IHDG Options History — March 2019 In March 2019, IHDG traded between $31.44 and $32.18. ATM implied volatility averaged 19.0%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 10.2% (HV 20d: 8.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2019-03-25 : Largest IV spike — 107.7% change2019-03-11 : Highest IV Rank — 54.4%2019-03-08 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $31.79 $31.44 $32.18 $31.69 $32.12 ATM IV 19.0% 9.2% 39.9% 21.5% 19.6% Expected Move 4.8% 3.0% 9.2% 6.2% 4.5% HV 20d 8.8% 7.5% 10.6% 9.0% 9.6% HV 60d 12.6% 11.1% 14.9% 14.9% 11.1% IV Rank 17.1% 0.0% 54.4% 20.2% 18.8% IV Percentile 37.1% 0.0% 98.4% 59.9% 46.8% Term Structure -1.4% -5.6% 5.0% -5.6% -4.1% Skew 25d 2.2% -5.1% 4.2% 3.5% 3.4% Skew 10d 6.6% 2.0% 11.2% 11.2% 9.0% Call IV 25d 16.7% 8.7% 24.1% 24.1% 20.1% Put IV 25d 18.9% 10.6% 27.6% 27.6% 23.5% Bid-Ask Spread % 149.77 113.23 159.47 158.68 153.46 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2019-03-01 $31.69 $0.00 21.5% 6.2% 9.0% 20.2% 0.0% 3.5% -5.6% 0 0 0 0.00 158.68 N/A N/A 0 0 0 0 2019-03-04 $31.70 $0.00 21.3% 6.1% 8.9% 20.0% 0.0% 2.5% -1.3% 0 0 0 0.00 155.79 N/A N/A 0 0 0 0 2019-03-05 $31.87 $0.00 13.6% 3.9% 8.9% 5.5% 0.0% 2.0% 2.1% 0 0 0 0.00 138.16 N/A N/A 0 0 0 0 2019-03-06 $31.81 $0.00 14.2% 4.1% 8.2% 6.8% 0.0% 2.1% 2.1% 0 0 0 0.00 121.17 N/A N/A 0 0 0 0 2019-03-07 $31.54 $0.00 28.2% 8.1% 8.8% 32.7% 0.0% 2.1% -1.6% 0 0 0 0.00 147.25 N/A N/A 0 0 0 0 2019-03-08 $31.44 $0.00 32.1% 9.2% 8.4% 40.0% 0.0% 2.5% -1.6% 0 0 0 0.00 159.47 N/A N/A 0 0 0 0 2019-03-11 $31.56 $0.00 39.9% 4.3% 8.2% 54.4% 0.0% 3.1% -1.6% 0 0 0 0.00 154.78 N/A N/A 0 0 0 0 2019-03-12 $31.55 $0.00 16.6% 4.3% 8.2% 11.2% 0.0% 2.1% -1.3% 0 0 0 0.00 156.25 N/A N/A 0 0 0 0 2019-03-13 $31.57 $0.00 9.2% 3.0% 7.7% 0.0% 0.0% 1.6% 2.5% 0 0 0 0.00 113.23 N/A N/A 0 0 0 0 2019-03-14 $31.64 $0.00 16.8% 4.2% 7.5% 13.7% 0.0% 2.3% -1.4% 0 0 0 0.00 156.52 N/A N/A 0 0 0 0 2019-03-15 $31.95 $0.00 15.4% 4.0% 8.1% 11.2% 0.0% 3.2% -1.3% 0 0 0 0.00 155.40 N/A N/A 0 0 0 0 2019-03-18 $32.09 $0.00 16.1% 4.1% 7.9% 12.4% 0.0% 3.5% -1.6% 0 0 0 0.00 155.37 N/A N/A 0 0 0 0 2019-03-19 $32.17 $0.00 16.3% 4.0% 7.8% 12.8% 0.0% -5.1% -2.5% 0 0 0 0.00 153.91 N/A N/A 0 0 0 0 2019-03-20 $32.07 $0.00 16.3% 4.1% 8.0% 12.8% 0.0% 3.3% -2.0% 0 0 0 0.00 154.46 N/A N/A 0 0 0 0 2019-03-21 $32.18 $0.00 16.1% 4.0% 8.0% 12.6% 0.0% 4.2% -1.7% 0 0 0 0.00 150.66 N/A N/A 0 0 0 0 2019-03-22 $31.61 $0.00 9.9% 4.3% 10.3% 1.3% 0.0% 1.4% 5.0% 0 0 0 0.00 151.25 N/A N/A 0 0 0 0 2019-03-25 $31.57 $0.00 20.6% 4.7% 10.3% 20.6% 0.0% 2.9% -3.6% 0 0 0 0.00 154.71 N/A N/A 0 0 0 0 2019-03-26 $31.78 $0.00 18.3% 4.4% 10.6% 16.5% 0.0% 1.6% -2.9% 0 0 0 0.00 152.90 N/A N/A 0 0 0 0 2019-03-27 $31.78 $0.00 18.4% 4.3% 10.2% 16.6% 0.0% 1.5% -3.4% 0 0 0 0.00 149.98 N/A N/A 0 0 0 0 2019-03-28 $31.90 $0.00 19.2% 4.3% 10.2% 18.1% 0.0% 2.4% -4.4% 0 0 0 0.00 151.67 N/A N/A 0 0 0 0 2019-03-29 $32.12 $0.00 19.6% 4.5% 9.6% 18.8% 0.0% 3.4% -4.1% 0 0 0 0.00 153.46 N/A N/A 0 0 0 0
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