IHDG Options History — June 2019

Name: IHDG Options Analytics - June 2019
Creator: Options Analysis Suite

In June 2019, IHDG traded between $31.62 and $33.07. ATM implied volatility averaged 19.2%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 7.4% (HV 20d: 11.8%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2019-06-11: Highest Volume — 8 contracts
2019-06-12: Largest IV drop — 32.7% change
2019-06-10: Highest IV Rank — 27.8%
2019-06-05: Largest Expected Move — 6.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.52	$31.62	$33.07	$31.62	$32.70
ATM IV	19.2%	15.4%	24.6%	21.1%	19.0%
Expected Move	5.1%	4.4%	6.2%	6.1%	5.4%
HV 20d	11.8%	9.2%	15.0%	14.9%	9.2%
HV 60d	11.0%	10.7%	11.2%	10.9%	10.8%
IV Rank	18.1%	11.3%	27.8%	21.6%	17.7%
IV Percentile	40.8%	9.1%	77.8%	58.3%	38.1%
Term Structure	-3.8%	-8.1%	2.7%	-5.5%	-3.3%
Skew 25d	2.3%	-8.4%	7.3%	-1.0%	-2.5%
Skew 10d	3.9%	-14.6%	11.3%	-6.7%	-0.7%
Call IV 25d	17.2%	12.3%	23.6%	23.6%	20.7%
Put IV 25d	19.5%	14.3%	24.6%	22.5%	18.3%
Bid-Ask Spread %	172.42	167.21	174.96	167.21	173.88
Gamma HHI	0.85	0.71	1.00	1.00	0.79
Net GEX	1.3K	156	2.3K	179	1.7K
Net DEX	-6.0K	-11.8K	-1.5K	-1.5K	-9.7K
Net VEX	-24	-45	-5	-6	-37
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	1.6	0	8	0	0
Total OI	6.2	1	9	1	9

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2019-06-03	$31.62	$0.00	21.1%	6.1%	14.9%	21.6%	0.0%	-1.0%	-5.5%	179	-1.5K	-6	167.21	N/A	N/A	0	1
2019-06-04	$31.81	$0.00	21.3%	6.1%	15.0%	22.0%	0.0%	1.1%	-5.4%	177	-1.6K	-6	169.67	N/A	N/A	0	1
2019-06-05	$31.95	$0.00	21.5%	6.2%	14.1%	22.3%	0.0%	-8.4%	-6.1%	191	-1.7K	-6	170.74	N/A	N/A	0	1
2019-06-06	$32.14	$0.00	21.6%	4.6%	14.0%	22.5%	0.0%	5.8%	-1.4%	187	-1.8K	-6	174.87	N/A	N/A	0	1
2019-06-07	$32.43	$0.00	24.0%	4.8%	14.3%	26.9%	0.0%	6.7%	-1.3%	200	-2.0K	-5	174.96	N/A	N/A	0	1
2019-06-10	$32.67	$0.00	24.6%	4.4%	14.4%	27.8%	0.0%	2.4%	-3.4%	242	-2.3K	-5	172.78	N/A	N/A	0	1
2019-06-11	$32.91	$0.00	23.5%	4.4%	11.5%	25.9%	0.0%	2.4%	2.7%	156	-2.2K	-5	172.02	N/A	N/A	8	1
2019-06-12	$32.80	$0.00	15.8%	4.5%	11.1%	12.0%	0.0%	2.9%	-1.2%	1.6K	-10.8K	-45	174.50	N/A	N/A	8	9
2019-06-13	$32.73	$0.00	15.4%	4.4%	11.0%	11.3%	0.0%	-0.8%	-4.3%	2.0K	-8.4K	-38	172.22	N/A	N/A	8	9
2019-06-14	$32.62	$0.00	16.9%	4.8%	10.7%	13.9%	0.0%	7.3%	-4.9%	2.0K	-7.1K	-33	174.82	N/A	N/A	8	9
2019-06-17	$32.49	$0.00	18.5%	5.3%	10.7%	16.8%	0.0%	6.3%	-2.3%	1.8K	-5.7K	-27	174.15	N/A	N/A	0	9
2019-06-18	$32.86	$0.00	16.0%	4.6%	11.0%	12.2%	0.0%	0.6%	-6.8%	2.3K	-7.8K	-34	173.37	N/A	N/A	0	9
2019-06-19	$32.98	$0.00	16.2%	4.7%	10.8%	12.7%	0.0%	-2.3%	-1.6%	1.8K	-11.4K	-44	171.10	N/A	N/A	0	9
2019-06-20	$33.07	$0.00	15.4%	4.4%	10.8%	11.3%	0.0%	3.1%	-1.6%	1.8K	-11.8K	-43	167.83	N/A	N/A	0	9
2019-06-21	$32.86	$0.00	16.5%	4.7%	9.8%	13.1%	0.0%	2.7%	-6.6%	2.3K	-7.8K	-33	173.34	N/A	N/A	0	9
2019-06-24	$32.51	$0.00	18.1%	5.2%	10.6%	16.0%	0.0%	5.7%	-6.8%	1.8K	-6.0K	-27	173.79	N/A	N/A	0	9
2019-06-25	$32.35	$0.00	19.6%	5.6%	10.7%	18.8%	0.0%	4.1%	-4.0%	1.6K	-5.8K	-27	170.69	N/A	N/A	0	9
2019-06-26	$32.43	$0.00	19.9%	5.7%	10.3%	19.4%	0.0%	4.7%	-4.0%	1.5K	-8.5K	-36	173.01	N/A	N/A	0	9
2019-06-27	$32.53	$0.00	18.9%	5.4%	10.3%	17.5%	0.0%	4.6%	-8.1%	1.8K	-5.7K	-24	173.49	N/A	N/A	0	9
2019-06-28	$32.70	$0.00	19.0%	5.4%	9.2%	17.7%	0.0%	-2.5%	-3.3%	1.7K	-9.7K	-37	173.88	N/A	N/A	0	9