IHDG Options History — October 2020 In October 2020, IHDG traded between $35.15 and $37.79. ATM implied volatility averaged 57.0%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 45.3% (HV 20d: 11.7%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2020-10-14 : Largest IV drop — 63.3% change2020-10-09 : Highest IV Rank — 55.5%2020-10-02 : Largest Expected Move — 21.9%Monthly Statistics Metric Avg Min Max Open Close Price $36.85 $35.15 $37.79 $36.86 $35.15 ATM IV 57.0% 37.5% 104.6% 53.6% 53.7% Expected Move 12.8% 10.6% 21.9% 15.4% 15.4% HV 20d 11.7% 9.3% 15.6% 14.6% 15.6% HV 60d 13.9% 13.5% 14.5% 13.7% 14.5% IV Rank 28.1% 16.8% 55.5% 26.1% 26.2% IV Percentile 63.9% 29.8% 96.4% 74.6% 71.8% Term Structure -10.5% -26.8% -4.8% -17.4% -14.7% Skew 25d 5.6% 2.9% 15.5% 2.9% 4.7% Skew 10d 18.0% -11.3% 36.7% 11.6% 15.2% Call IV 25d 50.0% 38.2% 88.8% 64.9% 60.7% Put IV 25d 55.6% 45.7% 104.2% 67.8% 65.4% Bid-Ask Spread % 159.20 154.07 199.84 192.78 157.07 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 (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 2020-10-01 $36.86 $0.00 53.6% 15.4% 14.6% 26.1% 0.0% 2.9% -17.4% 0 0 0 0.00 192.78 N/A N/A 0 0 0 0 2020-10-02 $36.89 $0.00 76.4% 21.9% 11.3% 39.3% 0.0% 15.5% -26.8% 0 0 0 0.00 199.84 N/A N/A 0 0 0 0 2020-10-05 $37.15 $0.00 58.9% 10.7% 11.5% 29.2% 0.0% 7.6% -7.7% 0 0 0 0.00 155.09 N/A N/A 0 0 0 0 2020-10-06 $36.73 $0.00 61.6% 10.8% 12.2% 30.7% 0.0% 6.0% -9.0% 0 0 0 0.00 156.43 N/A N/A 0 0 0 0 2020-10-07 $37.10 $0.00 64.7% 10.8% 11.1% 32.5% 0.0% 6.4% -8.4% 0 0 0 0.00 155.40 N/A N/A 0 0 0 0 2020-10-08 $37.34 $0.00 67.7% 10.8% 10.6% 34.3% 0.0% 7.4% -9.1% 0 0 0 0.00 154.96 N/A N/A 0 0 0 0 2020-10-09 $37.48 $0.00 104.6% 14.8% 10.2% 55.5% 0.0% 12.5% -12.9% 0 0 0 0.00 157.34 N/A N/A 0 0 0 0 2020-10-12 $37.79 $0.00 87.6% 10.6% 10.5% 45.7% 0.0% 4.6% -9.4% 0 0 0 0.00 154.23 N/A N/A 0 0 0 0 2020-10-13 $37.74 $0.00 102.0% 10.6% 10.2% 54.1% 0.0% 4.5% -8.8% 0 0 0 0.00 154.46 N/A N/A 0 0 0 0 2020-10-14 $37.66 $0.00 37.5% 10.7% 10.1% 16.8% 0.0% 3.8% -10.5% 0 0 0 0.00 154.07 N/A N/A 0 0 0 0 2020-10-15 $37.41 $0.00 39.7% 11.4% 10.4% 18.1% 0.0% 4.7% -4.8% 0 0 0 0.00 155.23 N/A N/A 0 0 0 0 2020-10-16 $37.44 $0.00 39.7% 11.4% 10.3% 18.1% 0.0% 4.5% -6.1% 0 0 0 0.00 154.34 N/A N/A 0 0 0 0 2020-10-19 $37.11 $0.00 40.0% 11.5% 9.3% 18.3% 0.0% 3.4% -6.7% 0 0 0 0.00 155.56 N/A N/A 0 0 0 0 2020-10-20 $37.41 $0.00 41.6% 11.9% 9.6% 19.2% 0.0% 4.5% -7.2% 0 0 0 0.00 154.75 N/A N/A 0 0 0 0 2020-10-21 $36.95 $0.00 42.6% 12.2% 10.8% 19.8% 0.0% 4.2% -7.8% 0 0 0 0.00 154.73 N/A N/A 0 0 0 0 2020-10-22 $36.94 $0.00 43.4% 12.4% 10.8% 20.2% 0.0% 4.2% -9.1% 0 0 0 0.00 154.96 N/A N/A 0 0 0 0 2020-10-23 $36.92 $0.00 43.5% 12.5% 10.7% 20.3% 0.0% 4.3% -9.2% 0 0 0 0.00 155.66 N/A N/A 0 0 0 0 2020-10-26 $36.08 $0.00 45.9% 13.2% 13.3% 21.7% 0.0% 4.2% -9.8% 0 0 0 0.00 156.16 N/A N/A 0 0 0 0 2020-10-27 $35.89 $0.00 46.9% 13.5% 13.4% 22.3% 0.0% 4.3% -9.5% 0 0 0 0.00 156.02 N/A N/A 0 0 0 0 2020-10-28 $35.18 $0.00 52.0% 14.9% 14.9% 25.2% 0.0% 4.6% -13.5% 0 0 0 0.00 156.69 N/A N/A 0 0 0 0 2020-10-29 $35.55 $0.00 50.6% 14.5% 15.2% 24.4% 0.0% 5.1% -12.1% 0 0 0 0.00 156.69 N/A N/A 0 0 0 0 2020-10-30 $35.15 $0.00 53.7% 15.4% 15.6% 26.2% 0.0% 4.7% -14.7% 0 0 0 0.00 157.07 N/A N/A 0 0 0 0
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