IHDG Options History — November 2015 In November 2015, IHDG traded between $26.41 and $27.35. ATM implied volatility averaged 160.2%. The 30-day expected move averaged 47.7%. IV traded above realized volatility by 146.7% (HV 20d: 13.6%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2015-11-30 : Largest IV drop — 31.4% change2015-11-27 : Largest Expected Move — 56.3%Monthly Statistics Metric Avg Min Max Open Close Price $26.98 $26.41 $27.35 $26.85 $27.35 ATM IV 160.2% 134.8% 196.5% 136.2% 134.8% Expected Move 47.7% 40.2% 56.3% 40.2% 56.3% HV 20d 13.6% 10.5% 15.3% 14.6% 10.5% HV 60d 16.7% 15.7% 17.4% 17.4% 15.7% Term Structure -62.7% -76.2% -50.7% -57.2% -63.0% Skew 25d 31.3% 11.4% 42.8% 37.5% 17.3% Skew 10d 36.8% 11.4% 53.6% 37.5% 17.3% Call IV 25d 128.4% 103.2% 156.4% 141.6% 140.9% Put IV 25d 159.7% 137.2% 196.9% 179.1% 158.2% Bid-Ask Spread % 199.43 196.11 200.00 196.58 200.00 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (19 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 2015-11-02 $26.85 $0.00 136.2% 0.0% 14.6% 0.0% 0.0% 37.5% -57.2% 0 0 0 0.00 196.58 N/A N/A 0 0 0 0 2015-11-03 $26.96 $0.00 137.4% 0.0% 14.4% 0.0% 0.0% 39.4% -60.3% 0 0 0 0.00 196.58 N/A N/A 0 0 0 0 2015-11-04 $26.88 $0.00 139.2% 0.0% 14.6% 0.0% 0.0% 38.8% -55.3% 0 0 0 0.00 196.11 N/A N/A 0 0 0 0 2015-11-05 $27.09 $0.00 140.3% 40.2% 14.7% 0.0% 0.0% 42.2% -50.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-06 $27.10 $0.00 141.9% 40.7% 14.4% 0.0% 0.0% 42.8% -51.9% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-09 $26.79 $0.00 148.1% 42.5% 15.3% 0.0% 0.0% 39.9% -57.2% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-10 $26.80 $0.00 150.0% 43.0% 14.8% 0.0% 0.0% 40.5% -58.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-12 $26.57 $0.00 154.8% 44.4% 15.1% 0.0% 0.0% 33.3% -62.9% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-13 $26.41 $0.00 160.8% 46.1% 13.4% 0.0% 0.0% 33.3% -63.3% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-16 $26.85 $0.00 163.3% 46.8% 14.5% 0.0% 0.0% 34.4% -69.1% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-17 $26.92 $0.00 165.8% 47.5% 14.4% 0.0% 0.0% 34.6% -70.9% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-18 $27.17 $0.00 167.6% 48.1% 14.6% 0.0% 0.0% 35.1% -71.8% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-19 $27.15 $0.00 170.6% 48.9% 14.7% 0.0% 0.0% 35.2% -74.2% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-20 $27.24 $0.00 173.2% 49.7% 12.7% 0.0% 0.0% 35.5% -76.2% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-23 $27.15 $0.00 183.7% 52.7% 11.5% 0.0% 0.0% 13.5% -57.1% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-24 $26.98 $0.00 188.2% 53.9% 11.4% 0.0% 0.0% 11.4% -60.4% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-25 $27.15 $0.00 191.5% 54.9% 11.4% 0.0% 0.0% 13.8% -62.4% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-27 $27.28 $0.00 196.5% 56.3% 10.7% 0.0% 0.0% 15.8% -67.8% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2015-11-30 $27.35 $0.00 134.8% 0.0% 10.5% 0.0% 0.0% 17.3% -63.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0
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