IGF Options History — June 2019 In June 2019, IGF traded between $44.92 and $46.73. ATM implied volatility averaged 15.9%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 6.1% (HV 20d: 9.8%). Max pain ranged from $44.00 to $45.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-06-07 : Highest Volume — 7 contracts2019-06-12 : Largest IV drop — 36.9% change2019-06-10 : Highest IV Rank — 11.8%2019-06-03 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $46.06 $44.92 $46.73 $44.92 $46.15 Max Pain $44.15 $44.00 $45.00 $45.00 $44.00 ATM IV 15.9% 12.8% 20.8% 19.7% 15.0% Expected Move 4.2% 3.6% 5.6% 5.6% 4.3% HV 20d 9.8% 7.7% 11.9% 7.7% 11.6% HV 60d 7.8% 6.7% 8.8% 6.7% 8.8% IV Rank 7.4% 4.6% 11.8% 10.8% 6.6% IV Percentile 47.2% 11.5% 87.7% 84.9% 42.1% Term Structure -3.3% -6.0% -1.7% -6.0% -2.9% VWIV 30.0% 28.2% 32.0% 29.9% 32.0% Skew 25d -0.8% -9.7% 3.3% -9.7% 1.2% Skew 10d 0.6% -13.3% 6.7% -13.3% -6.2% Call IV 25d 15.0% 12.5% 20.4% 20.4% 16.8% Put IV 25d 14.2% 9.9% 18.0% 10.7% 18.0% Bid-Ask Spread % 141.74 122.56 168.85 168.85 122.56 Gamma HHI 0.81 0.55 0.99 0.69 0.55 Net GEX 2.0K -1.5K 3.6K 3.2K -1.3K Net DEX -52.3K -90.4K 3.3K -39.4K -3.8K Net VEX -119 -194 -17 -194 -93 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 2.2 0 7 0 5 Total OI 31 13 36 36 18
Daily Data (20 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 2019-06-03 $44.92 $45.00 19.7% 5.6% 7.7% 10.8% 0.0% -9.7% -6.0% 3.2K -39.4K -194 0.00 168.85 0 0 23 13 2019-06-04 $45.22 $45.00 18.8% 5.4% 7.7% 10.0% 0.0% -2.8% -3.7% 3.4K -46.9K -186 0.00 161.90 0 0 23 13 2019-06-05 $45.67 $45.00 19.1% 5.5% 7.8% 10.4% 29.9% -5.0% -6.0% 3.1K -57.5K -171 0.00 160.62 6 0 23 13 2019-06-06 $46.00 $44.00 18.8% 3.8% 8.0% 10.0% 28.2% -3.0% -2.6% 3.4K -65.9K -160 0.00 142.46 6 0 23 13 2019-06-07 $46.34 $44.00 18.9% 3.6% 8.2% 10.1% 32.0% 1.6% -5.0% 3.3K -72.7K -141 0.00 138.33 7 0 23 13 2019-06-10 $46.13 $44.00 20.8% 3.7% 8.2% 11.8% 0.0% -4.0% -2.9% 3.6K -70.1K -144 0.00 142.25 0 0 23 13 2019-06-11 $46.17 $44.00 20.2% 3.6% 8.0% 11.3% 0.0% 0.4% -3.1% 3.5K -70.0K -142 0.00 140.04 0 0 23 13 2019-06-12 $46.16 $44.00 12.8% 3.7% 8.0% 4.6% 0.0% 0.4% -4.7% 3.5K -69.6K -141 0.00 140.76 0 0 23 13 2019-06-13 $46.27 $44.00 13.2% 3.8% 8.0% 5.0% 0.0% 0.6% -4.1% 3.5K -71.3K -134 0.00 140.58 0 0 23 13 2019-06-14 $46.30 $44.00 13.2% 3.8% 8.0% 5.0% 0.0% 0.4% -1.7% 3.4K -72.0K -134 0.00 141.88 0 0 23 13 2019-06-17 $45.40 $44.00 15.1% 4.3% 11.0% 6.7% 0.0% 1.3% -4.3% 3.5K -63.2K -125 0.00 146.17 0 0 22 13 2019-06-18 $45.78 $44.00 13.1% 3.8% 11.2% 4.9% 0.0% 2.2% -1.7% 3.1K -72.7K -106 0.00 144.47 0 0 22 13 2019-06-19 $46.25 $44.00 13.9% 4.0% 11.6% 5.7% 0.0% 2.9% -2.9% 2.7K -81.5K -81 0.00 142.39 0 0 22 13 2019-06-20 $46.68 $44.00 12.8% 3.7% 11.9% 4.6% 0.0% 3.3% -2.4% 2.3K -89.2K -63 0.00 139.19 0 0 22 13 2019-06-21 $46.68 $44.00 12.8% 3.7% 11.8% 4.6% 0.0% 2.1% -2.1% 1.7K -90.4K -60 0.00 142.48 0 0 22 13 2019-06-24 $46.73 $44.00 13.8% 3.9% 11.6% 5.5% 0.0% -1.8% -2.1% -1.5K 3.3K -17 0.00 127.83 5 0 0 13 2019-06-25 $46.34 $44.00 15.8% 4.5% 11.7% 7.3% 0.0% -6.1% -3.3% -1.1K -5.8K -92 0.00 125.39 5 0 5 13 2019-06-26 $46.08 $44.00 14.9% 4.3% 11.5% 6.5% 0.0% -0.6% -2.6% -1.4K -4.6K -96 0.00 126.60 5 0 5 13 2019-06-27 $45.97 $44.00 15.0% 4.3% 11.6% 6.6% 0.0% 1.8% -2.7% -1.5K -2.9K -97 0.00 139.97 5 0 5 13 2019-06-28 $46.15 $44.00 15.0% 4.3% 11.6% 6.6% 0.0% 1.2% -2.9% -1.3K -3.8K -93 0.00 122.56 5 0 5 13
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