IHDG Options History — June 2023 In June 2023, IHDG traded between $39.34 and $40.61. ATM implied volatility averaged 54.6%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 42.8% (HV 20d: 11.8%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-20 : Highest Volume — 2 contracts2023-06-14 : Largest IV drop — 69.6% change2023-06-13 : Highest IV Rank — 52.0%2023-06-01 : Largest Expected Move — 16.7%Monthly Statistics Metric Avg Min Max Open Close Price $40.00 $39.34 $40.61 $39.45 $40.16 Max Pain $41.00 $41.00 $41.00 $41.00 $41.00 ATM IV 54.6% 33.0% 123.6% 58.3% 37.9% Expected Move 11.0% 9.5% 16.7% 16.7% 10.9% HV 20d 11.8% 10.4% 12.8% 10.7% 10.9% HV 60d 10.7% 9.9% 12.2% 11.7% 10.1% IV Rank 20.5% 10.6% 52.0% 22.2% 12.8% IV Percentile 52.4% 11.9% 98.4% 82.9% 24.2% Term Structure -1.7% -19.1% 10.9% -12.3% 10.9% VWIV 26.7% 26.7% 26.7% 26.7% 26.7% Skew 25d 12.7% -28.9% 47.7% 47.7% -28.9% Skew 10d 25.7% -29.8% 60.7% 49.9% 36.4% Call IV 25d 36.0% 30.0% 52.9% 52.9% 38.6% Put IV 25d 48.7% 9.7% 100.6% 100.6% 9.7% Bid-Ask Spread % 172.19 161.28 179.33 172.12 161.28 Gamma HHI 0.87 0.52 1.00 1.00 0.54 Net GEX 238 0 397 246 159 Net DEX -2.4K -3.8K 0 -3.2K -266 Net VEX -10 -29 0 -6 -28 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 0.19 0 2 0 0 Total OI 2.333 0 4 2 4
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 2023-06-01 $39.45 $41.00 58.3% 16.7% 10.7% 22.2% 0.0% 47.7% -12.3% 246 -3.2K -6 0.00 172.12 N/A N/A 0 0 2 0 2023-06-02 $40.14 $41.00 57.2% 16.4% 12.5% 21.6% 0.0% -12.0% -12.9% 278 -3.7K -6 0.00 170.65 N/A N/A 0 0 2 0 2023-06-05 $39.91 $0.00 62.9% 9.5% 12.1% 24.3% 0.0% 26.4% -1.6% 319 -3.3K -5 0.00 177.52 N/A N/A 0 0 2 0 2023-06-06 $40.11 $0.00 66.8% 9.7% 12.3% 26.0% 0.0% 27.0% -2.5% 264 -3.7K -5 0.00 177.24 N/A N/A 0 0 2 0 2023-06-07 $39.91 $0.00 70.1% 9.8% 12.2% 27.5% 0.0% 27.4% -2.3% 252 -3.5K -5 0.00 164.24 N/A N/A 0 0 2 0 2023-06-08 $39.95 $0.00 73.8% 9.8% 12.1% 29.2% 0.0% 32.5% -2.9% 397 -3.1K -5 0.00 169.84 N/A N/A 0 0 2 0 2023-06-09 $39.91 $0.00 78.3% 9.8% 12.0% 31.3% 0.0% 32.6% -3.0% 389 -3.1K -4 0.00 170.23 N/A N/A 0 0 2 0 2023-06-12 $40.28 $0.00 105.2% 10.4% 12.4% 43.6% 0.0% 28.9% -3.1% 339 -3.6K -3 0.00 168.71 N/A N/A 0 0 2 0 2023-06-13 $40.44 $0.00 123.6% 10.6% 12.5% 52.0% 0.0% -21.1% -3.3% 342 -3.7K -3 0.00 173.29 N/A N/A 0 0 2 0 2023-06-14 $40.39 $0.00 37.6% 10.8% 12.3% 12.7% 0.0% 30.7% -3.6% 280 -3.8K -2 0.00 175.93 N/A N/A 0 0 2 0 2023-06-15 $40.52 $0.00 34.6% 9.9% 12.3% 11.3% 0.0% -20.3% -19.1% 337 -3.8K -2 0.00 177.21 N/A N/A 0 0 2 0 2023-06-16 $40.61 $0.00 35.9% 10.3% 12.3% 11.9% 0.0% 31.6% -3.7% 48 -4 0 0.00 168.97 N/A N/A 0 0 2 0 2023-06-20 $40.22 $0.00 40.2% 11.5% 12.7% 13.8% 26.7% 32.5% -3.8% 0 0 0 0.00 179.33 N/A N/A 2 0 0 0 2023-06-21 $39.97 $41.00 40.4% 11.6% 12.8% 14.0% 0.0% 11.4% -5.7% 297 -3.4K -9 0.00 165.75 N/A N/A 0 0 2 0 2023-06-22 $39.91 $41.00 33.0% 9.5% 11.6% 10.6% 0.0% 10.8% 8.9% 306 -3.3K -9 0.00 174.21 N/A N/A 0 1 2 0 2023-06-23 $39.76 $41.00 33.6% 9.6% 11.1% 10.9% 0.0% -15.3% 8.2% 179 -1.7K -18 0.00 169.57 N/A N/A 0 0 2 1 2023-06-26 $39.34 $41.00 46.2% 13.2% 11.7% 16.6% 0.0% 37.0% -6.5% 154 -1.5K -18 0.00 179.23 N/A N/A 0 0 2 1 2023-06-27 $39.56 $41.00 36.3% 10.4% 11.4% 12.1% 0.0% -24.1% 6.2% 221 -1.4K -17 0.00 173.16 N/A N/A 0 1 2 1 2023-06-28 $39.72 $41.00 37.0% 10.6% 10.6% 12.4% 0.0% -27.6% 8.0% 108 -101 -29 0.00 172.98 N/A N/A 0 0 2 2 2023-06-29 $39.75 $41.00 37.8% 10.8% 10.4% 12.8% 0.0% 39.0% 7.9% 83 -243 -29 0.00 174.57 N/A N/A 0 0 2 2 2023-06-30 $40.16 $41.00 37.9% 10.9% 10.9% 12.8% 0.0% -28.9% 10.9% 159 -266 -28 0.00 161.28 N/A N/A 0 0 2 2
« May 2023 | All History | Jul 2023 » Home IHDG History June 2023