IHDG Options History — December 2024 In December 2024, IHDG traded between $43.45 and $45.47. ATM implied volatility averaged 41.4%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 30.6% (HV 20d: 10.8%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-11 : Largest IV drop — 44.2% change2024-12-10 : Highest IV Rank — 42.8%2024-12-03 : Largest Expected Move — 17.0%Monthly Statistics Metric Avg Min Max Open Close Price $44.53 $43.45 $45.47 $44.72 $43.45 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 41.4% 27.3% 62.6% 45.3% 33.8% Expected Move 10.6% 7.8% 17.0% 13.0% 9.7% HV 20d 10.8% 9.2% 12.2% 11.8% 9.5% HV 60d 11.7% 11.1% 12.1% 12.1% 11.1% IV Rank 29.2% 14.1% 42.8% 25.9% 26.2% IV Percentile 75.5% 38.9% 96.4% 90.9% 65.5% Term Structure -6.7% -18.3% -3.6% -9.1% -11.1% Skew 25d 23.2% -1.5% 44.8% 41.8% -1.5% Skew 10d 31.1% -4.0% 58.0% 49.0% -4.0% Call IV 25d 35.5% 10.3% 69.4% 44.2% 41.1% Put IV 25d 58.8% 35.5% 88.8% 86.0% 39.6% Bid-Ask Spread % 192.50 177.94 199.54 194.79 177.94 Gamma HHI 0.57 0.35 1.00 0.35 1.00 Net GEX 300 146 386 330 279 Net DEX -5.9K -8.9K -2.1K -6.6K -2.1K Net VEX -24 -39 -11 -39 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6.286 2 8 8 2
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 2024-12-02 $44.72 $42.00 45.3% 13.0% 11.8% 25.9% 0.0% 41.8% -9.1% 330 -6.6K -39 0.00 194.79 N/A N/A 0 0 5 3 2024-12-03 $45.09 $42.00 59.5% 17.0% 12.0% 39.7% 0.0% 19.4% -18.3% 252 -7.5K -38 0.00 199.54 N/A N/A 0 0 5 3 2024-12-04 $45.34 $42.00 50.4% 14.4% 12.1% 30.9% 0.0% 6.0% -10.5% 365 -8.7K -36 0.00 197.25 N/A N/A 0 0 5 3 2024-12-05 $45.24 $0.00 51.8% 9.3% 12.2% 32.2% 0.0% 27.4% -4.4% 357 -8.4K -35 0.00 199.17 N/A N/A 0 0 5 3 2024-12-06 $45.36 $0.00 53.1% 9.4% 11.6% 33.5% 0.0% 41.5% -4.5% 376 -8.7K -35 0.00 199.17 N/A N/A 0 0 5 3 2024-12-09 $45.47 $0.00 61.4% 9.9% 10.6% 41.6% 0.0% 44.8% -4.5% 377 -8.9K -32 0.00 199.18 N/A N/A 0 0 5 3 2024-12-10 $45.21 $0.00 62.6% 9.5% 10.8% 42.8% 0.0% 26.7% -3.6% 367 -8.3K -31 0.00 197.38 N/A N/A 0 0 5 3 2024-12-11 $45.45 $0.00 34.9% 10.0% 9.2% 15.7% 0.0% 28.3% -4.7% 386 -8.8K -31 0.00 197.40 N/A N/A 0 0 5 3 2024-12-12 $44.97 $0.00 33.2% 9.5% 10.1% 14.1% 0.0% 27.2% -3.8% 363 -7.6K -30 0.00 197.13 N/A N/A 0 0 5 3 2024-12-13 $44.86 $0.00 33.2% 9.5% 10.2% 25.3% 0.0% 28.1% -4.5% 335 -7.2K -28 0.00 195.32 N/A N/A 0 0 5 3 2024-12-16 $44.67 $0.00 34.3% 9.8% 9.6% 27.2% 0.0% 29.0% -4.8% 344 -6.6K -25 0.00 195.18 N/A N/A 0 0 5 3 2024-12-17 $44.59 $0.00 34.6% 9.9% 9.7% 27.7% 0.0% 28.9% -5.0% 316 -6.5K -24 0.00 194.63 N/A N/A 0 0 5 3 2024-12-18 $44.04 $0.00 37.4% 10.7% 10.8% 32.5% 0.0% 26.6% -5.0% 156 -5.7K -21 0.00 195.04 N/A N/A 0 0 5 3 2024-12-19 $44.08 $0.00 38.3% 11.0% 10.8% 34.1% 0.0% 26.7% -5.7% 146 -6.0K -19 0.00 194.13 N/A N/A 0 0 5 3 2024-12-20 $43.55 $0.00 37.3% 10.7% 11.7% 32.3% 0.0% 28.2% -4.7% 218 -3.0K -13 0.00 189.98 N/A N/A 0 0 5 3 2024-12-23 $43.85 $0.00 39.7% 11.4% 11.3% 36.5% 0.0% 30.3% -7.1% 226 -3.1K -13 0.00 191.27 N/A N/A 0 0 2 0 2024-12-24 $44.03 $0.00 40.6% 11.6% 11.4% 38.1% 0.0% 31.1% -6.3% 241 -3.1K -13 0.00 191.38 N/A N/A 0 0 2 0 2024-12-26 $43.90 $0.00 27.3% 7.8% 11.0% 14.9% 0.0% -0.3% -6.6% 302 -2.5K -12 0.00 179.22 N/A N/A 0 0 2 0 2024-12-27 $43.70 $0.00 28.9% 8.3% 11.1% 17.6% 0.0% -1.3% -7.3% 289 -2.4K -11 0.00 179.30 N/A N/A 0 0 2 0 2024-12-30 $43.55 $0.00 32.2% 9.2% 10.2% 23.4% 0.0% -1.3% -9.9% 282 -2.2K -11 0.00 178.15 N/A N/A 0 0 2 0 2024-12-31 $43.45 $0.00 33.8% 9.7% 9.5% 26.2% 0.0% -1.5% -11.1% 279 -2.1K -11 0.00 177.94 N/A N/A 0 0 2 0
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