% change2019-04-09 : Highest IV Rank — 30.2%2019-04-17 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $32.90 $32.47 $33.31 $32.47 $33.27 ATM IV 18.0% 11.4% 25.9% 22.7% 19.6% Expected Move 4.6% 2.7% 5.9% 4.8% 5.6% HV 20d 8.2% 4.6% 10.2% 10.2% 4.6% HV 60d 9.0% 8.2% 10.9% 10.9% 8.2% IV Rank 16.0% 3.9% 30.2% 24.4% 18.8% IV Percentile 35.3% 1.2% 84.5% 70.2% 47.6% Term Structure -4.0% -8.1% 1.4% -6.1% -4.9% Skew 25d 1.0% -3.3% 3.7% -3.3% 2.5% Skew 10d 3.2% -7.5% 10.9% -6.8% 1.6% Call IV 25d 15.2% 9.2% 22.4% 20.0% 11.9% Put IV 25d 16.3% 9.6% 26.1% 16.7% 14.5% Bid-Ask Spread % 138.01 112.56 152.92 145.01 119.51 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 146 0 205 0 170 Net DEX -2.1K -2.9K 0 0 -2.9K Net VEX -5 -7 0 0 -4 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.143 0 1 0 0 Total OI 0.857 0 1 0 1
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 2019-04-01 $32.47 $0.00 22.7% 4.8% 10.2% 24.4% 0.0% -3.3% -6.1% 0 0 0 0.00 145.01 N/A N/A 0 0 0 0 2019-04-02 $32.62 $0.00 21.3% 4.5% 10.2% 21.8% 0.0% -1.2% -4.8% 0 0 0 0.00 145.50 N/A N/A 0 0 0 0 2019-04-03 $32.69 $0.00 20.6% 4.2% 10.2% 20.6% 0.0% 2.0% -2.3% 0 0 0 0.00 146.97 N/A N/A 1 0 0 0 2019-04-04 $32.70 $0.00 21.8% 4.3% 9.5% 22.8% 0.0% 2.6% -5.5% 195 -2.3K -7 0.00 148.68 N/A N/A 1 0 1 0 2019-04-05 $32.86 $0.00 20.1% 4.2% 9.3% 19.8% 0.0% 0.3% -5.5% 195 -2.5K -6 0.00 147.61 N/A N/A 1 0 1 0 2019-04-08 $32.82 $0.00 11.4% 2.7% 9.4% 3.9% 0.0% 0.4% 1.4% 174 -2.2K -7 0.00 114.04 N/A N/A 0 0 1 0 2019-04-09 $32.65 $0.00 25.9% 4.3% 9.7% 30.2% 0.0% 1.7% -5.7% 202 -2.3K -7 0.00 147.69 N/A N/A 0 0 1 0 2019-04-10 $32.69 $0.00 15.2% 4.4% 9.7% 10.9% 0.0% 1.9% -2.1% 141 -2.1K -7 0.00 148.11 N/A N/A 0 0 1 0 2019-04-11 $32.73 $0.00 15.1% 4.3% 9.7% 10.7% 0.0% 2.7% -6.1% 205 -2.4K -6 0.00 145.14 N/A N/A 0 0 1 0 2019-04-12 $32.83 $0.00 14.7% 4.2% 9.2% 10.0% 0.0% 2.4% -1.8% 143 -2.2K -7 0.00 151.13 N/A N/A 0 0 1 0 2019-04-15 $32.83 $0.00 15.1% 4.3% 9.2% 10.6% 0.0% 2.0% -5.6% 198 -2.5K -6 0.00 151.15 N/A N/A 0 0 1 0 2019-04-16 $32.94 $0.00 15.3% 4.4% 9.2% 11.0% 0.0% 2.4% -6.2% 188 -2.5K -6 0.00 149.90 N/A N/A 0 0 1 0 2019-04-17 $32.91 $0.00 20.5% 5.9% 9.1% 20.5% 0.0% 3.7% -8.1% 117 -2.2K -7 0.00 152.92 N/A N/A 0 0 1 0 2019-04-18 $33.06 $0.00 15.1% 4.3% 9.1% 10.7% 0.0% 2.4% -2.5% 141 -2.3K -6 0.00 149.74 N/A N/A 0 0 1 0 2019-04-22 $32.98 $0.00 16.3% 4.7% 5.9% 12.9% 0.0% -2.0% -2.9% 191 -2.6K -6 0.00 125.40 N/A N/A 0 0 1 0 2019-04-23 $33.12 $0.00 16.2% 4.6% 5.8% 12.7% 0.0% 0.8% -2.3% 142 -2.4K -6 0.00 122.46 N/A N/A 0 0 1 0 2019-04-24 $33.18 $0.00 16.5% 4.7% 5.6% 13.2% 0.0% -0.8% -2.6% 178 -2.7K -5 0.00 122.63 N/A N/A 0 0 1 0 2019-04-25 $33.07 $0.00 17.3% 5.0% 5.9% 14.8% 0.0% -0.8% -2.9% 190 -2.7K -5 0.00 129.96 N/A N/A 0 0 1 0 2019-04-26 $33.22 $0.00 17.6% 5.1% 5.9% 15.3% 0.0% 1.8% -3.0% 140 -2.4K -6 0.00 122.12 N/A N/A 0 0 1 0 2019-04-29 $33.31 $0.00 19.9% 5.7% 5.6% 19.3% 0.0% 0.5% -5.6% 164 -2.9K -4 0.00 112.56 N/A N/A 0 0 1 0 2019-04-30 $33.27 $0.00 19.6% 5.6% 4.6% 18.8% 0.0% 2.5% -4.9% 170 -2.9K -4 0.00 119.51 N/A N/A 0 0 1 0
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