IHDG Options History — May 2019 In May 2019, IHDG traded between $31.52 and $33.16. ATM implied volatility averaged 23.5%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 12.0% (HV 20d: 11.4%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2019-05-10 : Largest IV spike — 62.2% change2019-05-10 : Highest IV Rank — 75.4%2019-05-10 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $32.34 $31.52 $33.16 $33.16 $31.52 ATM IV 23.5% 11.9% 50.8% 20.3% 21.6% Expected Move 5.3% 3.4% 7.5% 5.8% 6.2% HV 20d 11.4% 4.7% 15.0% 4.7% 15.0% HV 60d 9.8% 8.1% 11.0% 8.2% 11.0% IV Rank 25.9% 4.8% 75.4% 20.1% 22.4% IV Percentile 55.0% 2.0% 99.6% 53.6% 61.9% Term Structure -4.5% -10.1% -2.4% -7.4% -4.4% Skew 25d 0.4% -6.9% 3.1% 1.2% -0.4% Skew 10d -2.3% -12.0% 11.9% 11.9% -5.9% Call IV 25d 18.8% 11.1% 29.8% 12.1% 22.3% Put IV 25d 19.1% 11.5% 30.5% 13.3% 21.9% Bid-Ask Spread % 164.46 116.55 177.91 143.71 165.47 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 205 103 263 143 170 Net DEX -2.0K -2.7K -1.4K -2.4K -1.4K Net VEX -6 -7 -5 -6 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
Daily Data (22 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 2019-05-01 $33.16 $0.00 20.3% 5.8% 4.7% 20.1% 0.0% 1.2% -7.4% 143 -2.4K -6 0.00 143.71 N/A N/A 0 0 1 0 2019-05-02 $32.93 $0.00 19.2% 5.5% 5.4% 18.1% 0.0% 1.1% -5.3% 198 -2.5K -5 0.00 137.44 N/A N/A 0 0 1 0 2019-05-03 $33.10 $0.00 20.3% 5.8% 5.7% 20.0% 0.0% 0.6% -5.6% 189 -2.7K -5 0.00 116.55 N/A N/A 0 0 1 0 2019-05-06 $32.84 $0.00 22.4% 4.4% 6.2% 23.9% 0.0% 2.4% -6.8% 231 -2.6K -5 0.00 169.48 N/A N/A 0 0 1 0 2019-05-07 $32.31 $0.00 28.1% 4.8% 8.5% 34.2% 0.0% -2.6% -3.7% 194 -2.0K -7 0.00 168.97 N/A N/A 0 0 1 0 2019-05-08 $32.53 $0.00 27.6% 4.7% 8.7% 33.4% 0.0% 3.1% -3.3% 153 -2.0K -6 0.00 173.36 N/A N/A 0 0 1 0 2019-05-09 $32.33 $0.00 31.4% 4.9% 8.9% 40.1% 0.0% 2.5% -3.0% 207 -2.0K -6 0.00 165.49 N/A N/A 0 0 1 0 2019-05-10 $32.51 $0.00 50.8% 7.5% 9.2% 75.4% 0.0% 0.7% -10.1% 103 -1.9K -7 0.00 177.91 N/A N/A 0 0 1 0 2019-05-13 $31.76 $0.00 38.3% 5.2% 12.2% 52.7% 0.0% 0.7% -4.3% 152 -1.6K -6 0.00 167.10 N/A N/A 0 0 1 0 2019-05-14 $32.11 $0.00 40.8% 4.9% 13.0% 57.2% 0.0% 1.5% -3.2% 243 -1.9K -6 0.00 170.03 N/A N/A 0 0 1 0 2019-05-15 $32.31 $0.00 17.3% 5.0% 13.1% 14.7% 0.0% 2.4% -3.7% 257 -2.1K -6 0.00 171.27 N/A N/A 0 0 1 0 2019-05-16 $32.60 $0.00 16.3% 4.7% 13.6% 12.9% 0.0% 2.9% -6.8% 247 -2.3K -5 0.00 171.61 N/A N/A 0 0 1 0 2019-05-17 $32.51 $0.00 17.2% 4.9% 13.5% 14.4% 0.0% 2.1% -3.6% 263 -2.3K -6 0.00 172.23 N/A N/A 0 0 1 0 2019-05-20 $32.24 $0.00 18.7% 5.4% 13.7% 17.2% 0.0% 2.4% -3.3% 253 -2.0K -6 0.00 171.70 N/A N/A 0 0 1 0 2019-05-21 $32.44 $0.00 19.1% 5.5% 13.9% 18.0% 0.0% 2.3% -3.8% 263 -2.2K -6 0.00 173.81 N/A N/A 0 0 1 0 2019-05-22 $32.41 $0.00 19.2% 5.5% 13.8% 18.0% 0.0% -4.3% -3.9% 253 -2.1K -6 0.00 171.92 N/A N/A 0 0 1 0 2019-05-23 $31.97 $0.00 17.7% 5.1% 14.5% 15.4% 0.0% 0.4% -3.4% 182 -1.7K -6 0.00 169.08 N/A N/A 0 0 1 0 2019-05-24 $32.13 $0.00 11.9% 3.4% 14.5% 4.8% 0.0% 0.4% -2.4% 226 -1.8K -6 0.00 149.63 N/A N/A 0 0 1 0 2019-05-28 $32.02 $0.00 18.7% 5.4% 14.4% 17.2% 0.0% -6.0% -3.4% 176 -1.7K -6 0.00 170.89 N/A N/A 0 0 1 0 2019-05-29 $31.80 $0.00 19.9% 5.7% 14.6% 19.4% 0.0% 1.4% -3.9% 224 -1.6K -6 0.00 168.45 N/A N/A 0 0 1 0 2019-05-30 $31.90 $0.00 19.9% 5.7% 14.7% 19.4% 0.0% -6.9% -4.2% 182 -1.7K -6 0.00 171.97 N/A N/A 0 0 1 0 2019-05-31 $31.52 $0.00 21.6% 6.2% 15.0% 22.4% 0.0% -0.4% -4.4% 170 -1.4K -6 0.00 165.47 N/A N/A 0 0 1 0
« Apr 2019 | All History | Jun 2019 » Home IHDG History May 2019