IGF Options History — May 2018

Name: IGF Options Analytics - May 2018
Creator: Options Analysis Suite

In May 2018, IGF traded between $42.25 and $44.05. ATM implied volatility averaged 13.4%, placing in the 2.8% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 5.0% (HV 20d: 8.5%). Max pain ranged from $41.00 to $44.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 2.72.

Notable Days

2018-05-10: Highest Volume — 135 contracts
2018-05-09: Largest IV drop — 24.9% change
2018-05-29: Highest IV Rank — 4.9%
2018-05-29: Largest Expected Move — 5.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.40	$42.25	$44.05	$43.60	$43.01
Max Pain	$43.86	$41.00	$44.00	$41.00	$44.00
ATM IV	13.4%	11.4%	17.3%	13.8%	16.9%
Expected Move	3.7%	3.2%	5.0%	3.9%	4.8%
HV 20d	8.5%	7.5%	11.0%	8.8%	10.8%
HV 60d	10.9%	9.5%	13.7%	13.7%	10.4%
IV Rank	2.8%	1.7%	4.9%	3.0%	4.6%
IV Percentile	38.9%	13.9%	77.0%	42.1%	75.0%
Term Structure	-0.7%	-4.0%	2.6%	-0.4%	-2.4%
VWIV	13.1%	9.8%	25.2%	25.2%	16.6%
Skew 25d	0.3%	-4.2%	8.6%	-2.1%	2.4%
Skew 10d	0.0%	-6.0%	9.6%	-0.8%	9.6%
Call IV 25d	13.1%	6.6%	17.7%	15.9%	16.2%
Put IV 25d	13.4%	9.1%	18.6%	13.7%	18.6%
Bid-Ask Spread %	143.95	133.06	160.46	150.49	141.32
Gamma HHI	0.34	0.28	0.41	0.36	0.32
Net GEX	-3.9K	-14.0K	7.9K	-11.8K	-6.2K
Net DEX	87.4K	-36.9K	178.5K	117.4K	133.9K
Net VEX	-846	-1.1K	-655	-683	-944
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.72	1.21	5.29	4.50	2.18
Total Volume	102.318	77	135	77	108
Total OI	133	78	171	78	171

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 Vol	Put Vol	Call OI	Put OI
2018-05-01	$43.60	$0.00	13.8%	3.9%	8.8%	3.0%	0.0%	-2.1%	-0.4%	-11.8K	117.4K	-683	4.50	150.49	14	63	15	63
2018-05-02	$43.85	$41.00	14.8%	4.2%	8.7%	3.5%	25.2%	0.7%	-2.3%	-13.7K	100.8K	-696	5.29	139.31	14	74	15	74
2018-05-03	$43.87	$44.00	14.2%	3.5%	8.5%	3.2%	11.4%	1.2%	-0.4%	-13.8K	114.5K	-689	5.29	135.19	14	74	15	74
2018-05-04	$44.01	$44.00	14.4%	3.2%	8.1%	3.3%	10.5%	2.7%	-0.6%	-14.0K	107.3K	-679	5.29	138.72	14	74	15	74
2018-05-07	$43.89	$44.00	14.5%	3.2%	7.7%	3.4%	10.2%	2.6%	-0.2%	-13.1K	102.7K	-669	5.29	146.79	14	74	15	74
2018-05-08	$43.54	$44.00	16.1%	3.2%	8.2%	4.2%	10.8%	1.5%	0.3%	-13.8K	125.8K	-655	3.08	148.77	24	74	15	74
2018-05-09	$43.58	$44.00	12.1%	3.5%	8.2%	2.1%	10.8%	1.6%	-1.9%	-10.7K	98.8K	-730	3.08	134.98	24	74	25	74
2018-05-10	$43.90	$44.00	11.5%	3.3%	8.3%	1.8%	9.8%	8.6%	-2.6%	-11.1K	97.6K	-728	1.21	135.04	61	74	25	74
2018-05-11	$44.05	$44.00	11.9%	3.4%	8.4%	2.0%	11.9%	1.4%	0.4%	-247	16.5K	-989	1.28	152.93	58	74	64	74
2018-05-14	$44.00	$44.00	11.4%	3.3%	7.9%	1.7%	11.3%	0.1%	0.5%	7.9K	-36.9K	-1.1K	2.00	150.84	37	74	90	74
2018-05-15	$43.64	$44.00	11.6%	3.3%	8.0%	1.8%	11.0%	0.5%	-0.7%	4.4K	14.8K	-1.1K	2.00	136.02	37	74	90	74
2018-05-16	$43.25	$44.00	13.0%	3.7%	8.5%	2.6%	11.9%	-3.4%	0.1%	4.5K	49.6K	-983	2.00	160.46	37	74	90	74
2018-05-17	$43.06	$44.00	11.5%	3.3%	8.3%	1.8%	12.8%	-1.6%	0.8%	1.8K	71.0K	-893	2.00	140.38	37	74	90	74
2018-05-18	$42.89	$44.00	11.9%	3.4%	8.0%	2.0%	13.7%	1.2%	0.1%	3.3K	99.4K	-894	2.00	148.74	37	74	90	74
2018-05-21	$43.18	$44.00	12.1%	3.5%	8.4%	2.1%	11.4%	-3.2%	1.5%	1.0K	73.3K	-938	1.85	151.11	34	63	87	63
2018-05-22	$43.16	$44.00	12.2%	3.5%	8.3%	2.2%	11.2%	-3.3%	-1.3%	2.9K	67.0K	-947	1.85	150.70	34	63	87	63
2018-05-23	$43.13	$44.00	12.8%	3.7%	8.3%	2.4%	11.2%	0.9%	-0.8%	1.0K	86.6K	-893	1.85	147.71	34	63	87	63
2018-05-24	$43.05	$44.00	12.1%	3.5%	7.7%	2.1%	13.1%	-4.2%	2.6%	1.9K	85.1K	-902	1.85	135.50	34	63	87	63
2018-05-25	$42.84	$44.00	14.6%	4.2%	7.5%	3.4%	14.7%	1.3%	-1.7%	1.6K	96.6K	-858	1.94	147.09	34	66	87	63
2018-05-29	$42.25	$44.00	17.3%	5.0%	8.8%	4.9%	19.2%	-0.2%	-4.0%	-3.4K	178.5K	-745	1.94	141.67	34	66	87	76
2018-05-30	$42.98	$44.00	14.6%	4.2%	11.0%	3.4%	16.4%	-2.5%	-2.1%	-4.9K	121.6K	-891	2.18	133.06	34	74	87	76
2018-05-31	$43.01	$44.00	16.9%	4.8%	10.8%	4.6%	16.6%	2.4%	-2.4%	-6.2K	133.9K	-944	2.18	141.32	34	74	87	84