IHDG Options History — June 2020 In June 2020, IHDG traded between $34.11 and $35.72. ATM implied volatility averaged 63.2%, placing in the 40.2% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 44.4% (HV 20d: 18.8%). Max pain ranged from $36.00 to $36.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2020-06-01 : Highest Volume — 4 contracts2020-06-23 : Largest IV spike — 241.3% change2020-06-24 : Highest IV Rank — 59.3%2020-06-24 : Largest Expected Move — 25.6%Monthly Statistics Metric Avg Min Max Open Close Price $35.20 $34.11 $35.72 $35.19 $35.14 Max Pain $36.00 $36.00 $36.00 $36.00 $36.00 ATM IV 63.2% 18.4% 89.2% 18.4% 84.0% Expected Move 18.6% 5.3% 25.6% 5.3% 24.1% HV 20d 18.8% 16.3% 22.1% 16.3% 19.2% HV 60d 30.5% 21.2% 46.7% 46.7% 21.2% IV Rank 40.2% 7.4% 59.3% 7.4% 55.5% IV Percentile 80.7% 12.7% 95.2% 12.7% 92.9% Term Structure -8.6% -19.8% 64.7% -4.8% -5.6% VWIV 18.4% 18.4% 18.4% 18.4% 18.4% Skew 25d 18.5% 5.3% 64.5% 5.3% 16.2% Skew 10d 26.6% 9.1% 72.5% 9.6% 33.1% Call IV 25d 69.3% 18.5% 99.0% 18.5% 98.4% Put IV 25d 87.8% 23.8% 118.6% 23.8% 114.7% Bid-Ask Spread % 189.77 155.37 198.61 155.37 196.64 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 370 0 987 0 0 Net DEX -3.4K -7.0K 0 0 0 Net VEX -5 -12 0 0 0 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 0.455 0 4 4 0 Total OI 2.545 0 4 0 0
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 2020-06-01 $35.19 $0.00 18.4% 5.3% 16.3% 7.4% 18.4% 5.3% -4.8% 0 0 0 0.00 155.37 N/A N/A 4 0 0 0 2020-06-02 $35.20 $36.00 43.8% 12.6% 16.4% 26.0% 0.0% 6.0% -3.9% 537 -6.1K -12 0.00 173.83 N/A N/A 0 0 4 0 2020-06-03 $35.69 $36.00 43.8% 12.6% 16.7% 26.0% 0.0% 7.7% -3.3% 559 -7.0K -12 0.00 172.96 N/A N/A 0 0 4 0 2020-06-04 $35.35 $0.00 45.6% 16.5% 17.4% 27.3% 0.0% 12.8% -17.0% 533 -6.4K -11 0.00 194.53 N/A N/A 4 0 4 0 2020-06-05 $35.69 $0.00 45.9% 16.0% 16.8% 27.5% 0.0% 8.4% -17.7% 544 -7.0K -11 0.00 194.85 N/A N/A 2 0 4 0 2020-06-08 $35.53 $0.00 38.1% 15.9% 17.0% 21.8% 0.0% 12.7% -17.6% 608 -6.6K -10 0.00 194.80 N/A N/A 0 0 4 0 2020-06-09 $35.16 $0.00 56.9% 16.4% 17.6% 35.6% 0.0% 12.2% -17.3% 599 -5.9K -9 0.00 167.00 N/A N/A 0 0 4 0 2020-06-10 $35.28 $0.00 58.0% 16.6% 17.2% 36.4% 0.0% 12.5% -18.2% 639 -6.0K -9 0.00 194.84 N/A N/A 0 0 4 0 2020-06-11 $34.11 $0.00 63.1% 18.1% 21.6% 40.1% 0.0% 10.5% -19.1% 502 -4.1K -7 0.00 196.71 N/A N/A 0 0 4 0 2020-06-12 $34.65 $0.00 76.2% 21.8% 21.9% 49.7% 0.0% 17.9% -19.8% 572 -4.9K -7 0.00 198.61 N/A N/A 0 0 4 0 2020-06-15 $34.48 $0.00 80.6% 23.1% 22.1% 53.0% 0.0% 18.1% -18.1% 590 -4.4K -5 0.00 197.84 N/A N/A 0 0 4 0 2020-06-16 $34.92 $0.00 73.1% 21.0% 19.9% 47.5% 0.0% 16.5% -16.8% 654 -5.1K -5 0.00 198.13 N/A N/A 0 0 4 0 2020-06-17 $35.36 $0.00 56.3% 16.2% 19.5% 35.2% 0.0% 9.3% -11.4% 987 -5.4K -4 0.00 186.70 N/A N/A 0 0 4 0 2020-06-18 $35.34 $0.00 73.2% 21.0% 19.0% 47.5% 0.0% 17.9% -17.8% 812 -5.7K -3 0.00 197.09 N/A N/A 0 0 4 0 2020-06-19 $35.55 $0.00 70.5% 20.2% 18.7% 45.6% 0.0% 57.1% -16.2% 0 0 0 0.00 196.06 N/A N/A 0 0 4 0 2020-06-22 $35.72 $0.00 25.3% 7.3% 18.8% 12.4% 0.0% 64.5% 64.7% 0 0 0 0.00 185.95 N/A N/A 0 0 0 0 2020-06-23 $35.52 $0.00 86.4% 24.8% 18.5% 57.2% 0.0% 21.3% -1.0% 0 0 0 0.00 182.96 N/A N/A 0 0 0 0 2020-06-24 $34.93 $0.00 89.2% 25.6% 19.5% 59.3% 0.0% 19.6% -7.5% 0 0 0 0.00 197.89 N/A N/A 0 0 0 0 2020-06-25 $35.29 $0.00 88.5% 25.4% 19.7% 58.7% 0.0% 22.3% -7.3% 0 0 0 0.00 198.08 N/A N/A 0 0 0 0 2020-06-26 $35.04 $0.00 87.1% 25.0% 19.9% 57.8% 0.0% 18.9% -6.2% 0 0 0 0.00 197.29 N/A N/A 0 0 0 0 2020-06-29 $35.18 $0.00 85.7% 24.6% 19.2% 56.7% 0.0% 18.9% -6.8% 0 0 0 0.00 196.84 N/A N/A 0 0 0 0 2020-06-30 $35.14 $0.00 84.0% 24.1% 19.2% 55.5% 0.0% 16.2% -5.6% 0 0 0 0.00 196.64 N/A N/A 0 0 0 0
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