IHDG Options History — August 2022

Name: IHDG Options Analytics - August 2022
Creator: Options Analysis Suite

In August 2022, IHDG traded between $38.47 and $40.80. ATM implied volatility averaged 27.9%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 13.9% (HV 20d: 14.0%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 6 of 23 days.

Notable Days

2022-08-10: Largest IV spike — 217.2% change
2022-08-31: Highest IV Rank — 42.2%
2022-08-31: Largest Expected Move — 14.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.04	$38.47	$40.80	$40.24	$38.47
Max Pain	$40.00	$40.00	$40.00	$40.00	$40.00
ATM IV	27.9%	9.9%	50.0%	13.4%	50.0%
Expected Move	9.1%	3.6%	14.3%	3.8%	14.3%
HV 20d	14.0%	12.5%	15.1%	15.1%	14.7%
HV 60d	18.7%	17.8%	21.3%	21.3%	18.2%
IV Rank	18.4%	0.0%	42.2%	1.8%	42.2%
IV Percentile	35.0%	0.0%	90.9%	1.6%	90.9%
Term Structure	-4.0%	-19.8%	26.9%	21.6%	-19.6%
Skew 25d	6.0%	-35.1%	28.8%	-10.1%	2.0%
Skew 10d	13.2%	-33.4%	39.6%	8.4%	2.5%
Call IV 25d	33.6%	13.5%	56.5%	43.1%	56.5%
Put IV 25d	39.6%	15.8%	58.5%	33.0%	58.5%
Bid-Ask Spread %	159.06	141.30	177.52	153.05	160.43
Gamma HHI	0.71	0.50	1.00	0.51	1.00
Net GEX	-873	-1.6K	163	-378	-1.0K
Net DEX	19.6K	13.9K	25.6K	17.6K	24.3K
Net VEX	-82	-93	-67	-93	-67
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	11.304	10	12	12	10

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call OI	Put OI
2022-08-01	$40.24	$40.00	13.4%	3.8%	15.1%	1.8%	0.0%	-10.1%	21.6%	-378	17.6K	-93	153.05	N/A	N/A	2	10
2022-08-02	$39.99	$40.00	12.6%	3.6%	14.9%	0.9%	0.0%	2.2%	26.9%	-374	14.4K	-92	149.07	N/A	N/A	2	10
2022-08-03	$40.05	$40.00	12.6%	3.6%	14.6%	0.9%	0.0%	1.8%	21.5%	-141	18.4K	-90	149.54	N/A	N/A	2	10
2022-08-04	$40.24	$0.00	13.0%	9.3%	13.7%	1.3%	0.0%	23.4%	-6.4%	-252	17.5K	-92	141.30	N/A	N/A	2	10
2022-08-05	$40.24	$0.00	11.6%	9.2%	13.6%	0.0%	0.0%	25.3%	-4.5%	-107	17.4K	-91	148.31	N/A	N/A	2	10
2022-08-08	$40.16	$0.00	11.0%	9.8%	13.1%	0.0%	0.0%	25.2%	-5.3%	163	17.6K	-89	152.94	N/A	N/A	2	10
2022-08-09	$39.85	$0.00	9.9%	9.5%	13.5%	0.0%	0.0%	3.3%	-3.2%	-425	19.6K	-85	158.84	N/A	N/A	2	10
2022-08-10	$40.52	$0.00	31.4%	9.0%	14.4%	22.6%	0.0%	5.1%	-19.8%	-1.4K	18.3K	-87	176.77	N/A	N/A	2	10
2022-08-11	$40.41	$0.00	33.7%	9.7%	14.2%	25.0%	0.0%	5.3%	-1.1%	-1.2K	18.6K	-86	166.95	N/A	N/A	2	10
2022-08-12	$40.67	$0.00	31.7%	9.1%	14.1%	22.9%	0.0%	2.3%	-13.6%	-1.2K	16.0K	-87	152.78	N/A	N/A	2	10
2022-08-15	$40.60	$0.00	33.2%	9.5%	14.3%	24.5%	0.0%	1.0%	-15.2%	-1.2K	16.9K	-84	151.52	N/A	N/A	2	10
2022-08-16	$40.80	$0.00	33.7%	9.7%	13.1%	25.0%	0.0%	5.0%	-15.4%	-1.0K	13.9K	-84	154.23	N/A	N/A	2	10
2022-08-17	$40.43	$0.00	35.3%	10.1%	13.6%	26.7%	0.0%	1.9%	-7.5%	-1.3K	19.3K	-79	176.51	N/A	N/A	2	10
2022-08-18	$40.75	$0.00	35.4%	10.1%	13.3%	26.8%	0.0%	25.8%	3.3%	-1.2K	16.9K	-81	160.60	N/A	N/A	2	10
2022-08-19	$40.38	$0.00	31.2%	8.9%	13.7%	22.4%	0.0%	-1.3%	5.4%	-2	16.3K	-79	153.60	N/A	N/A	2	10
2022-08-22	$39.87	$0.00	39.8%	11.4%	14.4%	31.4%	0.0%	28.8%	-9.0%	-1.3K	23.0K	-76	153.50	N/A	N/A	0	10
2022-08-23	$39.84	$0.00	39.8%	11.4%	13.9%	31.4%	0.0%	25.5%	0.4%	-1.3K	24.0K	-74	177.52	N/A	N/A	0	10
2022-08-24	$39.92	$0.00	34.9%	10.0%	13.0%	26.3%	0.0%	-5.7%	-8.7%	-1.6K	24.4K	-74	141.85	N/A	N/A	0	10
2022-08-25	$40.26	$0.00	40.7%	11.7%	12.5%	32.4%	0.0%	7.2%	-9.0%	-1.5K	23.1K	-75	176.59	N/A	N/A	0	10
2022-08-26	$39.28	$0.00	28.0%	8.0%	14.4%	19.0%	0.0%	-0.2%	-9.5%	-1.1K	22.7K	-74	170.42	N/A	N/A	0	10
2022-08-29	$39.16	$0.00	28.8%	8.3%	14.2%	19.9%	0.0%	-35.1%	-11.3%	-1.2K	25.6K	-68	167.13	N/A	N/A	0	10
2022-08-30	$38.69	$0.00	29.3%	8.4%	14.6%	20.3%	0.0%	-0.1%	-11.9%	-987	24.3K	-69	164.84	N/A	N/A	0	10
2022-08-31	$38.47	$0.00	50.0%	14.3%	14.7%	42.2%	0.0%	2.0%	-19.6%	-1.0K	24.3K	-67	160.43	N/A	N/A	0	10