IHDG Options History — June 2024 In June 2024, IHDG traded between $45.50 and $46.52. ATM implied volatility averaged 28.3%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 19.0% (HV 20d: 9.3%). Max pain ranged from $47.00 to $48.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-25 : Highest Volume — 2 contracts2024-06-12 : Largest IV drop — 38.8% change2024-06-11 : Highest IV Rank — 26.4%2024-06-05 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $46.07 $45.50 $46.52 $45.69 $45.50 Max Pain $47.50 $47.00 $48.00 $48.00 $47.00 ATM IV 28.3% 23.0% 38.6% 29.2% 30.2% Expected Move 7.4% 6.1% 9.3% 8.4% 8.6% HV 20d 9.3% 7.4% 10.3% 7.7% 9.6% HV 60d 9.6% 9.1% 9.9% 9.2% 9.5% IV Rank 17.7% 12.9% 26.4% 18.2% 19.5% IV Percentile 27.5% 6.3% 56.7% 30.6% 37.3% Term Structure -5.6% -9.6% -2.5% -7.5% -8.3% VWIV 4.8% 4.8% 4.8% 4.8% 4.8% Skew 25d 1.7% -0.7% 12.2% -0.7% -0.2% Skew 10d 6.7% 1.3% 23.7% 2.4% 1.3% Call IV 25d 29.6% 13.8% 38.6% 37.4% 35.4% Put IV 25d 31.3% 26.0% 38.4% 36.7% 35.2% Bid-Ask Spread % 182.69 177.90 184.04 179.41 182.50 Gamma HHI 0.85 0.61 1.00 1.00 1.00 Net GEX 645 0 926 594 690 Net DEX -5.4K -8.7K 0 -4.0K -7.8K Net VEX -9 -37 0 -10 -37 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 0.263 0 2 0 0 Total OI 3 0 4 3 4
Daily Data (19 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 2024-06-03 $45.69 $48.00 29.2% 8.4% 7.7% 18.2% 0.0% -0.7% -7.5% 594 -4.0K -10 0.00 179.41 N/A N/A 0 0 3 0 2024-06-04 $45.70 $48.00 30.3% 8.7% 7.4% 19.2% 0.0% -0.6% -8.8% 592 -4.0K -10 0.00 179.58 N/A N/A 0 0 3 0 2024-06-05 $46.39 $48.00 32.3% 9.3% 8.5% 20.9% 0.0% -0.2% -9.6% 685 -4.9K -11 0.00 177.90 N/A N/A 0 0 3 0 2024-06-06 $46.52 $0.00 24.7% 6.1% 8.5% 14.3% 0.0% 12.2% -3.1% 740 -4.9K -11 0.00 183.55 N/A N/A 0 0 3 0 2024-06-07 $46.39 $0.00 34.2% 6.6% 8.6% 22.5% 0.0% 9.7% -3.6% 719 -4.7K -10 0.00 183.74 N/A N/A 0 0 3 0 2024-06-10 $46.41 $0.00 37.7% 6.6% 8.5% 25.6% 0.0% 0.5% -3.7% 695 -4.8K -9 0.00 183.50 N/A N/A 0 0 3 0 2024-06-11 $46.08 $0.00 38.6% 6.6% 9.0% 26.4% 0.0% 0.4% -4.0% 633 -4.5K -8 0.00 183.30 N/A N/A 1 0 3 0 2024-06-12 $46.48 $0.00 23.6% 6.8% 9.2% 13.4% 0.0% 8.8% -4.2% 866 -8.7K -10 0.00 183.76 N/A N/A 0 0 4 0 2024-06-13 $46.23 $0.00 23.0% 6.6% 9.3% 12.9% 0.0% -0.0% -2.5% 849 -8.2K -10 0.00 183.71 N/A N/A 0 0 4 0 2024-06-14 $45.75 $0.00 23.9% 6.9% 10.0% 13.9% 0.0% -0.3% -3.8% 806 -7.3K -8 0.00 183.67 N/A N/A 0 0 4 0 2024-06-17 $45.98 $0.00 24.7% 7.1% 10.2% 14.7% 0.0% 0.4% -4.6% 839 -7.6K -7 0.00 184.04 N/A N/A 0 0 4 0 2024-06-18 $46.11 $0.00 25.1% 7.2% 10.1% 15.0% 0.0% 0.7% -5.0% 877 -7.8K -6 0.00 183.58 N/A N/A 0 0 4 0 2024-06-20 $46.31 $0.00 25.8% 7.4% 10.3% 15.6% 0.0% 0.3% -5.3% 882 -8.2K -3 0.00 183.07 N/A N/A 0 0 4 0 2024-06-21 $46.11 $0.00 26.1% 7.5% 10.0% 15.9% 0.0% 0.2% -6.0% 926 -7.5K -1 0.00 183.94 N/A N/A 0 0 4 0 2024-06-24 $46.23 $0.00 26.8% 7.7% 10.1% 16.5% 0.0% -0.3% -6.1% 0 0 0 0.00 183.34 N/A N/A 0 0 0 0 2024-06-25 $45.97 $0.00 26.6% 7.6% 10.1% 16.3% 4.8% 0.4% -6.6% 0 0 0 0.00 182.13 N/A N/A 2 0 0 0 2024-06-26 $45.67 $47.00 27.5% 7.9% 10.0% 17.1% 0.0% 0.0% -6.8% 428 -3.6K -9 0.00 182.97 N/A N/A 0 0 2 0 2024-06-27 $45.73 $47.00 27.8% 8.0% 9.5% 17.4% 0.0% 0.5% -6.6% 430 -3.7K -9 0.00 183.41 N/A N/A 2 0 2 0 2024-06-28 $45.50 $47.00 30.2% 8.6% 9.6% 19.5% 0.0% -0.2% -8.3% 690 -7.8K -37 0.00 182.50 N/A N/A 0 0 4 0
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