IHDG Options History — May 2024 In May 2024, IHDG traded between $44.44 and $46.44. ATM implied volatility averaged 31.7%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 22.3% (HV 20d: 9.5%). Max pain ranged from $36.00 to $48.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-20 : Highest Volume — 2 contracts2024-05-15 : Largest IV drop — 63.4% change2024-05-14 : Highest IV Rank — 48.7%2024-05-02 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $45.75 $44.44 $46.44 $44.55 $45.75 Max Pain $44.73 $36.00 $48.00 $36.00 $48.00 ATM IV 31.7% 18.8% 64.4% 24.9% 27.6% Expected Move 6.9% 5.4% 10.1% 7.2% 7.9% HV 20d 9.5% 7.2% 11.3% 10.6% 8.3% HV 60d 9.7% 9.3% 10.3% 10.0% 9.3% IV Rank 20.4% 9.2% 48.7% 14.6% 16.8% IV Percentile 30.2% 4.4% 90.9% 13.1% 27.0% Term Structure -3.5% -12.8% 7.0% 5.5% -6.1% VWIV 7.5% 5.3% 9.6% 5.3% 9.6% Skew 25d -1.5% -13.0% 17.0% -5.8% -0.9% Skew 10d 6.9% -3.4% 23.0% -3.4% 2.6% Call IV 25d 26.9% 8.7% 41.1% 38.7% 35.1% Put IV 25d 25.4% 15.9% 40.8% 32.9% 34.2% Bid-Ask Spread % 177.58 155.14 185.60 155.14 179.67 Gamma HHI 0.73 0.42 1.00 0.57 1.00 Net GEX 644 0 1.1K 573 585 Net DEX -26.0K -45.9K 0 -37.1K -4.2K Net VEX -8 -12 0 -8 -12 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 0.227 0 2 0 0 Total OI 7.455 0 12 10 3
Daily Data (22 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 2024-05-01 $44.55 $36.00 24.9% 7.2% 10.6% 14.6% 0.0% -5.8% 5.5% 573 -37.1K -8 0.00 155.14 N/A N/A 0 0 10 0 2024-05-02 $44.44 $36.00 35.2% 10.1% 10.0% 23.4% 0.0% -0.3% -12.8% 559 -36.9K -8 0.00 160.03 N/A N/A 0 0 10 0 2024-05-03 $44.89 $36.00 23.8% 6.8% 10.6% 13.6% 0.0% 0.5% 7.0% 597 -37.7K -8 0.00 159.19 N/A N/A 0 0 10 0 2024-05-06 $45.17 $0.00 37.6% 6.4% 10.8% 25.5% 0.0% 16.8% -4.2% 576 -38.4K -7 0.00 185.60 N/A N/A 1 0 10 0 2024-05-07 $45.61 $0.00 37.9% 6.0% 11.3% 25.8% 0.0% 2.8% -3.5% 828 -42.0K -10 0.00 184.59 N/A N/A 0 0 11 0 2024-05-08 $45.70 $0.00 39.5% 6.0% 11.3% 27.2% 0.0% 16.6% -3.4% 828 -42.3K -10 0.00 182.83 N/A N/A 0 0 11 0 2024-05-09 $45.80 $0.00 41.4% 6.1% 11.1% 28.8% 0.0% 17.0% -4.4% 859 -42.5K -9 0.00 182.74 N/A N/A 1 0 11 0 2024-05-10 $45.86 $0.00 42.3% 6.2% 10.1% 29.6% 0.0% 0.6% -3.8% 1.1K -44.5K -11 0.00 182.50 N/A N/A 0 0 12 0 2024-05-13 $45.80 $0.00 57.3% 6.3% 10.1% 42.5% 0.0% 0.5% -4.2% 1.1K -44.2K -8 0.00 182.61 N/A N/A 0 0 12 0 2024-05-14 $46.09 $0.00 64.4% 6.4% 10.2% 48.7% 0.0% -8.9% -4.2% 1.1K -45.1K -7 0.00 181.57 N/A N/A 0 0 12 0 2024-05-15 $46.31 $0.00 23.6% 6.8% 9.8% 13.4% 0.0% -8.2% -5.4% 1.1K -45.9K -6 0.00 180.03 N/A N/A 0 0 12 0 2024-05-16 $46.27 $0.00 24.1% 6.9% 9.6% 13.9% 0.0% -8.5% 4.3% 1.1K -45.7K -4 0.00 180.80 N/A N/A 0 0 12 0 2024-05-17 $46.28 $0.00 23.4% 6.7% 9.3% 13.2% 0.0% -8.7% -3.3% 0 -41.7K 0 0.00 180.66 N/A N/A 0 0 12 0 2024-05-20 $46.44 $0.00 24.6% 7.1% 8.5% 14.3% 5.3% -9.0% -4.0% 0 0 0 0.00 178.68 N/A N/A 2 0 0 0 2024-05-21 $46.36 $48.00 24.3% 7.0% 8.2% 14.0% 0.0% -10.0% -3.6% 440 -3.4K -10 0.00 177.54 N/A N/A 0 0 2 0 2024-05-22 $46.03 $48.00 23.5% 6.7% 8.5% 13.3% 0.0% -7.9% -3.9% 412 -3.1K -9 0.00 178.64 N/A N/A 0 0 2 0 2024-05-23 $45.98 $48.00 24.4% 7.0% 8.0% 14.1% 0.0% -9.2% -4.7% 401 -3.1K -9 0.00 178.33 N/A N/A 0 0 2 0 2024-05-24 $46.20 $48.00 25.5% 7.3% 7.2% 15.0% 0.0% -13.0% -4.3% 422 -3.3K -10 0.00 177.83 N/A N/A 0 0 2 0 2024-05-28 $45.84 $48.00 25.8% 7.4% 7.7% 15.3% 9.6% 3.6% -5.5% 392 -3.0K -8 0.00 179.51 N/A N/A 1 0 2 0 2024-05-29 $45.44 $48.00 18.8% 5.4% 8.4% 9.2% 0.0% -0.7% -6.2% 562 -3.8K -12 0.00 179.28 N/A N/A 0 0 3 0 2024-05-30 $45.59 $48.00 27.8% 8.0% 8.4% 17.0% 0.0% -0.8% -6.3% 554 -4.2K -12 0.00 179.08 N/A N/A 0 0 3 0 2024-05-31 $45.75 $48.00 27.6% 7.9% 8.3% 16.8% 0.0% -0.9% -6.1% 585 -4.2K -12 0.00 179.67 N/A N/A 0 0 3 0
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