IGF Options History — January 2021

In January 2021, IGF traded between $42.62 and $44.76. ATM implied volatility averaged 37.9%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 24.1% (HV 20d: 13.8%). Max pain ranged from $47.00 to $47.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2021-01-07: Highest Volume — 21 contracts
2021-01-27: Largest IV spike — 222.7% change
2021-01-12: Highest IV Rank — 42.7%
2021-01-27: Largest Expected Move — 20.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.02	$42.62	$44.76	$43.41	$42.63
Max Pain	$47.00	$47.00	$47.00	$47.00	$47.00
ATM IV	37.9%	15.1%	85.9%	52.1%	58.1%
Expected Move	9.8%	5.9%	20.3%	9.6%	16.6%
HV 20d	13.8%	10.5%	17.0%	14.5%	17.0%
HV 60d	19.9%	18.5%	20.3%	20.1%	19.9%
IV Rank	16.6%	4.2%	42.7%	24.3%	27.5%
IV Percentile	37.6%	0.4%	95.2%	77.8%	83.7%
Term Structure	-3.1%	-17.4%	15.3%	-9.4%	-13.7%
VWIV	19.5%	19.3%	19.7%	19.6%	19.7%
Skew 25d	14.1%	-6.1%	56.7%	1.9%	25.6%
Skew 10d	14.0%	-3.2%	56.7%	1.9%	-3.2%
Call IV 25d	23.9%	14.3%	67.8%	15.1%	44.4%
Put IV 25d	37.9%	17.1%	83.1%	17.1%	70.1%
Bid-Ask Spread %	180.79	151.79	199.89	185.50	195.21
Gamma HHI	0.38	0.25	0.57	0.57	0.26
Net GEX	17.3K	5.6K	32.1K	24.0K	7.0K
Net DEX	-318.8K	-603.9K	-68.7K	-381.5K	-115.8K
Net VEX	-507	-692	-264	-505	-640
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	3.895	0	21	0	0
Total OI	121.316	53	181	150	78

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	Spread %	Call Vol	Call OI	Put OI
2021-01-04	$43.41	$0.00	52.1%	9.6%	14.5%	24.3%	0.0%	1.9%	-9.4%	24.0K	-381.5K	-505	185.50	0	148	2
2021-01-05	$43.79	$0.00	55.0%	9.1%	14.8%	25.9%	0.0%	13.1%	-5.9%	23.4K	-404.4K	-478	190.41	1	148	2
2021-01-06	$44.52	$0.00	17.2%	8.4%	15.9%	5.3%	0.0%	14.7%	-4.2%	26.1K	-555.1K	-264	183.00	1	149	2
2021-01-07	$44.52	$0.00	15.2%	8.9%	15.9%	4.2%	19.6%	19.0%	-4.4%	29.0K	-526.7K	-336	178.21	21	149	2
2021-01-08	$44.59	$47.00	15.1%	8.6%	15.8%	4.2%	0.0%	15.1%	-3.8%	23.9K	-587.7K	-298	178.72	0	166	2
2021-01-11	$44.19	$47.00	44.7%	7.4%	16.0%	20.3%	0.0%	5.9%	7.7%	32.1K	-478.1K	-405	170.59	16	165	2
2021-01-12	$44.26	$47.00	85.9%	9.3%	15.9%	42.7%	19.3%	9.3%	-6.1%	27.1K	-454.2K	-514	184.02	7	169	2
2021-01-13	$44.42	$47.00	20.6%	5.9%	13.7%	7.2%	19.7%	3.1%	1.4%	32.1K	-501.3K	-495	151.79	3	176	2
2021-01-14	$44.76	$47.00	32.2%	9.2%	12.7%	13.5%	0.0%	23.0%	15.3%	24.1K	-603.9K	-453	179.74	0	179	2
2021-01-15	$44.35	$47.00	20.8%	6.0%	13.2%	7.3%	0.0%	0.5%	0.2%	11.9K	-556.6K	-397	162.41	0	179	2
2021-01-19	$44.33	$47.00	21.9%	6.3%	12.5%	7.9%	0.0%	-0.9%	4.5%	7.9K	-68.7K	-382	166.95	5	53	0
2021-01-20	$44.65	$47.00	25.7%	7.4%	11.5%	9.9%	0.0%	-6.1%	10.0%	9.3K	-82.6K	-446	183.81	20	58	0
2021-01-21	$44.30	$47.00	34.7%	10.0%	10.5%	14.9%	0.0%	22.5%	-6.3%	10.2K	-127.9K	-692	183.81	0	78	0
2021-01-22	$43.91	$47.00	35.0%	10.0%	11.1%	15.0%	0.0%	29.5%	-5.7%	10.3K	-116.2K	-661	188.80	0	78	0
2021-01-25	$43.86	$47.00	36.5%	10.5%	10.7%	15.8%	0.0%	31.3%	-6.6%	9.1K	-123.9K	-675	187.33	0	78	0
2021-01-26	$43.85	$47.00	21.9%	6.3%	10.6%	7.9%	0.0%	0.3%	-1.3%	9.3K	-111.4K	-640	166.43	0	78	0
2021-01-27	$42.62	$47.00	70.8%	20.3%	14.7%	34.5%	0.0%	56.7%	-17.4%	5.6K	-129.9K	-669	199.89	0	78	0
2021-01-28	$43.36	$47.00	56.8%	16.3%	16.0%	26.9%	0.0%	2.6%	-12.9%	6.9K	-131.0K	-675	198.44	0	78	0
2021-01-29	$42.63	$47.00	58.1%	16.6%	17.0%	27.5%	0.0%	25.6%	-13.7%	7.0K	-115.8K	-640	195.21	0	78	0