IHDG Options History — November 2021 In November 2021, IHDG traded between $43.80 and $45.69. ATM implied volatility averaged 28.5%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 19.8% (HV 20d: 8.7%). Max pain ranged from $49.00 to $49.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-11-01 : Highest Volume — 1 contracts2021-11-02 : Largest IV spike — 83.8% change2021-11-24 : Highest IV Rank — 17.4%2021-11-24 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $45.12 $43.80 $45.69 $44.77 $43.95 Max Pain $49.00 $49.00 $49.00 $49.00 $49.00 ATM IV 28.5% 16.0% 39.9% 16.0% 34.7% Expected Move 7.5% 4.6% 11.4% 4.6% 9.9% HV 20d 8.7% 7.1% 14.6% 8.1% 14.6% HV 60d 12.0% 11.5% 13.7% 11.6% 13.7% IV Rank 10.3% 2.6% 17.4% 2.6% 14.1% IV Percentile 35.5% 3.6% 72.2% 3.6% 62.3% Term Structure -5.3% -11.1% -0.7% -3.7% -9.4% VWIV 28.1% 27.9% 28.2% 28.0% 27.9% Skew 25d 4.4% -5.5% 15.7% -1.4% 5.2% Skew 10d 8.5% -14.1% 23.8% -7.6% 7.4% Call IV 25d 28.1% 12.9% 47.5% 16.2% 38.8% Put IV 25d 32.5% 14.8% 50.1% 14.8% 44.0% Bid-Ask Spread % 174.74 148.27 183.07 148.27 173.59 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 95 0 157 27 0 Net DEX -364 -615 0 -36 0 Net VEX -1 -2 0 0 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 0.714 0 1 1 0 Total OI 0.714 0 1 1 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 2021-11-01 $44.77 $49.00 16.0% 4.6% 8.1% 2.6% 28.0% -1.4% -3.7% 27 -36 0 0.00 148.27 N/A N/A 1 0 1 0 2021-11-02 $44.92 $49.00 29.3% 8.4% 8.1% 10.8% 28.2% -0.1% -7.9% 114 -389 -2 0.00 164.97 N/A N/A 1 0 1 0 2021-11-03 $45.20 $49.00 29.8% 8.5% 7.9% 11.1% 27.9% -5.5% -7.7% 131 -473 -2 0.00 164.72 N/A N/A 1 0 1 0 2021-11-04 $45.23 $0.00 31.4% 6.3% 7.3% 12.1% 0.0% -4.3% -2.9% 139 -589 -2 0.00 178.78 N/A N/A 1 0 1 0 2021-11-05 $45.15 $0.00 31.9% 6.2% 7.1% 12.4% 0.0% 1.9% -2.1% 128 -457 -1 0.00 181.87 N/A N/A 1 0 1 0 2021-11-08 $45.22 $0.00 35.5% 6.6% 7.1% 14.7% 0.0% 13.1% -3.8% 138 -587 -2 0.00 182.98 N/A N/A 1 0 1 0 2021-11-09 $45.20 $0.00 37.3% 6.5% 7.2% 15.7% 0.0% 11.8% -3.1% 137 -568 -2 0.00 183.07 N/A N/A 1 0 1 0 2021-11-10 $44.76 $0.00 22.8% 6.5% 8.0% 6.8% 0.0% 2.4% -3.9% 113 -427 -1 0.00 181.90 N/A N/A 1 0 1 0 2021-11-11 $45.37 $0.00 23.8% 6.8% 8.1% 7.4% 0.0% 14.9% -4.0% 144 -579 -1 0.00 182.02 N/A N/A 1 0 1 0 2021-11-12 $45.55 $0.00 22.5% 6.4% 8.1% 6.6% 0.0% 15.7% -4.1% 154 -609 -1 0.00 166.14 N/A N/A 1 0 1 0 2021-11-15 $45.51 $0.00 23.8% 6.8% 8.0% 7.4% 0.0% 2.1% -4.8% 151 -598 -1 0.00 178.67 N/A N/A 1 0 1 0 2021-11-16 $45.61 $0.00 23.6% 6.8% 8.0% 7.3% 0.0% 2.3% -4.9% 157 -615 -1 0.00 160.15 N/A N/A 1 0 1 0 2021-11-17 $45.62 $0.00 24.5% 7.0% 7.9% 7.9% 0.0% 2.4% -5.6% 157 -606 -1 0.00 178.60 N/A N/A 1 0 1 0 2021-11-18 $45.58 $0.00 24.2% 6.9% 7.7% 7.7% 0.0% 1.8% -3.9% 154 -582 -1 0.00 177.97 N/A N/A 1 0 1 0 2021-11-19 $45.63 $0.00 24.9% 7.1% 7.4% 8.1% 0.0% 2.2% -4.2% 153 -525 0 0.00 178.35 N/A N/A 1 0 1 0 2021-11-22 $45.69 $0.00 25.0% 7.2% 7.4% 8.2% 0.0% 13.3% -0.7% 0 0 0 0.00 176.51 N/A N/A 0 0 0 0 2021-11-23 $45.24 $0.00 27.9% 8.0% 8.4% 9.9% 0.0% 2.5% -5.2% 0 0 0 0.00 172.93 N/A N/A 0 0 0 0 2021-11-24 $45.13 $0.00 39.9% 11.4% 8.2% 17.4% 0.0% 2.6% -11.1% 0 0 0 0.00 178.88 N/A N/A 0 0 0 0 2021-11-26 $43.80 $0.00 36.8% 10.5% 13.6% 15.4% 0.0% 4.7% -10.0% 0 0 0 0.00 182.08 N/A N/A 0 0 0 0 2021-11-29 $44.37 $0.00 33.5% 9.6% 14.4% 13.4% 0.0% 4.6% -8.4% 0 0 0 0.00 177.18 N/A N/A 0 0 0 0 2021-11-30 $43.95 $0.00 34.7% 9.9% 14.6% 14.1% 0.0% 5.2% -9.4% 0 0 0 0.00 173.59 N/A N/A 0 0 0 0
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