IHDG Options History — January 2021 In January 2021, IHDG traded between $39.58 and $41.06. ATM implied volatility averaged 65.4%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 53.6% (HV 20d: 11.8%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 2 of 19 days.
Notable Days 2021-01-27 : Largest IV spike — 100.3% change2021-01-12 : Highest IV Rank — 74.1%2021-01-27 : Largest Expected Move — 30.9%Monthly Statistics Metric Avg Min Max Open Close Price $40.54 $39.58 $41.06 $39.83 $39.58 ATM IV 65.4% 45.5% 137.2% 56.5% 86.5% Expected Move 14.6% 9.3% 30.9% 9.6% 24.8% HV 20d 11.8% 10.6% 15.5% 10.8% 15.5% HV 60d 13.5% 11.9% 14.0% 13.8% 13.2% IV Rank 32.3% 20.7% 74.1% 27.1% 44.6% IV Percentile 72.3% 47.6% 98.4% 72.6% 90.1% Term Structure -8.4% -29.4% 23.5% -6.5% -25.7% Skew 25d 16.6% 1.0% 79.4% 24.9% 79.4% Skew 10d 36.8% 20.2% 101.7% 35.9% 101.7% Call IV 25d 48.1% 15.3% 115.1% 17.0% 35.4% Put IV 25d 64.7% 40.6% 142.9% 41.9% 114.8% Bid-Ask Spread % 183.11 172.60 193.88 177.20 193.88 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 (19 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 2021-01-04 $39.83 $0.00 56.5% 9.6% 10.8% 27.1% 0.0% 24.9% -6.5% 0 0 0 0.00 177.20 N/A N/A 0 0 0 0 2021-01-05 $39.95 $0.00 58.8% 9.5% 10.7% 28.4% 0.0% 25.9% -6.5% 0 0 0 0.00 177.27 N/A N/A 0 0 0 0 2021-01-06 $40.22 $0.00 60.7% 9.6% 10.6% 29.5% 0.0% 22.9% -7.0% 0 0 0 0.00 176.37 N/A N/A 0 0 0 0 2021-01-07 $40.58 $0.00 62.1% 9.4% 10.8% 30.4% 0.0% 26.1% -6.5% 0 0 0 0.00 174.80 N/A N/A 0 0 0 0 2021-01-08 $40.99 $0.00 63.5% 9.3% 11.2% 31.2% 0.0% 8.4% -5.8% 0 0 0 0.00 172.60 N/A N/A 0 0 0 0 2021-01-11 $40.73 $0.00 83.4% 9.6% 11.6% 42.7% 0.0% 22.0% -6.4% 0 0 0 0.00 173.97 N/A N/A 0 0 0 0 2021-01-12 $40.52 $0.00 137.2% 13.0% 11.8% 74.1% 0.0% 8.2% -11.9% 0 0 0 0.00 185.76 N/A N/A 0 0 0 0 2021-01-13 $40.52 $0.00 45.5% 13.0% 11.7% 20.7% 0.0% 8.6% -12.9% 0 0 0 0.00 185.90 N/A N/A 0 0 0 0 2021-01-14 $40.75 $0.00 45.5% 13.0% 11.7% 20.7% 0.0% 8.5% 23.0% 0 0 0 0.00 185.04 N/A N/A 0 0 0 0 2021-01-15 $40.35 $0.00 46.9% 13.5% 12.4% 21.5% 0.0% 7.1% 23.5% 0 0 0 0.00 186.27 N/A N/A 0 0 0 0 2021-01-19 $40.68 $0.00 49.1% 14.1% 12.7% 22.8% 0.0% 6.4% -9.4% 0 0 0 0.00 185.47 N/A N/A 0 0 0 0 2021-01-20 $40.97 $0.00 48.7% 14.0% 12.8% 22.5% 0.0% 6.1% -9.7% 0 0 0 0.00 184.45 N/A N/A 0 0 0 0 2021-01-21 $40.92 $0.00 49.5% 14.2% 11.0% 23.0% 0.0% 6.5% -10.2% 0 0 0 0.00 183.99 N/A N/A 0 0 0 0 2021-01-22 $40.92 $0.00 50.4% 14.5% 11.0% 23.5% 0.0% 4.3% -10.4% 0 0 0 0.00 184.10 N/A N/A 0 0 0 0 2021-01-25 $41.02 $0.00 53.3% 15.3% 11.0% 25.2% 0.0% 1.8% -12.4% 0 0 0 0.00 183.50 N/A N/A 0 0 0 0 2021-01-26 $41.06 $0.00 53.8% 15.4% 10.9% 25.5% 0.0% 1.0% -12.2% 0 0 0 0.00 183.11 N/A N/A 0 0 0 0 2021-01-27 $40.21 $0.00 107.7% 30.9% 13.4% 56.9% 0.0% 27.8% -29.4% 0 0 0 0.00 192.50 N/A N/A 0 0 0 0 2021-01-28 $40.43 $0.00 83.6% 24.0% 13.3% 42.9% 0.0% 19.6% -23.1% 0 0 0 0.00 193.00 N/A N/A 0 0 0 0 2021-01-29 $39.58 $0.00 86.5% 24.8% 15.5% 44.6% 0.0% 79.4% -25.7% 0 0 0 0.00 193.88 N/A N/A 0 0 0 0
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