IHDG Options History — February 2022 In February 2022, IHDG traded between $41.43 and $43.69. ATM implied volatility averaged 33.4%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 14.3% (HV 20d: 19.1%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2022-02-08 : Largest IV spike — 87.1% change2022-02-14 : Highest IV Rank — 22.6%2022-02-14 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $42.59 $41.43 $43.69 $43.36 $41.89 ATM IV 33.4% 21.0% 48.4% 40.3% 36.7% Expected Move 8.9% 4.1% 13.9% 11.6% 10.5% HV 20d 19.1% 15.6% 21.5% 15.6% 21.2% HV 60d 17.0% 15.5% 18.1% 15.5% 17.6% IV Rank 13.3% 5.7% 22.6% 17.6% 15.4% IV Percentile 61.3% 6.7% 92.9% 84.5% 79.0% Term Structure -8.1% -17.9% -1.5% -13.2% -8.5% Skew 25d 3.0% -24.9% 10.7% 4.1% 4.3% Skew 10d 6.0% -12.9% 24.8% 22.6% 8.4% Call IV 25d 32.9% 14.2% 56.0% 46.7% 41.3% Put IV 25d 35.9% 16.5% 59.3% 50.8% 45.6% Bid-Ask Spread % 170.69 151.48 184.70 177.36 160.54 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 2022-02-01 $43.36 $0.00 40.3% 11.6% 15.6% 17.6% 0.0% 4.1% -13.2% 0 0 0 0.00 177.36 N/A N/A 0 0 0 0 2022-02-02 $43.68 $0.00 39.2% 11.2% 15.9% 16.9% 0.0% -24.9% -9.9% 0 0 0 0.00 178.01 N/A N/A 0 0 0 0 2022-02-03 $42.60 $0.00 34.9% 7.0% 17.8% 14.3% 0.0% 3.0% -4.2% 0 0 0 0.00 176.80 N/A N/A 0 0 0 0 2022-02-04 $42.77 $0.00 35.4% 7.0% 17.7% 14.6% 0.0% 3.7% -4.3% 0 0 0 0.00 175.18 N/A N/A 0 0 0 0 2022-02-07 $42.76 $0.00 21.0% 4.1% 17.7% 5.7% 0.0% 2.5% -1.5% 0 0 0 0.00 164.22 N/A N/A 0 0 0 0 2022-02-08 $42.80 $0.00 39.2% 7.1% 17.2% 16.9% 0.0% 3.9% -5.2% 0 0 0 0.00 177.98 N/A N/A 0 0 0 0 2022-02-09 $43.69 $0.00 24.2% 6.9% 18.7% 7.7% 0.0% 5.2% -5.0% 0 0 0 0.00 175.18 N/A N/A 0 0 0 0 2022-02-10 $43.18 $0.00 25.2% 7.2% 18.8% 8.3% 0.0% 2.8% -5.3% 0 0 0 0.00 175.41 N/A N/A 0 0 0 0 2022-02-11 $42.16 $0.00 46.3% 13.3% 20.0% 21.3% 0.0% 3.1% -17.9% 0 0 0 0.00 184.70 N/A N/A 0 0 0 0 2022-02-14 $42.19 $0.00 48.4% 13.9% 20.0% 22.6% 0.0% 3.3% -15.1% 0 0 0 0.00 180.07 N/A N/A 0 0 0 0 2022-02-15 $42.86 $0.00 21.0% 6.0% 20.9% 5.7% 0.0% 1.4% -16.3% 0 0 0 0.00 161.78 N/A N/A 0 0 0 0 2022-02-16 $43.12 $0.00 27.7% 7.9% 20.8% 9.8% 0.0% 6.2% -7.6% 0 0 0 0.00 178.17 N/A N/A 0 0 0 0 2022-02-17 $42.41 $0.00 30.5% 8.7% 21.5% 11.6% 0.0% 6.1% -5.9% 0 0 0 0.00 169.63 N/A N/A 0 0 0 0 2022-02-18 $42.38 $0.00 33.4% 9.6% 20.6% 13.3% 0.0% 10.7% -5.2% 0 0 0 0.00 162.68 N/A N/A 0 0 0 0 2022-02-22 $41.96 $0.00 32.1% 9.2% 19.2% 12.5% 0.0% 10.2% -6.9% 0 0 0 0.00 172.23 N/A N/A 0 0 0 0 2022-02-23 $41.43 $0.00 31.4% 9.0% 19.7% 12.1% 0.0% 2.7% -8.6% 0 0 0 0.00 155.28 N/A N/A 0 0 0 0 2022-02-24 $41.55 $0.00 32.6% 9.4% 19.7% 12.9% 0.0% 5.8% -8.1% 0 0 0 0.00 166.35 N/A N/A 0 0 0 0 2022-02-25 $42.37 $0.00 35.1% 10.1% 20.9% 14.4% 0.0% 2.2% -6.1% 0 0 0 0.00 151.48 N/A N/A 0 0 0 0 2022-02-28 $41.89 $0.00 36.7% 10.5% 21.2% 15.4% 0.0% 4.3% -8.5% 0 0 0 0.00 160.54 N/A N/A 0 0 0 0
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