IHDG Options History — July 2019 In July 2019, IHDG traded between $33.03 and $33.61. ATM implied volatility averaged 17.9%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 8.5% (HV 20d: 9.4%). Max pain ranged from $32.00 to $32.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days.
Notable Days 2019-07-26 : Largest IV spike — 69.1% change2019-07-29 : Highest IV Rank — 29.2%2019-07-29 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $33.29 $33.03 $33.61 $33.17 $33.21 Max Pain $32.00 $32.00 $32.00 $32.00 $32.00 ATM IV 17.9% 12.8% 25.4% 18.3% 19.8% Expected Move 4.7% 3.4% 7.3% 5.2% 5.7% HV 20d 9.4% 7.8% 10.7% 10.2% 8.0% HV 60d 11.4% 11.2% 11.7% 11.2% 11.5% IV Rank 15.7% 6.5% 29.2% 16.4% 19.2% IV Percentile 31.5% 2.0% 81.3% 31.0% 45.6% Term Structure 2.8% -11.9% 84.0% -3.8% -5.3% Skew 25d -1.4% -11.8% 11.6% -6.7% 11.6% Skew 10d 2.1% -10.4% 17.8% -6.6% 17.8% Call IV 25d 19.1% 15.0% 30.6% 20.3% 18.1% Put IV 25d 17.7% 11.3% 31.2% 13.6% 29.7% Bid-Ask Spread % 145.10 120.88 168.86 164.53 141.63 Gamma HHI 0.85 0.82 0.88 0.83 0.84 Net GEX 2.3K 1.9K 2.8K 1.9K 2.2K Net DEX -12.0K -14.6K -8.9K -12.1K -11.3K Net VEX -31 -40 -23 -39 -23 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 9 9 9 9 9
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 2019-07-01 $33.17 $0.00 18.3% 5.2% 10.2% 16.4% 0.0% -6.7% -3.8% 1.9K -12.1K -39 0.00 164.53 N/A N/A 0 0 9 0 2019-07-02 $33.34 $0.00 20.0% 5.7% 10.2% 19.5% 0.0% 4.3% -11.9% 2.1K -12.9K -39 0.00 168.86 N/A N/A 0 0 9 0 2019-07-03 $33.59 $0.00 20.1% 5.8% 10.3% 19.7% 0.0% -0.9% -4.7% 2.3K -14.5K -40 0.00 157.19 N/A N/A 0 0 9 0 2019-07-05 $33.36 $32.00 21.0% 3.5% 10.7% 21.3% 0.0% 1.2% 3.7% 2.1K -13.0K -38 0.00 142.72 N/A N/A 0 0 9 0 2019-07-08 $33.34 $32.00 24.3% 3.4% 10.4% 27.3% 0.0% -3.1% 4.3% 2.2K -12.7K -36 0.00 142.24 N/A N/A 0 0 9 0 2019-07-09 $33.17 $32.00 24.5% 3.9% 10.4% 27.7% 0.0% 1.9% 1.5% 2.6K -10.2K -32 0.00 139.67 N/A N/A 0 0 9 0 2019-07-10 $33.14 $32.00 15.4% 4.4% 10.1% 11.3% 0.0% -5.5% -2.8% 2.0K -11.6K -35 0.00 146.12 N/A N/A 0 0 9 0 2019-07-11 $33.09 $32.00 14.8% 4.2% 10.1% 10.0% 0.0% -5.9% -1.6% 2.0K -11.2K -33 0.00 146.46 N/A N/A 0 0 9 0 2019-07-12 $33.03 $32.00 13.5% 3.9% 10.0% 7.7% 0.0% -3.3% 1.1% 2.5K -8.9K -27 0.00 144.28 N/A N/A 0 0 9 0 2019-07-15 $33.17 $32.00 13.8% 3.9% 10.0% 8.3% 0.0% -3.0% 0.7% 2.7K -9.9K -29 0.00 143.14 N/A N/A 0 0 9 0 2019-07-16 $33.22 $32.00 12.9% 3.7% 9.9% 6.7% 0.0% 0.8% 3.2% 2.2K -11.7K -32 0.00 148.75 N/A N/A 0 0 9 0 2019-07-17 $33.19 $32.00 12.8% 3.7% 9.1% 6.5% 0.0% 3.4% 2.6% 2.2K -11.3K -30 0.00 143.59 N/A N/A 0 0 9 0 2019-07-18 $33.10 $32.00 16.1% 4.6% 9.1% 12.5% 0.0% 1.6% -2.9% 2.0K -11.2K -29 0.00 144.09 N/A N/A 0 0 9 0 2019-07-19 $33.19 $32.00 13.7% 3.9% 9.1% 8.2% 0.0% -3.5% 1.7% 2.8K -9.5K -25 0.00 134.40 N/A N/A 0 0 9 0 2019-07-22 $33.28 $32.00 13.6% 3.9% 8.8% 7.9% 0.0% -5.5% 84.0% 2.3K -11.8K -28 0.00 138.95 N/A N/A 0 0 9 0 2019-07-23 $33.58 $32.00 17.6% 5.0% 8.2% 15.1% 0.0% -3.4% -3.4% 2.5K -14.0K -29 0.00 134.88 N/A N/A 0 0 9 0 2019-07-24 $33.59 $32.00 17.2% 4.9% 7.8% 14.5% 0.0% 1.5% -3.3% 2.5K -14.0K -28 0.00 139.90 N/A N/A 0 0 9 0 2019-07-25 $33.35 $32.00 14.8% 4.2% 8.4% 10.1% 0.0% -6.3% 3.3% 2.5K -12.1K -26 0.00 120.88 N/A N/A 0 0 9 0 2019-07-26 $33.52 $32.00 25.0% 7.2% 8.5% 28.6% 0.0% -11.8% -6.0% 2.0K -14.0K -27 0.00 151.58 N/A N/A 0 0 9 0 2019-07-29 $33.61 $32.00 25.4% 7.3% 8.4% 29.2% 0.0% 2.2% -6.6% 1.9K -14.6K -26 0.00 147.31 N/A N/A 0 0 9 0 2019-07-30 $33.22 $32.00 18.7% 5.4% 8.2% 17.3% 0.0% 0.6% 7.8% 1.9K -12.1K -24 0.00 150.98 N/A N/A 0 0 9 0 2019-07-31 $33.21 $32.00 19.8% 5.7% 8.0% 19.2% 0.0% 11.6% -5.3% 2.2K -11.3K -23 0.00 141.63 N/A N/A 0 0 9 0
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