IHDG Options History — September 2020 In September 2020, IHDG traded between $35.79 and $37.06. ATM implied volatility averaged 57.5%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 41.4% (HV 20d: 16.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2020-09-03 : Largest IV spike — 246.2% change2020-09-03 : Highest IV Rank — 100.0%2020-09-04 : Largest Expected Move — 30.1%Monthly Statistics Metric Avg Min Max Open Close Price $36.45 $35.79 $37.06 $35.92 $36.61 ATM IV 57.5% 20.5% 181.6% 50.9% 50.8% Expected Move 14.1% 5.9% 30.1% 14.6% 14.6% HV 20d 16.1% 10.4% 17.4% 10.4% 16.5% HV 60d 14.1% 13.7% 15.9% 14.5% 13.7% IV Rank 28.6% 7.0% 100.0% 25.7% 24.5% IV Percentile 59.1% 6.3% 100.0% 72.6% 71.0% Term Structure -11.1% -27.9% -0.9% -13.6% -15.6% Skew 25d 10.1% 2.3% 73.2% 4.0% 3.2% Skew 10d 14.4% 1.1% 73.2% 13.1% 8.1% Call IV 25d 50.8% 20.2% 120.3% 62.2% 63.5% Put IV 25d 61.0% 23.8% 125.4% 66.2% 66.7% Bid-Ask Spread % 192.39 174.66 196.89 192.99 193.78 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 (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 2020-09-01 $35.92 $0.00 50.9% 14.6% 10.4% 25.7% 0.0% 4.0% -13.6% 0 0 0 0.00 192.99 N/A N/A 0 0 0 0 2020-09-02 $36.74 $0.00 50.7% 14.5% 12.9% 25.6% 0.0% 38.6% -14.4% 0 0 0 0.00 190.13 N/A N/A 0 0 0 0 2020-09-03 $35.84 $0.00 175.7% 29.8% 16.0% 100.0% 0.0% 73.2% -27.3% 0 0 0 0.00 196.36 N/A N/A 0 0 0 0 2020-09-04 $35.95 $0.00 181.6% 30.1% 16.0% 100.0% 0.0% 5.1% -27.9% 0 0 0 0.00 196.89 N/A N/A 0 0 0 0 2020-09-08 $35.79 $0.00 65.9% 11.5% 16.1% 33.2% 0.0% 3.9% -5.7% 0 0 0 0.00 191.69 N/A N/A 0 0 0 0 2020-09-09 $36.42 $0.00 39.8% 11.4% 17.1% 18.1% 0.0% 24.1% -6.4% 0 0 0 0.00 193.08 N/A N/A 0 0 0 0 2020-09-10 $36.09 $0.00 38.9% 11.1% 16.4% 17.6% 0.0% 2.3% -5.8% 0 0 0 0.00 193.48 N/A N/A 0 0 0 0 2020-09-11 $36.45 $0.00 40.3% 11.6% 16.8% 18.4% 0.0% 19.7% -6.5% 0 0 0 0.00 194.07 N/A N/A 0 0 0 0 2020-09-14 $36.52 $0.00 39.7% 11.4% 16.3% 18.1% 0.0% 2.5% -7.0% 0 0 0 0.00 194.41 N/A N/A 0 0 0 0 2020-09-15 $36.85 $0.00 39.6% 11.4% 16.4% 18.1% 0.0% 2.3% -7.1% 0 0 0 0.00 192.56 N/A N/A 0 0 0 0 2020-09-16 $37.06 $0.00 40.2% 11.5% 16.4% 18.4% 0.0% 3.9% -7.5% 0 0 0 0.00 193.40 N/A N/A 0 0 0 0 2020-09-17 $36.97 $0.00 41.0% 11.7% 16.5% 18.8% 0.0% 2.8% -8.1% 0 0 0 0.00 193.08 N/A N/A 0 0 0 0 2020-09-18 $36.86 $0.00 41.1% 11.8% 16.4% 18.9% 0.0% 2.3% -8.4% 0 0 0 0.00 192.93 N/A N/A 0 0 0 0 2020-09-21 $36.32 $0.00 45.8% 13.1% 17.4% 21.6% 0.0% 3.0% -10.1% 0 0 0 0.00 192.71 N/A N/A 0 0 0 0 2020-09-22 $36.33 $0.00 20.5% 5.9% 16.9% 7.0% 0.0% 3.6% -0.9% 0 0 0 0.00 174.66 N/A N/A 0 0 0 0 2020-09-23 $36.41 $0.00 46.2% 13.2% 16.8% 21.8% 0.0% 3.2% -9.5% 0 0 0 0.00 193.03 N/A N/A 0 0 0 0 2020-09-24 $36.38 $0.00 48.7% 14.0% 16.7% 23.3% 0.0% 4.2% -11.2% 0 0 0 0.00 192.89 N/A N/A 0 0 0 0 2020-09-25 $36.46 $0.00 48.3% 13.8% 16.6% 23.1% 0.0% 4.1% -12.1% 0 0 0 0.00 192.45 N/A N/A 0 0 0 0 2020-09-28 $36.74 $0.00 49.8% 14.3% 16.4% 23.9% 0.0% 3.7% -13.5% 0 0 0 0.00 192.85 N/A N/A 0 0 0 0 2020-09-29 $36.78 $0.00 51.2% 14.7% 16.4% 24.7% 0.0% 3.1% -15.1% 0 0 0 0.00 192.82 N/A N/A 0 0 0 0 2020-09-30 $36.61 $0.00 50.8% 14.6% 16.5% 24.5% 0.0% 3.2% -15.6% 0 0 0 0.00 193.78 N/A N/A 0 0 0 0
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