IGF Options History — July 2023 In July 2023, IGF traded between $46.33 and $48.03. ATM implied volatility averaged 34.8%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 21.7% (HV 20d: 13.1%). Max pain ranged from $47.00 to $47.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-27 : Highest Volume — 4 contracts2023-07-10 : Largest IV spike — 337.1% change2023-07-10 : Highest IV Rank — 33.5%2023-07-05 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $47.37 $46.33 $48.03 $47.22 $47.73 Max Pain $47.00 $47.00 $47.00 $47.00 $47.00 ATM IV 34.8% 12.1% 53.1% 20.2% 39.2% Expected Move 9.4% 5.8% 12.0% 5.8% 11.2% HV 20d 13.1% 11.8% 14.9% 12.4% 12.1% HV 60d 12.0% 11.2% 12.4% 11.2% 11.9% IV Rank 18.2% 0.0% 33.5% 4.0% 22.2% IV Percentile 49.2% 0.0% 94.4% 3.6% 70.6% Term Structure -3.3% -16.3% 11.9% -2.1% 6.9% Skew 25d 15.2% -17.2% 55.1% 55.1% 45.4% Skew 10d 12.1% -20.9% 57.0% 29.2% 57.0% Call IV 25d 21.2% 8.5% 32.7% 15.9% 30.1% Put IV 25d 36.4% 3.1% 79.3% 71.0% 75.4% Bid-Ask Spread % 148.04 120.30 165.20 146.81 159.83 Gamma HHI 0.69 0.35 0.86 0.69 0.35 Net GEX 3.2K 1.4K 7.6K 3.8K 2.4K Net DEX -38.9K -59.3K -23.3K -41.9K -33.9K Net VEX -131 -150 -112 -149 -138 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 0.35 0 4 0 0 Total OI 15.3 10 17 17 14
Daily Data (20 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 2023-07-03 $47.22 $47.00 20.2% 5.8% 12.4% 4.0% 0.0% 55.1% -2.1% 3.8K -41.9K -149 0.00 146.81 0 0 17 0 2023-07-05 $46.97 $47.00 41.8% 12.0% 12.4% 22.2% 0.0% 46.6% -4.9% 3.0K -40.8K -150 0.00 165.20 0 0 17 0 2023-07-06 $46.33 $0.00 45.5% 8.4% 13.0% 25.3% 0.0% 19.9% -3.1% 2.7K -36.6K -146 0.00 160.01 0 0 17 0 2023-07-07 $46.61 $0.00 12.1% 9.1% 12.6% 0.0% 0.0% -15.4% -12.5% 5.3K -35.9K -145 0.00 121.65 0 0 17 0 2023-07-10 $46.42 $0.00 53.1% 9.3% 12.6% 33.5% 0.0% -1.3% -10.1% 2.9K -36.6K -142 0.00 149.58 0 0 17 0 2023-07-11 $46.92 $0.00 52.7% 9.4% 13.2% 33.2% 0.0% -17.2% -15.1% 2.9K -40.7K -142 0.00 150.17 0 0 17 0 2023-07-12 $47.63 $0.00 31.4% 9.0% 14.1% 15.7% 0.0% -5.4% -14.4% 4.5K -47.3K -139 0.00 126.17 0 0 17 0 2023-07-13 $48.03 $0.00 31.1% 8.9% 14.4% 15.5% 0.0% -8.5% -8.6% 4.1K -50.1K -131 0.00 143.63 0 0 17 0 2023-07-14 $47.53 $0.00 28.8% 8.3% 14.9% 13.6% 0.0% 14.3% -3.4% 3.6K -44.9K -138 0.00 162.23 0 0 17 0 2023-07-17 $47.38 $0.00 35.4% 10.1% 14.6% 19.0% 0.0% 20.9% -16.3% 4.0K -44.1K -131 0.00 152.69 0 0 17 0 2023-07-18 $47.28 $0.00 30.5% 8.8% 14.5% 15.0% 0.0% 19.5% -4.0% 7.6K -44.6K -128 0.00 120.30 0 0 17 0 2023-07-19 $47.41 $0.00 34.1% 9.8% 13.9% 18.0% 0.0% -8.8% -4.9% 3.8K -43.0K -124 0.00 156.90 0 0 17 0 2023-07-20 $47.58 $0.00 26.5% 7.6% 13.9% 11.8% 0.0% 43.0% 5.7% 3.5K -45.8K -124 0.00 152.94 0 0 17 0 2023-07-21 $47.92 $0.00 33.6% 9.6% 13.6% 17.5% 0.0% 23.3% -1.8% 1.4K -59.3K -114 0.00 156.70 0 0 17 0 2023-07-24 $47.88 $0.00 32.8% 9.4% 11.9% 16.9% 0.0% -4.0% -6.1% 1.6K -26.6K -115 0.00 144.49 0 0 10 0 2023-07-25 $47.70 $0.00 36.8% 10.5% 11.8% 20.2% 0.0% 13.3% -0.1% 1.4K -23.3K -114 0.00 132.52 0 0 10 0 2023-07-26 $48.00 $0.00 33.9% 9.7% 11.8% 17.8% 0.0% 49.2% 11.9% 1.5K -26.1K -112 0.00 147.36 0 0 10 0 2023-07-27 $47.48 $0.00 38.6% 11.1% 12.4% 21.6% 0.0% 23.9% 7.6% 1.5K -25.5K -115 0.00 157.17 4 0 10 0 2023-07-28 $47.41 $0.00 38.4% 11.0% 12.4% 21.5% 0.0% -9.5% 8.5% 2.5K -30.1K -129 0.00 154.53 3 0 14 0 2023-07-31 $47.73 $0.00 39.2% 11.2% 12.1% 22.2% 0.0% 45.4% 6.9% 2.4K -33.9K -138 0.00 159.83 0 0 14 0
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