IHDG Options History — July 2023 In July 2023, IHDG traded between $38.72 and $40.45. ATM implied volatility averaged 45.8%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 34.5% (HV 20d: 11.3%). Max pain ranged from $40.00 to $41.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-24 : Highest Volume — 2 contracts2023-07-12 : Largest IV drop — 44.3% change2023-07-11 : Highest IV Rank — 26.9%2023-07-31 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $39.65 $38.72 $40.45 $39.98 $40.45 Max Pain $40.29 $40.00 $41.00 $41.00 $40.00 ATM IV 45.8% 33.6% 68.6% 41.6% 52.6% Expected Move 11.7% 9.6% 15.1% 11.9% 15.1% HV 20d 11.3% 9.2% 12.0% 9.2% 11.0% HV 60d 10.9% 10.1% 11.2% 10.1% 10.8% IV Rank 16.4% 10.9% 26.9% 14.5% 19.6% IV Percentile 45.6% 13.9% 88.9% 36.9% 67.9% Term Structure -4.0% -9.0% 12.9% 8.8% -9.0% VWIV 9.5% 9.5% 9.5% 9.5% 9.5% Skew 25d 18.6% -29.0% 47.3% 42.8% 43.9% Skew 10d 13.2% -28.3% 64.2% 51.2% 64.2% Call IV 25d 36.3% 15.2% 47.4% 47.1% 45.5% Put IV 25d 54.8% 10.0% 89.9% 89.9% 89.4% Bid-Ask Spread % 160.44 148.25 176.57 167.66 163.58 Gamma HHI 0.53 0.35 1.00 0.51 0.35 Net GEX 60 -211 213 73 59 Net DEX 254 -2.4K 3.2K -542 -1.5K Net VEX -25 -29 -20 -28 -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 0.15 0 2 0 1 Total OI 3.9 2 4 4 4
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 2023-07-03 $39.98 $41.00 41.6% 11.9% 9.2% 14.5% 0.0% 42.8% 8.8% 73 -542 -28 0.00 167.66 N/A N/A 0 0 2 2 2023-07-05 $39.66 $41.00 44.4% 12.7% 9.4% 15.8% 0.0% 24.6% 5.6% 101 -10 -27 0.00 176.57 N/A N/A 0 0 2 2 2023-07-06 $38.91 $0.00 56.9% 10.1% 11.3% 21.5% 0.0% 28.0% -0.9% 45 661 -27 0.00 161.00 N/A N/A 0 0 2 2 2023-07-07 $38.72 $0.00 57.7% 10.2% 11.3% 21.9% 0.0% 18.2% -5.2% 58 1.0K -26 0.00 164.74 N/A N/A 0 0 2 2 2023-07-10 $38.83 $0.00 65.1% 10.6% 11.4% 25.2% 0.0% 9.8% -6.3% 104 1.2K -26 0.00 158.57 N/A N/A 0 0 2 2 2023-07-11 $39.00 $0.00 68.6% 10.7% 11.6% 26.9% 0.0% -8.6% -6.1% 67 729 -26 0.00 156.52 N/A N/A 0 0 2 2 2023-07-12 $39.32 $0.00 38.3% 11.0% 11.4% 13.0% 0.0% 24.7% -5.5% 121 670 -25 0.00 161.45 N/A N/A 0 0 2 2 2023-07-13 $39.70 $0.00 36.6% 10.5% 11.9% 12.2% 0.0% -13.4% -6.3% 126 113 -25 0.00 159.78 N/A N/A 0 0 2 2 2023-07-14 $39.73 $0.00 37.1% 10.6% 11.9% 12.5% 0.0% -8.9% -6.0% 122 68 -25 0.00 158.69 N/A N/A 0 0 2 2 2023-07-17 $39.59 $0.00 38.4% 11.0% 11.9% 13.0% 0.0% 31.8% -7.4% 213 727 -23 0.00 162.18 N/A N/A 0 0 2 2 2023-07-18 $39.77 $0.00 38.9% 11.2% 12.0% 13.3% 0.0% -8.1% -7.3% 145 187 -22 0.00 157.94 N/A N/A 0 0 2 2 2023-07-19 $39.80 $0.00 39.8% 11.4% 11.6% 13.7% 0.0% 33.2% -7.0% 157 183 -22 0.00 153.75 N/A N/A 0 0 2 2 2023-07-20 $39.66 $0.00 40.5% 11.6% 11.4% 14.0% 0.0% 34.0% -5.9% 206 598 -22 0.00 161.79 N/A N/A 0 0 2 2 2023-07-21 $39.97 $0.00 41.7% 12.0% 11.8% 14.6% 0.0% 34.8% -5.7% -211 3.1K -20 0.00 163.93 N/A N/A 0 0 2 2 2023-07-24 $39.86 $0.00 33.6% 9.6% 11.7% 10.9% 9.5% 47.3% 12.9% -197 3.2K -20 0.00 148.25 N/A N/A 2 0 0 2 2023-07-25 $39.84 $40.00 44.2% 12.7% 11.0% 15.7% 0.0% 14.9% -6.4% 59 -400 -29 0.00 156.95 N/A N/A 0 0 2 2 2023-07-26 $39.72 $40.00 44.9% 12.9% 11.0% 16.0% 0.0% 10.5% -8.1% -51 -910 -29 0.00 156.57 N/A N/A 0 0 2 2 2023-07-27 $40.08 $40.00 47.0% 13.5% 11.3% 17.0% 0.0% -29.0% -8.2% -39 -1.6K -28 0.00 152.92 N/A N/A 0 0 2 2 2023-07-28 $40.36 $40.00 48.1% 13.8% 11.6% 17.5% 0.0% 40.5% -7.0% 49 -2.4K -24 0.00 166.00 N/A N/A 0 0 2 2 2023-07-31 $40.45 $40.00 52.6% 15.1% 11.0% 19.6% 0.0% 43.9% -9.0% 59 -1.5K -28 0.00 163.58 N/A N/A 1 0 2 2
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