IHDG Options History — September 2024 In September 2024, IHDG traded between $43.80 and $46.02. ATM implied volatility averaged 30.7%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 16.3% (HV 20d: 14.4%). Max pain ranged from $46.00 to $47.00. 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 2024-09-25 : Highest Volume — 3 contracts2024-09-18 : Largest IV spike — 77.3% change2024-09-18 : Highest IV Rank — 32.5%2024-09-18 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $44.90 $43.80 $46.02 $45.36 $45.64 Max Pain $46.33 $46.00 $47.00 $47.00 $46.00 ATM IV 30.7% 23.8% 45.1% 32.7% 30.1% Expected Move 8.0% 6.8% 12.9% 9.4% 8.6% HV 20d 14.4% 13.0% 16.3% 13.5% 16.1% HV 60d 15.9% 15.2% 16.6% 15.2% 16.6% IV Rank 19.7% 13.9% 32.5% 21.7% 18.8% IV Percentile 45.1% 14.3% 84.5% 54.8% 49.6% Term Structure -5.3% -10.4% -2.9% -8.5% -7.3% VWIV 10.9% 10.9% 10.9% 10.9% 10.9% Skew 25d 1.1% -1.3% 13.5% -1.3% -0.2% Skew 10d 2.5% -3.6% 14.7% 6.6% 8.0% Call IV 25d 32.9% 18.7% 56.4% 39.7% 38.4% Put IV 25d 34.0% 27.4% 57.0% 38.4% 38.2% Bid-Ask Spread % 184.23 177.78 199.01 177.78 182.63 Gamma HHI 0.91 0.51 1.00 1.00 0.53 Net GEX 760 277 1.2K 885 1.2K Net DEX -7.6K -13.8K -3.3K -8.9K -12.4K Net VEX -30 -41 -22 -35 -39 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 0.15 0 3 0 0 Total OI 4.75 2 6 5 6
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 2024-09-03 $45.36 $47.00 32.7% 9.4% 13.5% 21.7% 0.0% -1.3% -8.5% 885 -8.9K -35 0.00 177.78 N/A N/A 0 0 5 0 2024-09-04 $44.94 $47.00 32.3% 9.3% 13.9% 21.3% 0.0% -1.1% -7.9% 843 -8.0K -34 0.00 179.32 N/A N/A 0 0 5 0 2024-09-05 $44.45 $0.00 35.9% 7.2% 14.7% 24.5% 0.0% 0.1% -4.6% 780 -7.1K -32 0.00 185.88 N/A N/A 0 0 5 0 2024-09-06 $43.80 $0.00 34.9% 6.9% 14.4% 23.7% 0.0% 0.9% -3.2% 700 -5.9K -30 0.00 182.72 N/A N/A 0 0 5 0 2024-09-09 $44.28 $0.00 40.0% 7.1% 14.9% 28.2% 0.0% 0.3% -4.0% 759 -6.7K -30 0.00 182.99 N/A N/A 0 0 5 0 2024-09-10 $44.20 $0.00 40.7% 7.2% 14.9% 28.8% 0.0% 0.2% -3.6% 752 -6.5K -29 0.00 182.91 N/A N/A 0 0 5 0 2024-09-11 $44.55 $0.00 24.0% 6.9% 14.5% 14.0% 0.0% 0.4% -2.9% 803 -7.1K -29 0.00 183.74 N/A N/A 0 0 5 0 2024-09-12 $44.84 $0.00 23.8% 6.8% 14.5% 13.9% 0.0% 0.4% -3.6% 848 -7.6K -30 0.00 183.94 N/A N/A 0 0 5 0 2024-09-13 $44.84 $0.00 24.2% 6.9% 13.2% 14.2% 0.0% 0.3% -3.4% 864 -7.4K -29 0.00 183.96 N/A N/A 0 0 5 0 2024-09-16 $44.91 $0.00 24.6% 7.0% 13.3% 14.3% 0.0% 0.5% -3.4% 892 -7.4K -28 0.00 183.60 N/A N/A 0 0 5 0 2024-09-17 $44.73 $0.00 25.4% 7.3% 13.0% 15.0% 0.0% -0.2% -4.5% 850 -7.1K -26 0.00 183.66 N/A N/A 0 0 5 0 2024-09-18 $44.62 $0.00 45.1% 12.9% 13.0% 32.5% 0.0% 0.6% -10.4% 594 -8.7K -26 0.00 199.01 N/A N/A 0 0 5 0 2024-09-19 $45.31 $0.00 26.2% 7.5% 14.0% 15.7% 0.0% -0.4% -4.2% 943 -8.2K -25 0.00 183.65 N/A N/A 0 0 5 0 2024-09-20 $44.84 $0.00 25.5% 7.3% 14.5% 15.1% 0.0% -0.5% -4.6% 277 -3.4K -22 0.00 183.79 N/A N/A 0 0 5 0 2024-09-23 $44.86 $0.00 27.0% 7.7% 14.2% 16.4% 0.0% -0.4% -5.5% 290 -3.3K -22 0.00 183.52 N/A N/A 0 0 2 0 2024-09-24 $45.00 $0.00 27.2% 7.8% 14.2% 16.6% 0.0% 13.5% -5.8% 287 -3.5K -22 0.00 182.98 N/A N/A 0 0 2 0 2024-09-25 $45.06 $46.00 27.4% 7.9% 14.3% 16.4% 10.9% 5.0% -5.4% 540 -5.8K -27 0.00 183.30 N/A N/A 3 0 3 0 2024-09-26 $46.02 $46.00 38.3% 11.0% 16.3% 26.1% 0.0% 3.7% -8.9% 936 -13.8K -41 0.00 192.66 N/A N/A 0 0 6 0 2024-09-27 $45.72 $46.00 27.9% 8.0% 16.2% 16.8% 0.0% -0.0% -5.2% 1.2K -12.6K -40 0.00 182.58 N/A N/A 0 0 6 0 2024-09-30 $45.64 $46.00 30.1% 8.6% 16.1% 18.8% 0.0% -0.2% -7.3% 1.2K -12.4K -39 0.00 182.63 N/A N/A 0 0 6 0
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