IHDG Options History — May 2022 In May 2022, IHDG traded between $38.94 and $41.79. ATM implied volatility averaged 44.9%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 22.3% (HV 20d: 22.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2022-05-24 : Largest IV spike — 44.5% change2022-05-09 : Highest IV Rank — 78.8%2022-05-09 : Largest Expected Move — 15.4%Monthly Statistics Metric Avg Min Max Open Close Price $40.39 $38.94 $41.79 $41.34 $41.55 ATM IV 44.9% 28.3% 85.3% 41.5% 43.5% Expected Move 11.7% 8.1% 15.4% 11.9% 12.5% HV 20d 22.7% 17.0% 26.4% 17.5% 23.8% HV 60d 21.3% 20.2% 22.2% 20.2% 20.5% IV Rank 35.6% 17.8% 78.8% 31.9% 34.0% IV Percentile 79.7% 37.3% 99.2% 83.3% 83.7% Term Structure -7.9% -13.4% 2.3% -9.9% -13.2% Skew 25d 9.2% -1.3% 21.6% 3.7% 2.6% Skew 10d 3.4% -6.0% 10.5% 2.6% 10.5% Call IV 25d 38.8% 19.0% 58.7% 39.4% 50.6% Put IV 25d 47.9% 36.3% 62.4% 43.1% 53.2% Bid-Ask Spread % 157.23 145.95 171.87 145.95 164.95 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -880 -1.0K -661 -957 -831 Net DEX 19.8K 18.1K 21.2K 19.1K 18.2K Net VEX -113 -120 -110 -120 -110 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 10 10 10 10 10
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 2022-05-02 $41.34 $0.00 41.5% 11.9% 17.5% 31.9% 0.0% 3.7% -9.9% -957 19.1K -120 0.00 145.95 N/A N/A 0 0 0 10 2022-05-03 $41.37 $0.00 42.0% 12.0% 17.0% 32.5% 0.0% 6.6% -6.3% -989 18.5K -119 0.00 150.42 N/A N/A 0 0 0 10 2022-05-04 $41.79 $0.00 44.3% 12.7% 17.3% 34.9% 0.0% 3.2% -8.8% -1.0K 18.5K -119 0.00 153.60 N/A N/A 0 0 0 10 2022-05-05 $40.60 $0.00 52.9% 10.7% 19.6% 44.1% 0.0% 1.8% -5.9% -757 18.1K -116 0.00 153.81 N/A N/A 0 0 0 10 2022-05-06 $40.16 $0.00 63.0% 13.1% 19.5% 54.9% 0.0% 2.6% -13.4% -912 20.8K -115 0.00 157.05 N/A N/A 0 0 0 10 2022-05-09 $38.94 $0.00 85.3% 15.4% 21.8% 78.8% 0.0% -1.3% -9.4% -661 20.7K -110 0.00 151.20 N/A N/A 0 0 0 10 2022-05-10 $39.34 $0.00 62.8% 11.3% 22.2% 54.7% 0.0% 14.0% -0.5% -773 20.2K -111 0.00 148.63 N/A N/A 0 0 0 10 2022-05-11 $39.21 $0.00 46.8% 13.4% 22.2% 37.6% 0.0% 15.7% -9.5% -691 19.9K -110 0.00 149.89 N/A N/A 0 0 0 10 2022-05-12 $39.08 $0.00 41.7% 11.9% 21.5% 32.1% 0.0% 11.2% -9.2% -814 21.2K -110 0.00 146.67 N/A N/A 0 0 0 10 2022-05-13 $40.19 $0.00 34.5% 9.9% 24.3% 24.4% 0.0% 15.7% -7.4% -900 20.6K -113 0.00 147.53 N/A N/A 0 0 0 10 2022-05-16 $40.15 $0.00 40.6% 11.6% 24.4% 30.9% 0.0% 8.6% -9.5% -834 20.6K -112 0.00 155.50 N/A N/A 0 0 0 10 2022-05-17 $40.85 $0.00 37.8% 10.8% 25.3% 27.9% 0.0% 3.0% -10.1% -909 19.3K -114 0.00 169.87 N/A N/A 0 0 0 10 2022-05-18 $39.87 $0.00 42.0% 12.0% 26.4% 32.4% 0.0% 6.8% -7.6% -864 20.7K -111 0.00 164.00 N/A N/A 0 0 0 10 2022-05-19 $39.83 $0.00 38.9% 11.1% 25.6% 29.0% 0.0% 21.6% -11.3% -953 20.8K -111 0.00 171.01 N/A N/A 0 0 0 10 2022-05-20 $40.17 $0.00 34.0% 9.7% 25.8% 23.8% 0.0% 19.7% -3.5% -993 21.0K -111 0.00 150.52 N/A N/A 0 0 0 10 2022-05-23 $40.60 $0.00 28.3% 8.1% 26.1% 17.8% 0.0% 19.4% 2.3% -865 18.7K -111 0.00 148.67 N/A N/A 0 0 0 10 2022-05-24 $40.41 $0.00 40.9% 11.7% 24.9% 31.3% 0.0% 20.5% -9.4% -957 20.3K -111 0.00 165.44 N/A N/A 0 0 0 10 2022-05-25 $40.50 $0.00 43.1% 12.4% 23.9% 33.6% 0.0% 11.0% -10.5% -929 19.9K -111 0.00 171.87 N/A N/A 0 0 0 10 2022-05-26 $40.89 $0.00 40.5% 11.6% 23.5% 30.8% 0.0% 2.9% -5.4% -938 19.5K -111 0.00 171.79 N/A N/A 0 0 0 10 2022-05-27 $41.37 $0.00 39.3% 11.3% 23.8% 29.5% 0.0% 2.7% -7.9% -945 18.8K -112 0.00 163.47 N/A N/A 0 0 0 10 2022-05-31 $41.55 $0.00 43.5% 12.5% 23.8% 34.0% 0.0% 2.6% -13.2% -831 18.2K -110 0.00 164.95 N/A N/A 0 0 0 10
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