IHDG Options History — November 2024 In November 2024, IHDG traded between $43.39 and $44.83. ATM implied volatility averaged 42.5%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 30.9% (HV 20d: 11.6%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-04 : Highest Volume — 3 contracts2024-11-13 : Largest IV drop — 50.1% change2024-11-12 : Highest IV Rank — 46.8%2024-11-29 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $43.99 $43.39 $44.83 $44.22 $44.34 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 42.5% 33.3% 66.7% 36.5% 45.7% Expected Move 10.4% 8.8% 13.1% 10.5% 13.1% HV 20d 11.6% 11.0% 12.2% 12.0% 11.5% HV 60d 12.8% 12.3% 13.0% 12.9% 12.3% IV Rank 23.1% 14.1% 46.8% 17.3% 26.3% IV Percentile 81.1% 62.7% 96.8% 70.6% 91.3% Term Structure -6.1% -12.5% -3.7% -12.5% -8.4% VWIV 60.1% 27.4% 92.8% 92.8% 27.4% Skew 25d 25.4% 0.6% 34.5% 0.6% 34.5% Skew 10d 27.2% -0.1% 42.1% -0.1% 42.1% Call IV 25d 35.1% 28.3% 44.4% 44.4% 42.1% Put IV 25d 60.5% 41.5% 76.6% 45.0% 76.6% Bid-Ask Spread % 191.98 175.16 199.44 175.16 193.93 Gamma HHI 0.55 0.35 1.00 1.00 0.35 Net GEX -48 -196 282 234 282 Net DEX -391 -6.0K 1.8K -3.5K -6.0K Net VEX -32 -42 -18 -19 -40 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 0.3 0 3 0 0 Total OI 5.15 2 8 2 8
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 2024-11-01 $44.22 $0.00 36.5% 10.5% 12.0% 17.3% 0.0% 0.6% -12.5% 234 -3.5K -19 0.00 175.16 N/A N/A 0 0 2 0 2024-11-04 $44.09 $0.00 41.4% 9.2% 11.8% 22.1% 92.8% 16.2% -9.6% 233 -3.4K -18 0.00 193.07 N/A N/A 0 3 2 0 2024-11-05 $44.22 $42.00 43.3% 9.4% 11.8% 23.9% 0.0% 23.3% -5.6% -139 527 -34 0.00 193.41 N/A N/A 0 0 2 3 2024-11-06 $44.34 $42.00 44.6% 9.5% 11.4% 25.2% 0.0% 12.4% -5.6% -140 330 -34 0.00 193.44 N/A N/A 0 0 2 3 2024-11-07 $44.83 $42.00 41.9% 8.8% 12.0% 22.6% 0.0% 24.7% -4.6% -122 -370 -34 0.00 194.60 N/A N/A 0 0 2 3 2024-11-08 $44.30 $42.00 48.0% 9.6% 12.2% 28.6% 0.0% 24.4% -4.7% -131 480 -33 0.00 193.44 N/A N/A 0 0 2 3 2024-11-11 $44.51 $42.00 62.6% 9.0% 12.0% 42.8% 0.0% 25.9% -4.8% -122 222 -33 0.00 194.58 N/A N/A 0 0 2 3 2024-11-12 $43.86 $42.00 66.7% 9.7% 11.3% 46.8% 0.0% 24.5% -5.1% -150 1.1K -33 0.00 190.49 N/A N/A 0 0 2 3 2024-11-13 $43.71 $42.00 33.3% 9.5% 11.0% 14.1% 0.0% 24.2% -4.9% -146 1.3K -32 0.00 190.49 N/A N/A 0 0 2 3 2024-11-14 $43.80 $42.00 33.9% 9.7% 11.1% 14.8% 0.0% 25.9% -3.7% -164 1.2K -32 0.00 192.97 N/A N/A 0 0 2 3 2024-11-15 $43.39 $42.00 37.0% 10.6% 11.3% 17.8% 0.0% 23.9% -4.7% -174 1.7K -32 0.00 190.61 N/A N/A 0 0 2 3 2024-11-18 $43.41 $42.00 39.7% 11.4% 11.3% 20.4% 0.0% 28.0% -6.6% -144 1.8K -31 0.00 195.59 N/A N/A 0 0 2 3 2024-11-19 $43.47 $42.00 39.8% 11.4% 11.3% 20.5% 0.0% 28.4% -5.8% -196 1.6K -30 0.00 189.45 N/A N/A 0 0 2 3 2024-11-20 $43.52 $42.00 36.0% 10.3% 11.2% 16.8% 0.0% 29.1% -4.4% -168 1.6K -30 0.00 190.56 N/A N/A 0 0 2 3 2024-11-21 $43.66 $42.00 37.1% 10.6% 11.3% 17.9% 0.0% 29.6% -5.1% -160 1.4K -30 0.00 190.07 N/A N/A 0 0 2 3 2024-11-22 $44.13 $42.00 38.6% 11.1% 12.1% 19.3% 0.0% 33.6% -4.2% -105 991 -30 0.00 193.34 N/A N/A 0 0 2 3 2024-11-25 $44.24 $42.00 41.0% 11.8% 11.6% 21.7% 27.4% 32.3% -6.9% -141 655 -28 0.00 199.44 N/A N/A 3 0 2 3 2024-11-26 $43.89 $42.00 41.2% 11.8% 11.7% 21.9% 0.0% 32.9% -7.1% 263 -4.8K -42 0.00 193.51 N/A N/A 0 0 5 3 2024-11-27 $43.80 $42.00 41.3% 11.8% 11.1% 22.0% 0.0% 33.3% -7.1% 237 -4.7K -41 0.00 191.46 N/A N/A 0 0 5 3 2024-11-29 $44.34 $42.00 45.7% 13.1% 11.5% 26.3% 0.0% 34.5% -8.4% 282 -6.0K -40 0.00 193.93 N/A N/A 0 0 5 3
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