IHDG Options History — January 2019 In January 2019, IHDG traded between $27.53 and $30.01. ATM implied volatility averaged 23.1%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 6.2% (HV 20d: 16.9%). Max pain ranged from $32.00 to $32.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2019-01-31 : Largest IV spike — 37.7% change2019-01-02 : Highest IV Rank — 50.2%2019-01-02 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $28.99 $27.53 $30.01 $27.82 $30.01 Max Pain $32.00 $32.00 $32.00 $32.00 $32.00 ATM IV 23.1% 18.6% 33.7% 33.7% 28.8% Expected Move 6.0% 5.3% 9.7% 9.7% 6.2% HV 20d 16.9% 13.9% 19.2% 17.6% 14.0% HV 60d 16.6% 15.7% 17.7% 16.8% 15.8% IV Rank 33.0% 25.6% 50.2% 50.2% 42.3% IV Percentile 65.6% 40.1% 94.8% 94.8% 90.1% Term Structure -3.9% -8.5% -2.3% -8.5% -3.2% Skew 25d 3.9% 1.6% 11.3% 5.4% 5.4% Skew 10d 6.5% -2.3% 17.1% -2.3% 11.7% Call IV 25d 22.4% 16.7% 39.4% 39.4% 21.8% Put IV 25d 26.3% 23.2% 44.8% 44.8% 27.2% Bid-Ask Spread % 152.08 143.50 183.00 161.41 183.00 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 110 27 237 82 237 Net DEX -324 -1.1K -67 -376 -1.1K Net VEX -2 -3 -1 -3 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 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 2019-01-02 $27.82 $0.00 33.7% 9.7% 17.6% 50.2% 0.0% 5.4% -8.5% 82 -376 -3 0.00 161.41 N/A N/A 0 0 2 0 2019-01-03 $27.53 $32.00 26.4% 5.6% 15.7% 38.3% 0.0% 2.8% -3.0% 27 -67 -1 0.00 143.50 N/A N/A 0 0 2 0 2019-01-04 $28.26 $32.00 28.3% 5.7% 18.9% 41.4% 0.0% 3.1% -3.1% 60 -168 -1 0.00 149.54 N/A N/A 0 0 2 0 2019-01-07 $28.39 $32.00 28.5% 5.6% 18.6% 41.7% 0.0% 4.0% -3.0% 63 -172 -1 0.00 148.36 N/A N/A 0 0 2 0 2019-01-08 $28.72 $32.00 29.4% 5.3% 19.2% 43.2% 0.0% 2.8% -2.3% 84 -234 -2 0.00 147.86 N/A N/A 0 0 2 0 2019-01-09 $28.89 $32.00 19.0% 5.5% 19.2% 26.4% 0.0% 2.8% -3.0% 101 -295 -2 0.00 149.69 N/A N/A 0 0 2 0 2019-01-10 $28.97 $32.00 18.6% 5.3% 19.2% 25.7% 0.0% 4.3% -2.6% 105 -300 -2 0.00 149.09 N/A N/A 0 0 2 0 2019-01-11 $28.82 $32.00 19.2% 5.5% 18.9% 26.7% 0.0% 5.4% -3.3% 87 -233 -1 0.00 150.65 N/A N/A 0 0 2 0 2019-01-14 $28.61 $32.00 20.5% 5.9% 19.0% 28.7% 0.0% 4.0% -3.6% 74 -199 -1 0.00 150.61 N/A N/A 0 0 2 0 2019-01-15 $28.85 $32.00 18.6% 5.3% 18.5% 25.6% 0.0% 3.8% -3.0% 82 -210 -1 0.00 149.38 N/A N/A 0 0 2 0 2019-01-16 $28.98 $32.00 19.6% 5.6% 17.3% 27.3% 0.0% 3.3% -3.9% 96 -256 -2 0.00 151.35 N/A N/A 0 0 2 0 2019-01-17 $29.07 $32.00 19.5% 5.6% 17.3% 27.2% 0.0% 3.2% -4.3% 101 -264 -2 0.00 168.73 N/A N/A 0 0 2 0 2019-01-18 $29.57 $32.00 19.6% 5.6% 17.2% 27.3% 0.0% 3.7% -3.9% 164 -478 -3 0.00 149.05 N/A N/A 0 0 2 0 2019-01-22 $29.24 $32.00 20.0% 5.7% 16.9% 28.0% 0.0% 2.9% -2.8% 110 -277 -1 0.00 149.30 N/A N/A 0 0 2 0 2019-01-23 $29.27 $32.00 20.9% 6.0% 16.5% 29.4% 0.0% 1.6% -3.2% 105 -246 -1 0.00 145.03 N/A N/A 0 0 2 0 2019-01-24 $29.43 $32.00 22.9% 6.6% 15.4% 32.7% 0.0% 3.8% -4.7% 139 -380 -2 0.00 149.49 N/A N/A 0 0 2 0 2019-01-25 $29.48 $32.00 22.9% 6.6% 13.9% 32.7% 0.0% 2.8% -5.3% 139 -364 -2 0.00 149.96 N/A N/A 0 0 2 0 2019-01-28 $29.43 $32.00 23.9% 6.8% 13.9% 34.2% 0.0% 11.3% -5.7% 120 -283 -1 0.00 144.71 N/A N/A 0 0 2 0 2019-01-29 $29.56 $32.00 23.6% 6.8% 13.9% 33.9% 0.0% 2.6% -5.8% 152 -410 -2 0.00 151.43 N/A N/A 0 0 2 0 2019-01-30 $29.85 $32.00 20.9% 6.0% 14.0% 29.5% 0.0% 3.6% -4.5% 187 -488 -2 0.00 151.48 N/A N/A 0 0 2 0 2019-01-31 $30.01 $0.00 28.8% 6.2% 14.0% 42.3% 0.0% 5.4% -3.2% 237 -1.1K -3 0.00 183.00 N/A N/A 0 0 2 0
« Dec 2018 | All History | Feb 2019 » Home IHDG History January 2019