IHDG Options History — December 2022 In December 2022, IHDG traded between $35.67 and $40.75. ATM implied volatility averaged 66.1%, placing in the 51.0% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 35.5% (HV 20d: 30.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-12-14 : Largest IV drop — 68.8% change2022-12-12 : Highest IV Rank — 100.0%2022-12-02 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $37.15 $35.67 $40.75 $40.75 $35.67 ATM IV 66.1% 41.8% 133.9% 57.9% 57.4% Expected Move 13.7% 11.0% 17.2% 16.6% 16.5% HV 20d 30.6% 13.2% 36.2% 13.7% 34.5% HV 60d 24.2% 18.4% 26.0% 19.0% 24.3% IV Rank 51.0% 25.7% 100.0% 50.5% 38.3% IV Percentile 84.9% 59.9% 100.0% 91.7% 87.3% Term Structure -6.6% -16.2% -2.9% -14.0% -8.7% Skew 25d 27.0% -38.5% 48.5% 48.5% 31.6% Skew 10d 28.3% -26.6% 74.6% 74.6% 27.4% Call IV 25d 44.3% 24.3% 57.7% 50.7% 56.5% Put IV 25d 71.3% 18.8% 99.2% 99.2% 88.1% Bid-Ask Spread % 184.28 172.27 189.33 177.37 184.14 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2022-12-01 $40.75 $0.00 57.9% 16.6% 13.7% 50.5% 0.0% 48.5% -14.0% 0 0 0 0.00 177.37 N/A N/A 0 0 0 0 2022-12-02 $40.73 $0.00 60.0% 17.2% 13.7% 52.6% 0.0% -38.5% -16.2% 0 0 0 0.00 172.27 N/A N/A 0 0 0 0 2022-12-05 $40.46 $0.00 71.8% 11.0% 13.2% 65.1% 0.0% 23.3% -3.1% 0 0 0 0.00 187.06 N/A N/A 0 0 0 0 2022-12-06 $40.38 $0.00 74.5% 11.0% 13.3% 67.9% 0.0% 23.6% -3.9% 0 0 0 0.00 186.96 N/A N/A 0 0 0 0 2022-12-07 $36.80 $0.00 79.5% 11.1% 36.2% 73.2% 0.0% 29.6% -2.9% 0 0 0 0.00 184.28 N/A N/A 0 0 0 0 2022-12-08 $36.79 $0.00 88.4% 13.3% 36.2% 82.5% 0.0% 25.0% -6.0% 0 0 0 0.00 186.16 N/A N/A 0 0 0 0 2022-12-09 $36.87 $0.00 97.5% 12.2% 34.1% 92.0% 0.0% 25.6% -4.5% 0 0 0 0.00 187.80 N/A N/A 0 0 0 0 2022-12-12 $36.95 $0.00 125.4% 12.5% 34.0% 100.0% 0.0% 26.5% -4.8% 0 0 0 0.00 188.57 N/A N/A 0 0 0 0 2022-12-13 $37.18 $0.00 133.9% 11.7% 34.2% 100.0% 0.0% 28.0% -3.8% 0 0 0 0.00 189.33 N/A N/A 0 0 0 0 2022-12-14 $37.13 $0.00 41.8% 12.0% 34.2% 25.7% 0.0% 44.9% -5.2% 0 0 0 0.00 188.66 N/A N/A 0 0 0 0 2022-12-15 $36.42 $0.00 44.0% 12.6% 34.7% 27.5% 0.0% 32.0% -5.5% 0 0 0 0.00 188.41 N/A N/A 0 0 0 0 2022-12-16 $36.17 $0.00 46.4% 13.3% 34.6% 29.4% 0.0% 17.8% -7.0% 0 0 0 0.00 186.29 N/A N/A 0 0 0 0 2022-12-19 $36.00 $0.00 48.6% 13.9% 34.4% 31.2% 0.0% 26.7% -6.1% 0 0 0 0.00 186.86 N/A N/A 0 0 0 0 2022-12-20 $35.81 $0.00 48.9% 14.0% 34.2% 31.5% 0.0% 37.5% -6.5% 0 0 0 0.00 185.38 N/A N/A 0 0 0 0 2022-12-21 $36.28 $0.00 46.6% 13.4% 34.8% 29.6% 0.0% 29.3% -6.0% 0 0 0 0.00 186.08 N/A N/A 0 0 0 0 2022-12-22 $35.98 $0.00 50.2% 14.4% 34.7% 32.5% 0.0% 32.5% -6.4% 0 0 0 0.00 182.15 N/A N/A 0 0 0 0 2022-12-23 $35.87 $0.00 47.9% 13.7% 34.4% 30.7% 0.0% 34.7% -5.2% 0 0 0 0.00 181.33 N/A N/A 0 0 0 0 2022-12-27 $35.99 $0.00 56.1% 16.1% 34.6% 37.3% 0.0% 30.4% -6.8% 0 0 0 0.00 183.20 N/A N/A 0 0 0 0 2022-12-28 $35.72 $0.00 58.8% 16.9% 34.5% 39.5% 0.0% 26.8% -6.7% 0 0 0 0.00 175.76 N/A N/A 0 0 0 0 2022-12-29 $36.18 $0.00 53.4% 15.3% 34.5% 35.1% 0.0% 31.7% -9.9% 0 0 0 0.00 181.81 N/A N/A 0 0 0 0 2022-12-30 $35.67 $0.00 57.4% 16.5% 34.5% 38.3% 0.0% 31.6% -8.7% 0 0 0 0.00 184.14 N/A N/A 0 0 0 0
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