IGF Options History — June 2022

In June 2022, IGF traded between $45.25 and $51.71. ATM implied volatility averaged 27.3%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 5.0% (HV 20d: 22.3%). Max pain ranged from $44.00 to $52.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.14.

Notable Days

2022-06-14: Highest Volume — 201 contracts
2022-06-07: Largest IV drop — 35.6% change
2022-06-16: Highest IV Rank — 54.4%
2022-06-16: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.05	$45.25	$51.71	$51.16	$46.55
Max Pain	$44.38	$44.00	$52.00	$52.00	$44.00
ATM IV	27.3%	19.5%	34.6%	21.1%	25.5%
Expected Move	7.3%	4.2%	9.9%	6.1%	7.3%
HV 20d	22.3%	14.5%	25.6%	21.3%	25.2%
HV 60d	19.1%	16.1%	20.9%	16.5%	20.9%
IV Rank	36.8%	18.4%	54.4%	22.2%	32.7%
IV Percentile	79.4%	44.8%	95.6%	59.1%	75.0%
Term Structure	0.5%	-10.2%	11.9%	-2.4%	-2.2%
VWIV	25.6%	17.6%	32.6%	25.2%	27.5%
Skew 25d	5.6%	-2.2%	15.8%	7.3%	15.8%
Skew 10d	3.4%	-14.7%	22.2%	-14.7%	2.7%
Call IV 25d	24.3%	13.3%	32.6%	26.8%	26.6%
Put IV 25d	29.9%	19.2%	45.0%	34.1%	42.4%
Bid-Ask Spread %	129.86	116.75	144.36	138.61	126.09
Gamma HHI	0.23	0.20	0.37	0.29	0.22
Net GEX	12.0K	-173	37.9K	27.8K	4.8K
Net DEX	-183.6K	-581.0K	17.6K	-517.9K	-27.7K
Net VEX	-989	-1.2K	-765	-1.1K	-844
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.12	0.20	0.14	0.12
Total Volume	189.714	186	201	191	186
Total OI	203.857	183	234	234	194

Daily Data (21 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
2022-06-01	$51.16	$52.00	21.1%	6.1%	21.3%	22.2%	25.2%	7.3%	-2.4%	27.8K	-517.9K	-1.1K	0.14	138.61	167	24	160	74
2022-06-02	$51.63	$44.00	26.7%	5.8%	19.6%	35.4%	19.3%	11.9%	-1.4%	23.1K	-539.5K	-1.1K	0.14	131.69	167	24	160	74
2022-06-03	$51.28	$44.00	33.5%	4.8%	17.4%	51.7%	17.6%	0.9%	4.5%	25.3K	-526.2K	-1.1K	0.14	116.75	167	24	160	74
2022-06-06	$51.32	$44.00	32.7%	7.2%	17.4%	49.8%	27.3%	1.9%	-3.4%	25.2K	-501.6K	-1.2K	0.14	136.94	167	24	160	74
2022-06-07	$51.71	$44.00	21.1%	4.2%	14.5%	22.1%	19.5%	5.8%	7.8%	37.9K	-581.0K	-829	0.14	129.79	167	24	160	74
2022-06-08	$51.13	$44.00	19.5%	5.6%	14.9%	18.4%	20.9%	1.6%	-0.5%	25.2K	-511.0K	-1.1K	0.14	132.40	167	24	160	74
2022-06-09	$49.33	$44.00	25.3%	7.2%	20.4%	32.1%	25.9%	2.8%	0.6%	14.3K	-193.9K	-1.2K	0.14	135.14	167	24	113	74
2022-06-10	$48.79	$44.00	23.9%	6.9%	20.5%	28.8%	25.9%	11.4%	-2.4%	14.2K	-159.1K	-1.2K	0.14	136.26	167	24	113	74
2022-06-13	$46.71	$44.00	22.4%	6.4%	24.3%	25.3%	24.6%	5.4%	0.9%	8.4K	-53.1K	-881	0.14	124.64	167	24	113	74
2022-06-14	$46.09	$44.00	27.8%	8.0%	24.1%	38.1%	27.5%	1.7%	-0.6%	4.9K	-40.0K	-1.0K	0.20	128.41	167	34	113	70
2022-06-15	$46.48	$44.00	27.3%	7.8%	23.6%	36.9%	24.0%	-1.6%	-10.2%	2.4K	-3.1K	-946	0.14	127.83	168	24	113	80
2022-06-16	$45.41	$44.00	34.6%	9.9%	24.4%	54.4%	32.6%	12.4%	-2.1%	323	17.6K	-1.0K	0.14	125.31	168	24	114	80
2022-06-17	$45.25	$44.00	33.3%	9.5%	24.0%	51.2%	31.6%	9.8%	-2.8%	-46	3.6K	-1.1K	0.14	127.06	168	24	114	80
2022-06-21	$46.20	$44.00	27.0%	7.8%	25.6%	36.3%	28.4%	-2.2%	11.8%	-173	-839	-809	0.12	144.36	166	20	114	80
2022-06-22	$45.97	$44.00	27.7%	7.9%	24.7%	37.8%	24.2%	0.9%	11.9%	1.5K	5.2K	-948	0.12	123.53	166	20	114	80
2022-06-23	$46.16	$44.00	29.0%	8.3%	24.6%	40.9%	25.0%	2.5%	10.8%	3.1K	-12.7K	-956	0.12	126.33	166	20	114	80
2022-06-24	$46.88	$44.00	30.6%	8.8%	25.5%	44.7%	20.7%	7.3%	-8.2%	4.7K	-19.3K	-765	0.12	129.58	166	20	114	80
2022-06-27	$47.11	$44.00	30.7%	8.8%	25.5%	45.1%	30.9%	8.3%	-2.8%	8.9K	-65.6K	-908	0.12	126.35	166	20	114	80
2022-06-28	$47.14	$44.00	30.9%	8.9%	25.2%	45.4%	31.2%	7.4%	-5.2%	10.2K	-71.6K	-940	0.12	131.44	166	20	114	80
2022-06-29	$46.83	$44.00	21.8%	6.2%	25.3%	23.8%	28.2%	5.3%	6.2%	9.6K	-58.5K	-890	0.12	128.44	166	20	114	80
2022-06-30	$46.55	$44.00	25.5%	7.3%	25.2%	32.7%	27.5%	15.8%	-2.2%	4.8K	-27.7K	-844	0.12	126.09	166	20	114	80