IHDG Options History — April 2020 In April 2020, IHDG traded between $29.36 and $33.36. ATM implied volatility averaged 43.3%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded below realized volatility by 4.4% (HV 20d: 47.8%). Max pain ranged from $21.00 to $39.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2020-04-03 : Highest Volume — 74 contracts2020-04-07 : Largest IV spike — 109.0% change2020-04-07 : Highest IV Rank — 43.8%2020-04-01 : Largest Expected Move — 18.7%Monthly Statistics Metric Avg Min Max Open Close Price $31.80 $29.36 $33.36 $29.36 $32.59 Max Pain $21.86 $21.00 $39.00 $39.00 $21.00 ATM IV 43.3% 25.1% 68.2% 65.2% 48.9% Expected Move 11.7% 6.7% 18.7% 18.7% 14.0% HV 20d 47.8% 26.6% 74.7% 74.7% 26.6% HV 60d 47.7% 46.1% 48.3% 46.1% 48.3% IV Rank 25.6% 12.3% 43.8% 41.7% 29.8% IV Percentile 73.9% 41.7% 92.9% 92.5% 82.5% Term Structure -8.9% -18.7% -4.5% -18.7% -14.9% VWIV 73.0% 73.0% 73.0% 73.0% 73.0% Skew 25d 6.1% -3.1% 8.9% 7.8% 5.4% Skew 10d 10.5% -2.0% 16.7% -2.0% 12.9% Call IV 25d 42.4% 22.9% 66.9% 66.9% 56.7% Put IV 25d 48.4% 26.6% 74.7% 74.7% 62.1% Bid-Ask Spread % 147.50 135.01 153.68 153.47 151.12 Gamma HHI 0.64 0.41 1.00 0.94 0.50 Net GEX 243 -145 1.4K 968 6 Net DEX -781 -7.2K 1.0K -5.6K -90 Net VEX -13 -73 0 -31 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 5.905 0 74 50 0 Total OI 97.19 51 136 86 51
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 2020-04-01 $29.36 $39.00 65.2% 18.7% 74.7% 41.7% 0.0% 7.8% -18.7% 968 -5.6K -31 0.00 153.47 N/A N/A 0 50 86 0 2020-04-02 $29.83 $21.00 48.0% 11.1% 74.6% 29.1% 0.0% 7.5% -5.8% 342 -1.3K -8 0.00 135.34 N/A N/A 0 0 86 50 2020-04-03 $29.46 $21.00 49.1% 11.3% 74.5% 29.9% 73.0% 7.2% -4.5% -58 726 -17 0.00 135.01 N/A N/A 0 74 86 50 2020-04-06 $30.90 $21.00 32.6% 6.7% 72.7% 17.8% 0.0% 3.7% -7.8% 48 -112 -1 0.00 137.55 N/A N/A 0 0 86 50 2020-04-07 $31.22 $21.00 68.2% 12.4% 71.2% 43.8% 0.0% 7.5% -4.5% 1.4K -7.2K -38 0.00 152.91 N/A N/A 0 0 86 50 2020-04-08 $31.52 $21.00 40.9% 11.7% 68.7% 23.9% 0.0% 3.8% -4.6% 1.0K -1.6K -73 0.00 151.74 N/A N/A 0 0 86 50 2020-04-09 $32.15 $21.00 25.8% 7.4% 60.8% 12.8% 0.0% -3.1% -7.4% 311 -784 -4 0.00 149.44 N/A N/A 0 0 86 50 2020-04-13 $31.78 $21.00 43.9% 12.6% 58.6% 26.0% 0.0% 7.9% -6.8% 577 -1.4K -18 0.00 151.95 N/A N/A 0 0 86 50 2020-04-14 $32.34 $21.00 42.8% 12.3% 45.9% 25.3% 0.0% 7.6% -6.8% 652 -1.6K -15 0.00 152.86 N/A N/A 0 0 86 50 2020-04-15 $31.82 $21.00 43.9% 12.6% 44.3% 26.1% 0.0% 7.1% -7.1% 84 525 -15 0.00 151.93 N/A N/A 0 0 86 50 2020-04-16 $32.01 $21.00 36.2% 10.4% 40.4% 20.4% 0.0% 7.6% -6.8% -26 128 -4 0.00 138.88 N/A N/A 0 0 86 50 2020-04-17 $32.63 $21.00 32.7% 9.4% 38.0% 17.9% 0.0% 7.0% -4.9% 22 -118 -3 0.00 139.84 N/A N/A 0 0 86 50 2020-04-20 $32.46 $21.00 39.8% 11.4% 37.5% 23.0% 0.0% 3.3% -10.4% 35 -127 -1 0.00 137.49 N/A N/A 0 0 1 50 2020-04-21 $31.96 $21.00 32.5% 9.3% 37.5% 17.7% 0.0% 6.3% -8.3% -20 102 -3 0.00 150.77 N/A N/A 0 0 1 50 2020-04-22 $32.43 $21.00 46.9% 13.4% 31.6% 28.2% 0.0% 8.9% -10.2% -116 767 -10 0.00 152.38 N/A N/A 0 0 1 50 2020-04-23 $32.14 $21.00 47.0% 13.5% 30.7% 28.3% 0.0% 7.8% -10.7% -145 1.0K -12 0.00 153.03 N/A N/A 0 0 1 50 2020-04-24 $32.41 $21.00 47.0% 13.5% 30.6% 28.3% 0.0% 8.6% -12.2% -75 444 -8 0.00 153.12 N/A N/A 0 0 1 50 2020-04-27 $32.68 $21.00 46.4% 13.3% 28.5% 27.9% 0.0% 6.3% -12.0% -12 10 -4 0.00 153.68 N/A N/A 0 0 1 50 2020-04-28 $32.85 $21.00 47.2% 13.5% 27.6% 28.5% 0.0% 5.7% -13.1% 9 -124 -3 0.00 153.37 N/A N/A 0 0 1 50 2020-04-29 $33.36 $21.00 25.1% 7.2% 27.8% 12.3% 0.0% 3.5% -8.8% 40 -95 0 0.00 141.66 N/A N/A 0 0 1 50 2020-04-30 $32.59 $21.00 48.9% 14.0% 26.6% 29.8% 0.0% 5.4% -14.9% 6 -90 -3 0.00 151.12 N/A N/A 0 0 1 50
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