IHDG Options History — June 2022 In June 2022, IHDG traded between $37.34 and $42.15. ATM implied volatility averaged 40.6%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 18.5% (HV 20d: 22.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-06-08 : Largest IV drop — 49.3% change2022-06-07 : Highest IV Rank — 43.3%2022-06-30 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $39.39 $37.34 $42.15 $41.40 $37.34 ATM IV 40.6% 26.5% 52.2% 39.6% 49.0% Expected Move 10.7% 7.6% 14.1% 11.3% 14.1% HV 20d 22.1% 17.5% 24.2% 23.8% 22.9% HV 60d 20.5% 19.2% 21.5% 20.1% 21.4% IV Rank 30.9% 15.8% 43.3% 29.8% 39.9% IV Percentile 72.3% 29.8% 92.5% 75.0% 89.7% Term Structure -6.4% -11.9% -1.0% -10.4% -11.5% Skew 25d 4.0% -35.7% 22.4% 6.5% -35.7% Skew 10d 0.9% -38.3% 30.1% 2.9% -1.1% Call IV 25d 38.3% 15.3% 57.3% 39.0% 57.3% Put IV 25d 42.2% 21.6% 52.8% 45.5% 21.6% Bid-Ask Spread % 162.95 146.06 178.68 164.98 153.21 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -901 -1.1K -683 -1.1K -756 Net DEX 22.2K 17.4K 26.2K 18.7K 25.8K Net VEX -96 -110 -80 -110 -80 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 10 10 10 10 10
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 2022-06-01 $41.40 $0.00 39.6% 11.3% 23.8% 29.8% 0.0% 6.5% -10.4% -1.1K 18.7K -110 0.00 164.98 N/A N/A 0 0 0 10 2022-06-02 $42.03 $0.00 44.3% 8.5% 24.2% 34.9% 0.0% 16.0% -3.3% -1.0K 18.1K -110 0.00 172.57 N/A N/A 0 0 0 10 2022-06-03 $41.70 $0.00 44.7% 8.7% 21.8% 35.3% 0.0% 2.4% -3.5% -996 18.2K -109 0.00 171.21 N/A N/A 0 0 0 10 2022-06-06 $41.97 $0.00 49.9% 9.4% 21.4% 40.9% 0.0% 20.7% -4.2% -1.0K 17.4K -108 0.00 172.01 N/A N/A 0 0 0 10 2022-06-07 $42.15 $0.00 52.2% 9.1% 17.5% 43.3% 0.0% 22.4% -5.0% -973 17.8K -109 0.00 170.27 N/A N/A 0 0 0 10 2022-06-08 $41.68 $0.00 26.5% 7.6% 18.1% 15.8% 0.0% 10.5% -3.2% -1.1K 18.3K -108 0.00 168.43 N/A N/A 0 0 0 10 2022-06-09 $41.05 $0.00 32.6% 9.4% 19.1% 22.4% 0.0% 12.7% -3.6% -993 18.7K -106 0.00 178.68 N/A N/A 0 0 0 10 2022-06-10 $40.20 $0.00 32.1% 9.2% 20.8% 21.8% 0.0% 12.6% -8.8% -895 20.2K -104 0.00 175.09 N/A N/A 0 0 0 10 2022-06-13 $39.00 $0.00 34.6% 9.9% 21.2% 24.5% 0.0% 1.2% -3.3% -929 22.3K -98 0.00 160.65 N/A N/A 0 0 0 10 2022-06-14 $38.73 $0.00 38.8% 11.1% 21.3% 29.0% 0.0% 1.9% -5.5% -878 22.6K -97 0.00 152.48 N/A N/A 0 0 0 10 2022-06-15 $39.22 $0.00 33.0% 9.5% 20.8% 22.8% 0.0% 2.6% -1.0% -1.0K 22.5K -101 0.00 163.38 N/A N/A 0 0 0 10 2022-06-16 $37.67 $0.00 44.8% 12.8% 23.6% 35.4% 0.0% -3.6% -8.2% -683 24.1K -90 0.00 153.29 N/A N/A 0 0 0 10 2022-06-17 $37.79 $0.00 41.5% 11.9% 23.7% 31.9% 0.0% 2.4% -7.6% -780 25.2K -89 0.00 165.03 N/A N/A 0 0 0 10 2022-06-21 $38.19 $0.00 44.8% 12.8% 23.9% 35.4% 0.0% 2.9% -8.2% -821 24.8K -89 0.00 161.88 N/A N/A 0 0 0 10 2022-06-22 $37.74 $0.00 34.9% 10.0% 23.5% 24.8% 0.0% 1.4% -4.1% -805 25.6K -87 0.00 157.47 N/A N/A 0 0 0 10 2022-06-23 $37.64 $0.00 44.7% 12.8% 23.5% 35.3% 0.0% 4.6% -4.3% -816 24.5K -86 0.00 147.98 N/A N/A 0 0 0 10 2022-06-24 $38.02 $0.00 43.3% 12.4% 24.0% 33.8% 0.0% -0.4% -11.9% -781 23.9K -89 0.00 167.95 N/A N/A 0 0 0 10 2022-06-27 $38.05 $0.00 40.1% 11.5% 23.5% 30.4% 0.0% -1.0% -6.8% -851 24.5K -89 0.00 161.76 N/A N/A 0 0 0 10 2022-06-28 $37.80 $0.00 41.6% 11.9% 22.8% 32.0% 0.0% 1.6% -11.6% -846 25.9K -82 0.00 157.66 N/A N/A 0 0 0 10 2022-06-29 $37.85 $0.00 40.2% 11.5% 22.7% 30.5% 0.0% 1.8% -8.9% -877 26.2K -81 0.00 146.06 N/A N/A 0 0 0 10 2022-06-30 $37.34 $0.00 49.0% 14.1% 22.9% 39.9% 0.0% -35.7% -11.5% -756 25.8K -80 0.00 153.21 N/A N/A 0 0 0 10
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