IHDG Options History — April 2018

Name: IHDG Options Analytics - April 2018
Creator: Options Analysis Suite

In April 2018, IHDG traded between $30.40 and $31.44. ATM implied volatility averaged 19.0%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 4.4% (HV 20d: 14.6%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.50.

Notable Days

2018-04-02: Highest Volume — 9 contracts
2018-04-03: Largest IV drop — 42.7% change
2018-04-02: Highest IV Rank — 25.5%
2018-04-02: Largest Expected Move — 10.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.03	$30.40	$31.44	$30.40	$31.44
ATM IV	19.0%	15.0%	36.8%	36.8%	19.6%
Expected Move	5.1%	4.3%	10.5%	10.5%	5.6%
HV 20d	14.6%	10.0%	16.0%	15.5%	10.0%
HV 60d	17.0%	16.9%	17.2%	16.9%	17.0%
IV Rank	12.2%	9.2%	25.5%	25.5%	12.6%
IV Percentile	82.9%	70.2%	98.8%	98.8%	85.7%
Term Structure	-3.6%	-10.2%	-1.6%	-10.2%	-4.9%
Skew 25d	1.4%	0.3%	2.7%	0.3%	1.0%
Skew 10d	1.2%	-3.6%	2.6%	-3.6%	1.2%
Call IV 25d	20.0%	16.3%	42.3%	42.3%	21.8%
Put IV 25d	21.4%	18.3%	42.6%	42.6%	22.9%
Bid-Ask Spread %	152.76	144.67	166.56	166.56	154.52
Gamma HHI	0.42	0.37	0.48	0.46	0.40
Net GEX	629	358	781	358	747
Net DEX	-13.2K	-17.9K	-8.7K	-8.7K	-17.9K
Net VEX	-84	-89	-74	-89	-74
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.50	0.50	0.50	0.50
Total Volume	9	9	9	9	9
Total OI	11.524	11	12	11	12

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
2018-04-02	$30.40	$0.00	36.8%	10.5%	15.5%	25.5%	0.0%	0.3%	-10.2%	358	-8.7K	-89	0.50	166.56	N/A	N/A	6	3	8	3
2018-04-03	$30.74	$0.00	21.1%	6.0%	15.6%	13.7%	0.0%	2.1%	-4.8%	516	-10.1K	-87	0.50	162.82	N/A	N/A	6	3	8	3
2018-04-04	$30.79	$0.00	20.3%	5.8%	15.5%	13.1%	0.0%	2.7%	-4.9%	507	-9.6K	-87	0.50	156.31	N/A	N/A	6	3	8	3
2018-04-05	$31.09	$0.00	20.9%	4.7%	15.9%	13.6%	0.0%	1.6%	-2.2%	553	-11.5K	-85	0.50	147.19	N/A	N/A	6	3	8	3
2018-04-06	$30.79	$0.00	20.6%	4.4%	15.8%	13.4%	0.0%	2.3%	-1.9%	537	-10.9K	-85	0.50	144.67	N/A	N/A	6	3	8	3
2018-04-09	$31.00	$0.00	23.9%	4.6%	15.8%	15.8%	0.0%	2.3%	-2.8%	544	-11.9K	-84	0.50	149.88	N/A	N/A	6	3	8	3
2018-04-10	$31.22	$0.00	24.8%	4.7%	16.0%	16.5%	0.0%	2.3%	-1.6%	539	-12.0K	-83	0.50	151.70	N/A	N/A	6	3	8	3
2018-04-11	$31.01	$0.00	16.2%	4.6%	15.7%	10.1%	0.0%	1.7%	-3.5%	556	-12.0K	-83	0.50	152.00	N/A	N/A	6	3	8	3
2018-04-12	$31.18	$0.00	16.3%	4.7%	15.7%	10.1%	0.0%	1.7%	-3.1%	574	-12.6K	-81	0.50	153.36	N/A	N/A	6	3	8	3
2018-04-13	$31.07	$0.00	15.3%	4.4%	15.7%	9.4%	0.0%	0.5%	-1.6%	569	-11.5K	-82	0.50	151.31	N/A	N/A	6	3	8	3
2018-04-16	$31.00	$0.00	15.0%	4.3%	15.7%	9.2%	0.0%	1.4%	-2.8%	700	-14.3K	-87	0.50	152.98	N/A	N/A	6	3	9	3
2018-04-17	$31.19	$0.00	15.5%	4.4%	15.5%	9.5%	0.0%	1.1%	-3.4%	727	-15.1K	-85	0.50	152.87	N/A	N/A	6	3	9	3
2018-04-18	$31.28	$0.00	15.7%	4.5%	15.3%	9.7%	0.0%	1.3%	-3.6%	732	-16.8K	-80	0.50	154.76	N/A	N/A	6	3	9	3
2018-04-19	$31.04	$0.00	15.8%	4.5%	15.4%	9.7%	0.0%	1.0%	-4.4%	732	-14.8K	-84	0.50	154.53	N/A	N/A	6	3	9	3
2018-04-20	$30.89	$0.00	16.1%	4.6%	14.4%	10.0%	0.0%	0.8%	-4.5%	741	-14.2K	-86	0.50	153.66	N/A	N/A	6	3	9	3
2018-04-23	$31.00	$0.00	15.8%	4.5%	13.5%	9.8%	0.0%	1.0%	-2.6%	636	-13.6K	-87	0.50	151.71	N/A	N/A	6	3	9	3
2018-04-24	$30.84	$0.00	16.2%	4.6%	13.1%	10.0%	0.0%	0.7%	-2.9%	734	-14.2K	-84	0.50	149.25	N/A	N/A	6	3	9	3
2018-04-25	$30.98	$0.00	18.1%	5.2%	13.0%	11.5%	0.0%	1.1%	-3.0%	696	-13.6K	-84	0.50	150.29	N/A	N/A	6	3	9	3
2018-04-26	$31.30	$0.00	16.6%	4.8%	12.1%	10.4%	0.0%	1.5%	-2.9%	781	-16.0K	-81	0.50	151.42	N/A	N/A	6	3	9	3
2018-04-27	$31.40	$0.00	18.6%	5.3%	11.9%	11.9%	0.0%	1.2%	-4.5%	729	-15.7K	-82	0.50	146.25	N/A	N/A	6	3	9	3
2018-04-30	$31.44	$0.00	19.6%	5.6%	10.0%	12.6%	0.0%	1.0%	-4.9%	747	-17.9K	-74	0.50	154.52	N/A	N/A	6	3	9	3