IHDG Options History — March 2024 In March 2024, IHDG traded between $44.58 and $45.95. ATM implied volatility averaged 32.3%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 22.7% (HV 20d: 9.7%). Max pain ranged from $43.00 to $45.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-18 : Highest Volume — 1 contracts2024-03-13 : Largest IV drop — 65.7% change2024-03-12 : Highest IV Rank — 27.4%2024-03-28 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $45.34 $44.58 $45.95 $45.05 $45.95 Max Pain $44.78 $43.00 $45.00 $43.00 $45.00 ATM IV 32.3% 22.7% 68.5% 22.7% 26.4% Expected Move 6.8% 6.1% 7.6% 6.5% 7.6% HV 20d 9.7% 8.5% 11.3% 9.1% 8.9% HV 60d 9.0% 8.6% 9.2% 8.6% 9.1% IV Rank 14.4% 6.6% 27.4% 6.6% 15.8% IV Percentile 25.6% 5.2% 92.9% 5.2% 14.7% Term Structure -3.3% -6.5% 7.6% 7.6% -6.5% VWIV 25.1% 24.3% 25.9% 24.3% 25.9% Skew 25d 5.6% -0.8% 18.4% 0.7% -0.4% Skew 10d 12.5% 5.3% 25.1% 8.8% 7.2% Call IV 25d 24.0% 8.7% 40.6% 40.6% 33.6% Put IV 25d 29.6% 25.8% 41.2% 41.2% 33.2% Bid-Ask Spread % 185.09 177.30 187.79 177.30 182.13 Gamma HHI 0.33 0.19 0.85 0.20 0.35 Net GEX 482 -60 1.9K 711 113 Net DEX -38.9K -44.1K -33.4K -41.2K -36.5K Net VEX -13 -20 -5 -20 -12 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 0.1 0 1 0 0 Total OI 10.95 8 12 12 10
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 2024-03-01 $45.05 $43.00 22.7% 6.5% 9.1% 6.6% 0.0% 0.7% 7.6% 711 -41.2K -20 0.00 177.30 N/A N/A 0 0 11 1 2024-03-04 $45.00 $0.00 36.2% 6.1% 9.2% 12.7% 0.0% 17.1% -3.2% 725 -41.1K -18 0.00 187.78 N/A N/A 0 0 11 1 2024-03-05 $44.58 $0.00 40.1% 6.2% 10.1% 14.5% 0.0% 14.0% -3.0% 680 -39.6K -19 0.00 187.79 N/A N/A 0 0 11 1 2024-03-06 $44.95 $0.00 39.6% 6.3% 10.3% 14.3% 0.0% 17.3% -2.5% 680 -40.9K -16 0.00 187.79 N/A N/A 0 0 11 1 2024-03-07 $45.28 $0.00 43.6% 6.6% 10.4% 16.1% 0.0% 1.7% -2.6% 706 -42.0K -16 0.00 186.37 N/A N/A 0 0 11 1 2024-03-08 $44.97 $0.00 42.9% 6.3% 10.9% 15.8% 0.0% 16.7% -3.3% 704 -40.9K -16 0.00 187.56 N/A N/A 0 0 11 1 2024-03-11 $44.88 $0.00 57.2% 6.6% 10.9% 22.3% 0.0% 17.7% -3.0% 663 -40.5K -13 0.00 187.60 N/A N/A 0 0 11 1 2024-03-12 $45.36 $0.00 68.5% 6.8% 11.3% 27.4% 0.0% 18.4% -3.7% 663 -42.1K -11 0.00 185.77 N/A N/A 0 0 11 1 2024-03-13 $45.41 $0.00 23.5% 6.7% 10.2% 7.0% 0.0% 2.1% -3.1% 671 -42.3K -10 0.00 186.27 N/A N/A 0 0 11 1 2024-03-14 $45.23 $0.00 23.0% 6.6% 9.8% 6.7% 0.0% 1.2% -2.6% 670 -41.8K -8 0.00 186.78 N/A N/A 0 0 11 1 2024-03-15 $45.22 $0.00 23.3% 6.7% 9.5% 13.2% 0.0% 1.1% -2.1% 1.9K -44.1K -5 0.00 186.34 N/A N/A 0 0 11 1 2024-03-18 $45.30 $0.00 24.9% 7.1% 9.5% 14.5% 24.3% 1.3% -4.0% 144 -35.5K -5 0.00 186.41 N/A N/A 0 1 8 0 2024-03-19 $45.31 $45.00 25.2% 7.2% 9.5% 14.8% 25.9% 1.5% -4.7% -60 -33.4K -11 0.00 186.29 N/A N/A 1 0 8 1 2024-03-20 $45.64 $45.00 24.6% 7.0% 9.7% 14.2% 0.0% 1.8% -4.4% 130 -35.6K -15 0.00 185.26 N/A N/A 0 0 9 1 2024-03-21 $45.89 $45.00 24.3% 7.0% 8.5% 13.9% 0.0% 2.8% -4.7% 124 -36.1K -14 0.00 184.41 N/A N/A 0 0 9 1 2024-03-22 $45.66 $45.00 24.1% 6.9% 8.8% 13.9% 0.0% -0.6% -4.5% 113 -36.0K -14 0.00 182.79 N/A N/A 0 0 9 1 2024-03-25 $45.53 $45.00 25.8% 7.4% 8.9% 15.3% 0.0% -0.2% -4.7% 108 -35.7K -13 0.00 182.58 N/A N/A 0 0 9 1 2024-03-26 $45.66 $45.00 25.6% 7.3% 8.9% 15.1% 0.0% -0.8% -5.9% 107 -36.0K -13 0.00 182.56 N/A N/A 0 0 9 1 2024-03-27 $45.95 $45.00 25.2% 7.2% 8.9% 14.8% 0.0% -0.3% -5.6% 115 -36.5K -12 0.00 181.97 N/A N/A 0 0 9 1 2024-03-28 $45.95 $45.00 26.4% 7.6% 8.9% 15.8% 0.0% -0.4% -6.5% 113 -36.5K -12 0.00 182.13 N/A N/A 0 0 9 1
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