IHDG Options History — April 2017

Name: IHDG Options Analytics - April 2017
Creator: Options Analysis Suite

In April 2017, IHDG traded between $28.41 and $29.37. ATM implied volatility averaged 15.0%, placing in the 2.5% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 7.4% (HV 20d: 7.6%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 12 of 19 days.

Notable Days

2017-04-25: Largest IV drop — 17.5% change
2017-04-18: Highest IV Rank — 3.8%
2017-04-18: Largest Expected Move — 5.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.75	$28.41	$29.37	$28.41	$29.36
ATM IV	15.0%	12.7%	17.4%	14.1%	14.1%
Expected Move	4.2%	3.7%	5.0%	4.0%	4.0%
HV 20d	7.6%	6.6%	9.7%	6.7%	8.9%
HV 60d	7.1%	6.6%	8.0%	6.8%	7.8%
IV Rank	2.5%	1.3%	3.8%	2.0%	2.0%
IV Percentile	51.3%	18.7%	81.3%	34.5%	33.7%
Term Structure	37.0%	-2.4%	76.2%	-2.4%	-2.1%
Skew 25d	2.4%	1.8%	4.4%	2.1%	2.6%
Skew 10d	5.4%	2.2%	7.9%	3.2%	7.0%
Call IV 25d	14.3%	12.7%	16.8%	14.3%	13.6%
Put IV 25d	16.7%	14.8%	19.5%	16.4%	16.2%
Bid-Ask Spread %	128.83	117.77	138.76	138.75	130.23
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	Spread %	Call Wall	Put Wall
2017-04-03	$28.41	$0.00	14.1%	4.0%	6.7%	2.0%	0.0%	2.1%	-2.4%	138.75	N/A	N/A
2017-04-04	$28.50	$0.00	15.3%	4.4%	6.7%	2.7%	0.0%	2.2%	-2.3%	137.45	N/A	N/A
2017-04-05	$28.42	$0.00	14.4%	4.1%	6.8%	2.2%	0.0%	1.8%	-0.5%	138.76	N/A	N/A
2017-04-06	$28.49	$0.00	15.8%	3.9%	6.6%	2.9%	0.0%	1.8%	59.6%	129.81	N/A	N/A
2017-04-07	$28.65	$0.00	13.5%	3.7%	6.8%	1.7%	0.0%	2.4%	62.7%	127.55	N/A	N/A
2017-04-10	$28.63	$0.00	15.8%	3.9%	6.7%	3.0%	0.0%	2.2%	63.1%	127.97	N/A	N/A
2017-04-11	$28.70	$0.00	15.4%	4.1%	6.8%	2.7%	0.0%	2.5%	62.6%	127.62	N/A	N/A
2017-04-12	$28.73	$0.00	15.8%	4.5%	6.8%	2.9%	0.0%	1.8%	60.8%	126.19	N/A	N/A
2017-04-13	$28.68	$0.00	15.9%	4.6%	6.8%	3.0%	0.0%	4.4%	64.2%	117.77	N/A	N/A
2017-04-17	$28.77	$0.00	15.3%	4.4%	6.7%	2.7%	0.0%	3.8%	64.0%	128.84	N/A	N/A
2017-04-18	$28.43	$0.00	17.4%	5.0%	8.0%	3.8%	0.0%	1.8%	76.2%	123.09	N/A	N/A
2017-04-19	$28.41	$0.00	17.3%	5.0%	7.3%	3.8%	0.0%	2.6%	69.6%	122.45	N/A	N/A
2017-04-20	$28.64	$0.00	14.5%	4.2%	7.8%	2.2%	0.0%	2.4%	68.0%	126.81	N/A	N/A
2017-04-21	$28.58	$0.00	15.1%	4.3%	7.8%	2.6%	0.0%	2.5%	65.6%	127.72	N/A	N/A
2017-04-24	$29.09	$0.00	15.6%	4.5%	9.7%	2.8%	0.0%	2.9%	0.1%	125.39	N/A	N/A
2017-04-25	$29.23	$0.00	12.9%	3.7%	8.9%	1.4%	0.0%	2.7%	-1.1%	131.80	N/A	N/A
2017-04-26	$29.23	$0.00	12.7%	3.7%	8.8%	1.3%	0.0%	1.8%	-2.1%	130.41	N/A	N/A
2017-04-27	$29.37	$0.00	13.3%	3.8%	8.9%	1.6%	0.0%	2.2%	-2.2%	129.24	N/A	N/A
2017-04-28	$29.36	$0.00	14.1%	4.0%	8.9%	2.0%	0.0%	2.6%	-2.1%	130.23	N/A	N/A