IHDG Options History — July 2022 In July 2022, IHDG traded between $37.09 and $40.53. ATM implied volatility averaged 43.2%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 25.2% (HV 20d: 18.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2022-07-11 : Largest IV spike — 77.6% change2022-07-12 : Highest IV Rank — 75.2%2022-07-18 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $38.45 $37.09 $40.53 $37.41 $40.53 ATM IV 43.2% 26.5% 81.9% 39.4% 27.8% Expected Move 10.8% 7.6% 16.1% 11.3% 8.0% HV 20d 18.1% 13.2% 23.5% 21.8% 14.6% HV 60d 21.5% 20.8% 21.8% 21.3% 21.4% IV Rank 33.7% 15.8% 75.2% 29.7% 17.2% IV Percentile 67.4% 25.0% 98.8% 69.0% 27.8% Term Structure -6.2% -16.7% 12.1% -1.5% -4.5% Skew 25d 2.3% -27.1% 17.9% 3.8% -2.3% Skew 10d -10.1% -51.6% 10.9% -51.6% -5.7% Call IV 25d 40.9% 23.3% 65.8% 58.8% 42.4% Put IV 25d 43.2% 18.6% 62.7% 62.7% 40.1% Bid-Ask Spread % 147.90 127.16 159.69 138.87 127.16 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -950 -1.9K -697 -843 -1.9K Net DEX 24.9K 22.7K 27.2K 27.2K 22.7K Net VEX -81 -87 -75 -75 -87 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 (20 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 2022-07-01 $37.41 $0.00 39.4% 11.3% 21.8% 29.7% 0.0% 3.8% -1.5% -843 27.2K -75 0.00 138.87 N/A N/A 0 0 0 10 2022-07-05 $37.09 $0.00 61.8% 11.0% 21.8% 53.7% 0.0% 4.8% -8.0% -697 25.4K -79 0.00 140.87 N/A N/A 0 0 0 10 2022-07-06 $37.53 $0.00 32.3% 9.2% 22.3% 22.0% 0.0% 5.9% -8.4% -832 26.6K -79 0.00 147.27 N/A N/A 0 0 0 10 2022-07-07 $38.18 $0.00 39.2% 11.0% 23.5% 29.4% 0.0% 5.0% -7.1% -824 24.7K -84 0.00 145.04 N/A N/A 0 0 0 10 2022-07-08 $38.12 $0.00 40.0% 10.9% 23.4% 30.2% 0.0% 3.4% -9.4% -796 24.5K -84 0.00 150.84 N/A N/A 0 0 0 10 2022-07-11 $37.78 $0.00 70.9% 9.5% 23.1% 63.4% 0.0% 13.9% -13.6% -884 26.6K -77 0.00 147.07 N/A N/A 0 0 0 10 2022-07-12 $37.71 $0.00 81.9% 9.8% 22.3% 75.2% 0.0% 14.5% -7.8% -884 26.8K -77 0.00 146.29 N/A N/A 0 0 0 10 2022-07-13 $37.80 $0.00 33.4% 9.6% 19.9% 23.2% 0.0% 7.7% -9.0% -852 26.0K -77 0.00 137.47 N/A N/A 0 0 0 10 2022-07-14 $37.62 $0.00 39.2% 11.2% 19.8% 29.4% 0.0% 17.9% -2.6% -798 25.7K -77 0.00 152.27 N/A N/A 0 0 0 10 2022-07-15 $37.96 $0.00 44.0% 12.6% 19.5% 34.6% 0.0% 7.7% -6.6% -736 24.5K -83 0.00 156.17 N/A N/A 0 0 0 10 2022-07-18 $38.09 $0.00 56.1% 16.1% 13.2% 47.6% 0.0% -8.4% -16.7% -810 24.7K -80 0.00 159.69 N/A N/A 0 0 0 10 2022-07-19 $38.81 $0.00 36.5% 10.5% 14.7% 26.5% 0.0% 3.0% -3.8% -943 24.3K -84 0.00 154.91 N/A N/A 0 0 0 10 2022-07-20 $38.70 $0.00 38.3% 11.0% 14.3% 28.4% 0.0% 3.5% -5.7% -937 24.6K -83 0.00 140.00 N/A N/A 0 0 0 10 2022-07-21 $39.14 $0.00 38.2% 10.9% 14.0% 28.3% 0.0% -27.1% -6.0% -1.0K 24.1K -84 0.00 157.25 N/A N/A 0 0 0 10 2022-07-22 $38.95 $0.00 37.8% 10.8% 14.1% 27.9% 0.0% 3.1% -4.7% -975 23.8K -84 0.00 145.28 N/A N/A 0 0 0 10 2022-07-25 $39.27 $0.00 40.5% 11.6% 14.0% 30.8% 0.0% 1.2% -3.4% -1.0K 23.9K -85 0.00 159.03 N/A N/A 0 0 0 10 2022-07-26 $38.90 $0.00 40.8% 11.7% 14.5% 31.2% 0.0% 0.4% -9.3% -982 24.1K -82 0.00 138.09 N/A N/A 0 0 0 10 2022-07-27 $39.46 $0.00 39.9% 11.5% 14.9% 30.2% 0.0% -3.4% -7.9% -1.1K 24.3K -83 0.00 158.75 N/A N/A 0 0 0 10 2022-07-28 $40.00 $0.00 26.5% 7.6% 15.5% 15.8% 0.0% -7.8% 12.1% -1.2K 24.0K -84 0.00 155.68 N/A N/A 0 0 0 10 2022-07-29 $40.53 $0.00 27.8% 8.0% 14.6% 17.2% 0.0% -2.3% -4.5% -1.9K 22.7K -87 0.00 127.16 N/A N/A 0 0 0 10
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