IHDG Options History — January 2023 In January 2023, IHDG traded between $36.33 and $38.31. ATM implied volatility averaged 50.5%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 33.2% (HV 20d: 17.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2023-01-17 : Largest IV spike — 121.7% change2023-01-05 : Highest IV Rank — 78.3%2023-01-25 : Largest Expected Move — 23.0%Monthly Statistics Metric Avg Min Max Open Close Price $37.77 $36.33 $38.31 $36.33 $38.22 ATM IV 50.5% 19.6% 106.9% 41.0% 25.9% Expected Move 12.6% 5.6% 23.0% 11.7% 7.4% HV 20d 17.3% 10.2% 36.2% 35.6% 10.2% HV 60d 23.9% 23.2% 24.4% 24.4% 23.2% IV Rank 32.8% 7.8% 78.3% 25.1% 12.9% IV Percentile 59.9% 3.2% 99.2% 53.2% 6.0% Term Structure -7.1% -14.9% 11.3% -13.3% -10.3% Skew 25d 37.6% -11.1% 119.6% 50.5% 33.7% Skew 10d 39.2% -14.7% 101.4% 62.9% -0.7% Call IV 25d 35.2% 15.7% 62.0% 50.8% 26.9% Put IV 25d 72.8% 18.4% 142.7% 101.4% 60.6% Bid-Ask Spread % 165.08 153.72 187.08 181.11 153.72 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 (20 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 2023-01-03 $36.33 $0.00 41.0% 11.7% 35.6% 25.1% 0.0% 50.5% -13.3% 0 0 0 0.00 181.11 N/A N/A 0 0 0 0 2023-01-04 $36.80 $0.00 64.6% 18.5% 36.2% 44.1% 0.0% 43.4% -14.9% 0 0 0 0.00 187.08 N/A N/A 0 0 0 0 2023-01-05 $36.81 $0.00 106.9% 19.0% 36.2% 78.3% 0.0% -11.1% -6.8% 0 0 0 0.00 162.20 N/A N/A 0 0 0 0 2023-01-06 $37.33 $0.00 59.9% 10.6% 15.8% 40.3% 0.0% 48.4% 0.0% 0 0 0 0.00 164.10 N/A N/A 0 0 0 0 2023-01-09 $37.27 $0.00 72.9% 11.9% 15.8% 50.8% 0.0% 25.3% -9.5% 0 0 0 0.00 158.87 N/A N/A 0 0 0 0 2023-01-10 $37.38 $0.00 75.8% 12.1% 15.9% 53.2% 0.0% 52.1% -6.0% 0 0 0 0.00 163.99 N/A N/A 0 0 0 0 2023-01-11 $37.75 $0.00 40.3% 11.6% 16.2% 24.6% 0.0% 35.8% -7.7% 0 0 0 0.00 162.89 N/A N/A 0 0 0 0 2023-01-12 $37.81 $0.00 43.5% 12.5% 16.1% 27.1% 0.0% 31.7% -9.8% 0 0 0 0.00 169.62 N/A N/A 0 0 0 0 2023-01-13 $38.01 $0.00 19.6% 5.6% 16.1% 7.8% 0.0% 15.3% -7.6% 0 0 0 0.00 159.93 N/A N/A 0 0 0 0 2023-01-17 $38.23 $0.00 43.5% 12.5% 14.3% 27.1% 0.0% 19.7% -10.6% 0 0 0 0.00 168.82 N/A N/A 0 0 0 0 2023-01-18 $38.09 $0.00 36.0% 10.3% 14.0% 21.1% 0.0% 3.7% -13.2% 0 0 0 0.00 167.40 N/A N/A 0 0 0 0 2023-01-19 $37.84 $0.00 47.9% 13.7% 14.2% 30.6% 0.0% 35.9% -11.7% 0 0 0 0.00 168.47 N/A N/A 0 0 0 0 2023-01-20 $38.06 $0.00 21.1% 6.1% 13.9% 9.1% 0.0% 16.5% 2.7% 0 0 0 0.00 160.72 N/A N/A 0 0 0 0 2023-01-23 $38.31 $0.00 38.0% 10.9% 13.5% 22.7% 0.0% 119.6% 11.3% 0 0 0 0.00 165.05 N/A N/A 0 0 0 0 2023-01-24 $38.23 $0.00 45.9% 13.1% 13.0% 29.0% 0.0% 45.8% -6.4% 0 0 0 0.00 162.09 N/A N/A 0 0 0 0 2023-01-25 $38.31 $0.00 80.3% 23.0% 12.8% 56.8% 0.0% 50.3% -6.3% 0 0 0 0.00 159.74 N/A N/A 0 0 0 0 2023-01-26 $38.23 $0.00 47.2% 13.5% 12.9% 30.1% 0.0% 48.1% -6.1% 0 0 0 0.00 162.54 N/A N/A 0 0 0 0 2023-01-27 $38.28 $0.00 48.3% 13.9% 12.3% 31.0% 0.0% 47.1% -8.3% 0 0 0 0.00 162.12 N/A N/A 0 0 0 0 2023-01-30 $38.20 $0.00 51.8% 14.9% 11.9% 33.8% 0.0% 39.7% -7.3% 0 0 0 0.00 161.09 N/A N/A 0 0 0 0 2023-01-31 $38.22 $0.00 25.9% 7.4% 10.2% 12.9% 0.0% 33.7% -10.3% 0 0 0 0.00 153.72 N/A N/A 0 0 0 0
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