IGF Options History — September 2023 In September 2023, IGF traded between $43.23 and $45.77. ATM implied volatility averaged 42.4%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 30.8% (HV 20d: 11.6%). Max pain ranged from $47.00 to $48.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days.
Notable Days 2023-09-12 : Largest IV drop — 72.8% change2023-09-11 : Highest IV Rank — 60.3%2023-09-01 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $44.82 $43.23 $45.77 $45.41 $43.23 Max Pain $47.05 $47.00 $48.00 $48.00 $47.00 ATM IV 42.4% 23.3% 85.8% 49.5% 41.5% Expected Move 9.2% 3.7% 14.2% 14.2% 11.9% HV 20d 11.6% 10.0% 13.8% 10.0% 12.7% HV 60d 12.0% 11.5% 12.3% 11.8% 12.0% IV Rank 28.6% 9.1% 60.3% 30.6% 34.2% IV Percentile 55.3% 5.6% 98.8% 90.9% 71.4% Term Structure -0.7% -15.0% 12.0% -9.1% 2.0% Skew 25d 33.2% -16.5% 55.0% 55.0% 47.0% Skew 10d 25.3% -24.4% 54.7% 54.7% 37.4% Call IV 25d 22.8% 5.6% 33.9% 33.9% 26.5% Put IV 25d 56.0% 11.6% 89.0% 89.0% 73.6% Bid-Ask Spread % 155.27 98.86 166.65 166.65 164.88 Gamma HHI 0.61 0.42 0.79 0.45 0.76 Net GEX 1.9K 1.3K 2.7K 2.7K 1.4K Net DEX -19.4K -27.1K -11.4K -24.6K -11.5K Net VEX -91 -115 -67 -115 -67 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 15 13 17 17 13
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 2023-09-01 $45.41 $48.00 49.5% 14.2% 10.0% 30.6% 0.0% 55.0% -9.1% 2.7K -24.6K -115 0.00 166.65 0 0 17 0 2023-09-05 $44.95 $47.00 54.8% 8.1% 10.6% 34.9% 0.0% 28.8% 1.8% 2.2K -23.4K -109 0.00 164.34 0 0 17 0 2023-09-06 $44.34 $47.00 61.9% 8.7% 11.4% 40.7% 0.0% 27.2% -2.8% 2.3K -16.1K -88 0.00 165.10 0 0 17 0 2023-09-07 $44.64 $47.00 59.0% 4.2% 11.2% 38.3% 0.0% 28.9% 1.7% 2.1K -19.1K -95 0.00 149.37 0 0 17 0 2023-09-08 $44.84 $47.00 64.5% 9.5% 11.4% 42.9% 0.0% 24.9% -15.0% 2.0K -22.6K -104 0.00 151.06 0 0 17 0 2023-09-11 $45.05 $47.00 85.8% 6.2% 11.6% 60.3% 0.0% 30.2% -2.3% 2.4K -21.9K -98 0.00 163.08 0 0 17 0 2023-09-12 $45.28 $47.00 23.3% 3.7% 11.6% 9.1% 0.0% 37.3% -2.4% 2.3K -18.8K -92 0.00 98.86 0 0 17 0 2023-09-13 $45.16 $47.00 29.0% 8.3% 10.9% 13.8% 0.0% 30.1% 0.6% 2.4K -23.5K -95 0.00 158.70 0 0 17 0 2023-09-14 $45.69 $47.00 29.2% 8.4% 11.7% 13.9% 0.0% 34.8% -2.2% 2.6K -27.1K -104 0.00 148.91 0 0 17 0 2023-09-15 $45.77 $47.00 30.0% 8.6% 11.2% 14.6% 0.0% 32.1% 1.6% 1.7K -21.8K -98 0.00 157.91 0 0 17 0 2023-09-18 $45.53 $47.00 30.5% 8.8% 11.4% 15.0% 0.0% 38.5% 3.0% 1.5K -21.9K -94 0.00 162.92 0 0 13 0 2023-09-19 $45.53 $47.00 32.9% 9.4% 11.3% 24.2% 0.0% 38.4% 2.0% 1.6K -23.3K -99 0.00 161.50 0 0 13 0 2023-09-20 $45.58 $47.00 32.2% 9.2% 11.1% 23.4% 0.0% 35.2% 1.3% 2.0K -22.0K -99 0.00 159.77 0 0 13 0 2023-09-21 $44.94 $47.00 35.1% 10.1% 11.9% 26.7% 0.0% 36.7% -0.9% 1.4K -22.4K -98 0.00 162.52 0 0 13 0 2023-09-22 $44.89 $47.00 38.2% 11.0% 11.8% 30.4% 0.0% 35.2% -1.3% 1.7K -14.0K -77 0.00 158.23 0 0 13 0 2023-09-25 $44.75 $47.00 34.2% 9.8% 11.6% 25.7% 0.0% 32.8% 1.5% 1.3K -16.7K -82 0.00 130.31 0 0 13 0 2023-09-26 $43.78 $47.00 37.9% 10.9% 13.8% 30.0% 0.0% 40.7% 1.1% 1.6K -14.0K -76 0.00 161.10 0 0 13 0 2023-09-27 $43.53 $47.00 35.9% 10.3% 12.8% 27.7% 0.0% 46.5% 12.0% 1.5K -12.2K -70 0.00 156.70 0 0 13 0 2023-09-28 $43.47 $47.00 43.1% 12.3% 12.8% 36.0% 0.0% -16.5% -5.8% 1.5K -11.4K -69 0.00 163.40 0 0 13 0 2023-09-29 $43.23 $47.00 41.5% 11.9% 12.7% 34.2% 0.0% 47.0% 2.0% 1.4K -11.5K -67 0.00 164.88 0 0 13 0
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