IHDG Options History — April 2023 In April 2023, IHDG traded between $39.27 and $40.39. ATM implied volatility averaged 47.6%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 36.6% (HV 20d: 11.0%). Max pain ranged from $39.00 to $40.62. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-24 : Highest Volume — 1 contracts2023-04-12 : Largest IV drop — 43.0% change2023-04-10 : Highest IV Rank — 26.0%2023-04-04 : Largest Expected Move — 15.8%Monthly Statistics Metric Avg Min Max Open Close Price $39.86 $39.27 $40.39 $39.38 $40.36 Max Pain $39.93 $39.00 $40.62 $39.00 $40.62 ATM IV 47.6% 37.2% 66.7% 49.0% 46.2% Expected Move 12.4% 10.0% 15.8% 14.0% 13.2% HV 20d 11.0% 8.1% 15.3% 15.3% 8.2% HV 60d 11.3% 11.0% 11.6% 11.6% 11.5% IV Rank 17.2% 12.5% 26.0% 17.9% 16.6% IV Percentile 55.5% 26.2% 89.3% 62.7% 54.8% Term Structure -4.7% -21.1% 12.1% -0.7% -7.7% VWIV 33.1% 29.8% 36.4% 29.8% 36.4% Skew 25d 42.6% 29.9% 54.3% 49.3% 45.6% Skew 10d 59.9% 40.4% 71.1% 69.9% 65.4% Call IV 25d 32.3% 11.8% 45.6% 42.3% 38.3% Put IV 25d 74.9% 58.4% 95.5% 91.6% 84.0% Bid-Ask Spread % 156.10 135.63 174.75 174.75 155.00 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 216 0 282 256 252 Net DEX -4.3K -8.1K 0 -4.4K -4.1K Net VEX -5 -8 0 -7 -8 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 0.105 0 1 0 0 Total OI 1.842 0 2 2 2
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 2023-04-03 $39.38 $39.00 49.0% 14.0% 15.3% 17.9% 0.0% 49.3% -0.7% 256 -4.4K -7 0.00 174.75 N/A N/A 0 0 2 0 2023-04-04 $39.27 $39.00 55.0% 15.8% 15.2% 20.6% 0.0% 51.1% -10.5% 245 -4.3K -7 0.00 174.48 N/A N/A 0 0 2 0 2023-04-05 $39.28 $39.00 44.8% 12.8% 15.2% 15.9% 0.0% 49.9% 12.1% 282 -4.4K -7 0.00 167.94 N/A N/A 0 0 2 0 2023-04-06 $39.39 $0.00 58.4% 10.0% 14.4% 22.2% 0.0% 46.7% -6.4% 249 -4.4K -6 0.00 135.63 N/A N/A 0 0 2 0 2023-04-10 $39.52 $0.00 66.7% 11.1% 13.4% 26.0% 0.0% 29.9% -8.3% 229 -4.5K -5 0.00 162.33 N/A N/A 0 0 2 0 2023-04-11 $39.52 $0.00 65.2% 10.7% 13.2% 25.3% 0.0% 48.5% -3.2% 251 -4.5K -5 0.00 152.37 N/A N/A 0 0 2 0 2023-04-12 $39.52 $0.00 37.2% 10.7% 12.9% 12.5% 0.0% 32.6% 2.7% 257 -4.5K -5 0.00 150.10 N/A N/A 0 0 2 0 2023-04-13 $39.95 $0.00 48.3% 13.8% 12.1% 17.6% 0.0% 51.6% -21.1% 197 -4.7K -5 0.00 167.80 N/A N/A 0 0 2 0 2023-04-14 $40.03 $0.00 39.4% 11.3% 10.9% 13.5% 0.0% 34.3% -6.8% 246 -4.9K -4 0.00 154.33 N/A N/A 0 0 2 0 2023-04-17 $40.05 $0.00 41.2% 11.8% 9.2% 14.3% 0.0% 54.3% -8.3% 246 -4.9K -3 0.00 153.82 N/A N/A 0 0 2 0 2023-04-18 $40.08 $0.00 41.8% 12.0% 8.7% 14.6% 0.0% 36.8% -4.7% 255 -4.9K -3 0.00 149.31 N/A N/A 0 0 2 0 2023-04-19 $39.97 $0.00 42.1% 12.1% 8.4% 14.7% 0.0% 36.7% -6.5% 254 -4.8K -2 0.00 152.01 N/A N/A 0 0 2 0 2023-04-20 $39.97 $0.00 42.5% 12.2% 8.1% 14.9% 0.0% 37.4% 3.2% 258 -4.8K -2 0.00 153.49 N/A N/A 0 0 2 0 2023-04-21 $40.36 $0.00 40.3% 11.6% 8.4% 13.9% 0.0% 39.7% -4.9% 0 -8.1K 0 0.00 154.66 N/A N/A 0 0 2 0 2023-04-24 $40.30 $0.00 42.7% 12.2% 8.6% 15.0% 29.8% 41.8% -5.1% 0 0 0 0.00 151.50 N/A N/A 1 0 0 0 2023-04-25 $40.11 $40.62 50.3% 14.4% 9.0% 18.5% 36.4% 37.0% -9.0% 116 -2.0K -4 0.00 157.79 N/A N/A 1 0 1 0 2023-04-26 $39.88 $40.62 47.8% 13.7% 8.9% 17.3% 0.0% 41.4% 1.7% 257 -3.8K -8 0.00 143.76 N/A N/A 0 0 2 0 2023-04-27 $40.39 $40.62 44.8% 12.8% 8.4% 16.0% 0.0% 44.2% -5.7% 258 -4.2K -8 0.00 154.87 N/A N/A 0 0 2 0 2023-04-28 $40.36 $40.62 46.2% 13.2% 8.2% 16.6% 0.0% 45.6% -7.7% 252 -4.1K -8 0.00 155.00 N/A N/A 0 0 2 0
« Mar 2023 | All History | May 2023 » Home IHDG History April 2023