IGF Options History — March 2023

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

In March 2023, IGF traded between $45.89 and $47.61. ATM implied volatility averaged 39.4%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 26.2% (HV 20d: 13.2%). Max pain ranged from $40.00 to $46.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 5 of 23 days.

Notable Days

2023-03-10: Highest Volume — 17 contracts
2023-03-14: Largest IV spike — 379.2% change
2023-03-14: Highest IV Rank — 69.5%
2023-03-03: Largest Expected Move — 12.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.62	$45.89	$47.61	$46.48	$47.61
Max Pain	$44.04	$40.00	$46.00	$46.00	$45.00
ATM IV	39.4%	15.4%	98.0%	15.4%	39.5%
Expected Move	10.1%	4.4%	12.8%	4.4%	11.3%
HV 20d	13.2%	11.3%	14.7%	12.3%	13.8%
HV 60d	13.5%	12.9%	13.9%	13.5%	12.9%
IV Rank	20.4%	0.4%	69.5%	0.4%	20.5%
IV Percentile	67.3%	0.4%	99.6%	0.4%	80.6%
Term Structure	-2.0%	-10.2%	16.9%	16.9%	-7.2%
VWIV	16.9%	16.9%	16.9%	16.9%	16.9%
Skew 25d	6.2%	-19.1%	39.6%	23.3%	24.9%
Skew 10d	16.8%	-22.9%	56.5%	35.8%	24.7%
Call IV 25d	25.0%	12.9%	38.4%	21.1%	30.0%
Put IV 25d	31.2%	7.1%	54.9%	44.5%	54.9%
Bid-Ask Spread %	130.47	118.63	147.44	142.66	130.82
Gamma HHI	0.46	0.34	0.61	0.41	0.59
Net GEX	6.2K	-5.6K	11.6K	6.9K	10.6K
Net DEX	-103.9K	-159.1K	-61.0K	-100.8K	-159.1K
Net VEX	-380	-495	-259	-410	-259
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.739	0	17	0	0
Total OI	78.739	72	89	72	79

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	Spread %	Put Vol	Call OI	Put OI
2023-03-01	$46.48	$46.00	15.4%	4.4%	12.3%	0.4%	0.0%	23.3%	16.9%	6.9K	-100.8K	-410	142.66	0	61	11
2023-03-02	$46.81	$46.00	41.0%	11.8%	11.3%	21.9%	0.0%	-11.4%	12.1%	11.6K	-116.1K	-388	142.59	0	61	11
2023-03-03	$47.39	$46.00	44.7%	12.8%	12.4%	24.9%	0.0%	-9.7%	-7.5%	11.4K	-127.7K	-405	147.44	0	61	11
2023-03-06	$47.31	$40.00	51.8%	8.6%	11.3%	30.8%	0.0%	-16.5%	-0.8%	10.2K	-128.1K	-404	118.63	0	61	11
2023-03-07	$46.59	$40.00	52.3%	8.4%	12.4%	31.3%	0.0%	-19.1%	-5.7%	6.8K	-111.3K	-385	125.32	0	61	11
2023-03-08	$46.81	$40.00	60.0%	8.7%	12.5%	37.7%	0.0%	-17.2%	-0.5%	8.7K	-113.8K	-392	127.03	0	61	11
2023-03-09	$46.38	$40.00	16.3%	10.4%	12.5%	1.1%	0.0%	-15.0%	-8.4%	2.9K	-105.2K	-392	133.79	0	61	11
2023-03-10	$46.09	$40.00	19.9%	10.2%	12.6%	4.1%	16.9%	24.2%	-8.9%	5.6K	-102.0K	-388	129.10	17	61	11
2023-03-13	$46.36	$45.00	20.4%	9.0%	12.7%	4.6%	0.0%	39.6%	-0.4%	-532	-100.1K	-495	134.92	0	61	28
2023-03-14	$46.69	$45.00	98.0%	9.0%	12.4%	69.5%	0.0%	24.3%	-2.9%	4.9K	-83.3K	-457	133.97	0	61	28
2023-03-15	$46.03	$45.00	36.2%	10.4%	13.2%	17.8%	0.0%	20.5%	-8.8%	-5.6K	-61.0K	-461	130.15	0	61	28
2023-03-16	$46.59	$45.00	33.1%	9.5%	14.2%	15.2%	0.0%	21.5%	1.8%	2.2K	-78.9K	-436	131.55	0	61	28
2023-03-17	$46.09	$45.00	38.5%	11.0%	14.5%	19.8%	0.0%	-8.0%	0.7%	-3.2K	-67.8K	-451	129.31	0	61	28
2023-03-20	$46.39	$45.00	41.3%	11.8%	14.7%	22.1%	0.0%	-12.5%	-6.5%	6.4K	-90.7K	-418	120.54	0	61	18
2023-03-21	$46.55	$45.00	32.4%	9.3%	13.8%	14.6%	0.0%	-3.6%	9.3%	9.3K	-105.5K	-368	118.94	0	61	18
2023-03-22	$46.32	$45.00	38.2%	10.9%	13.8%	19.5%	0.0%	24.4%	-3.9%	8.3K	-92.0K	-351	133.21	0	61	18
2023-03-23	$45.89	$45.00	36.0%	10.3%	13.6%	17.6%	0.0%	12.2%	-7.1%	6.0K	-92.5K	-420	127.89	0	61	18
2023-03-24	$46.07	$45.00	36.9%	10.6%	13.4%	18.4%	0.0%	25.8%	-10.2%	7.8K	-77.7K	-333	129.60	0	61	18
2023-03-27	$46.36	$45.00	39.6%	11.3%	13.6%	20.6%	0.0%	-2.6%	-1.0%	5.7K	-90.3K	-283	126.75	0	61	18
2023-03-28	$46.59	$45.00	36.5%	10.5%	13.5%	18.0%	0.0%	20.9%	-0.6%	6.2K	-103.8K	-278	129.66	0	61	18
2023-03-29	$47.28	$45.00	37.6%	10.8%	14.5%	19.0%	0.0%	-1.1%	-0.4%	9.9K	-137.3K	-283	127.92	0	61	18
2023-03-30	$47.61	$45.00	39.9%	11.5%	14.5%	20.9%	0.0%	-1.4%	-7.1%	10.8K	-145.3K	-294	129.03	0	61	18
2023-03-31	$47.61	$45.00	39.5%	11.3%	13.8%	20.5%	0.0%	24.9%	-7.2%	10.6K	-159.1K	-259	130.82	0	61	18