IHDG Options History — May 2018

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

In May 2018, IHDG traded between $31.48 and $32.78. ATM implied volatility averaged 17.1%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 10.1% (HV 20d: 6.9%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.50.

Notable Days

2018-05-01: Highest Volume — 9 contracts
2018-05-03: Largest IV spike — 41.1% change
2018-05-03: Highest IV Rank — 17.1%
2018-05-30: Largest Expected Move — 5.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.23	$31.48	$32.78	$31.48	$32.11
ATM IV	17.1%	13.4%	25.6%	19.1%	13.4%
Expected Move	4.6%	3.8%	5.8%	5.5%	3.8%
HV 20d	6.9%	4.9%	9.5%	9.3%	7.6%
HV 60d	12.5%	11.0%	16.7%	16.7%	11.2%
IV Rank	10.7%	8.0%	17.1%	12.3%	8.0%
IV Percentile	74.4%	55.6%	96.0%	84.9%	55.6%
Term Structure	-3.2%	-6.7%	7.4%	-3.8%	7.4%
Skew 25d	2.0%	0.4%	4.1%	0.7%	1.7%
Skew 10d	5.4%	0.2%	8.4%	0.7%	1.8%
Call IV 25d	17.9%	13.8%	23.2%	22.3%	22.1%
Put IV 25d	19.9%	16.5%	24.8%	23.0%	23.8%
Bid-Ask Spread %	158.08	149.15	175.47	154.07	151.35
Gamma HHI	0.39	0.37	0.40	0.40	0.38
Net GEX	687	608	748	748	744
Net DEX	-21.2K	-24.3K	-16.6K	-18.1K	-20.4K
Net VEX	-61	-81	-48	-73	-61
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	12	12	12	12	12

Daily Data (22 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
2018-05-01	$31.48	$0.00	19.1%	5.5%	9.3%	12.3%	0.0%	0.7%	-3.8%	748	-18.1K	-73	0.50	154.07	N/A	N/A	6	3	9	3
2018-05-02	$31.67	$0.00	18.2%	5.2%	9.5%	11.5%	0.0%	0.4%	-4.8%	738	-19.2K	-69	0.50	154.40	N/A	N/A	6	3	9	3
2018-05-03	$31.70	$0.00	25.6%	5.0%	9.0%	17.1%	0.0%	2.8%	-1.8%	608	-16.6K	-81	0.50	162.14	N/A	N/A	6	3	9	3
2018-05-04	$31.82	$0.00	17.4%	5.1%	8.1%	11.0%	0.0%	2.9%	-2.9%	616	-18.4K	-75	0.50	175.47	N/A	N/A	6	3	9	3
2018-05-07	$31.90	$0.00	20.8%	3.9%	7.9%	13.6%	0.0%	1.7%	-1.0%	679	-18.7K	-72	0.50	163.62	N/A	N/A	6	3	9	3
2018-05-08	$32.06	$0.00	22.4%	4.0%	7.7%	14.7%	0.0%	2.6%	-2.2%	717	-21.2K	-62	0.50	160.70	N/A	N/A	6	3	9	3
2018-05-09	$32.18	$0.00	13.4%	3.8%	7.1%	8.0%	0.0%	3.1%	-2.6%	710	-21.9K	-59	0.50	159.22	N/A	N/A	6	3	9	3
2018-05-10	$32.25	$0.00	14.2%	4.1%	7.0%	8.6%	0.0%	2.5%	-3.1%	702	-22.1K	-57	0.50	161.54	N/A	N/A	6	3	9	3
2018-05-11	$32.27	$0.00	14.4%	4.1%	6.7%	8.7%	0.0%	2.6%	-2.8%	714	-22.3K	-58	0.50	161.35	N/A	N/A	6	3	9	3
2018-05-14	$32.37	$0.00	14.9%	4.3%	6.6%	9.1%	0.0%	3.1%	-2.2%	670	-20.8K	-62	0.50	155.75	N/A	N/A	6	3	9	3
2018-05-15	$32.30	$0.00	15.6%	4.5%	6.6%	9.6%	0.0%	3.0%	-2.8%	654	-20.3K	-66	0.50	154.34	N/A	N/A	6	3	9	3
2018-05-16	$32.51	$0.00	14.5%	4.1%	6.8%	8.8%	0.0%	4.1%	-3.8%	679	-23.3K	-53	0.50	160.21	N/A	N/A	6	3	9	3
2018-05-17	$32.55	$0.00	14.7%	4.2%	5.7%	9.0%	0.0%	3.1%	-4.2%	685	-22.2K	-59	0.50	155.24	N/A	N/A	6	3	9	3
2018-05-18	$32.54	$0.00	14.6%	4.2%	5.2%	8.9%	0.0%	0.6%	-4.4%	686	-23.4K	-53	0.50	158.91	N/A	N/A	6	3	9	3
2018-05-21	$32.78	$0.00	15.2%	4.4%	5.5%	9.3%	0.0%	1.0%	-4.0%	638	-24.3K	-48	0.50	156.54	N/A	N/A	6	3	9	3
2018-05-22	$32.73	$0.00	15.2%	4.3%	4.9%	9.3%	0.0%	0.9%	-4.6%	649	-24.1K	-48	0.50	156.94	N/A	N/A	6	3	9	3
2018-05-23	$32.51	$0.00	16.1%	4.6%	5.9%	10.0%	0.0%	2.1%	-4.3%	682	-23.1K	-52	0.50	155.97	N/A	N/A	6	3	9	3
2018-05-24	$32.44	$0.00	17.9%	5.1%	5.3%	11.4%	0.0%	1.1%	-5.2%	701	-22.8K	-53	0.50	156.55	N/A	N/A	6	3	9	3
2018-05-25	$32.51	$0.00	17.3%	5.0%	5.3%	10.9%	0.0%	2.1%	-4.4%	677	-22.9K	-52	0.50	158.38	N/A	N/A	6	3	9	3
2018-05-29	$32.10	$0.00	20.3%	5.8%	7.4%	13.2%	0.0%	0.8%	-6.5%	683	-19.7K	-64	0.50	149.15	N/A	N/A	6	3	9	3
2018-05-30	$32.27	$0.00	20.4%	5.8%	7.5%	13.2%	0.0%	1.9%	-6.7%	740	-21.0K	-59	0.50	155.91	N/A	N/A	6	3	9	3
2018-05-31	$32.11	$0.00	13.4%	3.8%	7.6%	8.0%	0.0%	1.7%	7.4%	744	-20.4K	-61	0.50	151.35	N/A	N/A	6	3	9	3