IGF Options History — October 2022

In October 2022, IGF traded between $40.67 and $44.11. ATM implied volatility averaged 33.6%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 33.0% (HV 20d: 66.6%). Max pain ranged from $44.00 to $45.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.25.

Notable Days

2022-10-18: Highest Volume — 231 contracts
2022-10-24: Largest IV spike — 29.6% change
2022-10-11: Highest IV Rank — 29.0%
2022-10-12: Largest Expected Move — 11.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$42.39	$40.67	$44.11	$42.90	$44.09
Max Pain	$44.14	$44.00	$45.00	$45.00	$44.00
ATM IV	33.6%	26.6%	48.1%	36.7%	33.8%
Expected Move	9.1%	7.5%	11.0%	10.5%	9.7%
HV 20d	66.6%	22.9%	123.1%	122.8%	22.9%
HV 60d	85.4%	85.0%	85.7%	85.0%	85.7%
IV Rank	17.0%	11.3%	29.0%	19.6%	17.1%
IV Percentile	82.4%	62.7%	98.0%	92.9%	87.7%
Term Structure	-0.7%	-13.9%	18.2%	3.3%	-9.8%
VWIV	32.5%	17.3%	39.5%	39.5%	33.3%
Skew 25d	11.8%	-6.1%	22.0%	15.0%	11.0%
Skew 10d	8.2%	-10.4%	23.7%	0.4%	-4.4%
Call IV 25d	27.3%	15.0%	35.4%	15.0%	32.4%
Put IV 25d	39.2%	26.1%	48.3%	30.0%	43.4%
Bid-Ask Spread %	122.80	112.58	130.53	126.38	120.87
Gamma HHI	0.27	0.16	0.45	0.24	0.16
Net GEX	-4.0K	-8.4K	528	-3.8K	457
Net DEX	46.6K	-20.4K	91.3K	56.2K	-20.4K
Net VEX	-190	-249	-128	-243	-212
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.07	0.63	0.15	0.25
Total Volume	131.095	44	231	90	84
Total OI	141.476	34	259	118	41

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
2022-10-03	$42.90	$45.00	36.7%	10.5%	122.8%	19.6%	39.5%	15.0%	3.3%	-3.8K	56.2K	-243	0.15	126.38	78	12	78	40
2022-10-04	$43.79	$45.00	28.7%	8.2%	123.1%	13.0%	36.5%	7.1%	-1.2%	-3.6K	36.5K	-249	0.15	123.83	78	12	78	40
2022-10-05	$43.37	$45.00	29.9%	8.6%	122.8%	14.0%	34.6%	10.7%	-3.7%	-4.5K	46.0K	-225	0.15	125.50	78	12	78	40
2022-10-06	$42.31	$44.00	37.5%	7.5%	123.0%	20.3%	20.5%	12.4%	0.4%	-4.2K	54.5K	-224	0.15	119.94	78	12	78	40
2022-10-07	$41.63	$44.00	36.3%	9.8%	122.8%	19.3%	26.7%	13.4%	-4.5%	-5.1K	66.2K	-204	0.15	122.86	78	12	78	40
2022-10-10	$41.46	$44.00	45.7%	9.7%	122.6%	27.0%	17.3%	3.2%	3.2%	-4.7K	73.0K	-197	0.15	123.68	78	12	78	40
2022-10-11	$41.18	$44.00	48.1%	9.4%	122.4%	29.0%	27.5%	16.4%	2.3%	-4.9K	76.5K	-183	0.15	127.84	78	12	78	40
2022-10-12	$40.67	$44.00	38.3%	11.0%	122.4%	20.9%	35.5%	14.0%	-10.7%	-5.5K	85.6K	-167	0.07	124.01	209	14	78	40
2022-10-13	$41.62	$44.00	28.8%	8.2%	88.5%	13.1%	25.4%	21.1%	2.0%	-6.2K	82.0K	-157	0.07	126.89	209	14	209	42
2022-10-14	$40.91	$44.00	31.1%	8.9%	28.1%	15.0%	30.0%	15.2%	-0.2%	-7.0K	91.3K	-156	0.07	118.55	209	14	209	44
2022-10-17	$41.87	$44.00	32.4%	9.3%	29.6%	16.0%	28.1%	17.5%	-9.8%	-6.2K	72.6K	-184	0.08	121.01	209	17	209	44
2022-10-18	$42.27	$44.00	28.5%	8.2%	30.0%	12.9%	36.3%	13.5%	-4.2%	-6.7K	69.2K	-142	0.11	116.24	209	22	209	45
2022-10-19	$42.02	$44.00	26.6%	7.6%	29.7%	11.3%	34.5%	9.7%	1.7%	-7.8K	78.0K	-158	0.11	118.73	209	22	209	50
2022-10-20	$41.60	$44.00	30.6%	8.8%	29.7%	14.5%	34.4%	18.4%	12.1%	-8.4K	83.6K	-134	0.11	112.58	209	22	209	50
2022-10-21	$42.33	$44.00	28.2%	8.1%	28.0%	12.5%	36.4%	22.0%	18.2%	-6.9K	74.2K	-128	0.11	120.45	209	22	209	50
2022-10-24	$42.28	$44.00	36.6%	10.5%	27.2%	19.4%	39.3%	14.8%	4.7%	-552	8.8K	-142	0.63	123.96	27	17	20	14
2022-10-25	$42.86	$44.00	33.3%	9.6%	27.2%	16.7%	37.0%	11.6%	-5.8%	-17	-8.7K	-230	0.63	129.27	27	17	27	14
2022-10-26	$43.38	$44.00	28.1%	8.1%	26.2%	12.4%	34.4%	3.7%	8.5%	203	-12.3K	-214	0.63	118.68	27	17	27	14
2022-10-27	$43.58	$44.00	31.7%	9.1%	24.6%	15.3%	37.0%	-6.1%	-13.9%	301	-14.3K	-219	0.63	126.93	27	17	27	14
2022-10-28	$44.11	$44.00	33.7%	9.6%	24.2%	17.0%	37.9%	4.0%	-8.0%	528	-19.4K	-226	0.63	130.53	27	17	27	14
2022-10-31	$44.09	$44.00	33.8%	9.7%	22.9%	17.1%	33.3%	11.0%	-9.8%	457	-20.4K	-212	0.25	120.87	67	17	27	14