IHDG Options History — February 2024 In February 2024, IHDG traded between $42.83 and $44.66. ATM implied volatility averaged 27.2%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 18.4% (HV 20d: 8.8%). Max pain ranged from $43.00 to $44.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-20 : Highest Volume — 3 contracts2024-02-28 : Largest IV spike — 42.8% change2024-02-06 : Highest IV Rank — 13.5%2024-02-28 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $43.70 $42.83 $44.66 $42.95 $44.66 Max Pain $43.55 $43.00 $44.00 $44.00 $43.00 ATM IV 27.2% 20.3% 37.9% 32.0% 24.8% Expected Move 7.2% 5.8% 9.7% 6.6% 7.1% HV 20d 8.8% 8.1% 9.5% 9.5% 8.9% HV 60d 8.2% 7.6% 8.7% 8.0% 8.5% IV Rank 8.6% 5.5% 13.5% 10.8% 7.6% IV Percentile 10.3% 4.4% 28.2% 13.9% 8.3% Term Structure -2.1% -11.3% 10.7% -5.1% 5.2% VWIV 30.7% 27.6% 34.3% 27.6% 34.3% Skew 25d 1.4% -21.1% 18.8% 18.0% -21.1% Skew 10d 11.8% -3.6% 26.5% 24.4% 6.0% Call IV 25d 25.3% 9.3% 39.9% 10.0% 39.9% Put IV 25d 26.7% 12.1% 38.8% 28.0% 18.8% Bid-Ask Spread % 181.81 163.75 187.21 186.55 177.85 Gamma HHI 0.30 0.19 0.56 0.28 0.19 Net GEX 1.1K 280 2.6K 1.3K 729 Net DEX -42.0K -50.0K -34.2K -42.1K -39.8K Net VEX -44 -62 -20 -62 -22 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 0.45 0 3 0 0 Total OI 13.15 10 16 14 12
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 2024-02-01 $42.95 $44.00 32.0% 6.6% 9.5% 10.8% 0.0% 18.0% -5.1% 1.3K -42.1K -62 0.00 186.55 N/A N/A 0 0 13 1 2024-02-02 $43.02 $44.00 32.7% 6.6% 9.5% 11.2% 0.0% 18.5% -4.6% 1.3K -42.2K -61 0.00 186.07 N/A N/A 0 0 13 1 2024-02-05 $43.02 $44.00 36.1% 6.9% 9.3% 12.7% 0.0% 18.5% -5.3% 1.3K -42.4K -58 0.00 186.54 N/A N/A 0 0 13 1 2024-02-06 $42.95 $44.00 37.9% 6.9% 8.7% 13.5% 0.0% 17.7% -5.3% 1.3K -42.1K -59 0.00 187.21 N/A N/A 0 0 13 1 2024-02-07 $43.00 $44.00 24.0% 6.9% 8.4% 7.2% 0.0% 18.8% -5.4% 1.3K -42.4K -56 0.00 187.20 N/A N/A 0 0 13 1 2024-02-08 $43.06 $44.00 24.1% 6.9% 8.1% 7.2% 0.0% 1.1% -5.5% 1.3K -42.6K -56 0.00 186.44 N/A N/A 0 0 13 1 2024-02-09 $43.33 $44.00 25.5% 7.3% 8.3% 7.9% 0.0% 1.8% -7.4% 1.3K -43.9K -53 0.00 185.31 N/A N/A 0 0 13 1 2024-02-12 $43.31 $44.00 26.2% 7.5% 8.2% 8.2% 0.0% 1.7% -7.4% 1.3K -44.0K -50 0.00 185.44 N/A N/A 2 0 13 1 2024-02-13 $42.83 $44.00 28.1% 8.0% 8.8% 9.0% 0.0% 15.4% -11.1% 1.4K -45.3K -53 0.00 186.75 N/A N/A 0 0 14 1 2024-02-14 $43.36 $44.00 26.7% 7.7% 8.7% 8.4% 0.0% 1.8% -8.1% 1.5K -47.0K -58 0.00 184.69 N/A N/A 0 0 14 1 2024-02-15 $43.75 $44.00 23.5% 6.8% 8.5% 7.0% 27.6% 1.9% 10.7% 2.6K -50.0K -50 0.00 163.75 N/A N/A 0 1 14 1 2024-02-16 $43.78 $43.00 25.5% 7.3% 8.5% 7.9% 0.0% -14.7% 7.0% 1.7K -48.0K -55 0.00 179.19 N/A N/A 0 0 14 2 2024-02-20 $43.89 $43.00 27.5% 7.9% 8.4% 8.8% 0.0% -13.9% -7.5% 762 -43.2K -54 0.00 178.83 N/A N/A 3 0 12 1 2024-02-21 $43.94 $43.00 27.6% 7.9% 8.3% 8.8% 27.9% 0.9% -7.2% 280 -34.2K -21 0.00 182.19 N/A N/A 1 0 9 1 2024-02-22 $44.61 $43.00 21.0% 6.0% 9.4% 5.8% 33.1% 2.0% 6.9% 469 -38.0K -22 0.00 179.15 N/A N/A 0 1 10 1 2024-02-23 $44.66 $43.00 20.3% 5.8% 9.3% 5.5% 0.0% -14.6% 7.2% 487 -38.2K -21 0.00 178.21 N/A N/A 0 0 10 1 2024-02-26 $44.63 $43.00 22.9% 6.6% 9.1% 6.7% 0.0% -11.3% 6.3% 480 -38.0K -20 0.00 178.35 N/A N/A 0 0 10 1 2024-02-27 $44.66 $43.00 23.6% 6.8% 9.1% 7.0% 0.0% 0.5% 5.8% 472 -38.1K -20 0.00 178.31 N/A N/A 0 0 10 1 2024-02-28 $44.50 $43.00 33.7% 9.7% 9.3% 11.6% 34.3% -14.8% -11.3% 491 -37.7K -20 0.00 178.14 N/A N/A 1 0 10 1 2024-02-29 $44.66 $43.00 24.8% 7.1% 8.9% 7.6% 0.0% -21.1% 5.2% 729 -39.8K -22 0.00 177.85 N/A N/A 0 0 11 1
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