IHDG Options History — December 2020 In December 2020, IHDG traded between $38.51 and $39.60. ATM implied volatility averaged 44.7%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 35.5% (HV 20d: 9.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2020-12-21 : Largest IV spike — 47.5% change2020-12-21 : Highest IV Rank — 28.3%2020-12-21 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $39.04 $38.51 $39.60 $38.51 $39.19 ATM IV 44.7% 35.8% 58.6% 46.8% 50.6% Expected Move 11.9% 9.9% 16.8% 13.4% 14.5% HV 20d 9.2% 6.0% 14.3% 14.3% 9.4% HV 60d 13.7% 13.2% 14.3% 14.3% 13.6% IV Rank 20.2% 15.0% 28.3% 21.4% 23.7% IV Percentile 44.4% 18.7% 77.0% 55.6% 63.9% Term Structure -9.8% -18.4% -5.2% -14.3% -18.4% Skew 25d 7.0% 2.6% 32.5% 6.2% 3.4% Skew 10d 13.2% 5.1% 40.9% 25.3% 9.5% Call IV 25d 45.9% 16.5% 68.8% 55.1% 60.8% Put IV 25d 53.0% 43.2% 77.3% 61.3% 64.3% Bid-Ask Spread % 191.11 181.19 199.73 181.51 189.24 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 2020-12-01 $38.51 $0.00 46.8% 13.4% 14.3% 21.4% 0.0% 6.2% -14.3% 0 0 0 0.00 181.51 N/A N/A 0 0 0 0 2020-12-02 $38.58 $0.00 48.2% 13.8% 12.7% 22.2% 0.0% 2.6% -15.1% 0 0 0 0.00 181.19 N/A N/A 0 0 0 0 2020-12-03 $38.53 $0.00 49.4% 9.9% 12.5% 22.9% 0.0% 3.5% -5.3% 0 0 0 0.00 194.53 N/A N/A 0 0 0 0 2020-12-04 $38.78 $0.00 50.2% 10.0% 11.7% 23.4% 0.0% 5.1% -5.2% 0 0 0 0.00 194.39 N/A N/A 0 0 0 0 2020-12-07 $38.65 $0.00 56.6% 10.2% 11.8% 27.2% 0.0% 4.0% -6.1% 0 0 0 0.00 193.63 N/A N/A 0 0 0 0 2020-12-08 $38.92 $0.00 56.9% 10.3% 9.8% 27.3% 0.0% 4.9% -5.9% 0 0 0 0.00 193.37 N/A N/A 0 0 0 0 2020-12-09 $38.98 $0.00 35.9% 10.3% 9.4% 15.1% 0.0% 4.5% -6.4% 0 0 0 0.00 192.69 N/A N/A 0 0 0 0 2020-12-10 $39.09 $0.00 35.8% 10.3% 8.8% 15.0% 0.0% 5.3% -6.5% 0 0 0 0.00 192.67 N/A N/A 0 0 0 0 2020-12-11 $39.07 $0.00 36.9% 10.6% 7.6% 15.6% 0.0% 5.4% -6.1% 0 0 0 0.00 193.00 N/A N/A 0 0 0 0 2020-12-14 $38.97 $0.00 38.1% 10.9% 7.3% 16.3% 0.0% 4.9% -7.3% 0 0 0 0.00 192.95 N/A N/A 0 0 0 0 2020-12-15 $39.21 $0.00 38.0% 10.9% 7.4% 16.3% 0.0% 6.0% -6.9% 0 0 0 0.00 192.86 N/A N/A 0 0 0 0 2020-12-16 $39.30 $0.00 38.0% 10.9% 6.6% 16.3% 0.0% 6.2% -7.1% 0 0 0 0.00 192.54 N/A N/A 0 0 0 0 2020-12-17 $39.43 $0.00 39.1% 11.2% 6.1% 16.9% 0.0% 28.8% -7.9% 0 0 0 0.00 192.53 N/A N/A 0 0 0 0 2020-12-18 $39.47 $0.00 39.8% 11.4% 6.0% 17.3% 0.0% 32.5% -9.4% 0 0 0 0.00 192.08 N/A N/A 0 0 0 0 2020-12-21 $38.84 $0.00 58.6% 16.8% 8.7% 28.3% 0.0% 8.6% -14.0% 0 0 0 0.00 199.73 N/A N/A 0 0 0 0 2020-12-22 $38.89 $0.00 42.1% 12.1% 8.7% 18.7% 0.0% 4.6% -9.2% 0 0 0 0.00 189.50 N/A N/A 0 0 0 0 2020-12-23 $39.01 $0.00 42.3% 12.1% 8.6% 18.8% 0.0% 4.3% -10.8% 0 0 0 0.00 189.19 N/A N/A 0 0 0 0 2020-12-24 $38.93 $0.00 42.5% 12.2% 8.7% 18.9% 0.0% 4.1% -11.1% 0 0 0 0.00 189.43 N/A N/A 0 0 0 0 2020-12-28 $39.33 $0.00 46.1% 13.2% 9.2% 21.0% 0.0% 3.6% -14.4% 0 0 0 0.00 189.51 N/A N/A 0 0 0 0 2020-12-29 $39.60 $0.00 45.2% 13.0% 8.9% 20.5% 0.0% 3.1% -13.5% 0 0 0 0.00 188.49 N/A N/A 0 0 0 0 2020-12-30 $39.51 $0.00 46.6% 13.4% 8.7% 21.3% 0.0% 3.3% -14.9% 0 0 0 0.00 189.30 N/A N/A 0 0 0 0 2020-12-31 $39.19 $0.00 50.6% 14.5% 9.4% 23.7% 0.0% 3.4% -18.4% 0 0 0 0.00 189.24 N/A N/A 0 0 0 0
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