IHDG Options History — November 2018 In November 2018, IHDG traded between $28.83 and $30.54. ATM implied volatility averaged 28.7%, placing in the 50.5% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 12.8% (HV 20d: 15.8%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2018-11-01 : Highest Volume — 4 contracts2018-11-05 : Largest IV spike — 89.1% change2018-11-05 : Highest IV Rank — 100.0%2018-11-23 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $29.80 $28.83 $30.54 $30.09 $29.97 Max Pain $29.00 $29.00 $29.00 $29.00 $29.00 ATM IV 28.7% 18.6% 64.4% 24.1% 22.2% Expected Move 6.4% 5.1% 9.7% 6.9% 6.4% HV 20d 15.8% 13.3% 18.9% 18.6% 13.3% HV 60d 13.8% 13.3% 14.4% 13.3% 14.3% IV Rank 50.5% 25.8% 100.0% 56.9% 31.6% IV Percentile 82.6% 56.0% 100.0% 85.3% 74.6% Term Structure 0.5% -6.1% 88.2% -5.3% -4.9% VWIV 26.7% 26.2% 27.3% 27.3% 26.2% Skew 25d -2.6% -21.4% 6.3% -11.3% 3.7% Skew 10d -2.5% -23.9% 15.5% 0.4% 1.1% Call IV 25d 23.1% 18.6% 37.8% 27.1% 20.7% Put IV 25d 20.5% 14.8% 29.1% 15.8% 24.4% Bid-Ask Spread % 172.12 152.67 187.56 160.46 173.18 Gamma HHI 0.68 0.37 1.00 0.37 1.00 Net GEX 769 142 1.4K 1.3K 229 Net DEX -6.9K -13.6K -945 -11.4K -1.5K Net VEX -14 -24 -7 -24 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 2.714 1 4 4 1 Total OI 5.429 2 8 8 2
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 2018-11-01 $30.09 $29.00 24.1% 6.9% 18.6% 56.9% 27.3% -11.3% -5.3% 1.3K -11.4K -24 0.00 160.46 N/A N/A 4 0 8 0 2018-11-02 $30.35 $29.00 24.7% 7.1% 18.9% 58.4% 26.2% 0.5% -6.1% 1.4K -12.6K -22 0.00 152.67 N/A N/A 4 0 8 0 2018-11-05 $30.18 $0.00 46.7% 8.2% 18.8% 100.0% 0.0% -9.7% -4.4% 993 -12.1K -24 0.00 180.17 N/A N/A 4 0 8 0 2018-11-06 $30.19 $0.00 27.6% 5.3% 18.7% 56.4% 0.0% 2.1% -2.8% 1.4K -11.7K -21 0.00 172.94 N/A N/A 4 0 8 0 2018-11-07 $30.54 $0.00 30.7% 6.4% 16.0% 63.7% 0.0% -7.6% -3.2% 1.3K -13.6K -21 0.00 184.99 N/A N/A 4 0 8 0 2018-11-08 $30.35 $0.00 32.0% 5.3% 15.5% 66.5% 0.0% -3.7% -4.4% 1.4K -12.4K -20 0.00 174.19 N/A N/A 4 0 8 0 2018-11-09 $30.24 $0.00 42.6% 6.6% 15.4% 90.7% 0.0% -9.2% -3.6% 1.3K -12.1K -20 0.00 187.56 N/A N/A 4 0 8 0 2018-11-12 $29.73 $0.00 38.8% 5.1% 16.6% 81.9% 0.0% -1.8% -2.4% 1.4K -9.1K -15 0.00 171.30 N/A N/A 4 0 8 0 2018-11-13 $29.61 $0.00 64.4% 6.8% 15.6% 100.0% 0.0% -9.7% -4.3% 1.2K -9.3K -15 0.00 180.78 N/A N/A 4 0 8 0 2018-11-14 $29.65 $0.00 24.7% 7.1% 15.5% 35.6% 0.0% 2.1% -3.2% 1.1K -9.5K -15 0.00 174.71 N/A N/A 4 0 8 0 2018-11-15 $29.59 $0.00 18.6% 5.3% 15.0% 25.8% 0.0% 2.7% -3.1% 1.3K -8.7K -11 0.00 172.91 N/A N/A 4 0 8 0 2018-11-16 $29.44 $0.00 20.2% 5.8% 15.1% 28.3% 0.0% 2.8% -4.8% 190 -9.9K -8 0.00 169.80 N/A N/A 4 0 8 0 2018-11-19 $29.19 $0.00 19.9% 5.7% 15.3% 27.9% 0.0% -5.2% 88.2% 171 -945 -7 0.00 171.80 N/A N/A 1 0 2 0 2018-11-20 $28.83 $0.00 24.4% 7.0% 15.6% 35.1% 0.0% -0.5% -0.8% 142 -946 -7 0.00 154.94 N/A N/A 1 0 2 0 2018-11-21 $29.22 $0.00 20.6% 5.9% 15.7% 28.9% 0.0% 2.7% -4.6% 173 -964 -7 0.00 170.99 N/A N/A 1 0 2 0 2018-11-23 $29.30 $0.00 33.7% 9.7% 15.0% 50.1% 0.0% -21.4% -6.1% 152 -1.7K -10 0.00 179.97 N/A N/A 1 0 2 0 2018-11-26 $29.70 $0.00 20.8% 6.0% 15.1% 29.2% 0.0% 3.8% -3.9% 210 -1.2K -8 0.00 173.01 N/A N/A 1 0 2 0 2018-11-27 $29.66 $0.00 22.8% 6.5% 15.1% 32.6% 0.0% -2.2% -2.0% 188 -1.3K -8 0.00 166.71 N/A N/A 1 0 2 0 2018-11-28 $29.96 $0.00 20.4% 5.8% 14.3% 28.6% 0.0% 1.0% -4.1% 236 -1.3K -8 0.00 170.29 N/A N/A 1 0 2 0 2018-11-29 $30.01 $0.00 22.1% 6.3% 13.3% 31.4% 0.0% 6.3% -4.8% 232 -1.5K -9 0.00 171.24 N/A N/A 1 0 2 0 2018-11-30 $29.97 $0.00 22.2% 6.4% 13.3% 31.6% 0.0% 3.7% -4.9% 229 -1.5K -9 0.00 173.18 N/A N/A 1 0 2 0
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