IHDG Options History — November 2019 In November 2019, IHDG traded between $34.62 and $35.68. ATM implied volatility averaged 36.8%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 29.3% (HV 20d: 7.5%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-11-06 : Highest Volume — 8 contracts2019-11-26 : Largest IV spike — 269.8% change2019-11-12 : Highest IV Rank — 68.7%2019-11-01 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $35.13 $34.62 $35.68 $34.62 $35.52 Max Pain $34.00 $34.00 $34.00 $34.00 $34.00 ATM IV 36.8% 8.3% 85.8% 44.0% 36.0% Expected Move 7.2% 2.4% 12.6% 12.6% 10.3% HV 20d 7.5% 6.6% 9.4% 9.2% 7.4% HV 60d 10.7% 9.7% 12.5% 12.5% 9.7% IV Rank 25.1% 0.0% 68.7% 31.2% 24.6% IV Percentile 68.9% 0.0% 99.2% 95.6% 90.5% Term Structure 3.9% -16.6% 80.7% -16.6% -10.6% VWIV 46.9% 46.9% 46.9% 46.9% 46.9% Skew 25d 4.5% -23.4% 29.1% 15.2% -9.2% Skew 10d 11.6% -19.6% 35.2% 30.7% 16.0% Call IV 25d 26.9% 7.8% 42.7% 42.7% 39.7% Put IV 25d 31.3% 9.7% 57.9% 57.9% 30.6% Bid-Ask Spread % 186.80 133.96 195.25 182.13 190.62 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 289 0 1.4K 1.1K 0 Net DEX -4.7K -20.6K 0 -16.4K 0 Net VEX -4 -21 0 -21 0 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 0.45 0 8 1 0 Total OI 2.1 0 9 8 0
Daily Data (20 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 2019-11-01 $34.62 $34.00 44.0% 12.6% 9.2% 31.2% 46.9% 15.2% -16.6% 1.1K -16.4K -21 0.00 182.13 N/A N/A 1 0 8 0 2019-11-04 $34.92 $0.00 47.0% 7.7% 9.4% 33.9% 0.0% 7.3% -6.1% 1.2K -19.8K -21 0.00 194.84 N/A N/A 0 0 9 0 2019-11-05 $34.94 $0.00 48.7% 7.7% 8.5% 35.4% 0.0% 7.3% -5.7% 1.2K -19.8K -20 0.00 195.04 N/A N/A 0 0 9 0 2019-11-06 $34.99 $0.00 51.3% 7.8% 8.2% 37.8% 0.0% 7.2% -6.4% 1.4K -20.6K -18 0.00 194.84 N/A N/A 8 0 9 0 2019-11-07 $35.16 $0.00 55.5% 7.9% 8.2% 41.5% 0.0% 7.5% -6.5% 135 -2.3K -2 0.00 192.83 N/A N/A 0 0 1 0 2019-11-08 $35.13 $0.00 58.0% 8.1% 7.2% 43.8% 0.0% 8.0% -6.9% 136 -2.3K -2 0.00 194.38 N/A N/A 0 0 1 0 2019-11-11 $35.10 $0.00 76.8% 7.2% 7.0% 60.6% 0.0% 7.6% -0.2% 136 -2.3K -1 0.00 194.38 N/A N/A 0 0 1 0 2019-11-12 $35.03 $0.00 85.8% 8.4% 6.9% 68.7% 0.0% 7.8% -8.3% 140 -2.3K -1 0.00 194.29 N/A N/A 0 0 1 0 2019-11-13 $35.08 $0.00 20.2% 5.8% 6.8% 9.9% 0.0% 7.0% 10.7% 142 -2.3K -1 0.00 194.56 N/A N/A 0 0 1 0 2019-11-14 $35.01 $0.00 20.5% 5.9% 6.9% 10.2% 0.0% 28.1% 10.5% 148 -2.3K -1 0.00 194.56 N/A N/A 0 0 1 0 2019-11-15 $35.11 $0.00 18.4% 5.3% 6.7% 8.3% 0.0% 6.9% 13.6% 0 -3.5K 0 0.00 189.31 N/A N/A 0 0 1 0 2019-11-18 $35.21 $0.00 8.3% 2.4% 6.6% 0.0% 0.0% 1.9% 80.7% 0 0 0 0.00 133.96 N/A N/A 0 0 0 0 2019-11-19 $35.20 $0.00 21.1% 6.0% 6.6% 11.3% 0.0% -12.1% 13.4% 0 0 0 0.00 193.41 N/A N/A 0 0 0 0 2019-11-20 $34.95 $0.00 21.9% 6.3% 7.4% 12.1% 0.0% -19.5% 12.1% 0 0 0 0.00 194.96 N/A N/A 0 0 0 0 2019-11-21 $34.89 $0.00 22.6% 6.5% 7.3% 12.7% 0.0% 29.1% 11.1% 0 0 0 0.00 195.25 N/A N/A 0 0 0 0 2019-11-22 $35.07 $0.00 22.3% 6.4% 7.3% 12.4% 0.0% -0.2% 12.3% 0 0 0 0.00 194.56 N/A N/A 0 0 0 0 2019-11-25 $35.39 $0.00 9.2% 2.6% 7.6% 0.8% 0.0% 2.1% -1.2% 0 0 0 0.00 134.51 N/A N/A 0 0 0 0 2019-11-26 $35.52 $0.00 34.1% 9.8% 7.5% 22.9% 0.0% 10.8% -8.9% 0 0 0 0.00 188.34 N/A N/A 0 0 0 0 2019-11-27 $35.68 $0.00 34.4% 9.9% 7.5% 23.2% 0.0% -23.4% -9.2% 0 0 0 0.00 189.26 N/A N/A 0 0 0 0 2019-11-29 $35.52 $0.00 36.0% 10.3% 7.4% 24.6% 0.0% -9.2% -10.6% 0 0 0 0.00 190.62 N/A N/A 0 0 0 0
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