IHDG Options History — February 2023 In February 2023, IHDG traded between $37.95 and $38.88. ATM implied volatility averaged 41.7%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 33.4% (HV 20d: 8.3%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 8 of 19 days.
Notable Days 2023-02-21 : Largest IV spike — 333.7% change2023-02-07 : Highest IV Rank — 47.9%2023-02-28 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $38.45 $37.95 $38.88 $38.41 $37.95 ATM IV 41.7% 11.3% 69.2% 54.5% 55.7% Expected Move 10.8% 3.2% 16.0% 15.6% 16.0% HV 20d 8.3% 7.1% 10.3% 8.6% 10.3% HV 60d 22.5% 22.1% 23.3% 23.3% 22.3% IV Rank 25.6% 1.1% 47.9% 36.0% 36.9% IV Percentile 47.2% 0.8% 92.5% 81.0% 82.1% Term Structure 0.3% -20.4% 28.5% -10.3% -11.5% Skew 25d 31.1% 11.0% 56.5% 56.5% 46.3% Skew 10d 16.3% -15.4% 53.6% 21.9% 47.2% Call IV 25d 33.0% 11.6% 51.4% 43.9% 51.4% Put IV 25d 64.1% 31.3% 100.4% 100.4% 97.8% Bid-Ask Spread % 175.96 157.92 184.38 160.94 181.15 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 (19 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 2023-02-01 $38.41 $0.00 54.5% 15.6% 8.6% 36.0% 0.0% 56.5% -10.3% 0 0 0 0.00 160.94 N/A N/A 0 0 0 0 2023-02-02 $38.55 $0.00 57.4% 9.2% 7.7% 38.3% 0.0% 48.8% 0.4% 0 0 0 0.00 184.38 N/A N/A 0 0 0 0 2023-02-03 $38.88 $0.00 60.0% 10.2% 8.0% 40.4% 0.0% 47.1% -4.2% 0 0 0 0.00 177.17 N/A N/A 0 0 0 0 2023-02-06 $38.66 $0.00 25.2% 9.6% 7.3% 12.3% 0.0% 30.8% 1.8% 0 0 0 0.00 167.65 N/A N/A 0 0 0 0 2023-02-07 $38.69 $0.00 69.2% 10.5% 7.2% 47.9% 0.0% 31.5% -5.2% 0 0 0 0.00 180.88 N/A N/A 0 0 0 0 2023-02-08 $38.48 $0.00 18.6% 5.3% 7.7% 7.0% 0.0% 19.7% 7.0% 0 0 0 0.00 179.52 N/A N/A 0 0 0 0 2023-02-09 $38.39 $0.00 33.4% 9.6% 7.1% 19.0% 0.0% 25.3% 9.8% 0 0 0 0.00 175.32 N/A N/A 0 0 0 0 2023-02-10 $38.13 $0.00 40.5% 11.6% 7.6% 24.7% 0.0% 18.3% -20.4% 0 0 0 0.00 177.88 N/A N/A 0 0 0 0 2023-02-13 $38.59 $0.00 32.2% 9.2% 8.5% 18.0% 0.0% 32.5% -5.9% 0 0 0 0.00 157.92 N/A N/A 0 0 0 0 2023-02-14 $38.68 $0.00 26.6% 7.6% 8.3% 13.5% 0.0% 11.0% 5.5% 0 0 0 0.00 174.69 N/A N/A 0 0 0 0 2023-02-15 $38.77 $0.00 23.0% 6.6% 8.2% 10.5% 0.0% 11.8% 24.4% 0 0 0 0.00 173.28 N/A N/A 0 0 0 0 2023-02-16 $38.52 $0.00 31.7% 9.1% 8.2% 17.6% 0.0% 39.9% 28.5% 0 0 0 0.00 176.89 N/A N/A 0 0 0 0 2023-02-17 $38.66 $0.00 11.3% 3.2% 8.0% 1.1% 0.0% 40.7% 27.1% 0 0 0 0.00 167.48 N/A N/A 0 0 0 0 2023-02-21 $38.27 $0.00 48.8% 14.0% 8.6% 31.4% 0.0% 29.0% -7.9% 0 0 0 0.00 183.10 N/A N/A 0 0 0 0 2023-02-22 $38.29 $0.00 49.9% 14.3% 8.6% 32.2% 0.0% 29.9% -8.7% 0 0 0 0.00 182.27 N/A N/A 0 0 0 0 2023-02-23 $38.42 $0.00 52.8% 15.1% 8.6% 34.6% 0.0% 11.2% -6.4% 0 0 0 0.00 178.97 N/A N/A 0 0 0 0 2023-02-24 $37.95 $0.00 45.9% 13.2% 9.7% 29.0% 0.0% 15.3% -8.7% 0 0 0 0.00 180.52 N/A N/A 0 0 0 0 2023-02-27 $38.22 $0.00 55.3% 15.9% 10.0% 36.7% 0.0% 45.0% -10.6% 0 0 0 0.00 183.29 N/A N/A 0 0 0 0 2023-02-28 $37.95 $0.00 55.7% 16.0% 10.3% 36.9% 0.0% 46.3% -11.5% 0 0 0 0.00 181.15 N/A N/A 0 0 0 0
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