IHDG Options History — October 2022

In October 2022, IHDG traded between $36.20 and $38.13. ATM implied volatility averaged 48.9%, placing in the 40.9% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 26.2% (HV 20d: 22.7%). Max pain ranged from $36.00 to $41.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-10-04: Highest Volume — 3 contracts
2022-10-11: Largest IV spike — 100.0% change
2022-10-11: Highest IV Rank — 59.8%
2022-10-31: Largest Expected Move — 15.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.13	$36.20	$38.13	$36.67	$37.66
Max Pain	$40.74	$36.00	$41.00	$36.00	$41.00
ATM IV	48.9%	33.4%	66.8%	55.3%	55.5%
Expected Move	13.5%	10.5%	15.9%	15.9%	15.9%
HV 20d	22.7%	19.3%	25.0%	22.3%	19.3%
HV 60d	18.9%	17.6%	19.2%	17.6%	19.0%
IV Rank	40.9%	24.7%	59.8%	47.7%	47.9%
IV Percentile	82.2%	37.3%	96.4%	91.3%	91.7%
Term Structure	-11.2%	-29.2%	2.9%	-2.0%	-14.1%
VWIV	21.8%	0.8%	42.9%	42.9%	0.8%
Skew 25d	22.0%	-12.9%	47.7%	4.4%	29.0%
Skew 10d	-10.1%	-57.1%	15.3%	5.6%	-48.2%
Call IV 25d	39.8%	16.3%	74.6%	74.6%	44.5%
Put IV 25d	61.7%	37.0%	79.0%	79.0%	73.5%
Bid-Ask Spread %	138.11	115.27	148.24	146.43	140.25
Gamma HHI	0.79	0.52	1.00	1.00	1.00
Net GEX	-670	-1.1K	-233	-749	-1.1K
Net DEX	21.9K	15.9K	28.7K	24.7K	26.8K
Net VEX	-41	-55	-27	-47	-28
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	2	0	3	0	0
Total OI	11.857	10	13	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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2022-10-03	$36.67	$0.00	55.3%	15.9%	22.3%	47.7%	0.0%	4.4%	-2.0%	-749	24.7K	-47	146.43	N/A	N/A	0	0	10
2022-10-04	$37.78	$0.00	47.5%	13.6%	24.7%	39.5%	42.9%	3.2%	-7.2%	-816	23.8K	-51	142.22	N/A	N/A	3	0	10
2022-10-05	$37.76	$36.00	39.2%	11.2%	24.6%	30.8%	0.8%	-12.9%	2.9%	-993	16.3K	-43	145.51	N/A	N/A	3	3	10
2022-10-06	$37.28	$41.00	53.7%	10.5%	25.0%	46.0%	0.0%	9.3%	-16.3%	-613	18.1K	-55	121.47	N/A	N/A	3	3	10
2022-10-07	$36.54	$41.00	51.2%	11.4%	23.9%	43.4%	0.0%	7.3%	-15.8%	-928	23.9K	-47	118.74	N/A	N/A	3	3	10
2022-10-10	$36.68	$41.00	33.4%	12.6%	23.6%	24.7%	0.0%	16.8%	-29.2%	-371	18.9K	-50	115.27	N/A	N/A	3	3	10
2022-10-11	$36.30	$41.00	66.8%	12.7%	22.4%	59.8%	0.0%	10.2%	-6.5%	-449	18.4K	-49	144.49	N/A	N/A	3	3	10
2022-10-12	$36.20	$41.00	45.7%	13.1%	22.4%	37.6%	0.0%	26.6%	-9.6%	-344	22.1K	-41	148.24	N/A	N/A	3	3	10
2022-10-13	$36.53	$41.00	46.0%	13.2%	22.5%	37.9%	0.0%	44.4%	-15.7%	-233	21.4K	-44	145.26	N/A	N/A	3	3	10
2022-10-14	$36.26	$41.00	46.1%	13.2%	22.4%	38.0%	0.0%	42.9%	-17.4%	-395	21.1K	-42	145.38	N/A	N/A	3	3	10
2022-10-17	$36.99	$41.00	45.7%	13.1%	23.7%	37.6%	0.0%	19.4%	-11.0%	-454	18.4K	-44	128.22	N/A	N/A	3	3	10
2022-10-18	$37.19	$41.00	48.9%	14.0%	23.2%	41.0%	0.0%	21.1%	-24.9%	-344	17.6K	-43	141.60	N/A	N/A	3	3	10
2022-10-19	$36.75	$41.00	49.4%	14.2%	23.6%	41.5%	0.0%	28.7%	-21.6%	-387	19.8K	-38	140.81	N/A	N/A	3	3	10
2022-10-20	$36.74	$41.00	50.3%	14.4%	23.5%	42.4%	0.0%	34.5%	-7.5%	-330	19.9K	-38	147.82	N/A	N/A	3	3	10
2022-10-21	$37.27	$41.00	48.6%	13.9%	22.7%	40.7%	0.0%	36.6%	0.7%	-818	15.9K	-34	137.06	N/A	N/A	3	3	10
2022-10-24	$37.40	$41.00	52.5%	15.0%	22.1%	44.7%	0.0%	17.5%	1.8%	-840	25.9K	-35	139.14	N/A	N/A	0	0	10
2022-10-25	$37.96	$41.00	49.8%	14.3%	22.6%	41.9%	0.0%	24.6%	-6.2%	-869	25.4K	-36	142.92	N/A	N/A	0	0	10
2022-10-26	$38.13	$41.00	42.1%	12.1%	21.4%	33.9%	0.0%	29.3%	-10.8%	-1.0K	27.2K	-33	138.90	N/A	N/A	0	0	10
2022-10-27	$37.80	$41.00	49.1%	14.1%	20.3%	41.2%	0.0%	20.6%	-13.6%	-996	25.5K	-34	127.36	N/A	N/A	0	0	10
2022-10-28	$37.77	$41.00	49.2%	14.1%	20.3%	41.3%	0.0%	47.7%	-11.9%	-1.0K	28.7K	-27	143.28	N/A	N/A	0	0	10
2022-10-31	$37.66	$41.00	55.5%	15.9%	19.3%	47.9%	0.0%	29.0%	-14.1%	-1.1K	26.8K	-28	140.25	N/A	N/A	0	0	10