IHDG Options History — October 2024 In October 2024, IHDG traded between $44.04 and $46.00. ATM implied volatility averaged 30.8%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 17.9% (HV 20d: 12.8%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 41.4% change2024-10-08 : Highest IV Rank — 28.0%2024-10-31 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $45.21 $44.04 $46.00 $45.44 $44.04 Max Pain $46.00 $46.00 $46.00 $46.00 $46.00 ATM IV 30.8% 24.0% 40.9% 34.2% 36.5% Expected Move 8.2% 6.9% 10.5% 9.8% 10.5% HV 20d 12.8% 10.9% 14.8% 14.3% 12.3% HV 60d 15.8% 13.2% 16.6% 16.6% 13.4% IV Rank 14.1% 5.3% 28.0% 22.5% 17.3% IV Percentile 49.0% 12.3% 78.6% 60.3% 69.8% Term Structure -8.3% -12.9% -4.9% -9.8% -12.9% Skew 25d 1.6% -0.8% 24.4% -0.8% 0.2% Skew 10d 4.8% -1.5% 29.0% 7.0% -1.5% Call IV 25d 32.4% 12.1% 43.4% 39.9% 43.4% Put IV 25d 34.0% 28.0% 43.7% 39.0% 43.7% Bid-Ask Spread % 175.68 174.16 182.00 181.93 174.56 Gamma HHI 0.73 0.52 1.00 0.53 1.00 Net GEX 787 232 1.3K 1.1K 232 Net DEX -8.2K -13.0K -3.4K -11.8K -3.4K Net VEX -27 -38 -19 -38 -19 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4.435 2 6 6 2
Daily Data (23 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 2024-10-01 $45.44 $46.00 34.2% 9.8% 14.3% 22.5% 0.0% -0.8% -9.8% 1.1K -11.8K -38 0.00 181.93 N/A N/A 0 0 6 0 2024-10-02 $45.45 $46.00 34.3% 9.8% 13.9% 22.0% 0.0% -0.4% -10.2% 1.2K -11.8K -38 0.00 182.00 N/A N/A 0 0 6 0 2024-10-03 $45.13 $0.00 33.9% 7.0% 13.5% 21.7% 0.0% 0.6% -6.7% 1.1K -10.9K -36 0.00 174.89 N/A N/A 0 0 6 0 2024-10-04 $45.50 $0.00 35.9% 7.2% 12.4% 23.5% 0.0% 1.3% -7.0% 1.2K -11.9K -36 0.00 174.96 N/A N/A 0 0 6 0 2024-10-07 $45.16 $0.00 38.0% 7.1% 12.4% 25.4% 0.0% 0.2% -6.9% 1.1K -10.9K -34 0.00 174.98 N/A N/A 0 0 6 0 2024-10-08 $45.34 $0.00 40.9% 7.5% 12.4% 28.0% 0.0% 0.6% -8.0% 1.2K -11.4K -33 0.00 174.83 N/A N/A 0 0 6 0 2024-10-09 $45.67 $0.00 24.0% 6.9% 12.3% 12.6% 0.0% 0.9% -6.7% 1.2K -12.2K -33 0.00 175.08 N/A N/A 0 0 6 0 2024-10-10 $45.33 $0.00 26.6% 7.6% 12.5% 15.0% 0.0% 0.7% -9.1% 1.2K -11.2K -32 0.00 175.08 N/A N/A 0 0 6 0 2024-10-11 $45.69 $0.00 24.2% 6.9% 12.8% 5.3% 0.0% 1.4% -7.2% 1.3K -12.2K -32 0.00 175.73 N/A N/A 0 0 6 0 2024-10-14 $46.00 $0.00 25.5% 7.3% 12.9% 6.6% 0.0% 1.2% -8.4% 1.3K -13.0K -30 0.00 174.59 N/A N/A 0 0 6 0 2024-10-15 $45.14 $0.00 26.4% 7.6% 14.7% 7.5% 0.0% 0.7% -8.6% 1.2K -10.5K -27 0.00 174.89 N/A N/A 0 0 6 0 2024-10-16 $45.39 $0.00 27.7% 7.9% 14.8% 8.7% 0.0% 0.9% -9.3% 1.2K -11.1K -26 0.00 174.94 N/A N/A 0 0 6 0 2024-10-17 $45.44 $0.00 28.4% 8.1% 13.7% 9.4% 0.0% 0.9% -6.9% 1.3K -11.2K -25 0.00 174.77 N/A N/A 0 0 6 0 2024-10-18 $45.52 $0.00 25.9% 7.4% 13.2% 6.9% 0.0% 0.6% -6.2% 343 -4.1K -21 0.00 175.56 N/A N/A 0 0 6 0 2024-10-21 $45.25 $0.00 28.0% 8.0% 13.4% 9.0% 0.0% -0.0% -4.9% 248 -4.1K -21 0.00 175.35 N/A N/A 0 0 2 0 2024-10-22 $45.09 $0.00 28.2% 8.1% 13.4% 9.2% 0.0% 0.7% -6.6% 254 -4.0K -21 0.00 175.29 N/A N/A 0 0 2 0 2024-10-23 $44.80 $0.00 29.1% 8.4% 13.6% 10.1% 0.0% 0.4% -6.7% 246 -3.8K -20 0.00 175.38 N/A N/A 0 0 2 0 2024-10-24 $44.91 $0.00 29.8% 8.5% 11.1% 10.7% 0.0% 0.6% -8.8% 248 -3.9K -20 0.00 176.01 N/A N/A 0 0 2 0 2024-10-25 $44.86 $0.00 29.9% 8.6% 10.9% 10.9% 0.0% 24.4% -8.1% 247 -3.9K -20 0.00 174.74 N/A N/A 0 0 2 0 2024-10-28 $45.25 $0.00 32.1% 9.2% 11.4% 13.0% 0.0% 1.2% -9.3% 249 -4.1K -20 0.00 174.16 N/A N/A 0 0 2 0 2024-10-29 $44.97 $0.00 32.2% 9.2% 11.5% 13.2% 0.0% 0.2% -9.8% 248 -3.9K -20 0.00 175.36 N/A N/A 0 0 2 0 2024-10-30 $44.45 $0.00 36.0% 10.3% 12.2% 16.9% 0.0% 0.1% -12.3% 235 -3.6K -20 0.00 175.47 N/A N/A 0 0 2 0 2024-10-31 $44.04 $0.00 36.5% 10.5% 12.3% 17.3% 0.0% 0.2% -12.9% 232 -3.4K -19 0.00 174.56 N/A N/A 0 0 2 0
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