IGF Options History — June 2023

In June 2023, IGF traded between $45.97 and $47.48. ATM implied volatility averaged 39.3%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 27.7% (HV 20d: 11.6%). Max pain ranged from $47.00 to $47.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2023-06-29: Highest Volume — 7 contracts
2023-06-13: Largest IV spike — 214.4% change
2023-06-13: Highest IV Rank — 47.2%
2023-06-01: Largest Expected Move — 13.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.74	$45.97	$47.48	$46.42	$46.97
Max Pain	$47.00	$47.00	$47.00	$47.00	$47.00
ATM IV	39.3%	22.8%	71.6%	46.9%	36.4%
Expected Move	8.9%	2.0%	13.5%	13.5%	10.4%
HV 20d	11.6%	10.3%	13.2%	10.4%	13.2%
HV 60d	11.2%	10.7%	11.7%	11.3%	11.4%
IV Rank	20.0%	6.1%	47.2%	26.5%	17.6%
IV Percentile	60.5%	7.9%	98.4%	90.1%	57.9%
Term Structure	-2.1%	-13.4%	12.5%	-6.7%	-4.4%
Skew 25d	8.6%	-29.8%	37.1%	-29.8%	4.4%
Skew 10d	1.8%	-32.4%	48.1%	-32.4%	-28.8%
Call IV 25d	19.7%	5.7%	42.5%	42.5%	19.7%
Put IV 25d	28.2%	7.5%	59.1%	12.7%	24.1%
Bid-Ask Spread %	153.68	125.43	162.01	158.12	151.25
Gamma HHI	0.70	0.62	0.87	0.78	0.85
Net GEX	2.7K	1.6K	4.4K	3.7K	4.4K
Net DEX	-20.7K	-36.7K	-13.0K	-13.0K	-36.7K
Net VEX	-72	-148	-53	-67	-148
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.333	0	7	0	0
Total OI	10.333	10	17	10	17

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	Spread %	Call Vol	Call OI
2023-06-01	$46.42	$0.00	46.9%	13.5%	10.4%	26.5%	0.0%	-29.8%	-6.7%	3.7K	-13.0K	-67	158.12	0	10
2023-06-02	$47.05	$0.00	42.2%	12.1%	11.8%	22.5%	0.0%	4.4%	-7.6%	3.2K	-22.0K	-81	154.04	0	10
2023-06-05	$46.78	$47.00	47.6%	7.5%	10.3%	27.0%	0.0%	21.8%	-7.6%	2.7K	-18.9K	-76	162.01	0	10
2023-06-06	$47.11	$47.00	49.9%	7.3%	10.8%	28.9%	0.0%	-6.3%	-1.8%	3.7K	-20.4K	-74	157.40	0	10
2023-06-07	$46.56	$47.00	49.4%	7.5%	11.3%	28.5%	0.0%	-5.3%	-8.0%	2.3K	-20.7K	-75	161.40	0	10
2023-06-08	$46.66	$47.00	46.0%	7.5%	11.2%	25.6%	0.0%	2.4%	-6.8%	2.2K	-21.4K	-76	152.51	0	10
2023-06-09	$46.52	$47.00	49.0%	7.6%	10.9%	28.2%	0.0%	1.0%	-1.9%	2.3K	-20.6K	-75	149.73	0	10
2023-06-12	$46.50	$47.00	22.8%	8.0%	10.8%	6.1%	0.0%	21.2%	0.8%	1.9K	-20.7K	-73	155.59	0	10
2023-06-13	$46.56	$47.00	71.6%	2.0%	10.9%	47.2%	0.0%	1.8%	6.4%	4.4K	-19.2K	-70	125.43	0	10
2023-06-14	$46.77	$47.00	28.6%	8.2%	10.3%	11.0%	0.0%	30.3%	0.7%	1.7K	-21.6K	-71	160.12	0	10
2023-06-15	$47.23	$47.00	27.5%	7.9%	11.0%	10.1%	0.0%	3.2%	3.3%	2.3K	-24.1K	-73	153.25	0	10
2023-06-16	$47.48	$47.00	31.0%	8.9%	11.1%	13.1%	0.0%	30.8%	-5.5%	1.6K	-24.7K	-71	161.49	0	10
2023-06-20	$46.95	$47.00	33.2%	9.5%	11.7%	14.9%	0.0%	23.1%	-0.7%	2.7K	-17.7K	-61	156.11	0	10
2023-06-21	$47.16	$47.00	31.0%	8.9%	11.9%	13.1%	0.0%	12.5%	-13.4%	3.8K	-18.9K	-60	148.32	0	10
2023-06-22	$46.74	$47.00	33.1%	9.5%	11.9%	14.9%	0.0%	33.6%	5.4%	2.7K	-21.4K	-68	148.13	0	10
2023-06-23	$45.97	$47.00	34.0%	9.8%	12.8%	15.6%	0.0%	17.4%	-0.6%	1.9K	-17.7K	-61	157.25	0	10
2023-06-26	$46.39	$47.00	34.4%	9.9%	12.7%	15.9%	0.0%	3.1%	-9.7%	2.5K	-14.4K	-53	154.94	0	10
2023-06-27	$46.70	$47.00	34.8%	10.0%	12.8%	16.2%	0.0%	37.1%	-5.7%	3.1K	-20.3K	-61	153.79	0	10
2023-06-28	$46.48	$47.00	38.0%	10.9%	12.7%	19.0%	0.0%	-15.2%	7.0%	2.3K	-19.7K	-59	150.64	0	10
2023-06-29	$46.50	$47.00	37.4%	10.7%	12.7%	18.5%	0.0%	-11.7%	12.5%	2.2K	-20.8K	-62	155.84	7	10
2023-06-30	$46.97	$47.00	36.4%	10.4%	13.2%	17.6%	0.0%	4.4%	-4.4%	4.4K	-36.7K	-148	151.25	0	17