IHDG Options History — November 2022 In November 2022, IHDG traded between $37.44 and $40.75. ATM implied volatility averaged 48.4%, placing in the 40.5% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 32.5% (HV 20d: 15.9%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2022-11-15 : Largest IV spike — 92.7% change2022-11-08 : Highest IV Rank — 55.5%2022-11-02 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $39.36 $37.44 $40.75 $37.99 $40.75 Max Pain $41.00 $41.00 $41.00 $41.00 $41.00 ATM IV 48.4% 19.1% 62.7% 53.9% 55.7% Expected Move 12.9% 5.5% 16.8% 15.5% 16.0% HV 20d 15.9% 14.4% 18.0% 16.4% 15.0% HV 60d 19.5% 18.9% 20.3% 19.1% 19.0% IV Rank 40.5% 9.6% 55.5% 46.3% 48.2% IV Percentile 73.5% 3.6% 94.8% 90.5% 90.1% Term Structure -7.4% -21.9% 31.2% -14.9% -13.0% Skew 25d 23.4% -22.7% 61.4% 38.0% 47.4% Skew 10d 22.7% -52.6% 72.7% 3.3% 72.7% Call IV 25d 35.4% 15.1% 56.7% 33.3% 49.1% Put IV 25d 58.8% 23.0% 96.5% 71.3% 96.5% Bid-Ask Spread % 156.14 110.37 185.96 147.71 173.63 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -1.1K -3.0K 0 -1.1K 0 Net DEX 18.5K 0 37.0K 27.9K 0 Net VEX -12 -27 0 -27 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6.667 0 10 10 0
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 2022-11-01 $37.99 $41.00 53.9% 15.5% 16.4% 46.3% 0.0% 38.0% -14.9% -1.1K 27.9K -27 0.00 147.71 N/A N/A 0 0 0 10 2022-11-02 $37.48 $41.00 58.5% 16.8% 17.1% 51.0% 0.0% 45.9% -21.9% -1.0K 29.0K -25 0.00 144.17 N/A N/A 0 0 0 10 2022-11-03 $37.44 $0.00 51.3% 10.4% 16.4% 43.6% 0.0% 25.9% -6.8% -1.0K 29.6K -22 0.00 185.96 N/A N/A 0 0 0 10 2022-11-04 $38.11 $0.00 55.2% 11.5% 15.7% 47.6% 0.0% 34.4% -7.7% -1.1K 28.7K -24 0.00 147.66 N/A N/A 0 0 0 10 2022-11-07 $38.13 $0.00 61.6% 11.8% 15.7% 54.3% 0.0% 34.9% -9.8% -1.2K 28.9K -20 0.00 152.13 N/A N/A 0 0 0 10 2022-11-08 $38.53 $0.00 62.7% 11.9% 15.3% 55.5% 0.0% 29.5% -16.3% -1.3K 28.3K -21 0.00 153.14 N/A N/A 0 0 0 10 2022-11-09 $38.51 $0.00 39.8% 11.4% 15.2% 31.4% 0.0% 41.2% -13.1% -1.3K 28.4K -20 0.00 163.29 N/A N/A 0 0 0 10 2022-11-10 $39.71 $0.00 35.6% 10.2% 18.0% 27.0% 0.0% 7.5% -8.1% -2.0K 25.7K -22 0.00 178.60 N/A N/A 0 0 0 10 2022-11-11 $39.94 $0.00 35.8% 10.3% 17.5% 27.2% 0.0% 9.7% -4.7% -2.2K 26.0K -21 0.00 146.03 N/A N/A 0 0 0 10 2022-11-14 $39.92 $0.00 19.1% 5.5% 16.6% 9.6% 0.0% 2.9% 14.6% -2.1K 25.1K -16 0.00 110.37 N/A N/A 0 0 0 10 2022-11-15 $39.69 $0.00 36.7% 10.5% 16.9% 28.2% 0.0% -22.6% -2.5% -1.6K 23.6K -14 0.00 173.27 N/A N/A 0 0 0 10 2022-11-16 $39.57 $0.00 44.1% 12.6% 16.2% 35.9% 0.0% 6.9% -16.2% -1.6K 24.4K -11 0.00 146.28 N/A N/A 0 0 0 10 2022-11-17 $39.69 $0.00 49.3% 14.1% 16.1% 41.4% 0.0% 28.9% -20.5% -1.7K 25.0K -8 0.00 156.63 N/A N/A 0 0 0 10 2022-11-18 $39.90 $0.00 39.5% 11.3% 15.6% 31.1% 0.0% 14.1% 31.2% -3.0K 37.0K -1 0.00 125.86 N/A N/A 0 0 0 10 2022-11-21 $40.02 $0.00 54.6% 15.7% 15.6% 47.0% 0.0% 18.4% -15.6% 0 0 0 0.00 149.40 N/A N/A 0 0 0 0 2022-11-22 $40.15 $0.00 50.1% 14.4% 15.0% 42.2% 0.0% 6.2% 1.4% 0 0 0 0.00 152.05 N/A N/A 0 0 0 0 2022-11-23 $40.24 $0.00 54.5% 15.6% 15.0% 46.9% 0.0% -22.7% -12.4% 0 0 0 0.00 156.46 N/A N/A 0 0 0 0 2022-11-25 $40.45 $0.00 53.1% 15.2% 14.4% 45.4% 0.0% 38.4% -10.9% 0 0 0 0.00 171.15 N/A N/A 0 0 0 0 2022-11-28 $40.20 $0.00 47.6% 13.6% 14.8% 39.6% 0.0% 61.4% 6.2% 0 0 0 0.00 166.66 N/A N/A 0 0 0 0 2022-11-29 $40.19 $0.00 58.1% 16.6% 14.6% 50.6% 0.0% 44.9% -14.1% 0 0 0 0.00 178.38 N/A N/A 0 0 0 0 2022-11-30 $40.75 $0.00 55.7% 16.0% 15.0% 48.2% 0.0% 47.4% -13.0% 0 0 0 0.00 173.63 N/A N/A 0 0 0 0
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