IHDG Options History — September 2022 In September 2022, IHDG traded between $35.80 and $39.48. ATM implied volatility averaged 50.5%, placing in the 42.7% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 32.4% (HV 20d: 18.1%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2022-09-01 : Highest Volume — 1 contracts2022-09-29 : Largest IV spike — 69.8% change2022-09-13 : Highest IV Rank — 88.1%2022-09-30 : Largest Expected Move — 15.4%Monthly Statistics Metric Avg Min Max Open Close Price $37.49 $35.80 $39.48 $37.97 $35.95 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 50.5% 27.2% 93.7% 50.9% 53.7% Expected Move 11.5% 7.8% 15.4% 14.6% 15.4% HV 20d 18.1% 14.1% 21.2% 14.9% 20.9% HV 60d 16.8% 15.9% 18.3% 18.3% 17.0% IV Rank 42.7% 18.1% 88.1% 43.1% 46.0% IV Percentile 75.6% 21.4% 99.6% 91.3% 90.9% Term Structure -4.9% -16.1% 20.5% -16.0% -11.1% VWIV 51.1% 51.1% 51.1% 51.1% 51.1% Skew 25d 6.3% -18.1% 24.9% -18.1% 8.4% Skew 10d -8.5% -57.3% 2.1% 0.4% 0.8% Call IV 25d 41.5% 17.2% 67.3% 57.9% 59.2% Put IV 25d 47.8% 11.3% 72.2% 39.9% 67.6% Bid-Ask Spread % 162.54 140.62 177.98 175.09 150.33 Gamma HHI 0.90 0.73 1.00 1.00 1.00 Net GEX -970 -1.4K -657 -977 -668 Net DEX 27.8K 24.1K 32.2K 27.6K 24.2K Net VEX -53 -66 -38 -59 -49 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.238 0 1 1 0 Total OI 10.476 10 11 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 2022-09-01 $37.97 $0.00 50.9% 14.6% 14.9% 43.1% 51.1% -18.1% -16.0% -977 27.6K -59 0.00 175.09 N/A N/A 0 1 0 10 2022-09-02 $37.67 $39.00 50.7% 14.5% 15.0% 42.9% 0.0% 1.7% -16.1% -1.1K 30.4K -58 0.00 177.12 N/A N/A 0 0 0 11 2022-09-06 $38.00 $0.00 58.2% 10.3% 15.6% 50.8% 0.0% 3.4% -2.9% -1.1K 26.2K -65 0.00 152.03 N/A N/A 0 1 0 11 2022-09-07 $38.18 $0.00 60.5% 10.4% 15.7% 53.2% 0.0% 3.8% -3.2% -1.1K 27.5K -65 0.00 155.41 N/A N/A 0 1 0 11 2022-09-08 $38.20 $0.00 62.2% 9.7% 14.1% 54.9% 0.0% 1.8% -5.6% -1.1K 28.3K -63 0.00 164.16 N/A N/A 0 0 0 11 2022-09-09 $39.15 $0.00 64.3% 9.4% 17.1% 57.1% 0.0% 0.9% -5.1% -1.4K 27.9K -65 0.00 162.22 N/A N/A 0 0 0 11 2022-09-12 $39.48 $0.00 86.7% 9.4% 17.3% 80.7% 0.0% 0.6% 1.3% -1.2K 25.2K -66 0.00 167.61 N/A N/A 0 0 0 11 2022-09-13 $38.49 $0.00 93.7% 9.6% 19.3% 88.1% 0.0% 2.6% -4.8% -1.3K 25.1K -64 0.00 146.65 N/A N/A 0 1 0 11 2022-09-14 $38.48 $0.00 36.2% 10.4% 19.1% 27.6% 0.0% 7.3% -5.7% -1.3K 29.2K -56 0.00 177.87 N/A N/A 0 0 0 11 2022-09-15 $38.04 $0.00 36.3% 10.4% 19.2% 27.8% 0.0% 0.6% 0.6% -987 27.6K -58 0.00 172.88 N/A N/A 0 0 0 11 2022-09-16 $37.68 $0.00 36.9% 10.6% 18.9% 28.4% 0.0% 0.3% -6.1% -942 32.2K -49 0.00 177.98 N/A N/A 0 1 0 11 2022-09-19 $37.83 $0.00 27.2% 7.8% 19.0% 18.1% 0.0% -5.9% 13.7% -1.1K 30.7K -40 0.00 173.78 N/A N/A 0 0 0 10 2022-09-20 $37.28 $0.00 39.9% 11.4% 19.1% 31.6% 0.0% 18.1% -5.6% -870 29.1K -44 0.00 171.43 N/A N/A 0 0 0 10 2022-09-21 $37.14 $0.00 40.8% 11.7% 19.1% 32.5% 0.0% 12.5% -10.3% -864 30.8K -39 0.00 173.64 N/A N/A 0 0 0 10 2022-09-22 $37.03 $0.00 34.5% 9.9% 19.0% 25.9% 0.0% 19.1% -6.4% -838 30.4K -39 0.00 166.60 N/A N/A 0 0 0 10 2022-09-23 $36.25 $0.00 43.3% 12.4% 19.4% 35.1% 0.0% 24.9% -9.3% -692 29.6K -38 0.00 171.14 N/A N/A 0 0 0 10 2022-09-26 $35.80 $0.00 49.5% 14.2% 18.2% 41.7% 0.0% 5.5% -9.9% -767 25.1K -47 0.00 140.62 N/A N/A 0 0 0 10 2022-09-27 $35.90 $0.00 50.2% 14.4% 18.4% 42.3% 0.0% 19.8% -9.8% -670 24.1K -50 0.00 143.47 N/A N/A 0 0 0 10 2022-09-28 $36.71 $0.00 31.6% 9.1% 20.4% 22.8% 0.0% 20.9% 20.5% -834 27.6K -45 0.00 150.25 N/A N/A 0 0 0 10 2022-09-29 $36.00 $0.00 53.7% 15.4% 21.2% 46.0% 0.0% 4.9% -10.8% -657 24.6K -48 0.00 143.03 N/A N/A 0 0 0 10 2022-09-30 $35.95 $0.00 53.7% 15.4% 20.9% 46.0% 0.0% 8.4% -11.1% -668 24.2K -49 0.00 150.33 N/A N/A 0 0 0 10
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