IGF Options History — May 2019 In May 2019, IGF traded between $44.51 and $45.37. ATM implied volatility averaged 19.1%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 11.6% (HV 20d: 7.5%). Max pain ranged from $44.00 to $45.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-05-14 : Highest Volume — 13 contracts2019-05-15 : Largest IV drop — 53.5% change2019-05-14 : Highest IV Rank — 23.4%2019-05-31 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $44.91 $44.51 $45.37 $45.16 $44.70 Max Pain $44.86 $44.00 $45.00 $44.00 $45.00 ATM IV 19.1% 12.6% 33.7% 17.2% 18.7% Expected Move 4.4% 3.2% 5.4% 4.9% 5.4% HV 20d 7.5% 5.4% 8.6% 5.4% 8.0% HV 60d 6.3% 5.7% 6.7% 5.7% 6.7% IV Rank 10.3% 4.5% 23.4% 8.6% 10.0% IV Percentile 65.7% 13.5% 97.6% 72.6% 79.0% Term Structure -5.1% -8.4% -0.8% -4.6% -2.7% VWIV 15.7% 14.5% 16.3% 16.3% 16.0% Skew 25d -2.3% -7.6% 1.1% -7.6% -0.8% Skew 10d -4.6% -8.7% -0.3% -7.0% -4.9% Call IV 25d 15.8% 11.0% 18.1% 17.8% 18.1% Put IV 25d 13.5% 8.4% 17.4% 10.3% 17.3% Bid-Ask Spread % 160.92 136.67 168.07 159.04 159.75 Gamma HHI 0.67 0.52 0.91 0.65 0.66 Net GEX 3.9K 3.0K 4.6K 4.3K 3.2K Net DEX -46.0K -57.6K -34.8K -56.9K -35.5K Net VEX -237 -267 -200 -259 -200 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 1.909 0 13 6 2 Total OI 38.364 36 39 39 36
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 2019-05-01 $45.16 $44.00 17.2% 4.9% 5.4% 8.6% 0.0% -7.6% -4.6% 4.3K -56.9K -259 0.00 159.04 6 0 26 13 2019-05-02 $44.86 $44.00 16.1% 4.6% 5.9% 7.7% 0.0% -2.7% -4.4% 4.2K -48.6K -267 0.00 166.91 6 0 26 13 2019-05-03 $45.22 $44.00 15.9% 4.5% 6.5% 7.4% 0.0% -6.2% -3.3% 4.6K -57.6K -254 0.00 165.43 6 0 26 13 2019-05-06 $44.95 $45.00 18.8% 3.2% 6.7% 10.1% 0.0% -6.3% -0.8% 3.8K -49.5K -258 0.00 159.60 0 0 26 13 2019-05-07 $44.59 $45.00 20.9% 4.0% 7.3% 12.0% 0.0% -1.7% -5.5% 3.8K -40.6K -260 0.00 153.51 0 0 26 13 2019-05-08 $44.55 $45.00 23.4% 4.2% 7.2% 14.2% 0.0% -4.8% -6.1% 4.0K -38.2K -257 0.00 166.19 0 0 26 13 2019-05-09 $44.51 $45.00 25.7% 4.3% 7.1% 16.3% 0.0% 0.5% -5.0% 4.1K -37.9K -256 0.00 157.98 0 0 26 13 2019-05-10 $44.86 $45.00 26.6% 5.1% 7.7% 17.1% 0.0% 0.1% -5.6% 3.9K -45.5K -254 0.00 164.68 0 0 26 13 2019-05-13 $44.69 $45.00 33.2% 4.5% 7.6% 23.0% 0.0% -0.1% -6.6% 4.0K -42.1K -246 0.00 163.17 0 0 26 13 2019-05-14 $44.85 $45.00 33.7% 4.4% 7.8% 23.4% 16.3% 0.3% -7.4% 4.3K -45.7K -243 0.00 165.60 13 0 26 13 2019-05-15 $44.90 $45.00 15.7% 4.5% 7.4% 7.3% 0.0% 0.5% -7.5% 4.3K -47.4K -238 0.00 167.75 0 0 26 13 2019-05-16 $44.98 $45.00 14.4% 4.1% 7.5% 6.1% 0.0% 1.0% -7.1% 4.3K -49.9K -230 0.00 165.60 0 0 26 13 2019-05-17 $45.07 $45.00 13.3% 3.8% 7.5% 5.1% 0.0% 1.1% -5.0% 3.7K -53.5K -226 0.00 152.91 0 0 26 13 2019-05-20 $44.91 $45.00 12.6% 3.6% 7.6% 4.5% 0.0% -5.3% -0.8% 3.0K -38.5K -233 0.00 167.16 1 0 24 13 2019-05-21 $45.17 $45.00 14.0% 4.0% 7.8% 5.8% 0.0% -6.1% -5.7% 4.0K -49.7K -228 0.00 155.19 1 0 25 13 2019-05-22 $45.25 $45.00 15.3% 4.4% 7.9% 6.9% 0.0% -6.8% -8.4% 3.9K -52.2K -221 0.00 168.07 1 0 25 13 2019-05-23 $45.08 $45.00 16.5% 4.7% 7.9% 8.0% 0.0% -5.3% -8.3% 3.8K -47.4K -224 0.00 167.73 1 0 25 13 2019-05-24 $45.37 $45.00 16.2% 4.6% 8.2% 7.7% 0.0% -1.2% -6.9% 4.0K -55.2K -216 0.00 136.67 1 0 25 13 2019-05-28 $45.02 $45.00 15.3% 4.4% 8.6% 7.0% 0.0% 0.6% -6.6% 3.5K -46.6K -217 0.00 154.62 0 0 25 13 2019-05-29 $44.68 $45.00 17.5% 5.0% 8.5% 8.9% 14.5% 0.2% -1.4% 4.1K -38.7K -214 0.00 158.46 2 0 25 13 2019-05-30 $44.66 $45.00 18.3% 5.2% 8.3% 9.6% 16.0% -0.7% -2.3% 3.2K -34.8K -203 0.00 164.19 2 0 23 13 2019-05-31 $44.70 $45.00 18.7% 5.4% 8.0% 10.0% 16.0% -0.8% -2.7% 3.2K -35.5K -200 0.00 159.75 2 0 23 13
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