IHDG Options History — April 2021 In April 2021, IHDG traded between $41.60 and $43.20. ATM implied volatility averaged 42.1%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 31.4% (HV 20d: 10.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2021-04-05 : Largest IV spike — 424.8% change2021-04-05 : Highest IV Rank — 95.4%2021-04-09 : Largest Expected Move — 25.0%Monthly Statistics Metric Avg Min Max Open Close Price $42.50 $41.60 $43.20 $41.60 $42.51 ATM IV 42.1% 23.3% 174.1% 33.2% 28.9% Expected Move 9.0% 6.4% 25.0% 9.5% 8.3% HV 20d 10.7% 7.7% 12.2% 7.7% 12.2% HV 60d 12.3% 10.7% 13.0% 12.3% 11.0% IV Rank 14.8% 3.4% 95.4% 9.4% 6.8% IV Percentile 27.1% 2.4% 98.8% 15.1% 13.5% Term Structure -8.5% -37.1% -3.0% -11.3% -7.5% Skew 25d 19.8% 4.8% 111.2% 6.3% 13.3% Skew 10d 27.7% 7.6% 138.2% 35.2% 7.8% Call IV 25d 19.9% 11.0% 26.7% 26.7% 23.9% Put IV 25d 39.7% 28.3% 122.7% 33.0% 37.2% Bid-Ask Spread % 160.98 151.78 187.98 180.92 155.69 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 2021-04-01 $41.60 $0.00 33.2% 9.5% 7.7% 9.4% 0.0% 6.3% -11.3% 0 0 0 0.00 180.92 N/A N/A 0 0 0 0 2021-04-05 $42.14 $0.00 174.1% 24.4% 8.4% 95.4% 0.0% 95.5% -35.0% 0 0 0 0.00 187.98 N/A N/A 0 0 0 0 2021-04-06 $41.60 $0.00 39.7% 6.5% 10.0% 13.4% 0.0% 4.8% -5.0% 0 0 0 0.00 151.78 N/A N/A 0 0 0 0 2021-04-07 $41.78 $0.00 41.4% 6.4% 9.8% 14.4% 0.0% 7.6% -4.7% 0 0 0 0.00 160.75 N/A N/A 0 0 0 0 2021-04-08 $42.10 $0.00 42.2% 6.5% 10.0% 14.9% 0.0% 12.4% -4.7% 0 0 0 0.00 159.58 N/A N/A 0 0 0 0 2021-04-09 $42.23 $0.00 87.2% 25.0% 9.9% 42.4% 0.0% 111.2% -37.1% 0 0 0 0.00 186.31 N/A N/A 0 0 0 0 2021-04-12 $41.97 $0.00 59.1% 6.7% 10.3% 25.2% 0.0% 10.2% -5.3% 0 0 0 0.00 160.39 N/A N/A 0 0 0 0 2021-04-13 $42.22 $0.00 67.9% 6.8% 10.4% 30.6% 0.0% 13.2% -5.0% 0 0 0 0.00 158.84 N/A N/A 0 0 0 0 2021-04-14 $42.20 $0.00 24.3% 7.0% 10.2% 4.0% 0.0% 13.5% -6.1% 0 0 0 0.00 158.67 N/A N/A 0 0 0 0 2021-04-15 $42.74 $0.00 23.5% 6.7% 10.8% 3.5% 0.0% 18.9% -3.0% 0 0 0 0.00 157.48 N/A N/A 0 0 0 0 2021-04-16 $43.02 $0.00 23.3% 6.7% 10.5% 3.4% 0.0% 11.7% -3.4% 0 0 0 0.00 157.36 N/A N/A 0 0 0 0 2021-04-19 $42.81 $0.00 24.4% 7.0% 10.8% 4.0% 0.0% 10.0% -4.5% 0 0 0 0.00 156.05 N/A N/A 0 0 0 0 2021-04-20 $42.38 $0.00 26.7% 7.7% 11.7% 5.4% 0.0% 11.1% -5.1% 0 0 0 0.00 158.14 N/A N/A 0 0 0 0 2021-04-21 $42.92 $0.00 24.7% 7.1% 11.8% 4.2% 0.0% 11.1% -4.1% 0 0 0 0.00 154.38 N/A N/A 0 0 0 0 2021-04-22 $42.95 $0.00 25.9% 7.4% 11.8% 4.9% 0.0% 10.6% -5.3% 0 0 0 0.00 155.94 N/A N/A 0 0 0 0 2021-04-23 $43.20 $0.00 25.4% 7.3% 11.9% 4.7% 0.0% 10.3% -5.1% 0 0 0 0.00 154.98 N/A N/A 0 0 0 0 2021-04-26 $43.14 $0.00 27.5% 7.9% 11.4% 5.9% 0.0% 9.5% -6.0% 0 0 0 0.00 156.61 N/A N/A 0 0 0 0 2021-04-27 $43.10 $0.00 27.8% 8.0% 11.5% 6.1% 0.0% 10.1% -6.4% 0 0 0 0.00 156.97 N/A N/A 0 0 0 0 2021-04-28 $42.90 $0.00 28.2% 8.1% 11.6% 6.3% 0.0% 12.3% -6.6% 0 0 0 0.00 157.51 N/A N/A 0 0 0 0 2021-04-29 $42.95 $0.00 27.9% 8.0% 11.6% 6.2% 0.0% 12.2% -7.1% 0 0 0 0.00 154.29 N/A N/A 0 0 0 0 2021-04-30 $42.51 $0.00 28.9% 8.3% 12.2% 6.8% 0.0% 13.3% -7.5% 0 0 0 0.00 155.69 N/A N/A 0 0 0 0
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