IHDG Options History — October 2021 In October 2021, IHDG traded between $42.53 and $44.48. ATM implied volatility averaged 30.3%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 15.8% (HV 20d: 14.5%). Max pain ranged from $49.00 to $49.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-10-20 : Highest Volume — 1 contracts2021-10-28 : Largest IV spike — 100.0% change2021-10-11 : Highest IV Rank — 30.0%2021-10-01 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $43.68 $42.53 $44.48 $43.20 $44.48 Max Pain $49.00 $49.00 $49.00 $49.00 $49.00 ATM IV 30.3% 13.3% 60.5% 51.2% 14.3% Expected Move 6.6% 3.8% 14.7% 14.7% 4.1% HV 20d 14.5% 10.0% 17.6% 15.2% 10.2% HV 60d 11.8% 11.5% 12.2% 12.1% 11.5% IV Rank 11.4% 0.9% 30.0% 24.3% 1.6% IV Percentile 34.0% 0.4% 91.7% 81.7% 2.0% Term Structure -4.4% -18.7% 0.1% -18.7% -2.3% VWIV 25.4% 23.9% 27.0% 23.9% 27.0% Skew 25d -0.4% -14.4% 14.0% 5.2% -2.9% Skew 10d 4.4% -5.0% 23.2% -5.0% 1.1% Call IV 25d 25.9% 13.7% 61.5% 61.5% 15.1% Put IV 25d 25.5% 10.8% 66.7% 66.7% 12.2% Bid-Ask Spread % 162.59 148.16 181.70 181.70 150.53 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 61 15 102 88 17 Net DEX -261 -678 -20 -678 -22 Net VEX -1 -4 0 -4 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.381 0 1 0 1 Total OI 1 1 1 1 1
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 2021-10-01 $43.20 $0.00 51.2% 14.7% 15.2% 24.3% 0.0% 5.2% -18.7% 88 -678 -4 0.00 181.70 N/A N/A 0 0 1 0 2021-10-04 $42.53 $49.00 58.2% 9.5% 15.6% 28.6% 0.0% 3.4% -7.2% 76 -557 -3 0.00 176.13 N/A N/A 0 0 1 0 2021-10-05 $42.74 $49.00 35.7% 6.1% 15.5% 14.7% 0.0% 3.2% 0.1% 63 -290 -2 0.00 162.00 N/A N/A 0 0 1 0 2021-10-06 $42.60 $49.00 35.3% 6.0% 15.5% 14.5% 0.0% 2.6% -6.1% 51 -197 -1 0.00 152.48 N/A N/A 0 0 1 0 2021-10-07 $43.09 $49.00 44.2% 6.8% 16.4% 20.0% 0.0% 3.3% -4.2% 73 -352 -2 0.00 168.34 N/A N/A 0 0 1 0 2021-10-08 $42.95 $49.00 45.8% 6.8% 16.3% 21.0% 0.0% 2.6% -4.7% 68 -312 -2 0.00 167.03 N/A N/A 0 0 1 0 2021-10-11 $43.02 $49.00 60.5% 7.0% 16.1% 30.0% 0.0% 2.8% -5.1% 69 -322 -2 0.00 168.02 N/A N/A 0 0 1 0 2021-10-12 $43.08 $49.00 33.6% 4.0% 16.2% 13.5% 0.0% 1.0% -0.4% 18 -35 0 0.00 155.70 N/A N/A 0 0 1 0 2021-10-13 $43.44 $49.00 25.2% 7.2% 16.7% 8.3% 0.0% -9.8% -5.6% 29 -61 0 0.00 165.59 N/A N/A 0 0 1 0 2021-10-14 $44.01 $49.00 23.4% 6.7% 17.6% 7.2% 0.0% 0.7% -2.7% 88 -354 -2 0.00 166.34 N/A N/A 0 0 1 0 2021-10-15 $44.19 $49.00 23.6% 6.8% 17.3% 7.3% 0.0% 2.5% -2.9% 102 -480 -3 0.00 168.32 N/A N/A 0 0 1 0 2021-10-18 $44.07 $49.00 24.7% 7.1% 15.7% 8.0% 0.0% 2.0% -4.5% 88 -342 -2 0.00 167.82 N/A N/A 0 0 1 0 2021-10-19 $44.19 $49.00 13.4% 3.8% 14.9% 1.0% 0.0% -1.5% -1.6% 28 -48 0 0.00 152.09 N/A N/A 0 0 1 0 2021-10-20 $44.07 $49.00 13.4% 3.8% 14.6% 1.0% 23.9% -1.4% -2.4% 23 -37 0 0.00 149.55 N/A N/A 1 0 1 0 2021-10-21 $43.91 $49.00 24.3% 7.0% 14.5% 7.7% 24.8% -14.4% -3.5% 74 -251 -1 0.00 166.29 N/A N/A 1 0 1 0 2021-10-22 $44.24 $49.00 13.3% 3.8% 13.3% 0.9% 24.1% 14.0% -2.2% 29 -50 0 0.00 151.77 N/A N/A 1 0 1 0 2021-10-25 $44.36 $49.00 26.5% 7.6% 12.9% 9.1% 25.2% -4.8% -4.5% 95 -350 -2 0.00 165.21 N/A N/A 1 0 1 0 2021-10-26 $44.44 $49.00 27.3% 7.8% 10.0% 9.6% 25.4% -6.2% -5.7% 99 -374 -2 0.00 164.54 N/A N/A 1 0 1 0 2021-10-27 $44.22 $49.00 14.1% 4.0% 10.3% 1.4% 26.7% -4.3% -3.3% 15 -20 0 0.00 148.16 N/A N/A 1 0 1 0 2021-10-28 $44.43 $49.00 28.2% 8.1% 10.3% 10.1% 26.6% -6.4% -6.0% 97 -351 -2 0.00 166.84 N/A N/A 1 0 1 0 2021-10-29 $44.48 $49.00 14.3% 4.1% 10.2% 1.6% 27.0% -2.9% -2.3% 17 -22 0 0.00 150.53 N/A N/A 1 0 1 0
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