IHDG Options History — February 2021 In February 2021, IHDG traded between $40.17 and $41.57. ATM implied volatility averaged 40.4%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 25.1% (HV 20d: 15.3%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 2 of 19 days.
Notable Days 2021-02-18 : Largest IV spike — 283.5% change2021-02-18 : Highest IV Rank — 54.9%2021-02-18 : Largest Expected Move — 30.9%Monthly Statistics Metric Avg Min Max Open Close Price $40.74 $40.17 $41.57 $40.35 $40.17 ATM IV 40.4% 21.5% 107.7% 64.7% 33.3% Expected Move 10.7% 6.2% 30.9% 18.6% 9.5% HV 20d 15.3% 14.1% 16.6% 16.6% 14.1% HV 60d 12.1% 11.7% 13.1% 13.1% 12.2% IV Rank 14.8% 2.2% 54.9% 31.9% 9.4% IV Percentile 25.6% 1.6% 96.4% 79.8% 8.7% Term Structure -7.7% -27.4% 4.6% -18.5% -7.6% Skew 25d 9.8% -8.4% 54.0% 54.0% -8.4% Skew 10d 20.4% 6.2% 81.6% 78.0% 6.3% Call IV 25d 36.3% 15.5% 122.1% 29.6% 38.2% Put IV 25d 46.1% 29.8% 144.9% 83.6% 29.8% Bid-Ask Spread % 178.53 162.82 199.61 185.76 173.40 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 (19 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 2021-02-01 $40.35 $0.00 64.7% 18.6% 16.6% 31.9% 0.0% 54.0% -18.5% 0 0 0 0.00 185.76 N/A N/A 0 0 0 0 2021-02-02 $40.56 $0.00 63.4% 18.2% 15.7% 31.1% 0.0% 54.0% -19.8% 0 0 0 0.00 185.25 N/A N/A 0 0 0 0 2021-02-03 $40.51 $0.00 35.1% 10.1% 15.7% 14.6% 0.0% -1.1% -9.9% 0 0 0 0.00 162.82 N/A N/A 0 0 0 0 2021-02-04 $40.40 $0.00 52.3% 10.2% 15.6% 24.6% 0.0% 4.1% -6.3% 0 0 0 0.00 181.25 N/A N/A 0 0 0 0 2021-02-05 $40.28 $0.00 37.0% 7.5% 15.3% 15.7% 0.0% 3.1% -4.7% 0 0 0 0.00 178.27 N/A N/A 0 0 0 0 2021-02-08 $40.56 $0.00 40.6% 7.3% 15.0% 13.9% 0.0% 3.2% -4.7% 0 0 0 0.00 178.48 N/A N/A 0 0 0 0 2021-02-09 $40.67 $0.00 41.1% 7.3% 14.9% 14.3% 0.0% 4.3% -4.9% 0 0 0 0.00 177.43 N/A N/A 0 0 0 0 2021-02-10 $40.41 $0.00 27.9% 8.0% 15.0% 6.2% 0.0% 3.1% -5.9% 0 0 0 0.00 178.66 N/A N/A 0 0 0 0 2021-02-11 $40.70 $0.00 21.5% 6.2% 15.2% 2.2% 0.0% 3.6% 4.6% 0 0 0 0.00 178.18 N/A N/A 0 0 0 0 2021-02-12 $41.01 $0.00 25.9% 7.4% 15.3% 5.0% 0.0% 10.8% -4.0% 0 0 0 0.00 177.95 N/A N/A 0 0 0 0 2021-02-16 $41.57 $0.00 26.7% 7.7% 15.5% 5.4% 0.0% 18.0% -6.4% 0 0 0 0.00 176.25 N/A N/A 0 0 0 0 2021-02-17 $41.40 $0.00 28.1% 8.1% 15.4% 6.3% 0.0% 2.9% -6.0% 0 0 0 0.00 173.76 N/A N/A 0 0 0 0 2021-02-18 $41.19 $0.00 107.7% 30.9% 15.3% 54.9% 0.0% 22.7% -27.4% 0 0 0 0.00 199.61 N/A N/A 0 0 0 0 2021-02-19 $41.14 $0.00 28.4% 8.1% 15.3% 6.5% 0.0% 3.2% -5.1% 0 0 0 0.00 174.37 N/A N/A 0 0 0 0 2021-02-22 $40.90 $0.00 29.5% 8.5% 15.5% 7.2% 0.0% 0.8% 3.3% 0 0 0 0.00 174.52 N/A N/A 0 0 0 0 2021-02-23 $40.97 $0.00 29.6% 8.5% 15.5% 7.2% 0.0% 2.2% -5.1% 0 0 0 0.00 174.30 N/A N/A 0 0 0 0 2021-02-24 $40.82 $0.00 29.6% 8.5% 15.5% 7.2% 0.0% 0.1% -5.8% 0 0 0 0.00 173.82 N/A N/A 0 0 0 0 2021-02-25 $40.36 $0.00 45.8% 13.1% 14.1% 17.1% 0.0% 6.5% -11.5% 0 0 0 0.00 187.95 N/A N/A 0 0 0 0 2021-02-26 $40.17 $0.00 33.3% 9.5% 14.1% 9.4% 0.0% -8.4% -7.6% 0 0 0 0.00 173.40 N/A N/A 0 0 0 0
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