IGF Options History — November 2022

In November 2022, IGF traded between $43.85 and $47.88. ATM implied volatility averaged 33.4%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 13.2% (HV 20d: 20.2%). Max pain ranged from $40.00 to $44.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.25.

Notable Days

2022-11-11: Highest Volume — 92 contracts
2022-11-28: Largest IV spike — 40.8% change
2022-11-29: Highest IV Rank — 24.4%
2022-11-29: Largest Expected Move — 12.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.90	$43.85	$47.88	$44.32	$47.88
Max Pain	$40.57	$40.00	$44.00	$44.00	$40.00
ATM IV	33.4%	24.7%	43.5%	35.7%	42.6%
Expected Move	9.4%	7.1%	12.5%	10.2%	12.2%
HV 20d	20.2%	19.1%	22.4%	21.9%	21.3%
HV 60d	76.9%	71.9%	85.7%	85.7%	72.1%
IV Rank	16.3%	8.7%	24.4%	18.7%	23.6%
IV Percentile	78.3%	43.3%	96.0%	89.3%	95.2%
Term Structure	-4.9%	-13.6%	5.8%	-1.3%	-7.2%
VWIV	30.6%	20.1%	40.7%	37.0%	21.4%
Skew 25d	17.9%	-5.9%	56.6%	5.1%	-5.9%
Skew 10d	25.7%	1.8%	66.1%	1.8%	51.5%
Call IV 25d	25.3%	14.9%	35.6%	31.4%	35.6%
Put IV 25d	43.2%	24.8%	85.2%	36.5%	29.7%
Bid-Ask Spread %	140.68	114.04	156.98	135.13	148.26
Gamma HHI	0.31	0.24	0.38	0.29	0.37
Net GEX	7.6K	4.9K	11.1K	5.1K	8.6K
Net DEX	-129.1K	-179.3K	-76.0K	-92.0K	-179.3K
Net VEX	-680	-734	-614	-685	-678
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.19	0.30	0.25	0.19
Total Volume	71.095	0	92	84	0
Total OI	82.905	78	89	81	79

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
2022-11-01	$44.32	$44.00	35.7%	10.2%	21.9%	18.7%	37.0%	5.1%	-1.3%	5.1K	-92.0K	-685	0.25	135.13	67	17	67	14
2022-11-02	$43.85	$44.00	35.4%	10.2%	21.9%	18.4%	39.9%	16.4%	-9.7%	5.2K	-86.6K	-665	0.25	131.86	67	17	67	14
2022-11-03	$43.86	$0.00	32.6%	7.3%	19.8%	16.1%	0.0%	2.2%	-4.3%	4.9K	-76.0K	-614	0.24	154.73	70	17	67	14
2022-11-04	$44.63	$0.00	28.3%	8.1%	19.3%	12.6%	0.0%	19.8%	-5.5%	5.2K	-107.0K	-703	0.24	134.12	70	17	70	14
2022-11-07	$44.42	$0.00	30.2%	7.1%	19.4%	14.1%	0.0%	14.4%	-9.1%	5.7K	-97.1K	-671	0.24	114.62	70	17	70	14
2022-11-08	$44.81	$0.00	33.0%	8.8%	19.1%	16.4%	0.0%	24.4%	-4.2%	6.1K	-107.3K	-691	0.24	121.16	70	17	70	14
2022-11-09	$44.14	$0.00	33.5%	9.6%	19.4%	16.8%	0.0%	17.6%	-6.5%	5.3K	-96.7K	-690	0.24	129.51	70	17	70	14
2022-11-10	$45.97	$0.00	25.2%	7.2%	22.4%	10.0%	0.0%	8.3%	-1.9%	8.5K	-115.5K	-665	0.24	154.13	71	17	70	14
2022-11-11	$46.44	$0.00	25.3%	7.2%	20.9%	9.1%	40.7%	6.9%	-7.1%	8.7K	-141.0K	-710	0.30	116.13	71	21	71	14
2022-11-14	$46.11	$40.00	31.4%	9.0%	20.4%	14.3%	34.9%	10.4%	-3.8%	8.5K	-138.6K	-734	0.30	139.26	71	21	71	18
2022-11-15	$46.44	$40.00	25.3%	7.3%	20.3%	9.2%	37.0%	11.1%	-1.4%	8.5K	-143.9K	-716	0.30	129.76	71	21	71	18
2022-11-16	$46.50	$40.00	24.7%	7.1%	20.0%	8.7%	35.1%	3.1%	-2.5%	9.6K	-141.2K	-694	0.30	114.04	71	21	71	18
2022-11-17	$46.00	$40.00	33.8%	9.7%	20.1%	16.2%	25.8%	16.3%	-13.6%	6.5K	-131.0K	-713	0.30	154.32	71	21	71	18
2022-11-18	$46.44	$40.00	35.8%	10.3%	19.6%	17.9%	26.5%	20.2%	-7.1%	8.3K	-134.6K	-655	0.30	154.30	71	21	71	18
2022-11-21	$46.41	$40.00	37.8%	10.8%	19.6%	19.5%	26.2%	32.2%	-7.3%	7.7K	-135.4K	-665	0.19	151.35	70	13	70	8
2022-11-22	$46.92	$40.00	36.9%	10.6%	19.5%	18.8%	22.8%	36.6%	-5.7%	8.8K	-157.5K	-698	0.19	156.98	70	13	70	8
2022-11-23	$47.32	$40.00	36.7%	10.5%	19.3%	18.7%	20.1%	20.3%	-0.7%	9.8K	-157.3K	-645	0.19	154.74	70	13	70	8
2022-11-25	$47.65	$40.00	30.7%	8.8%	19.3%	13.7%	0.0%	10.9%	5.8%	11.1K	-176.8K	-681	0.00	152.32	0	0	70	8
2022-11-28	$47.05	$40.00	43.2%	12.4%	20.0%	24.1%	21.4%	49.6%	-5.3%	9.9K	-153.6K	-656	0.00	151.41	0	1	70	8
2022-11-29	$46.84	$40.00	43.5%	12.5%	20.2%	24.4%	0.0%	56.6%	-4.9%	8.0K	-142.6K	-650	0.00	156.26	0	0	70	9
2022-11-30	$47.88	$40.00	42.6%	12.2%	21.3%	23.6%	0.0%	-5.9%	-7.2%	8.6K	-179.3K	-678	0.00	148.26	0	0	70	9