IHDG Options History — February 2019 In February 2019, IHDG traded between $30.18 and $31.53. ATM implied volatility averaged 19.4%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 9.6% (HV 20d: 9.8%). Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2019-02-22 : Largest IV spike — 79.9% change2019-02-04 : Highest IV Rank — 37.7%2019-02-28 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $30.93 $30.18 $31.53 $30.18 $31.30 ATM IV 19.4% 11.7% 26.0% 22.2% 23.2% Expected Move 5.2% 3.4% 6.6% 4.8% 6.6% HV 20d 9.8% 7.8% 13.0% 13.0% 8.3% HV 60d 15.4% 14.8% 15.9% 15.8% 14.8% IV Rank 17.8% 2.1% 37.7% 31.6% 23.4% IV Percentile 43.7% 0.4% 83.7% 65.9% 69.0% Term Structure -4.4% -9.1% -1.1% -2.4% -9.1% Skew 25d 2.5% -8.8% 4.8% 3.3% 2.5% Skew 10d 8.5% 2.6% 12.1% 8.6% 8.9% Call IV 25d 18.1% 10.8% 24.7% 16.8% 24.7% Put IV 25d 20.6% 12.6% 27.2% 20.1% 27.2% Bid-Ask Spread % 160.82 136.62 170.40 170.40 160.71 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 180 0 472 249 0 Net DEX -529 -1.3K 0 -692 0 Net VEX -1 -3 0 -2 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.158 0 2 2 0
Daily Data (19 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 2019-02-01 $30.18 $0.00 22.2% 4.8% 13.0% 31.6% 0.0% 3.3% -2.4% 249 -692 -2 0.00 170.40 N/A N/A 0 0 2 0 2019-02-04 $30.37 $0.00 26.0% 5.1% 10.2% 37.7% 0.0% 4.7% -4.2% 290 -858 -2 0.00 168.80 N/A N/A 0 0 2 0 2019-02-05 $30.75 $0.00 25.6% 4.6% 10.7% 37.1% 0.0% 3.9% -2.6% 379 -1.2K -3 0.00 163.93 N/A N/A 0 0 2 0 2019-02-06 $30.65 $0.00 16.9% 4.8% 10.6% 11.6% 0.0% 2.1% -2.4% 353 -1.2K -3 0.00 167.68 N/A N/A 0 0 2 0 2019-02-07 $30.43 $0.00 18.3% 5.2% 11.2% 14.3% 0.0% 2.0% -4.9% 299 -824 -2 0.00 164.59 N/A N/A 0 0 2 0 2019-02-08 $30.32 $0.00 18.0% 5.2% 11.4% 13.8% 0.0% 3.0% -3.1% 274 -754 -2 0.00 165.31 N/A N/A 0 0 2 0 2019-02-11 $30.44 $0.00 19.8% 5.7% 11.0% 17.0% 0.0% 2.8% -5.2% 300 -832 -1 0.00 166.60 N/A N/A 0 0 2 0 2019-02-12 $30.71 $0.00 17.0% 4.9% 10.6% 11.9% 0.0% 2.8% -3.3% 370 -1.1K -1 0.00 166.40 N/A N/A 0 0 2 0 2019-02-13 $30.91 $0.00 16.9% 4.9% 10.5% 11.8% 0.0% 2.3% -3.1% 433 -1.2K -1 0.00 166.59 N/A N/A 0 0 2 0 2019-02-14 $31.02 $0.00 17.2% 4.9% 10.5% 12.3% 0.0% 3.0% -3.0% 472 -1.3K -1 0.00 164.96 N/A N/A 0 0 2 0 2019-02-15 $31.23 $0.00 18.8% 5.4% 10.5% 15.3% 0.0% 3.7% -5.6% 0 0 0 0.00 162.26 N/A N/A 0 0 2 0 2019-02-19 $31.17 $0.00 18.0% 5.2% 9.4% 13.8% 0.0% 4.0% -3.7% 0 0 0 0.00 162.75 N/A N/A 0 0 0 0 2019-02-20 $31.25 $0.00 20.0% 5.7% 7.8% 17.4% 0.0% 3.3% -5.9% 0 0 0 0.00 161.97 N/A N/A 0 0 0 0 2019-02-21 $31.23 $0.00 11.7% 3.4% 7.9% 2.1% 0.0% 1.8% -1.1% 0 0 0 0.00 136.73 N/A N/A 0 0 0 0 2019-02-22 $31.42 $0.00 21.1% 6.0% 8.0% 19.5% 0.0% 4.8% -5.6% 0 0 0 0.00 158.88 N/A N/A 0 0 0 0 2019-02-25 $31.48 $0.00 22.7% 6.5% 8.0% 22.5% 0.0% 4.4% -7.9% 0 0 0 0.00 158.78 N/A N/A 0 0 0 0 2019-02-26 $31.53 $0.00 21.7% 6.2% 7.8% 20.6% 0.0% -8.8% -6.2% 0 0 0 0.00 151.63 N/A N/A 0 0 0 0 2019-02-27 $31.30 $0.00 13.2% 3.8% 8.6% 4.8% 0.0% 1.9% -4.2% 0 0 0 0.00 136.62 N/A N/A 0 0 0 0 2019-02-28 $31.30 $0.00 23.2% 6.6% 8.3% 23.4% 0.0% 2.5% -9.1% 0 0 0 0.00 160.71 N/A N/A 0 0 0 0
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