IHDG Options History — December 2021 In December 2021, IHDG traded between $43.55 and $46.04. ATM implied volatility averaged 32.1%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 14.0% (HV 20d: 18.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2021-12-28 : Largest IV spike — 83.7% change2021-12-13 : Highest IV Rank — 28.4%2021-12-03 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $45.06 $43.55 $46.04 $43.96 $45.84 ATM IV 32.1% 14.3% 57.8% 36.4% 27.0% Expected Move 7.3% 3.6% 10.9% 10.4% 7.7% HV 20d 18.1% 14.5% 20.5% 14.5% 16.2% HV 60d 14.4% 13.4% 15.6% 13.6% 13.4% IV Rank 12.6% 1.6% 28.4% 15.2% 9.4% IV Percentile 47.2% 2.4% 91.3% 66.7% 38.1% Term Structure -4.8% -12.2% -2.0% -12.2% -6.0% Skew 25d 2.5% -1.5% 18.1% 5.1% 2.0% Skew 10d 6.0% -2.0% 22.4% 5.6% 8.2% Call IV 25d 27.9% 13.8% 42.8% 39.5% 32.9% Put IV 25d 30.4% 12.9% 48.8% 44.6% 34.9% Bid-Ask Spread % 173.42 153.96 178.48 172.75 177.11 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 2021-12-01 $43.96 $0.00 36.4% 10.4% 14.5% 15.2% 0.0% 5.1% -12.2% 0 0 0 0.00 172.75 N/A N/A 0 0 0 0 2021-12-02 $44.24 $0.00 36.0% 10.3% 14.5% 15.0% 0.0% 4.6% -10.7% 0 0 0 0.00 172.98 N/A N/A 0 0 0 0 2021-12-03 $43.55 $0.00 37.9% 10.9% 15.4% 16.1% 0.0% 6.0% -11.7% 0 0 0 0.00 174.76 N/A N/A 0 0 0 0 2021-12-06 $44.10 $0.00 40.6% 6.8% 16.2% 17.7% 0.0% 2.0% -2.4% 0 0 0 0.00 175.59 N/A N/A 0 0 0 0 2021-12-07 $45.46 $0.00 38.8% 6.5% 19.7% 16.7% 0.0% 1.3% -2.0% 0 0 0 0.00 158.57 N/A N/A 0 0 0 0 2021-12-08 $45.48 $0.00 41.3% 6.8% 19.7% 18.2% 0.0% 0.9% -3.0% 0 0 0 0.00 177.94 N/A N/A 0 0 0 0 2021-12-09 $45.17 $0.00 42.7% 6.7% 19.5% 19.0% 0.0% 0.8% -2.3% 0 0 0 0.00 177.97 N/A N/A 0 0 0 0 2021-12-10 $45.13 $0.00 44.1% 6.5% 18.9% 19.9% 0.0% 0.6% -2.5% 0 0 0 0.00 177.05 N/A N/A 0 0 0 0 2021-12-13 $44.98 $0.00 57.8% 6.7% 18.9% 28.4% 0.0% 1.1% -3.7% 0 0 0 0.00 176.27 N/A N/A 0 0 0 0 2021-12-14 $44.57 $0.00 35.8% 3.6% 19.1% 14.8% 0.0% -1.5% -2.1% 0 0 0 0.00 153.96 N/A N/A 0 0 0 0 2021-12-15 $45.07 $0.00 23.3% 6.7% 19.6% 7.1% 0.0% 0.9% -2.7% 0 0 0 0.00 176.75 N/A N/A 0 0 0 0 2021-12-16 $45.02 $0.00 24.5% 7.0% 19.6% 7.9% 0.0% -0.1% -3.1% 0 0 0 0.00 176.41 N/A N/A 0 0 0 0 2021-12-17 $44.63 $0.00 24.1% 6.9% 19.8% 7.6% 0.0% -0.0% -4.1% 0 0 0 0.00 176.31 N/A N/A 0 0 0 0 2021-12-20 $44.39 $0.00 28.8% 8.3% 19.8% 10.5% 0.0% 1.9% -4.5% 0 0 0 0.00 167.14 N/A N/A 0 0 0 0 2021-12-21 $45.00 $0.00 25.4% 7.3% 20.5% 8.4% 0.0% 1.4% -4.6% 0 0 0 0.00 178.36 N/A N/A 0 0 0 0 2021-12-22 $45.39 $0.00 24.8% 7.1% 20.5% 8.0% 0.0% 0.9% -3.6% 0 0 0 0.00 174.90 N/A N/A 0 0 0 0 2021-12-23 $45.62 $0.00 24.4% 7.0% 20.5% 7.8% 0.0% 0.3% -5.1% 0 0 0 0.00 173.11 N/A N/A 0 0 0 0 2021-12-27 $45.92 $0.00 14.3% 4.1% 17.1% 1.6% 0.0% 3.3% -2.3% 0 0 0 0.00 164.50 N/A N/A 0 0 0 0 2021-12-28 $46.04 $0.00 26.3% 7.5% 16.7% 9.0% 0.0% 2.4% -5.6% 0 0 0 0.00 178.48 N/A N/A 0 0 0 0 2021-12-29 $45.92 $0.00 26.3% 7.6% 16.2% 9.0% 0.0% 18.1% -6.0% 0 0 0 0.00 177.53 N/A N/A 0 0 0 0 2021-12-30 $45.85 $0.00 26.4% 7.6% 16.3% 9.0% 0.0% 2.7% -6.3% 0 0 0 0.00 176.91 N/A N/A 0 0 0 0 2021-12-31 $45.84 $0.00 27.0% 7.7% 16.2% 9.4% 0.0% 2.0% -6.0% 0 0 0 0.00 177.11 N/A N/A 0 0 0 0
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