IGF Options History — February 2014 In February 2014, IGF traded between $37.99 and $40.25. ATM implied volatility averaged 12.7%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded below realized volatility by 0.0% (HV 20d: 12.8%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 16 of 19 days.
Notable Days 2014-02-07 : Largest IV drop — 25.6% change2014-02-28 : Highest IV Rank — 6.7%2014-02-03 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $39.47 $37.99 $40.25 $37.99 $40.20 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 12.7% 10.4% 18.6% 18.6% 11.9% Expected Move 3.8% 3.2% 5.3% 5.3% 3.4% HV 20d 12.8% 10.2% 13.9% 12.1% 10.2% HV 60d 11.5% 11.1% 11.7% 11.7% 11.3% IV Rank 6.7% 6.7% 6.7% 6.7% 6.7% IV Percentile 53.2% 53.2% 53.2% 53.2% 53.2% Term Structure 0.3% -0.9% 1.3% -0.9% 0.7% Skew 25d 5.4% -0.4% 9.2% 6.8% 3.5% Skew 10d 4.7% -0.1% 13.8% 13.8% 3.8% Call IV 25d 9.4% 6.9% 15.9% 15.9% 6.9% Put IV 25d 14.8% 10.1% 22.8% 22.8% 10.4% Bid-Ask Spread % 75.02 58.48 87.20 58.48 74.41 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 70.3K 0 173.7K 68.0K 0 Net DEX -404.3K -874.4K 0 -180.5K 0 Net VEX -283 -674 0 -546 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 160.632 0 218 218 0
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 Vol Put Vol Call OI Put OI 2014-02-03 $37.99 $39.00 18.6% 5.3% 12.1% 0.0% 0.0% 6.8% -0.9% 68.0K -180.5K -546 0.00 58.48 0 0 218 0 2014-02-04 $38.20 $39.00 16.4% 4.7% 12.2% 0.0% 0.0% 5.9% -0.1% 89.0K -210.5K -609 0.00 73.85 0 0 218 0 2014-02-05 $38.03 $39.00 16.4% 4.7% 12.1% 0.0% 0.0% 8.1% 0.6% 78.3K -169.9K -504 0.00 87.20 0 0 218 0 2014-02-06 $38.55 $39.00 14.0% 4.0% 13.0% 0.0% 0.0% 3.6% 0.1% 110.9K -313.9K -655 0.00 85.09 0 0 218 0 2014-02-07 $38.99 $0.00 10.4% 3.8% 13.6% 0.0% 0.0% 9.2% 0.2% 173.7K -391.8K -674 0.00 64.09 0 0 218 0 2014-02-10 $38.88 $0.00 11.8% 3.8% 13.1% 0.0% 0.0% 4.9% 0.3% 157.7K -398.7K -612 0.00 74.80 0 0 218 0 2014-02-11 $39.28 $0.00 11.1% 3.7% 13.4% 0.0% 0.0% 5.0% 0.4% 142.1K -537.2K -557 0.00 80.67 0 0 218 0 2014-02-12 $39.28 $0.00 11.6% 3.7% 13.3% 0.0% 0.0% 5.1% 0.3% 173.0K -547.9K -533 0.00 80.18 0 0 218 0 2014-02-13 $39.71 $0.00 11.2% 3.2% 13.8% 0.0% 0.0% 6.2% 0.6% 115.2K -735.0K -311 0.00 71.45 0 0 218 0 2014-02-14 $39.99 $0.00 12.0% 3.4% 13.9% 0.0% 0.0% 5.6% 0.5% 58.7K -827.0K -148 0.00 73.21 0 0 218 0 2014-02-18 $40.01 $0.00 11.6% 3.3% 13.9% 0.0% 0.0% 6.1% 0.8% 53.2K -834.7K -78 0.00 79.94 0 0 218 0 2014-02-19 $39.86 $0.00 13.1% 3.7% 13.8% 0.0% 0.0% 6.5% -0.4% 80.6K -804.1K -109 0.00 70.51 0 0 218 0 2014-02-20 $40.00 $0.00 12.3% 3.5% 13.8% 0.0% 0.0% 6.0% 0.1% 33.2K -855.2K -31 0.00 82.77 0 0 218 0 2014-02-21 $40.13 $0.00 12.1% 3.5% 13.8% 0.0% 0.0% 6.9% 0.2% 1.8K -874.4K -1 0.00 82.70 0 0 218 0 2014-02-24 $40.24 $0.00 11.6% 3.3% 11.7% 0.0% 0.0% -0.4% 1.3% 0 0 0 0.00 72.00 0 0 0 0 2014-02-25 $40.25 $0.00 12.0% 3.4% 11.7% 0.0% 0.0% 5.7% 0.7% 0 0 0 0.00 69.90 0 0 0 0 2014-02-26 $40.05 $0.00 11.9% 3.4% 12.0% 0.0% 0.0% 5.0% 0.4% 0 0 0 0.00 67.85 0 0 0 0 2014-02-27 $40.25 $0.00 11.8% 3.4% 11.0% 0.0% 0.0% 3.2% 0.8% 0 0 0 0.00 76.20 0 0 0 0 2014-02-28 $40.20 $0.00 11.9% 3.4% 10.2% 6.7% 0.0% 3.5% 0.7% 0 0 0 0.00 74.41 0 0 0 0
« Jan 2014 | All History | Mar 2014 » Home IGF History February 2014