IHDG Options History — April 2022 In April 2022, IHDG traded between $40.43 and $43.65. ATM implied volatility averaged 45.6%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 30.2% (HV 20d: 15.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2022-04-11 : Largest IV spike — 75.3% change2022-04-11 : Highest IV Rank — 100.0%2022-04-29 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $42.37 $40.43 $43.65 $43.22 $41.44 ATM IV 45.6% 22.3% 105.1% 37.8% 42.0% Expected Move 9.5% 6.4% 12.0% 7.5% 12.0% HV 20d 15.5% 12.1% 19.7% 19.7% 17.7% HV 60d 20.3% 19.4% 20.8% 20.4% 20.8% IV Rank 39.6% 11.3% 100.0% 16.1% 32.4% IV Percentile 75.5% 7.5% 100.0% 75.8% 84.1% Term Structure -6.8% -18.1% 6.2% -12.0% -1.8% Skew 25d 5.5% -2.3% 16.2% 2.3% 3.5% Skew 10d 6.6% -7.4% 26.7% 4.9% 2.9% Call IV 25d 33.8% 18.6% 46.7% 43.7% 46.7% Put IV 25d 39.3% 30.8% 50.1% 46.1% 50.1% Bid-Ask Spread % 151.90 131.63 170.65 157.20 159.32 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -785 -1.3K 0 0 -940 Net DEX 14.2K 0 20.0K 0 18.8K Net VEX -102 -125 0 0 -121 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 8.5 0 10 0 10
Daily Data (20 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 2022-04-01 $43.22 $0.00 37.8% 7.5% 19.7% 16.1% 0.0% 2.3% -12.0% 0 0 0 0.00 157.20 N/A N/A 0 0 0 0 2022-04-04 $43.65 $0.00 48.3% 8.0% 17.9% 48.4% 0.0% 2.5% -4.7% 0 0 0 0.00 161.55 N/A N/A 0 0 0 0 2022-04-05 $43.22 $0.00 53.2% 8.9% 18.6% 55.0% 0.0% 3.4% -5.6% 0 0 0 0.00 156.26 N/A N/A 0 0 0 0 2022-04-06 $42.75 $0.00 55.2% 8.3% 16.4% 57.6% 0.0% -2.3% -11.1% -1.0K 17.2K -125 0.00 167.37 N/A N/A 0 0 0 10 2022-04-07 $43.04 $0.00 57.5% 10.2% 15.7% 60.7% 0.0% 15.8% -8.6% -836 14.1K -119 0.00 148.75 N/A N/A 0 0 0 10 2022-04-08 $42.99 $0.00 51.1% 7.7% 15.6% 60.4% 0.0% 4.1% -6.0% -1.1K 16.8K -124 0.00 159.23 N/A N/A 0 0 0 10 2022-04-11 $42.47 $0.00 89.7% 10.1% 16.5% 100.0% 0.0% 5.4% -9.4% -768 15.8K -122 0.00 147.21 N/A N/A 0 0 0 10 2022-04-12 $42.29 $0.00 105.1% 11.3% 16.5% 100.0% 0.0% 7.9% -13.7% -867 13.9K -116 0.00 145.92 N/A N/A 0 0 0 10 2022-04-13 $42.79 $0.00 34.3% 9.8% 13.9% 24.1% 0.0% 5.6% -18.1% -909 16.8K -124 0.00 160.51 N/A N/A 0 0 0 10 2022-04-14 $42.81 $0.00 36.2% 10.4% 13.0% 26.2% 0.0% 4.8% -11.7% -835 14.3K -117 0.00 152.74 N/A N/A 0 0 0 10 2022-04-18 $42.69 $0.00 37.5% 10.8% 12.1% 27.6% 0.0% 15.9% -5.4% -869 16.6K -122 0.00 135.34 N/A N/A 0 0 0 10 2022-04-19 $42.92 $0.00 22.3% 6.4% 12.2% 11.3% 0.0% 3.3% 6.2% -917 14.6K -117 0.00 148.13 N/A N/A 0 0 0 10 2022-04-20 $42.84 $0.00 30.5% 8.7% 12.1% 20.1% 0.0% 16.2% -1.1% -883 14.6K -116 0.00 131.63 N/A N/A 0 0 0 10 2022-04-21 $41.95 $0.00 29.8% 8.6% 13.9% 19.4% 0.0% 6.5% -4.4% -1.1K 18.1K -123 0.00 157.43 N/A N/A 0 0 0 10 2022-04-22 $41.62 $0.00 31.4% 9.0% 14.0% 21.1% 0.0% 2.7% -1.6% -705 16.5K -119 0.00 143.45 N/A N/A 0 0 0 10 2022-04-25 $41.33 $0.00 36.7% 10.5% 13.9% 26.7% 0.0% 2.3% -6.1% -889 19.0K -122 0.00 145.20 N/A N/A 0 0 0 10 2022-04-26 $40.43 $0.00 36.2% 10.4% 15.3% 26.2% 0.0% 3.3% -6.0% -902 17.9K -118 0.00 142.02 N/A N/A 0 0 0 10 2022-04-27 $41.22 $0.00 40.7% 11.7% 16.6% 31.0% 0.0% 3.9% -8.3% -1.3K 20.0K -121 0.00 170.65 N/A N/A 0 0 0 10 2022-04-28 $41.82 $0.00 37.0% 10.6% 17.7% 27.1% 0.0% 2.7% -5.9% -922 18.3K -121 0.00 148.16 N/A N/A 0 0 0 10 2022-04-29 $41.44 $0.00 42.0% 12.0% 17.7% 32.4% 0.0% 3.5% -1.8% -940 18.8K -121 0.00 159.32 N/A N/A 0 0 0 10
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