IHDG Options History — February 2017 In February 2017, IHDG traded between $26.72 and $27.81. ATM implied volatility averaged 13.0%, placing in the 1.4% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 6.4% (HV 20d: 6.7%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 12 of 19 days.
Notable Days 2017-02-08 : Largest IV drop — 25.4% change2017-02-07 : Highest IV Rank — 3.1%2017-02-28 : Largest Expected Move — 4.0%Monthly Statistics Metric Avg Min Max Open Close Price $27.33 $26.72 $27.81 $26.84 $27.72 ATM IV 13.0% 11.2% 16.1% 13.8% 13.9% Expected Move 3.5% 3.2% 4.0% 4.0% 4.0% HV 20d 6.7% 5.8% 7.4% 5.8% 6.2% HV 60d 7.9% 7.4% 9.3% 9.3% 7.4% IV Rank 1.4% 0.5% 3.1% 1.9% 1.9% IV Percentile 19.0% 2.4% 64.7% 24.2% 30.2% Term Structure 21.1% -3.7% 81.5% -2.2% -3.7% Skew 25d 1.8% 1.0% 2.6% 1.2% 1.1% Skew 10d 3.6% 2.5% 4.7% 4.3% 4.7% Call IV 25d 13.2% 11.9% 16.5% 16.5% 16.1% Put IV 25d 15.0% 13.9% 17.6% 17.6% 17.2% Bid-Ask Spread % 141.74 133.74 145.10 133.74 134.78 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 2017-02-01 $26.84 $0.00 13.8% 4.0% 5.8% 1.9% 0.0% 1.2% -2.2% 0 0 0 0.00 133.74 N/A N/A 0 0 0 0 2017-02-02 $26.79 $0.00 14.2% 3.2% 5.8% 2.1% 0.0% 2.0% 80.0% 0 0 0 0.00 143.01 N/A N/A 0 0 0 0 2017-02-03 $26.93 $0.00 14.2% 3.2% 6.1% 2.1% 0.0% 1.6% 78.9% 0 0 0 0.00 142.30 N/A N/A 0 0 0 0 2017-02-06 $26.72 $0.00 15.8% 3.3% 6.6% 3.0% 0.0% 1.5% 81.2% 0 0 0 0.00 144.06 N/A N/A 0 0 0 0 2017-02-07 $26.86 $0.00 16.1% 3.2% 6.8% 3.1% 0.0% 2.1% 81.5% 0 0 0 0.00 141.91 N/A N/A 0 0 0 0 2017-02-08 $27.03 $0.00 12.0% 3.4% 7.1% 0.9% 0.0% 2.4% 80.5% 0 0 0 0.00 145.10 N/A N/A 0 0 0 0 2017-02-09 $27.18 $0.00 11.7% 3.4% 7.3% 0.8% 0.0% 2.3% 2.8% 0 0 0 0.00 143.25 N/A N/A 0 0 0 0 2017-02-10 $27.25 $0.00 12.2% 3.5% 7.3% 1.0% 0.0% 2.3% 2.4% 0 0 0 0.00 144.47 N/A N/A 0 0 0 0 2017-02-13 $27.40 $0.00 12.6% 3.6% 7.4% 1.2% 0.0% 1.9% 0.6% 0 0 0 0.00 142.25 N/A N/A 0 0 0 0 2017-02-14 $27.36 $0.00 12.0% 3.4% 6.6% 0.9% 0.0% 2.1% 2.6% 0 0 0 0.00 142.06 N/A N/A 0 0 0 0 2017-02-15 $27.42 $0.00 12.5% 3.6% 6.4% 1.2% 0.0% 2.2% 2.0% 0 0 0 0.00 141.53 N/A N/A 0 0 0 0 2017-02-16 $27.43 $0.00 12.7% 3.6% 6.4% 1.3% 0.0% 1.8% 1.6% 0 0 0 0.00 141.12 N/A N/A 0 0 0 0 2017-02-17 $27.68 $0.00 11.2% 3.2% 6.9% 0.5% 0.0% 2.2% 2.8% 0 0 0 0.00 142.86 N/A N/A 0 0 0 0 2017-02-21 $27.69 $0.00 12.1% 3.5% 6.8% 1.0% 0.0% 1.0% -2.2% 0 0 0 0.00 142.34 N/A N/A 0 0 0 0 2017-02-22 $27.76 $0.00 11.9% 3.4% 6.8% 0.9% 0.0% 1.3% -1.6% 0 0 0 0.00 141.18 N/A N/A 0 0 0 0 2017-02-23 $27.81 $0.00 12.3% 3.5% 6.6% 1.0% 0.0% 1.3% -2.6% 0 0 0 0.00 143.35 N/A N/A 0 0 0 0 2017-02-24 $27.71 $0.00 12.9% 3.7% 6.8% 1.4% 0.0% 2.6% -1.8% 0 0 0 0.00 142.16 N/A N/A 0 0 0 0 2017-02-27 $27.73 $0.00 13.0% 3.7% 6.8% 1.4% 0.0% 1.8% -2.4% 0 0 0 0.00 141.65 N/A N/A 0 0 0 0 2017-02-28 $27.72 $0.00 13.9% 4.0% 6.2% 1.9% 0.0% 1.1% -3.7% 0 0 0 0.00 134.78 N/A N/A 0 0 0 0
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