IHDG Options History — December 2023 In December 2023, IHDG traded between $40.53 and $42.03. ATM implied volatility averaged 54.3%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 47.4% (HV 20d: 6.9%). Max pain ranged from $40.00 to $41.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-21 : Highest Volume — 2 contracts2023-12-13 : Largest IV drop — 68.8% change2023-12-12 : Highest IV Rank — 51.3%2023-12-01 : Largest Expected Move — 15.4%Monthly Statistics Metric Avg Min Max Open Close Price $41.41 $40.53 $42.03 $40.64 $42.00 Max Pain $40.95 $40.00 $41.00 $40.00 $41.00 ATM IV 54.3% 34.2% 121.2% 53.7% 44.9% Expected Move 10.8% 9.1% 15.4% 15.4% 12.9% HV 20d 6.9% 6.2% 7.6% 7.1% 6.2% HV 60d 10.4% 9.7% 11.0% 11.0% 9.7% IV Rank 20.9% 11.8% 51.3% 20.7% 16.7% IV Percentile 50.1% 11.1% 98.0% 68.7% 49.2% Term Structure -4.8% -12.7% -2.6% -12.7% -6.6% Skew 25d 23.9% -26.8% 50.4% 50.2% -26.8% Skew 10d 28.0% -22.5% 57.5% 32.9% -22.5% Call IV 25d 27.2% 10.7% 44.3% 44.3% 37.2% Put IV 25d 51.1% 10.4% 94.6% 94.6% 10.4% Bid-Ask Spread % 185.67 172.43 190.99 172.43 180.47 Gamma HHI 0.34 0.26 0.48 0.33 0.26 Net GEX 769 403 1.0K 907 711 Net DEX -31.0K -38.4K -26.4K -30.7K -31.4K Net VEX -58 -71 -48 -71 -55 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 0.1 0 2 0 0 Total OI 11.15 9 12 12 11
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 2023-12-01 $40.64 $40.00 53.7% 15.4% 7.1% 20.7% 0.0% 50.2% -12.7% 907 -30.7K -71 0.00 172.43 N/A N/A 0 0 11 1 2023-12-04 $40.63 $41.00 61.1% 9.1% 7.1% 24.0% 0.0% 29.0% -3.0% 900 -30.7K -69 0.00 190.14 N/A N/A 0 0 11 1 2023-12-05 $40.53 $41.00 63.6% 9.1% 7.1% 25.2% 0.0% 47.1% -2.6% 960 -30.3K -68 0.00 190.99 N/A N/A 0 0 11 1 2023-12-06 $40.70 $41.00 67.0% 9.4% 7.1% 26.7% 0.0% 45.0% -2.9% 853 -30.7K -68 0.00 190.00 N/A N/A 0 0 11 1 2023-12-07 $40.63 $41.00 70.5% 9.3% 7.2% 28.3% 0.0% 30.3% -2.8% 967 -30.6K -67 0.00 190.16 N/A N/A 0 0 11 1 2023-12-08 $41.00 $41.00 76.3% 9.7% 7.6% 30.9% 0.0% 45.9% -2.6% 1.0K -31.8K -66 0.00 190.97 N/A N/A 0 0 11 1 2023-12-11 $41.17 $41.00 104.3% 10.1% 7.5% 43.6% 0.0% 49.8% -3.8% 912 -32.3K -61 0.00 189.14 N/A N/A 0 0 11 1 2023-12-12 $41.16 $41.00 121.2% 10.2% 7.5% 51.3% 0.0% 50.4% -3.5% 1.0K -32.8K -59 0.00 189.25 N/A N/A 0 0 11 1 2023-12-13 $41.47 $41.00 37.8% 10.8% 6.7% 13.4% 0.0% 49.9% -5.0% 952 -33.8K -54 0.00 187.34 N/A N/A 0 0 11 1 2023-12-14 $41.63 $41.00 34.2% 9.8% 6.6% 11.8% 0.0% 36.7% -3.6% 793 -34.0K -53 0.00 182.72 N/A N/A 0 0 11 1 2023-12-15 $41.47 $41.00 35.9% 10.3% 6.8% 12.6% 0.0% 32.6% -4.9% 948 -38.4K -54 0.00 188.07 N/A N/A 0 0 11 1 2023-12-18 $41.64 $41.00 36.0% 10.3% 6.5% 12.7% 0.0% 34.1% -4.2% 418 -26.4K -50 0.00 185.08 N/A N/A 0 0 8 1 2023-12-19 $41.92 $41.00 37.0% 10.6% 6.7% 13.1% 0.0% 35.5% -4.0% 403 -26.9K -49 0.00 185.67 N/A N/A 0 0 8 1 2023-12-20 $41.75 $41.00 37.4% 10.7% 6.9% 13.3% 0.0% -16.7% -3.9% 424 -27.0K -48 0.00 184.89 N/A N/A 0 0 8 1 2023-12-21 $41.97 $41.00 38.6% 11.1% 6.9% 13.8% 0.0% 1.6% -4.5% 428 -27.1K -49 0.00 183.88 N/A N/A 2 0 8 1 2023-12-22 $41.88 $41.00 36.5% 10.5% 7.0% 12.9% 0.0% -0.9% -4.8% 677 -31.3K -56 0.00 184.03 N/A N/A 0 0 10 1 2023-12-26 $42.03 $41.00 42.6% 12.2% 6.8% 15.6% 0.0% -9.9% -6.5% 690 -31.5K -56 0.00 182.23 N/A N/A 0 0 10 1 2023-12-27 $41.95 $41.00 43.2% 12.4% 6.4% 15.9% 0.0% -25.0% -6.4% 683 -31.3K -55 0.00 183.55 N/A N/A 0 0 10 1 2023-12-28 $42.00 $41.00 44.2% 12.7% 6.3% 16.4% 0.0% 20.0% -7.2% 695 -31.4K -55 0.00 182.33 N/A N/A 0 0 10 1 2023-12-29 $42.00 $41.00 44.9% 12.9% 6.2% 16.7% 0.0% -26.8% -6.6% 711 -31.4K -55 0.00 180.47 N/A N/A 0 0 10 1
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