IHDG Options History — June 2021 In June 2021, IHDG traded between $43.55 and $44.61. ATM implied volatility averaged 27.1%, placing in the 5.9% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 19.8% (HV 20d: 7.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2021-06-28 : Largest IV spike — 86.7% change2021-06-08 : Highest IV Rank — 12.7%2021-06-28 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $44.08 $43.55 $44.61 $43.55 $44.07 ATM IV 27.1% 17.1% 38.3% 18.7% 31.6% Expected Move 7.1% 4.9% 9.2% 5.4% 9.1% HV 20d 7.4% 5.1% 11.3% 11.3% 7.2% HV 60d 10.3% 9.7% 10.6% 10.5% 9.7% IV Rank 5.9% 0.0% 12.7% 0.8% 8.8% IV Percentile 13.3% 0.0% 33.7% 0.8% 27.0% Term Structure -5.4% -10.0% -1.4% -2.6% -10.0% Skew 25d 0.2% -19.1% 11.5% 0.8% 2.0% Skew 10d 3.9% -11.7% 18.4% 3.2% 5.2% Call IV 25d 28.2% 17.7% 39.0% 18.4% 38.6% Put IV 25d 28.4% 13.2% 40.8% 19.2% 40.6% Bid-Ask Spread % 178.31 167.75 183.53 167.75 178.31 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 2021-06-01 $43.55 $0.00 18.7% 5.4% 11.3% 0.8% 0.0% 0.8% -2.6% 0 0 0 0.00 167.75 N/A N/A 0 0 0 0 2021-06-02 $43.57 $0.00 31.7% 9.1% 10.5% 8.6% 0.0% 1.8% -9.3% 0 0 0 0.00 178.73 N/A N/A 0 0 0 0 2021-06-03 $43.59 $0.00 28.8% 5.3% 8.8% 6.9% 0.0% 1.2% -1.4% 0 0 0 0.00 174.96 N/A N/A 0 0 0 0 2021-06-04 $43.82 $0.00 32.8% 6.3% 9.0% 9.3% 0.0% 1.5% -3.5% 0 0 0 0.00 182.27 N/A N/A 0 0 0 0 2021-06-07 $43.76 $0.00 36.1% 6.5% 8.7% 11.4% 0.0% 2.0% -3.8% 0 0 0 0.00 183.23 N/A N/A 0 0 0 0 2021-06-08 $43.95 $0.00 38.3% 6.6% 8.8% 12.7% 0.0% 1.9% -4.0% 0 0 0 0.00 183.13 N/A N/A 0 0 0 0 2021-06-09 $43.88 $0.00 23.0% 6.6% 7.0% 3.4% 0.0% 1.9% -4.0% 0 0 0 0.00 183.48 N/A N/A 0 0 0 0 2021-06-10 $43.99 $0.00 23.1% 6.6% 6.1% 3.4% 0.0% 1.9% -3.4% 0 0 0 0.00 183.53 N/A N/A 0 0 0 0 2021-06-11 $44.35 $0.00 23.3% 6.7% 6.5% 3.6% 0.0% 1.3% -4.0% 0 0 0 0.00 182.48 N/A N/A 0 0 0 0 2021-06-14 $44.49 $0.00 24.3% 7.0% 6.2% 4.2% 0.0% 1.5% -4.9% 0 0 0 0.00 181.32 N/A N/A 0 0 0 0 2021-06-15 $44.56 $0.00 23.6% 6.8% 6.1% 3.7% 0.0% 11.5% -4.6% 0 0 0 0.00 181.43 N/A N/A 0 0 0 0 2021-06-16 $44.61 $0.00 24.3% 7.0% 6.1% 4.1% 0.0% 1.6% -5.3% 0 0 0 0.00 177.57 N/A N/A 0 0 0 0 2021-06-17 $44.47 $0.00 25.1% 7.2% 5.1% 4.6% 0.0% 1.6% -4.7% 0 0 0 0.00 177.95 N/A N/A 0 0 0 0 2021-06-18 $43.94 $0.00 25.4% 7.3% 6.6% 4.8% 0.0% -1.9% -5.6% 0 0 0 0.00 177.25 N/A N/A 0 0 0 0 2021-06-21 $44.15 $0.00 26.6% 7.6% 6.7% 5.5% 0.0% 1.8% -6.2% 0 0 0 0.00 179.25 N/A N/A 0 0 0 0 2021-06-22 $44.24 $0.00 26.8% 7.7% 6.7% 5.7% 0.0% 1.6% -7.1% 0 0 0 0.00 178.61 N/A N/A 0 0 0 0 2021-06-23 $44.03 $0.00 26.9% 7.7% 7.0% 5.7% 0.0% -14.0% -6.6% 0 0 0 0.00 176.72 N/A N/A 0 0 0 0 2021-06-24 $44.08 $0.00 27.8% 8.0% 6.9% 6.3% 0.0% -19.1% -7.3% 0 0 0 0.00 177.74 N/A N/A 0 0 0 0 2021-06-25 $44.22 $0.00 17.1% 4.9% 6.9% 0.0% 0.0% 6.8% -1.7% 0 0 0 0.00 170.92 N/A N/A 0 0 0 0 2021-06-28 $44.18 $0.00 32.0% 9.2% 6.8% 9.0% 0.0% -5.5% -8.8% 0 0 0 0.00 169.62 N/A N/A 0 0 0 0 2021-06-29 $44.32 $0.00 29.2% 8.4% 6.8% 7.3% 0.0% 3.3% -9.8% 0 0 0 0.00 176.51 N/A N/A 0 0 0 0 2021-06-30 $44.07 $0.00 31.6% 9.1% 7.2% 8.8% 0.0% 2.0% -10.0% 0 0 0 0.00 178.31 N/A N/A 0 0 0 0
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