IHDG Options History — July 2021 In July 2021, IHDG traded between $43.99 and $45.40. ATM implied volatility averaged 36.9%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 25.6% (HV 20d: 11.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2021-07-19 : Largest IV spike — 99.7% change2021-07-13 : Highest IV Rank — 28.7%2021-07-19 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $44.80 $43.99 $45.40 $44.19 $45.33 ATM IV 36.9% 22.9% 64.3% 32.2% 28.6% Expected Move 8.3% 6.2% 13.3% 9.2% 8.2% HV 20d 11.3% 7.0% 13.8% 7.2% 13.6% HV 60d 10.3% 9.6% 10.9% 9.7% 10.1% IV Rank 12.0% 3.5% 28.7% 9.2% 7.0% IV Percentile 38.2% 2.4% 91.3% 28.2% 23.4% Term Structure -6.5% -12.5% -3.3% -10.4% -6.5% Skew 25d 0.8% -28.7% 5.6% -4.8% 2.4% Skew 10d 10.9% -3.1% 21.8% 1.1% 11.4% Call IV 25d 33.7% 22.3% 53.4% 38.5% 33.3% Put IV 25d 34.5% 10.8% 58.0% 33.7% 35.7% Bid-Ask Spread % 165.48 159.39 177.26 177.26 160.93 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 2021-07-01 $44.19 $0.00 32.2% 9.2% 7.2% 9.2% 0.0% -4.8% -10.4% 0 0 0 0.00 177.26 N/A N/A 0 0 0 0 2021-07-02 $44.27 $0.00 32.9% 9.4% 7.0% 9.6% 0.0% -28.7% -11.4% 0 0 0 0.00 176.22 N/A N/A 0 0 0 0 2021-07-06 $44.26 $0.00 38.5% 6.4% 7.0% 13.0% 0.0% 2.2% -4.2% 0 0 0 0.00 164.85 N/A N/A 0 0 0 0 2021-07-07 $44.78 $0.00 56.0% 8.7% 7.9% 23.6% 0.0% 3.0% -7.5% 0 0 0 0.00 170.72 N/A N/A 0 0 0 0 2021-07-08 $44.08 $0.00 61.5% 9.0% 9.9% 27.0% 0.0% 2.6% -8.1% 0 0 0 0.00 171.82 N/A N/A 0 0 0 0 2021-07-09 $44.73 $0.00 42.8% 6.2% 11.1% 15.6% 0.0% -4.8% -4.2% 0 0 0 0.00 159.46 N/A N/A 0 0 0 0 2021-07-12 $45.13 $0.00 54.4% 6.3% 11.2% 22.6% 0.0% 2.3% -4.8% 0 0 0 0.00 161.96 N/A N/A 0 0 0 0 2021-07-13 $45.14 $0.00 64.3% 6.5% 11.2% 28.7% 0.0% 2.3% -4.9% 0 0 0 0.00 162.57 N/A N/A 0 0 0 0 2021-07-14 $45.14 $0.00 22.9% 6.6% 11.2% 3.5% 0.0% 2.2% -5.2% 0 0 0 0.00 162.22 N/A N/A 0 0 0 0 2021-07-15 $44.95 $0.00 32.4% 9.3% 11.3% 9.3% 0.0% 4.5% -5.4% 0 0 0 0.00 159.39 N/A N/A 0 0 0 0 2021-07-16 $44.67 $0.00 23.2% 6.7% 11.5% 3.7% 0.0% 2.2% -3.3% 0 0 0 0.00 162.47 N/A N/A 0 0 0 0 2021-07-19 $43.99 $0.00 46.3% 13.3% 12.0% 17.7% 0.0% 4.5% -12.5% 0 0 0 0.00 167.44 N/A N/A 0 0 0 0 2021-07-20 $44.50 $0.00 35.4% 10.2% 12.6% 11.1% 0.0% 4.8% -6.6% 0 0 0 0.00 171.98 N/A N/A 0 0 0 0 2021-07-21 $44.85 $0.00 34.6% 9.9% 12.8% 10.6% 0.0% 3.9% -6.0% 0 0 0 0.00 171.07 N/A N/A 0 0 0 0 2021-07-22 $44.82 $0.00 24.7% 7.1% 12.7% 4.6% 0.0% 2.7% -4.2% 0 0 0 0.00 162.46 N/A N/A 0 0 0 0 2021-07-23 $45.23 $0.00 25.3% 7.3% 13.0% 5.0% 0.0% 2.3% -4.2% 0 0 0 0.00 161.72 N/A N/A 0 0 0 0 2021-07-26 $45.17 $0.00 26.3% 7.5% 13.0% 5.6% 0.0% 2.4% -5.3% 0 0 0 0.00 161.58 N/A N/A 0 0 0 0 2021-07-27 $44.81 $0.00 26.6% 7.6% 13.4% 5.8% 0.0% 2.6% -5.4% 0 0 0 0.00 160.89 N/A N/A 0 0 0 0 2021-07-28 $45.26 $0.00 27.3% 7.8% 13.8% 6.2% 0.0% 3.0% -6.2% 0 0 0 0.00 161.33 N/A N/A 0 0 0 0 2021-07-29 $45.40 $0.00 38.9% 11.2% 13.6% 13.3% 0.0% 5.6% -10.3% 0 0 0 0.00 166.83 N/A N/A 0 0 0 0 2021-07-30 $45.33 $0.00 28.6% 8.2% 13.6% 7.0% 0.0% 2.4% -6.5% 0 0 0 0.00 160.93 N/A N/A 0 0 0 0
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