IHDG Options History — July 2020 In July 2020, IHDG traded between $34.73 and $36.25. ATM implied volatility averaged 66.4%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 53.2% (HV 20d: 13.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2020-07-23 : Largest IV spike — 85.6% change2020-07-01 : Highest IV Rank — 100.0%2020-07-01 : Largest Expected Move — 50.0%Monthly Statistics Metric Avg Min Max Open Close Price $35.76 $34.73 $36.25 $35.20 $34.73 ATM IV 66.4% 22.6% 174.2% 174.2% 48.0% Expected Move 16.5% 6.5% 50.0% 50.0% 13.8% HV 20d 13.3% 9.4% 18.6% 18.5% 13.0% HV 60d 17.5% 15.8% 19.1% 19.1% 16.7% IV Rank 35.0% 8.6% 100.0% 100.0% 23.9% IV Percentile 73.7% 16.7% 100.0% 100.0% 68.7% Term Structure -13.3% -75.8% -1.7% -75.8% -12.3% Skew 25d 4.7% -33.2% 34.5% 32.1% -0.5% Skew 10d 26.0% -11.3% 95.9% 39.3% 16.6% Call IV 25d 61.1% 44.8% 114.0% 109.7% 57.7% Put IV 25d 65.8% 20.1% 148.5% 141.7% 57.2% Bid-Ask Spread % 162.51 144.28 198.49 198.49 155.25 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 2020-07-01 $35.20 $0.00 174.2% 50.0% 18.5% 100.0% 0.0% 32.1% -75.8% 0 0 0 0.00 198.49 N/A N/A 0 0 0 0 2020-07-02 $35.51 $0.00 82.3% 23.6% 18.5% 44.6% 0.0% -33.2% -7.1% 0 0 0 0.00 193.66 N/A N/A 0 0 0 0 2020-07-06 $35.85 $0.00 81.6% 21.2% 18.5% 44.1% 0.0% 22.6% -15.0% 0 0 0 0.00 173.01 N/A N/A 0 0 0 0 2020-07-07 $35.63 $0.00 101.7% 29.2% 18.6% 56.3% 0.0% 34.5% -43.3% 0 0 0 0.00 176.16 N/A N/A 0 0 0 0 2020-07-08 $35.66 $0.00 107.2% 27.2% 18.1% 59.6% 0.0% 31.4% -33.5% 0 0 0 0.00 159.74 N/A N/A 0 0 0 0 2020-07-09 $35.53 $0.00 73.3% 12.5% 18.2% 39.1% 0.0% 7.0% -5.8% 0 0 0 0.00 162.85 N/A N/A 0 0 0 0 2020-07-10 $35.76 $0.00 76.3% 12.3% 13.1% 40.9% 0.0% 7.3% -4.5% 0 0 0 0.00 162.79 N/A N/A 0 0 0 0 2020-07-13 $35.61 $0.00 94.2% 12.5% 12.2% 51.8% 0.0% 7.1% -6.0% 0 0 0 0.00 160.84 N/A N/A 0 0 0 0 2020-07-14 $35.84 $0.00 109.6% 12.7% 12.1% 61.0% 0.0% 8.3% -5.4% 0 0 0 0.00 161.32 N/A N/A 0 0 0 0 2020-07-15 $36.16 $0.00 44.3% 12.7% 11.8% 21.7% 0.0% 8.5% -6.0% 0 0 0 0.00 159.68 N/A N/A 0 0 0 0 2020-07-16 $35.89 $0.00 44.5% 12.8% 11.5% 21.8% 0.0% 7.3% -5.1% 0 0 0 0.00 160.63 N/A N/A 0 0 0 0 2020-07-17 $35.98 $0.00 44.0% 12.6% 11.5% 21.5% 0.0% 7.5% -4.5% 0 0 0 0.00 161.27 N/A N/A 0 0 0 0 2020-07-20 $36.24 $0.00 45.2% 13.0% 11.6% 22.2% 0.0% 7.4% -5.1% 0 0 0 0.00 157.60 N/A N/A 0 0 0 0 2020-07-21 $36.18 $0.00 44.8% 12.8% 11.5% 22.0% 0.0% -0.8% -5.5% 0 0 0 0.00 155.83 N/A N/A 0 0 0 0 2020-07-22 $36.25 $0.00 22.6% 6.5% 11.3% 8.6% 0.0% -20.1% -1.7% 0 0 0 0.00 144.28 N/A N/A 0 0 0 0 2020-07-23 $36.07 $0.00 42.0% 12.0% 9.4% 20.3% 0.0% 4.3% -7.8% 0 0 0 0.00 154.46 N/A N/A 0 0 0 0 2020-07-24 $35.64 $0.00 42.3% 12.1% 10.0% 20.5% 0.0% 3.1% -8.0% 0 0 0 0.00 154.47 N/A N/A 0 0 0 0 2020-07-27 $35.99 $0.00 44.7% 12.8% 10.1% 21.9% 0.0% -5.0% -9.2% 0 0 0 0.00 154.43 N/A N/A 0 0 0 0 2020-07-28 $35.85 $0.00 44.3% 12.7% 10.2% 21.7% 0.0% -32.2% -9.7% 0 0 0 0.00 156.09 N/A N/A 0 0 0 0 2020-07-29 $35.92 $0.00 45.2% 13.0% 10.2% 22.2% 0.0% 3.5% -10.1% 0 0 0 0.00 155.82 N/A N/A 0 0 0 0 2020-07-30 $35.31 $0.00 49.4% 14.2% 12.1% 24.8% 0.0% 4.4% -12.5% 0 0 0 0.00 156.53 N/A N/A 0 0 0 0 2020-07-31 $34.73 $0.00 48.0% 13.8% 13.0% 23.9% 0.0% -0.5% -12.3% 0 0 0 0.00 155.25 N/A N/A 0 0 0 0
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