IGF Options History — August 2019 In August 2019, IGF traded between $44.20 and $45.52. ATM implied volatility averaged 24.6%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 12.3% (HV 20d: 12.3%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-08-29 : Highest Volume — 60 contracts2019-08-14 : Largest IV drop — 57.8% change2019-08-13 : Highest IV Rank — 34.3%2019-08-01 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $45.02 $44.20 $45.52 $45.35 $45.51 ATM IV 24.6% 15.7% 45.9% 31.0% 18.7% Expected Move 5.7% 4.5% 8.9% 8.9% 5.4% HV 20d 12.3% 7.0% 14.7% 7.1% 14.7% HV 60d 10.9% 9.2% 11.7% 9.2% 11.5% IV Rank 15.2% 7.3% 34.3% 21.0% 10.0% IV Percentile 86.4% 49.2% 99.6% 98.8% 71.4% Term Structure -2.5% -11.9% 3.8% -11.9% -3.5% Skew 25d -1.8% -10.1% 2.5% -2.1% -10.1% Skew 10d -6.8% -15.3% 2.0% -4.1% -15.3% Call IV 25d 21.4% 12.4% 40.1% 12.4% 22.6% Put IV 25d 19.6% 10.3% 38.2% 10.3% 12.6% Bid-Ask Spread % 175.85 164.40 198.35 194.72 164.40 Gamma HHI 0.62 0.40 0.98 0.44 0.98 Net GEX 1.4K 213 16.7K 327 16.7K Net DEX -10.5K -99.1K -11 -4.2K -99.1K Net VEX -86 -417 -61 -93 -417 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 2.818 0 60 0 0 Total OI 11.182 8 68 10 68
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 2019-08-01 $45.35 $0.00 31.0% 8.9% 7.1% 21.0% 0.0% -2.1% -11.9% 327 -4.2K -93 0.00 194.72 0 0 6 4 2019-08-02 $45.36 $0.00 19.0% 5.4% 7.0% 10.2% 0.0% -1.3% -6.1% 576 -3.6K -86 0.00 172.74 0 0 6 4 2019-08-05 $44.42 $0.00 21.0% 5.2% 9.8% 12.0% 0.0% -1.6% -1.8% 213 -11 -81 0.00 167.42 0 1 6 4 2019-08-06 $44.55 $0.00 29.4% 5.0% 10.0% 19.6% 0.0% 0.2% -1.7% 466 -3.3K -73 0.00 170.51 0 1 6 3 2019-08-07 $44.88 $0.00 36.4% 6.2% 9.9% 25.8% 0.0% 0.8% -2.0% 443 -5.1K -80 0.00 185.10 0 0 6 3 2019-08-08 $45.25 $0.00 28.5% 4.9% 10.6% 18.8% 0.0% 2.1% -1.3% 618 -5.6K -77 0.00 174.92 0 0 6 3 2019-08-09 $45.33 $0.00 31.4% 5.0% 10.6% 21.4% 0.0% 1.6% -1.5% 627 -5.9K -77 0.00 177.18 0 0 6 3 2019-08-12 $44.98 $0.00 39.9% 5.2% 10.8% 28.9% 0.0% -5.9% -1.9% 782 -7.3K -66 0.00 176.22 0 0 6 2 2019-08-13 $45.14 $0.00 45.9% 5.3% 10.8% 34.3% 0.0% 1.8% -2.0% 815 -7.9K -69 0.00 177.95 0 0 6 2 2019-08-14 $44.20 $0.00 19.4% 5.6% 12.8% 10.6% 0.0% -0.2% -2.8% 598 -5.0K -63 0.00 170.19 0 0 6 2 2019-08-15 $44.41 $0.00 20.2% 5.8% 12.8% 11.3% 0.0% 1.7% -2.0% 632 -5.7K -63 0.00 171.30 0 0 6 2 2019-08-16 $44.83 $0.00 18.9% 5.4% 13.4% 10.2% 0.0% 2.5% -1.9% 742 -6.8K -65 0.00 174.39 0 0 6 2 2019-08-19 $45.25 $0.00 15.7% 4.5% 13.9% 7.3% 0.0% 1.9% 3.8% 867 -8.0K -66 0.00 167.25 0 0 6 2 2019-08-20 $45.08 $0.00 19.1% 5.5% 13.9% 10.3% 0.0% 2.0% -2.3% 815 -7.5K -66 0.00 176.72 0 0 6 2 2019-08-21 $45.39 $0.00 19.5% 5.6% 14.2% 10.7% 0.0% -1.9% -3.4% 907 -8.4K -65 0.00 174.93 0 0 6 2 2019-08-22 $45.18 $0.00 18.7% 5.4% 14.1% 10.0% 0.0% -4.1% -2.5% 877 -7.7K -65 0.00 175.35 0 0 6 2 2019-08-23 $44.66 $0.00 24.7% 7.1% 14.6% 15.3% 0.0% -1.9% 2.3% 481 -7.8K -71 0.00 178.13 0 0 6 2 2019-08-26 $44.88 $0.00 21.0% 6.0% 14.7% 12.1% 0.0% -6.8% -3.5% 757 -7.1K -61 0.00 198.35 0 0 6 2 2019-08-27 $45.15 $0.00 20.6% 5.9% 14.6% 11.6% 0.0% -4.4% -3.3% 892 -8.4K -66 0.00 167.85 0 0 6 2 2019-08-28 $45.14 $0.00 21.0% 6.0% 14.5% 12.0% 0.0% -4.2% -3.6% 846 -7.7K -64 0.00 176.21 0 0 6 2 2019-08-29 $45.52 $0.00 20.3% 5.8% 14.7% 11.4% 0.0% -9.8% -2.9% 930 -8.6K -64 0.00 176.96 60 0 6 2 2019-08-30 $45.51 $0.00 18.7% 5.4% 14.7% 10.0% 0.0% -10.1% -3.5% 16.7K -99.1K -417 0.00 164.40 0 0 66 2
« Jul 2019 | All History | Sep 2019 » Home IGF History August 2019