IHDG Options History — May 2021

In May 2021, IHDG traded between $42.42 and $43.50. ATM implied volatility averaged 30.8%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 18.5% (HV 20d: 12.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

  • 2021-05-10: Largest IV spike — 119.2% change
  • 2021-05-11: Highest IV Rank — 34.6%
  • 2021-05-11: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.96$42.42$43.50$42.86$43.42
ATM IV30.8%17.5%74.2%31.2%29.8%
Expected Move8.0%3.9%12.1%8.9%8.6%
HV 20d12.3%11.3%13.6%11.7%11.6%
HV 60d11.5%10.5%11.8%11.0%10.5%
IV Rank8.1%0.0%34.6%8.2%7.5%
IV Percentile17.1%0.0%87.3%17.1%20.6%
Term Structure-6.1%-10.5%2.1%-8.4%-7.6%
Skew 25d6.3%2.0%14.7%14.3%7.9%
Skew 10d7.1%1.5%23.5%10.0%6.7%
Call IV 25d28.5%12.8%51.0%25.2%28.1%
Put IV 25d34.8%15.5%56.3%39.5%36.1%
Bid-Ask Spread %174.94155.75182.68157.04178.58
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$42.86$0.0031.2%8.9%11.7%8.2%0.0%14.3%-8.4%0000.00157.04N/AN/A0000
2021-05-04$42.42$0.0033.6%9.6%11.3%9.7%0.0%11.3%-8.4%0000.00156.68N/AN/A0000
2021-05-05$43.12$0.0033.4%9.6%12.6%9.5%0.0%11.6%-10.5%0000.00155.75N/AN/A0000
2021-05-06$43.22$0.0034.0%6.7%12.4%9.9%0.0%14.2%-4.9%0000.00182.68N/AN/A0000
2021-05-07$43.50$0.0017.5%3.9%12.5%0.0%0.0%2.7%2.1%0000.00167.20N/AN/A0000
2021-05-10$43.38$0.0038.3%6.9%12.3%12.7%0.0%14.7%-4.2%0000.00180.69N/AN/A0000
2021-05-11$42.79$0.0074.2%12.1%13.3%34.6%0.0%5.3%-10.5%0000.00181.21N/AN/A0000
2021-05-12$42.45$0.0027.2%7.8%13.6%5.9%0.0%3.8%-6.8%0000.00177.67N/AN/A0000
2021-05-13$42.59$0.0025.6%7.3%12.9%4.9%0.0%3.7%-5.5%0000.00177.12N/AN/A0000
2021-05-14$42.91$0.0025.2%7.2%13.0%4.7%0.0%3.5%-6.1%0000.00179.13N/AN/A0000
2021-05-17$42.85$0.0026.1%7.5%12.8%5.3%0.0%3.1%-6.1%0000.00178.13N/AN/A0000
2021-05-18$42.86$0.0026.3%7.5%12.3%5.4%0.0%11.7%-6.8%0000.00177.50N/AN/A0000
2021-05-19$42.51$0.0027.0%7.7%11.8%5.8%0.0%3.5%-7.1%0000.00177.77N/AN/A0000
2021-05-20$42.91$0.0026.7%7.6%12.3%5.6%0.0%3.4%-3.3%0000.00177.40N/AN/A0000
2021-05-21$42.94$0.0026.9%7.7%12.1%5.7%0.0%2.6%-4.4%0000.00177.86N/AN/A0000
2021-05-24$43.05$0.0028.1%8.1%12.1%6.5%0.0%3.0%-5.7%0000.00179.17N/AN/A0000
2021-05-25$42.99$0.0028.1%8.1%12.1%6.5%0.0%2.4%-5.7%0000.00178.54N/AN/A0000
2021-05-26$43.17$0.0028.7%8.2%12.1%6.8%0.0%2.0%-5.9%0000.00179.43N/AN/A0000
2021-05-27$43.18$0.0028.7%8.2%12.1%6.8%0.0%2.1%-6.4%0000.00179.33N/AN/A0000
2021-05-28$43.42$0.0029.8%8.6%11.6%7.5%0.0%7.9%-7.6%0000.00178.58N/AN/A0000