IHDG Options History — August 2020 In August 2020, IHDG traded between $35.19 and $36.43. ATM implied volatility averaged 47.5%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 33.5% (HV 20d: 13.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2020-08-12 : Largest IV drop — 38.6% change2020-08-10 : Highest IV Rank — 32.7%2020-08-05 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $35.80 $35.19 $36.43 $35.31 $35.90 ATM IV 47.5% 38.3% 62.6% 52.2% 50.3% Expected Move 12.5% 11.0% 15.5% 15.0% 14.4% HV 20d 13.9% 10.6% 14.9% 13.9% 10.6% HV 60d 15.5% 14.5% 16.6% 16.6% 14.5% IV Rank 23.6% 18.0% 32.7% 26.4% 25.3% IV Percentile 62.7% 44.8% 81.3% 75.8% 70.6% Term Structure -9.7% -16.7% -6.5% -13.4% -14.2% Skew 25d 5.7% -22.5% 30.4% -22.5% 3.7% Skew 10d 14.2% 3.9% 36.5% 18.6% 12.4% Call IV 25d 47.9% 17.8% 63.7% 60.0% 60.6% Put IV 25d 53.6% 37.5% 68.0% 37.5% 64.4% Bid-Ask Spread % 187.84 154.39 194.50 157.36 192.19 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2020-08-03 $35.31 $0.00 52.2% 15.0% 13.9% 26.4% 0.0% -22.5% -13.4% 0 0 0 0.00 157.36 N/A N/A 0 0 0 0 2020-08-04 $35.19 $0.00 53.0% 15.2% 13.8% 26.9% 0.0% 4.3% -14.3% 0 0 0 0.00 155.69 N/A N/A 0 0 0 0 2020-08-05 $35.33 $0.00 54.0% 15.5% 13.9% 27.6% 0.0% 3.8% -16.7% 0 0 0 0.00 154.39 N/A N/A 0 0 0 0 2020-08-06 $35.26 $0.00 55.0% 11.0% 13.9% 28.1% 0.0% 4.2% -6.5% 0 0 0 0.00 194.16 N/A N/A 0 0 0 0 2020-08-07 $35.20 $0.00 56.5% 11.2% 13.7% 29.1% 0.0% 3.8% -7.6% 0 0 0 0.00 194.50 N/A N/A 0 0 0 0 2020-08-10 $35.29 $0.00 62.6% 11.3% 13.6% 32.7% 0.0% 4.3% -7.3% 0 0 0 0.00 194.14 N/A N/A 0 0 0 0 2020-08-11 $35.52 $0.00 62.4% 11.1% 13.6% 32.6% 0.0% 3.3% -8.5% 0 0 0 0.00 193.71 N/A N/A 0 0 0 0 2020-08-12 $36.12 $0.00 38.3% 11.0% 14.6% 18.0% 0.0% 29.4% -7.8% 0 0 0 0.00 193.66 N/A N/A 0 0 0 0 2020-08-13 $36.08 $0.00 38.8% 11.1% 14.4% 18.4% 0.0% 30.4% -7.8% 0 0 0 0.00 193.50 N/A N/A 0 0 0 0 2020-08-14 $35.72 $0.00 39.5% 11.3% 14.8% 18.8% 0.0% 4.2% -8.6% 0 0 0 0.00 193.55 N/A N/A 0 0 0 0 2020-08-17 $36.01 $0.00 40.1% 11.5% 14.8% 19.1% 0.0% 4.8% -8.5% 0 0 0 0.00 192.93 N/A N/A 0 0 0 0 2020-08-18 $35.92 $0.00 40.7% 11.7% 14.9% 19.5% 0.0% 4.2% -9.9% 0 0 0 0.00 192.64 N/A N/A 0 0 0 0 2020-08-19 $35.98 $0.00 40.8% 11.7% 14.8% 19.6% 0.0% 4.6% -9.6% 0 0 0 0.00 192.99 N/A N/A 0 0 0 0 2020-08-20 $35.85 $0.00 42.1% 12.1% 14.8% 20.4% 0.0% 4.8% -7.5% 0 0 0 0.00 193.16 N/A N/A 0 0 0 0 2020-08-21 $35.88 $0.00 41.6% 11.9% 14.1% 20.1% 0.0% 4.8% -7.5% 0 0 0 0.00 193.59 N/A N/A 0 0 0 0 2020-08-24 $36.32 $0.00 44.4% 12.7% 14.4% 21.7% 0.0% 5.8% -9.2% 0 0 0 0.00 192.56 N/A N/A 0 0 0 0 2020-08-25 $36.19 $0.00 44.7% 12.8% 14.4% 21.9% 0.0% 5.1% -8.8% 0 0 0 0.00 192.57 N/A N/A 0 0 0 0 2020-08-26 $36.43 $0.00 45.5% 13.0% 14.5% 22.4% 0.0% 6.3% -9.2% 0 0 0 0.00 192.25 N/A N/A 0 0 0 0 2020-08-27 $36.25 $0.00 46.7% 13.4% 13.1% 23.1% 0.0% 6.3% -9.9% 0 0 0 0.00 192.68 N/A N/A 0 0 0 0 2020-08-28 $35.95 $0.00 47.3% 13.6% 11.9% 23.5% 0.0% 4.7% -10.4% 0 0 0 0.00 192.47 N/A N/A 0 0 0 0 2020-08-31 $35.90 $0.00 50.3% 14.4% 10.6% 25.3% 0.0% 3.7% -14.2% 0 0 0 0.00 192.19 N/A N/A 0 0 0 0
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