IHDG Options History — November 2020 In November 2020, IHDG traded between $35.44 and $38.47. ATM implied volatility averaged 45.9%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 27.6% (HV 20d: 18.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2020-11-11 : Largest IV drop — 38.6% change2020-11-10 : Highest IV Rank — 30.6%2020-11-02 : Largest Expected Move — 16.3%Monthly Statistics Metric Avg Min Max Open Close Price $37.68 $35.44 $38.47 $35.44 $38.22 ATM IV 45.9% 37.7% 61.4% 56.9% 46.7% Expected Move 12.0% 10.4% 16.3% 16.3% 13.4% HV 20d 18.3% 14.4% 20.4% 15.7% 14.4% HV 60d 15.5% 14.3% 16.0% 14.6% 14.3% IV Rank 21.5% 17.0% 30.6% 28.0% 21.4% IV Percentile 48.2% 25.0% 77.0% 74.6% 54.4% Term Structure -10.5% -16.4% -6.4% -16.4% -12.1% Skew 25d 15.4% 2.8% 32.8% 5.1% 32.8% Skew 10d 29.8% 16.8% 50.7% 17.1% 50.7% Call IV 25d 37.1% 13.9% 63.2% 63.2% 26.7% Put IV 25d 52.4% 45.1% 68.7% 68.3% 59.4% Bid-Ask Spread % 180.05 153.74 188.47 156.73 181.53 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 (20 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 2020-11-02 $35.44 $0.00 56.9% 16.3% 15.7% 28.0% 0.0% 5.1% -16.4% 0 0 0 0.00 156.73 N/A N/A 0 0 0 0 2020-11-03 $36.22 $0.00 53.9% 15.5% 17.5% 26.3% 0.0% 6.0% -15.4% 0 0 0 0.00 155.59 N/A N/A 0 0 0 0 2020-11-04 $36.62 $0.00 51.6% 14.8% 17.5% 25.0% 0.0% 3.5% -14.8% 0 0 0 0.00 153.74 N/A N/A 0 0 0 0 2020-11-05 $37.18 $0.00 53.4% 10.7% 18.3% 26.0% 0.0% 31.3% -9.1% 0 0 0 0.00 188.31 N/A N/A 0 0 0 0 2020-11-06 $37.34 $0.00 54.2% 10.7% 18.3% 26.5% 0.0% 31.4% -6.4% 0 0 0 0.00 188.47 N/A N/A 0 0 0 0 2020-11-09 $38.11 $0.00 58.4% 10.4% 19.5% 28.9% 0.0% 7.5% -8.6% 0 0 0 0.00 180.90 N/A N/A 0 0 0 0 2020-11-10 $37.88 $0.00 61.4% 10.7% 19.6% 30.6% 0.0% 4.9% -9.0% 0 0 0 0.00 185.25 N/A N/A 0 0 0 0 2020-11-11 $38.27 $0.00 37.7% 10.8% 19.9% 17.0% 0.0% 6.4% -9.3% 0 0 0 0.00 183.87 N/A N/A 0 0 0 0 2020-11-12 $37.85 $0.00 37.9% 10.9% 20.2% 17.1% 0.0% 4.3% -10.4% 0 0 0 0.00 184.54 N/A N/A 0 0 0 0 2020-11-13 $38.17 $0.00 37.8% 10.8% 20.4% 17.0% 0.0% 26.7% -8.4% 0 0 0 0.00 183.69 N/A N/A 0 0 0 0 2020-11-16 $38.07 $0.00 39.0% 11.2% 20.1% 17.7% 0.0% 27.2% -11.7% 0 0 0 0.00 184.15 N/A N/A 0 0 0 0 2020-11-17 $37.80 $0.00 39.2% 11.2% 20.2% 17.8% 0.0% 12.1% -11.7% 0 0 0 0.00 185.22 N/A N/A 0 0 0 0 2020-11-18 $37.60 $0.00 38.7% 11.1% 19.7% 17.1% 0.0% 2.8% -10.4% 0 0 0 0.00 186.33 N/A N/A 0 0 0 0 2020-11-19 $37.82 $0.00 39.9% 11.4% 19.8% 17.8% 0.0% 3.5% -6.9% 0 0 0 0.00 184.74 N/A N/A 0 0 0 0 2020-11-20 $37.98 $0.00 40.0% 11.5% 19.8% 17.8% 0.0% 29.4% -8.2% 0 0 0 0.00 184.25 N/A N/A 0 0 0 0 2020-11-23 $38.00 $0.00 41.7% 11.9% 17.6% 18.8% 0.0% 30.9% -9.6% 0 0 0 0.00 183.56 N/A N/A 0 0 0 0 2020-11-24 $38.22 $0.00 42.3% 12.1% 17.4% 19.2% 0.0% 4.8% -10.0% 0 0 0 0.00 183.93 N/A N/A 0 0 0 0 2020-11-25 $38.27 $0.00 42.5% 12.2% 15.1% 19.0% 0.0% 5.1% -9.2% 0 0 0 0.00 183.47 N/A N/A 0 0 0 0 2020-11-27 $38.47 $0.00 44.9% 12.9% 14.9% 20.3% 0.0% 31.9% -11.7% 0 0 0 0.00 182.75 N/A N/A 0 0 0 0 2020-11-30 $38.22 $0.00 46.7% 13.4% 14.4% 21.4% 0.0% 32.8% -12.1% 0 0 0 0.00 181.53 N/A N/A 0 0 0 0
« Oct 2020 | All History | Dec 2020 » Home IHDG History November 2020