IGF Options History — February 2019 In February 2019, IGF traded between $42.44 and $43.87. ATM implied volatility averaged 13.8%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 6.5% (HV 20d: 7.3%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2019-02-01 : Highest Volume — 7 contracts2019-02-28 : Largest IV spike — 121.9% change2019-02-28 : Highest IV Rank — 8.6%2019-02-28 : Largest Expected Move — 4.9%Monthly Statistics Metric Avg Min Max Open Close Price $43.12 $42.44 $43.87 $42.68 $43.75 ATM IV 13.8% 7.6% 17.2% 15.2% 17.2% Expected Move 3.8% 2.2% 4.9% 3.6% 4.9% HV 20d 7.3% 5.8% 9.8% 9.8% 5.8% HV 60d 12.6% 12.2% 13.4% 13.4% 12.2% IV Rank 5.0% 0.0% 8.6% 4.0% 8.6% IV Percentile 39.7% 0.0% 68.3% 46.8% 68.3% Term Structure -1.3% -8.3% 5.4% -0.6% -4.0% Skew 25d 0.2% -3.9% 3.8% 2.0% 2.3% Skew 10d 3.1% -2.7% 6.6% 4.6% -2.7% Call IV 25d 13.4% 7.4% 19.7% 12.2% 19.7% Put IV 25d 13.6% 8.0% 22.0% 14.2% 22.0% Bid-Ask Spread % 150.65 123.61 167.42 153.89 156.54 Gamma HHI 0.25 0.17 0.38 0.19 0.33 Net GEX 2.6K 1.3K 6.5K 1.5K 4.6K Net DEX -23.8K -41.0K -14.8K -17.9K -38.7K Net VEX -115 -145 -90 -124 -139 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 0.789 0 7 7 0 Total OI 21 19 26 19 26
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 2019-02-01 $42.68 $0.00 15.2% 3.6% 9.8% 4.0% 0.0% 2.0% -0.6% 1.5K -17.9K -124 0.00 153.89 7 0 12 7 2019-02-04 $42.74 $0.00 17.2% 3.3% 8.2% 5.2% 0.0% 2.1% -0.1% 1.6K -17.3K -97 0.00 150.31 0 0 12 7 2019-02-05 $42.92 $0.00 15.8% 3.4% 8.2% 4.4% 0.0% 2.0% -1.5% 2.1K -20.6K -111 0.00 152.82 0 0 12 7 2019-02-06 $42.72 $0.00 7.7% 2.2% 8.2% 0.0% 0.0% 0.6% 1.2% 2.3K -19.4K -95 0.00 123.61 0 0 12 7 2019-02-07 $42.61 $0.00 10.3% 3.0% 8.4% 2.3% 0.0% 3.8% 5.4% 1.4K -16.7K -93 0.00 141.62 0 1 12 7 2019-02-08 $42.47 $0.00 7.8% 2.2% 8.1% 0.1% 0.0% 0.9% 3.2% 1.6K -14.8K -108 0.00 123.81 0 1 12 8 2019-02-11 $42.44 $0.00 16.7% 4.8% 7.7% 8.0% 0.0% -1.5% -2.8% 1.3K -15.1K -127 0.00 163.82 0 0 12 8 2019-02-12 $42.70 $0.00 14.5% 4.2% 7.2% 6.1% 0.0% 1.7% -1.7% 1.7K -18.4K -119 0.00 167.42 0 0 12 8 2019-02-13 $42.70 $0.00 14.7% 4.2% 7.1% 6.3% 0.0% -3.4% -1.9% 1.6K -17.5K -121 0.00 166.87 0 0 12 8 2019-02-14 $42.84 $0.00 14.5% 4.1% 7.1% 6.1% 0.0% 2.9% -1.6% 1.8K -18.8K -118 0.00 162.73 0 0 12 8 2019-02-15 $43.05 $0.00 15.0% 4.3% 7.1% 6.5% 0.0% 2.6% -1.9% 1.9K -20.9K -114 0.00 166.56 0 0 12 8 2019-02-19 $43.35 $0.00 15.2% 4.3% 7.3% 6.7% 0.0% -2.6% -2.0% 2.2K -23.3K -107 0.00 157.34 0 0 12 8 2019-02-20 $43.48 $0.00 16.8% 4.8% 6.6% 8.2% 0.0% -3.7% -3.4% 2.2K -23.8K -110 0.00 156.05 0 0 12 8 2019-02-21 $43.51 $0.00 7.6% 2.2% 6.2% 0.0% 0.0% 0.8% 1.3% 3.0K -23.8K -90 0.00 124.94 0 0 12 8 2019-02-22 $43.83 $0.00 15.1% 4.3% 6.5% 6.8% 0.0% -1.1% -8.3% 2.8K -27.3K -100 0.00 156.11 6 0 12 8 2019-02-25 $43.75 $0.00 16.7% 4.8% 6.4% 8.1% 0.0% -3.9% -4.5% 4.5K -38.7K -145 0.00 156.85 0 0 18 8 2019-02-26 $43.87 $0.00 16.5% 4.7% 6.0% 8.0% 0.0% -1.9% -3.5% 4.8K -41.0K -138 0.00 153.78 0 0 18 8 2019-02-27 $43.78 $0.00 7.8% 2.2% 6.0% 0.2% 0.0% 0.7% 1.9% 6.5K -38.5K -121 0.00 127.20 0 0 18 8 2019-02-28 $43.75 $0.00 17.2% 4.9% 5.8% 8.6% 0.0% 2.3% -4.0% 4.6K -38.7K -139 0.00 156.54 0 0 18 8
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