IGF Options History — February 2023

Name: IGF Options Analytics - February 2023
Creator: Options Analysis Suite

In February 2023, IGF traded between $46.52 and $48.82. ATM implied volatility averaged 36.6%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 24.7% (HV 20d: 11.9%). Max pain ranged from $46.00 to $47.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days.

Notable Days

2023-02-22: Highest Volume — 10 contracts
2023-02-24: Largest IV spike — 101.6% change
2023-02-06: Highest IV Rank — 30.9%
2023-02-27: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.54	$46.52	$48.82	$48.82	$46.52
Max Pain	$46.20	$46.00	$47.00	$47.00	$46.00
ATM IV	36.6%	20.4%	51.8%	34.3%	41.2%
Expected Move	9.6%	5.8%	12.2%	9.8%	11.8%
HV 20d	11.9%	10.6%	13.9%	12.8%	12.4%
HV 60d	15.0%	13.6%	17.0%	17.0%	13.6%
IV Rank	18.1%	4.6%	30.9%	16.3%	22.0%
IV Percentile	70.3%	7.1%	95.2%	72.2%	85.7%
Term Structure	-1.8%	-8.6%	10.6%	4.2%	-7.1%
VWIV	15.5%	15.5%	15.5%	15.5%	15.5%
Skew 25d	12.1%	-17.3%	56.5%	56.5%	-17.3%
Skew 10d	1.5%	-20.4%	38.3%	9.5%	-20.4%
Call IV 25d	20.8%	13.1%	25.9%	20.1%	25.9%
Put IV 25d	32.9%	8.6%	76.6%	76.6%	8.6%
Bid-Ask Spread %	148.45	138.06	160.38	155.03	149.78
Gamma HHI	0.58	0.41	0.67	0.59	0.45
Net GEX	9.1K	4.5K	12.6K	10.8K	7.1K
Net DEX	-144.5K	-178.6K	-98.7K	-178.6K	-98.7K
Net VEX	-476	-536	-418	-489	-439
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.526	0	10	0	0
Total OI	68.211	62	72	68	72

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 %	Put Vol	Call OI	Put OI
2023-02-01	$48.82	$47.00	34.3%	9.8%	12.8%	16.3%	0.0%	56.5%	4.2%	10.8K	-178.6K	-489	155.03	0	62	6
2023-02-02	$48.63	$0.00	36.1%	8.8%	12.6%	17.7%	0.0%	-4.1%	-2.6%	8.5K	-174.2K	-536	145.50	0	62	6
2023-02-03	$47.91	$0.00	44.1%	7.6%	13.9%	24.5%	0.0%	-4.3%	10.6%	8.3K	-152.5K	-532	159.59	0	62	6
2023-02-06	$47.75	$0.00	51.8%	9.0%	11.6%	30.9%	0.0%	21.3%	-2.1%	7.3K	-147.3K	-526	144.85	0	62	6
2023-02-07	$47.92	$0.00	48.9%	9.0%	11.5%	28.4%	0.0%	21.7%	-2.6%	9.6K	-155.8K	-504	146.59	0	62	6
2023-02-08	$47.50	$0.00	35.4%	10.1%	12.0%	17.1%	0.0%	-11.3%	-8.4%	8.1K	-145.5K	-518	148.19	0	62	6
2023-02-09	$47.36	$0.00	34.9%	10.0%	11.3%	16.8%	0.0%	27.1%	-3.8%	7.7K	-142.5K	-517	141.85	0	62	6
2023-02-10	$47.59	$0.00	31.2%	9.0%	11.2%	13.7%	0.0%	21.3%	-6.2%	10.2K	-146.4K	-495	147.41	0	62	6
2023-02-13	$48.05	$0.00	31.0%	8.9%	11.6%	13.5%	0.0%	24.7%	1.7%	8.8K	-159.4K	-489	142.88	0	62	6
2023-02-14	$47.98	$0.00	29.9%	8.6%	11.6%	12.5%	0.0%	37.5%	4.7%	11.8K	-161.2K	-433	160.38	0	62	6
2023-02-15	$47.86	$0.00	30.1%	8.6%	10.9%	12.7%	0.0%	22.2%	-0.7%	11.8K	-157.8K	-427	153.12	0	62	6
2023-02-16	$47.60	$0.00	33.2%	9.5%	11.0%	15.3%	0.0%	2.3%	-2.6%	10.0K	-149.5K	-467	147.94	0	62	6
2023-02-17	$47.64	$0.00	33.1%	9.5%	10.6%	15.2%	0.0%	26.9%	-4.7%	12.6K	-161.1K	-419	147.73	0	62	6
2023-02-21	$46.91	$0.00	38.0%	10.9%	11.7%	19.3%	0.0%	10.9%	-8.6%	11.0K	-137.3K	-424	144.86	0	61	1
2023-02-22	$46.60	$0.00	37.7%	10.8%	11.7%	19.1%	15.5%	20.0%	1.6%	11.6K	-126.9K	-418	151.30	10	61	1
2023-02-23	$47.06	$46.00	20.4%	5.8%	12.5%	4.6%	0.0%	-5.0%	-0.2%	5.1K	-128.2K	-492	144.65	0	61	11
2023-02-24	$46.67	$46.00	41.1%	11.8%	12.7%	21.9%	0.0%	-8.5%	-4.3%	8.3K	-104.0K	-455	150.75	0	61	11
2023-02-27	$46.81	$46.00	42.7%	12.2%	12.8%	23.2%	0.0%	-12.2%	-3.0%	4.5K	-119.1K	-468	138.06	0	61	11
2023-02-28	$46.52	$46.00	41.2%	11.8%	12.4%	22.0%	0.0%	-17.3%	-7.1%	7.1K	-98.7K	-439	149.78	0	61	11