IGF Options History — May 2023 In May 2023, IGF traded between $46.22 and $49.16. ATM implied volatility averaged 36.6%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 25.6% (HV 20d: 11.0%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days.
Notable Days 2023-05-12 : Largest IV spike — 75.0% change2023-05-09 : Highest IV Rank — 30.1%2023-05-31 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $47.94 $46.22 $49.16 $49.03 $46.30 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 36.6% 16.1% 51.3% 42.7% 47.1% Expected Move 9.6% 4.6% 13.5% 12.2% 13.5% HV 20d 11.0% 9.0% 11.9% 9.0% 10.3% HV 60d 11.8% 11.5% 12.2% 11.9% 11.7% IV Rank 17.8% 0.5% 30.1% 22.9% 26.6% IV Percentile 60.1% 0.4% 93.7% 85.7% 90.5% Term Structure -2.5% -8.4% 6.6% -0.9% -8.4% Skew 25d 7.4% -13.9% 50.1% 17.1% -13.9% Skew 10d 10.4% -19.5% 59.5% -5.6% -19.5% Call IV 25d 19.3% 10.2% 28.3% 28.3% 23.8% Put IV 25d 26.7% 8.0% 71.2% 45.4% 9.9% Bid-Ask Spread % 154.64 145.83 166.66 152.44 154.49 Gamma HHI 0.61 0.51 0.81 0.62 0.64 Net GEX 2.3K 1.3K 2.8K 2.2K 1.9K Net DEX -26.1K -33.4K -15.3K -31.0K -18.0K Net VEX -89 -102 -71 -96 -76 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 10.682 10 11 11 10
Daily Data (22 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 2023-05-01 $49.03 $50.00 42.7% 12.2% 9.0% 22.9% 0.0% 17.1% -0.9% 2.2K -31.0K -96 0.00 152.44 0 0 11 0 2023-05-02 $48.33 $50.00 41.6% 11.9% 10.5% 22.0% 0.0% 1.6% -5.4% 2.0K -29.1K -102 0.00 155.32 0 0 11 0 2023-05-03 $48.28 $50.00 44.0% 12.6% 10.5% 24.0% 0.0% 50.1% -3.5% 2.0K -26.8K -100 0.00 150.54 0 0 11 0 2023-05-04 $48.28 $0.00 46.9% 9.0% 9.8% 26.4% 0.0% 2.1% -4.2% 2.2K -26.3K -96 0.00 156.08 0 0 11 0 2023-05-05 $48.97 $0.00 39.8% 8.2% 11.0% 20.4% 0.0% 24.1% -2.7% 2.8K -31.4K -88 0.00 154.69 0 0 11 0 2023-05-08 $48.94 $0.00 45.4% 7.9% 11.0% 25.2% 0.0% 32.0% -2.7% 2.2K -33.4K -94 0.00 155.15 0 0 11 0 2023-05-09 $49.00 $0.00 51.3% 8.8% 10.9% 30.1% 0.0% 1.7% -1.1% 2.5K -32.1K -91 0.00 146.97 0 0 11 0 2023-05-10 $49.16 $0.00 28.9% 8.3% 11.0% 11.3% 0.0% 7.8% 2.4% 2.6K -32.8K -91 0.00 151.90 0 0 11 0 2023-05-11 $48.66 $0.00 16.1% 4.6% 11.4% 0.5% 0.0% -0.9% 0.5% 2.4K -31.8K -94 0.00 156.67 0 0 11 0 2023-05-12 $48.70 $0.00 28.1% 8.1% 10.9% 10.6% 0.0% -4.5% -0.8% 1.8K -30.0K -97 0.00 145.83 0 0 11 0 2023-05-15 $48.66 $0.00 28.2% 8.1% 10.9% 10.7% 0.0% 38.7% 6.6% 2.6K -29.3K -88 0.00 165.66 0 0 11 0 2023-05-16 $48.02 $0.00 30.8% 8.8% 11.9% 12.9% 0.0% -13.8% -4.2% 2.1K -26.8K -91 0.00 149.52 0 0 11 0 2023-05-17 $48.03 $0.00 29.4% 8.4% 11.8% 11.8% 0.0% -0.1% -2.0% 1.9K -28.0K -93 0.00 150.21 0 0 11 0 2023-05-18 $47.75 $0.00 35.4% 10.1% 11.8% 16.8% 0.0% -12.8% -5.1% 1.5K -24.9K -89 0.00 151.51 0 0 11 0 2023-05-19 $47.69 $0.00 32.0% 9.2% 11.8% 13.9% 0.0% -12.3% 1.8% 2.7K -23.2K -85 0.00 159.60 0 0 11 0 2023-05-22 $47.69 $0.00 32.8% 9.4% 11.3% 14.6% 0.0% 4.0% -2.0% 2.5K -25.2K -87 0.00 166.66 0 0 10 0 2023-05-23 $47.27 $0.00 36.5% 10.5% 11.4% 17.7% 0.0% 13.4% -7.5% 1.3K -22.8K -86 0.00 151.95 0 0 10 0 2023-05-24 $46.80 $0.00 37.2% 10.7% 11.5% 18.3% 0.0% 5.1% -5.0% 2.6K -19.8K -84 0.00 162.61 0 0 10 0 2023-05-25 $46.30 $0.00 37.0% 10.6% 11.1% 18.1% 0.0% 6.1% -4.9% 2.5K -18.0K -82 0.00 156.65 0 0 10 0 2023-05-26 $46.51 $0.00 32.2% 9.2% 11.1% 14.1% 0.0% 11.7% 0.8% 2.7K -17.1K -77 0.00 154.15 0 0 10 0 2023-05-30 $46.22 $0.00 42.0% 12.0% 11.0% 22.3% 0.0% 4.4% -7.6% 2.8K -15.3K -71 0.00 153.44 0 0 10 0 2023-05-31 $46.30 $0.00 47.1% 13.5% 10.3% 26.6% 0.0% -13.9% -8.4% 1.9K -18.0K -76 0.00 154.49 0 0 10 0
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