IGF Options History — August 2022

In August 2022, IGF traded between $47.48 and $58.38. ATM implied volatility averaged 28.2%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 17.4% (HV 20d: 45.6%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.12.

Notable Days

2022-08-31: Highest Volume — 92 contracts
2022-08-17: Largest IV spike — 406.8% change
2022-08-17: Highest IV Rank — 100.0%
2022-08-17: Largest Expected Move — 26.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$49.12	$47.48	$58.38	$48.26	$47.48
Max Pain	$50.00	$50.00	$50.00	$50.00	$50.00
ATM IV	28.2%	16.1%	91.7%	31.4%	23.0%
Expected Move	7.8%	4.6%	26.3%	9.0%	6.6%
HV 20d	45.6%	10.4%	84.5%	17.5%	84.5%
HV 60d	34.3%	19.2%	51.3%	21.4%	51.3%
IV Rank	27.2%	5.3%	100.0%	41.2%	14.0%
IV Percentile	64.6%	16.7%	100.0%	88.5%	51.6%
Term Structure	-1.8%	-7.3%	6.8%	-5.0%	-0.5%
VWIV	15.8%	15.0%	16.5%	15.0%	16.5%
Skew 25d	4.1%	-4.5%	18.1%	2.3%	10.5%
Skew 10d	2.7%	-13.5%	27.7%	-13.5%	27.7%
Call IV 25d	23.0%	13.2%	31.9%	30.8%	15.7%
Put IV 25d	27.1%	16.3%	39.4%	33.1%	26.3%
Bid-Ask Spread %	137.41	113.17	155.32	135.57	142.44
Gamma HHI	0.28	0.21	0.35	0.35	0.22
Net GEX	10.0K	4.8K	15.3K	6.4K	10.2K
Net DEX	-108.7K	-331.3K	-55.0K	-65.1K	-83.6K
Net VEX	-659	-868	-530	-562	-586
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.12	0.00	0.17	0.17	0.12
Total Volume	23.696	0	92	68	92
Total OI	103.652	78	112	78	112

Daily Data (23 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
2022-08-01	$48.26	$0.00	31.4%	9.0%	17.5%	41.2%	0.0%	2.3%	-5.0%	6.4K	-65.1K	-562	0.17	135.57	58	10	58	20
2022-08-02	$48.05	$0.00	31.7%	9.1%	12.9%	41.7%	0.0%	3.5%	-6.9%	5.7K	-55.0K	-579	0.16	145.19	63	10	58	30
2022-08-03	$48.23	$0.00	29.9%	8.6%	12.9%	38.0%	0.0%	7.5%	-6.6%	6.8K	-59.8K	-620	0.16	149.22	63	10	63	30
2022-08-04	$48.24	$0.00	32.4%	7.6%	12.7%	43.2%	0.0%	-3.2%	-2.7%	6.4K	-73.0K	-661	0.16	131.83	63	10	63	30
2022-08-05	$48.03	$0.00	30.9%	7.0%	12.9%	40.1%	0.0%	18.1%	0.2%	6.4K	-58.9K	-645	0.16	122.30	63	10	63	30
2022-08-08	$48.30	$0.00	24.9%	5.7%	12.3%	27.5%	0.0%	9.3%	5.2%	6.6K	-70.0K	-645	0.16	131.83	63	10	63	30
2022-08-09	$48.54	$0.00	30.1%	7.3%	11.9%	38.4%	0.0%	4.7%	-2.1%	8.3K	-73.7K	-530	0.00	132.35	0	0	63	30
2022-08-10	$49.08	$0.00	23.3%	6.7%	12.2%	24.0%	0.0%	1.8%	-0.4%	8.5K	-91.2K	-579	0.00	134.57	15	0	63	30
2022-08-11	$49.19	$0.00	25.3%	7.3%	11.7%	28.3%	0.0%	0.3%	-0.8%	9.9K	-136.2K	-768	0.00	136.29	0	0	77	30
2022-08-12	$49.56	$0.00	22.7%	6.5%	11.6%	22.8%	0.0%	-2.7%	-3.9%	10.7K	-131.7K	-805	0.00	137.09	0	0	77	30
2022-08-15	$49.45	$0.00	22.5%	6.4%	11.7%	22.4%	0.0%	3.3%	-2.4%	14.4K	-118.3K	-656	0.00	155.32	0	0	77	30
2022-08-16	$49.80	$0.00	18.1%	5.2%	10.4%	13.2%	15.0%	4.4%	6.8%	11.3K	-137.8K	-779	0.00	134.92	5	0	77	30
2022-08-17	$58.38	$50.00	91.7%	26.3%	55.8%	100.0%	0.0%	0.0%	0.0%	4.8K	-331.3K	-868	0.00	146.15	0	0	82	30
2022-08-18	$49.50	$50.00	18.3%	5.2%	84.0%	8.1%	0.0%	1.4%	-0.4%	15.3K	-127.5K	-645	0.00	135.46	0	0	82	30
2022-08-19	$49.14	$50.00	20.9%	6.0%	84.0%	11.5%	0.0%	1.6%	1.9%	14.2K	-123.4K	-672	0.00	128.92	0	0	82	30
2022-08-22	$48.53	$50.00	22.5%	6.5%	84.1%	13.4%	0.0%	11.8%	-1.2%	12.0K	-93.4K	-623	0.00	137.55	0	0	82	30
2022-08-23	$48.81	$50.00	23.6%	6.8%	84.1%	14.8%	0.0%	5.2%	-3.8%	12.5K	-115.4K	-675	0.00	130.42	0	0	82	30
2022-08-24	$48.99	$50.00	16.1%	4.6%	84.0%	5.3%	0.0%	7.1%	0.9%	12.7K	-106.8K	-696	0.00	113.17	0	0	82	30
2022-08-25	$49.39	$50.00	24.8%	7.1%	84.0%	16.2%	0.0%	2.9%	0.3%	13.0K	-133.6K	-719	0.00	142.68	0	0	82	30
2022-08-26	$48.47	$50.00	26.4%	7.6%	84.3%	18.3%	0.0%	1.8%	-6.9%	11.9K	-110.5K	-593	0.00	145.54	0	0	82	30
2022-08-29	$48.63	$50.00	28.0%	8.0%	84.3%	20.3%	0.0%	3.8%	-5.0%	11.2K	-116.1K	-648	0.00	142.94	0	0	82	30
2022-08-30	$47.80	$50.00	30.6%	8.8%	84.5%	23.5%	0.0%	-4.5%	-7.3%	9.6K	-87.2K	-607	0.00	148.60	0	0	82	30
2022-08-31	$47.48	$50.00	23.0%	6.6%	84.5%	14.0%	16.5%	10.5%	-0.5%	10.2K	-83.6K	-586	0.12	142.44	82	10	82	30