IHDG Options History — June 2018

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

In June 2018, IHDG traded between $31.69 and $32.87. ATM implied volatility averaged 20.2%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 10.3% (HV 20d: 9.9%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.48.

Notable Days

2018-06-25: Highest Volume — 10 contracts
2018-06-13: Largest IV drop — 63.6% change
2018-06-12: Highest IV Rank — 27.4%
2018-06-01: Largest Expected Move — 6.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.33	$31.69	$32.87	$32.39	$31.79
ATM IV	20.2%	10.6%	39.3%	21.6%	18.0%
Expected Move	4.4%	3.0%	6.2%	6.2%	5.1%
HV 20d	9.9%	8.1%	12.5%	8.1%	11.1%
HV 60d	10.6%	9.4%	11.4%	11.4%	9.4%
IV Rank	13.1%	5.9%	27.4%	14.1%	11.4%
IV Percentile	76.4%	21.0%	99.6%	89.3%	77.0%
Term Structure	-1.6%	-7.7%	8.8%	-7.7%	-3.4%
Skew 25d	1.6%	0.0%	2.5%	1.4%	0.3%
Skew 10d	-0.8%	-4.1%	4.5%	4.5%	-4.1%
Call IV 25d	17.3%	14.3%	24.1%	24.1%	20.8%
Put IV 25d	18.8%	16.1%	25.5%	25.5%	21.1%
Bid-Ask Spread %	161.76	153.58	166.91	153.58	161.15
Gamma HHI	0.39	0.37	0.40	0.38	0.38
Net GEX	749	643	936	747	916
Net DEX	-22.5K	-25.1K	-18.9K	-21.7K	-21.3K
Net VEX	-51	-66	-38	-57	-63
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.48	0.43	0.50	0.50	0.43
Total Volume	9.238	9	10	9	10
Total OI	12.19	12	13	12	13

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
2018-06-01	$32.39	$0.00	21.6%	6.2%	8.1%	14.1%	0.0%	1.4%	-7.7%	747	-21.7K	-57	0.50	153.58	N/A	N/A	6	3	9	3
2018-06-04	$32.49	$0.00	23.6%	3.9%	8.1%	15.6%	0.0%	1.6%	-0.4%	700	-22.1K	-54	0.50	154.88	N/A	N/A	6	3	9	3
2018-06-05	$32.48	$0.00	24.2%	4.1%	8.1%	16.1%	0.0%	1.6%	-1.4%	702	-23.3K	-47	0.50	165.23	N/A	N/A	6	3	9	3
2018-06-06	$32.64	$0.00	23.4%	3.8%	8.1%	15.5%	0.0%	2.5%	-1.1%	676	-24.1K	-45	0.50	165.84	N/A	N/A	6	3	9	3
2018-06-07	$32.26	$0.00	25.5%	4.0%	9.2%	17.0%	0.0%	1.9%	-0.8%	736	-22.2K	-52	0.50	162.63	N/A	N/A	6	3	9	3
2018-06-08	$32.47	$0.00	28.2%	4.1%	9.4%	19.1%	0.0%	2.4%	-1.4%	706	-23.3K	-47	0.50	161.65	N/A	N/A	6	3	9	3
2018-06-11	$32.63	$0.00	34.2%	3.8%	9.6%	23.5%	0.0%	2.4%	-0.8%	686	-24.1K	-42	0.50	164.28	N/A	N/A	6	3	9	3
2018-06-12	$32.56	$0.00	39.3%	4.0%	9.6%	27.4%	0.0%	0.9%	-1.1%	695	-23.6K	-44	0.50	166.00	N/A	N/A	6	3	9	3
2018-06-13	$32.65	$0.00	14.3%	4.1%	9.5%	8.6%	0.0%	2.0%	-1.7%	680	-24.0K	-44	0.50	166.91	N/A	N/A	6	3	9	3
2018-06-14	$32.87	$0.00	13.6%	3.9%	9.6%	8.1%	0.0%	1.9%	-1.2%	643	-25.1K	-38	0.50	164.88	N/A	N/A	6	3	9	3
2018-06-15	$32.78	$0.00	14.1%	4.0%	9.6%	8.5%	0.0%	1.8%	-1.3%	658	-24.6K	-40	0.50	163.52	N/A	N/A	6	3	9	3
2018-06-18	$32.51	$0.00	15.0%	4.3%	10.1%	9.2%	0.0%	1.5%	-2.1%	709	-23.3K	-45	0.50	163.04	N/A	N/A	6	3	9	3
2018-06-19	$32.31	$0.00	15.9%	4.6%	9.9%	9.9%	0.0%	2.0%	-2.1%	726	-22.1K	-50	0.50	162.29	N/A	N/A	6	3	9	3
2018-06-20	$32.43	$0.00	16.1%	4.6%	10.1%	10.0%	0.0%	2.1%	-1.9%	722	-22.8K	-46	0.50	162.20	N/A	N/A	6	3	9	3
2018-06-21	$32.20	$0.00	10.6%	3.0%	10.1%	5.9%	0.0%	1.2%	8.8%	753	-21.7K	-50	0.50	162.54	N/A	N/A	6	3	9	3
2018-06-22	$32.44	$0.00	15.9%	4.6%	10.4%	9.8%	0.0%	1.6%	-1.7%	726	-23.0K	-45	0.50	161.27	N/A	N/A	6	3	9	3
2018-06-25	$31.81	$0.00	17.6%	5.0%	12.5%	11.1%	0.0%	1.9%	-2.1%	780	-18.9K	-57	0.43	159.24	N/A	N/A	7	3	9	3
2018-06-26	$31.84	$0.00	17.2%	4.9%	11.7%	10.8%	0.0%	1.5%	-3.3%	936	-21.3K	-64	0.43	157.77	N/A	N/A	7	3	10	3
2018-06-27	$31.69	$0.00	17.5%	5.0%	11.6%	11.1%	0.0%	0.0%	-3.4%	917	-20.4K	-66	0.43	158.56	N/A	N/A	7	3	10	3
2018-06-28	$31.71	$0.00	18.4%	5.3%	11.5%	11.7%	0.0%	0.3%	-3.6%	918	-20.7K	-65	0.43	159.48	N/A	N/A	7	3	10	3
2018-06-29	$31.79	$0.00	18.0%	5.1%	11.1%	11.4%	0.0%	0.3%	-3.4%	916	-21.3K	-63	0.43	161.15	N/A	N/A	7	3	10	3