IHDG Options History — January 2024 In January 2024, IHDG traded between $41.38 and $43.00. ATM implied volatility averaged 31.2%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 22.4% (HV 20d: 8.7%). Max pain ranged from $39.00 to $41.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-29 : Highest Volume — 2 contracts2024-01-10 : Largest IV drop — 41.2% change2024-01-02 : Highest IV Rank — 18.5%2024-01-02 : Largest Expected Move — 14.0%Monthly Statistics Metric Avg Min Max Open Close Price $42.04 $41.38 $43.00 $41.70 $42.75 Max Pain $39.19 $39.00 $41.00 $41.00 $39.00 ATM IV 31.2% 24.1% 49.0% 49.0% 31.7% Expected Move 8.2% 6.6% 14.0% 14.0% 9.1% HV 20d 8.7% 6.9% 9.9% 6.9% 9.8% HV 60d 9.3% 7.9% 9.9% 9.8% 7.9% IV Rank 10.4% 7.3% 18.5% 18.5% 10.7% IV Percentile 14.9% 6.3% 59.9% 59.9% 13.5% Term Structure -6.4% -12.3% -3.4% -8.9% -7.2% Skew 25d -0.1% -29.3% 4.5% -29.3% -0.1% Skew 10d 8.4% -25.9% 13.9% -25.9% 10.2% Call IV 25d 33.7% 24.9% 43.4% 41.8% 42.2% Put IV 25d 33.5% 12.4% 43.6% 12.4% 42.1% Bid-Ask Spread % 169.54 154.76 182.07 181.68 166.54 Gamma HHI 0.24 0.19 0.28 0.27 0.28 Net GEX 872 701 1.3K 728 1.3K Net DEX -33.9K -42.4K -30.0K -30.0K -41.3K Net VEX -46 -63 -32 -57 -63 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 11.667 11 14 11 14
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 2024-01-02 $41.70 $41.00 49.0% 14.0% 6.9% 18.5% 0.0% -29.3% -8.9% 728 -30.0K -57 0.00 181.68 N/A N/A 0 0 10 1 2024-01-03 $41.45 $41.00 36.5% 10.5% 7.4% 12.9% 0.0% 0.2% -12.3% 761 -30.7K -47 0.00 182.07 N/A N/A 0 0 10 1 2024-01-04 $41.55 $39.00 35.4% 6.6% 7.3% 12.4% 0.0% 1.2% -5.2% 761 -31.0K -46 0.00 170.15 N/A N/A 0 0 10 1 2024-01-05 $41.38 $39.00 37.5% 7.2% 7.4% 13.3% 0.0% 1.3% -6.6% 755 -30.7K -46 0.00 170.68 N/A N/A 0 0 10 1 2024-01-08 $41.84 $39.00 38.3% 6.7% 8.2% 13.7% 0.0% 1.6% -5.5% 757 -32.0K -42 0.00 169.93 N/A N/A 0 0 10 1 2024-01-09 $41.63 $39.00 41.1% 6.9% 8.0% 15.0% 0.0% 1.0% -6.3% 760 -31.3K -41 0.00 170.97 N/A N/A 0 0 10 1 2024-01-10 $41.91 $39.00 24.1% 6.9% 8.2% 7.3% 0.0% 0.8% -5.8% 758 -32.2K -41 0.00 169.80 N/A N/A 0 0 10 1 2024-01-11 $41.86 $39.00 24.3% 7.0% 8.2% 7.3% 0.0% 0.8% -6.8% 758 -32.1K -40 0.00 169.63 N/A N/A 0 0 10 1 2024-01-12 $42.09 $39.00 24.8% 7.1% 8.0% 7.5% 0.0% 1.9% -6.9% 1.2K -32.7K -32 0.00 154.76 N/A N/A 0 0 10 1 2024-01-16 $41.78 $39.00 26.4% 7.6% 8.4% 8.3% 0.0% 0.8% -4.9% 784 -31.4K -42 0.00 170.19 N/A N/A 1 0 10 1 2024-01-17 $41.39 $39.00 28.5% 8.2% 9.0% 9.3% 0.0% 0.7% -9.0% 917 -32.5K -50 0.00 170.62 N/A N/A 0 0 11 1 2024-01-18 $41.84 $39.00 27.3% 7.8% 9.7% 8.7% 0.0% 1.3% -6.1% 916 -34.2K -47 0.00 170.46 N/A N/A 0 0 11 1 2024-01-19 $41.89 $39.00 26.7% 7.7% 9.4% 8.4% 0.0% 0.9% -4.4% 708 -36.1K -45 0.00 169.84 N/A N/A 0 0 11 1 2024-01-22 $42.08 $39.00 28.5% 8.2% 9.4% 9.2% 0.0% 1.1% -6.4% 701 -32.5K -41 0.00 169.29 N/A N/A 1 0 10 1 2024-01-23 $42.00 $39.00 29.1% 8.3% 9.2% 9.5% 0.0% 1.0% -6.7% 881 -33.7K -47 0.00 169.79 N/A N/A 0 0 11 1 2024-01-24 $42.25 $39.00 29.6% 8.5% 9.4% 9.7% 0.0% 1.2% -7.6% 880 -34.6K -44 0.00 168.28 N/A N/A 0 0 11 1 2024-01-25 $42.56 $39.00 29.2% 8.4% 9.7% 9.5% 0.0% 2.7% -5.3% 880 -35.7K -43 0.00 167.33 N/A N/A 0 0 11 1 2024-01-26 $42.89 $39.00 27.4% 7.8% 9.9% 8.7% 0.0% 3.3% -3.4% 884 -36.8K -40 0.00 165.74 N/A N/A 0 0 11 1 2024-01-29 $43.00 $39.00 28.9% 8.3% 9.9% 9.4% 0.0% 4.5% -4.1% 898 -37.2K -39 0.00 166.23 N/A N/A 2 0 11 1 2024-01-30 $43.00 $39.00 30.0% 8.6% 9.9% 9.9% 0.0% 0.6% -5.1% 1.3K -42.4K -63 0.00 166.33 N/A N/A 0 0 13 1 2024-01-31 $42.75 $39.00 31.7% 9.1% 9.8% 10.7% 0.0% -0.1% -7.2% 1.3K -41.3K -63 0.00 166.54 N/A N/A 0 0 13 1
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