IGF Options History — November 2018

In November 2018, IGF traded between $40.49 and $41.95. ATM implied volatility averaged 19.8%, placing in the 7.0% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 6.3% (HV 20d: 13.5%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2018-11-06: Highest Volume — 19 contracts
2018-11-14: Largest IV drop — 46.1% change
2018-11-12: Highest IV Rank — 12.7%
2018-11-27: Largest Expected Move — 5.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.09	$40.49	$41.95	$40.98	$41.32
Max Pain	$43.00	$43.00	$43.00	$43.00	$43.00
ATM IV	19.8%	15.4%	28.8%	19.6%	18.8%
Expected Move	4.8%	4.0%	5.6%	5.6%	5.4%
HV 20d	13.5%	12.1%	15.0%	13.7%	12.1%
HV 60d	11.3%	10.6%	11.7%	10.6%	11.7%
IV Rank	7.0%	4.3%	12.7%	6.9%	6.4%
IV Percentile	79.8%	57.1%	96.0%	85.3%	76.6%
Term Structure	-2.5%	-5.8%	0.2%	-3.3%	-3.3%
VWIV	18.7%	18.3%	19.1%	18.3%	19.1%
Skew 25d	3.0%	-3.8%	7.8%	3.8%	7.4%
Skew 10d	2.7%	-4.5%	9.0%	7.9%	8.9%
Call IV 25d	14.7%	10.2%	16.4%	11.4%	15.4%
Put IV 25d	17.6%	12.2%	23.5%	15.2%	22.8%
Bid-Ask Spread %	142.88	132.30	148.24	146.82	148.24
Gamma HHI	0.74	0.45	0.99	0.98	0.45
Net GEX	99.3K	1.8K	368.5K	156.3K	2.2K
Net DEX	-194.4K	-924.6K	-14.5K	-260.4K	-17.5K
Net VEX	-514	-2.0K	-78	-1.1K	-80
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	15.048	10	19	12	11
Total OI	539.667	11	943	943	11

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Call OI
2018-11-01	$40.98	$43.00	19.6%	5.6%	13.7%	6.9%	18.3%	3.8%	-3.3%	156.3K	-260.4K	-1.1K	146.82	12	943
2018-11-02	$40.75	$43.00	17.2%	4.9%	13.6%	5.4%	19.1%	6.8%	-3.1%	139.3K	-214.6K	-850	141.63	18	943
2018-11-05	$41.26	$0.00	20.4%	4.4%	14.4%	7.4%	0.0%	4.0%	-1.5%	148.2K	-236.6K	-837	132.30	18	934
2018-11-06	$41.33	$0.00	21.0%	4.2%	14.4%	7.8%	0.0%	2.9%	-1.8%	191.4K	-341.1K	-1.1K	141.50	19	934
2018-11-07	$41.95	$0.00	19.3%	4.1%	14.7%	6.7%	0.0%	4.2%	-0.1%	368.5K	-924.6K	-2.0K	144.10	19	935
2018-11-08	$41.47	$0.00	22.2%	4.1%	14.3%	8.5%	0.0%	1.6%	0.2%	263.2K	-539.5K	-1.3K	144.20	19	935
2018-11-09	$41.45	$0.00	23.2%	4.0%	14.3%	9.2%	0.0%	-1.2%	-1.2%	253.0K	-470.9K	-1.1K	143.98	19	935
2018-11-12	$40.92	$0.00	28.8%	4.5%	15.0%	12.7%	0.0%	7.3%	-1.7%	171.6K	-354.1K	-754	143.72	19	935
2018-11-13	$40.95	$0.00	28.6%	4.5%	13.8%	12.5%	0.0%	7.2%	-2.6%	109.2K	-143.8K	-342	143.05	19	935
2018-11-14	$40.96	$0.00	15.4%	4.4%	13.6%	4.3%	0.0%	2.6%	-1.0%	128.9K	-188.2K	-338	138.74	19	935
2018-11-15	$40.78	$0.00	18.4%	5.3%	13.5%	6.2%	0.0%	7.8%	-3.6%	135.3K	-242.1K	-330	143.30	19	935
2018-11-16	$41.18	$0.00	16.1%	4.6%	12.9%	4.7%	0.0%	3.3%	-2.7%	2.2K	-16.9K	-86	143.01	19	935
2018-11-19	$41.01	$0.00	17.0%	4.9%	12.7%	5.3%	0.0%	-1.1%	-2.3%	2.2K	-16.5K	-83	144.69	10	11
2018-11-20	$40.66	$0.00	19.1%	5.5%	13.0%	6.6%	0.0%	3.0%	-2.7%	2.0K	-16.0K	-83	138.73	10	11
2018-11-21	$40.72	$0.00	18.1%	5.2%	13.0%	5.9%	0.0%	-2.7%	-2.2%	2.1K	-16.0K	-82	142.49	11	11
2018-11-23	$40.49	$0.00	17.6%	5.1%	13.1%	5.7%	0.0%	4.1%	-1.6%	2.0K	-14.5K	-78	147.95	11	11
2018-11-26	$40.90	$0.00	19.1%	5.5%	13.1%	6.6%	0.0%	-2.3%	-3.0%	1.8K	-18.3K	-86	140.83	11	11
2018-11-27	$41.07	$0.00	19.6%	5.6%	12.7%	6.9%	0.0%	-3.8%	-5.2%	2.3K	-16.0K	-80	140.95	11	11
2018-11-28	$41.34	$0.00	18.0%	5.2%	12.4%	5.9%	0.0%	0.8%	-5.8%	2.4K	-16.7K	-80	142.62	11	11
2018-11-29	$41.31	$0.00	17.3%	5.0%	12.4%	5.5%	0.0%	6.4%	-3.3%	2.4K	-17.3K	-81	147.60	11	11
2018-11-30	$41.32	$0.00	18.8%	5.4%	12.1%	6.4%	0.0%	7.4%	-3.3%	2.2K	-17.5K	-80	148.24	11	11