IGF Options History — October 2023 In October 2023, IGF traded between $41.25 and $43.16. ATM implied volatility averaged 56.6%, placing in the 51.7% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 39.1% (HV 20d: 17.5%). Max pain ranged from $46.00 to $47.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-10-09 : Highest Volume — 10 contracts2023-10-10 : Largest IV spike — 229.3% change2023-10-06 : Highest IV Rank — 89.6%2023-10-30 : Largest Expected Move — 23.9%Monthly Statistics Metric Avg Min Max Open Close Price $42.06 $41.25 $43.16 $41.95 $42.08 Max Pain $46.33 $46.00 $47.00 $47.00 $46.00 ATM IV 56.6% 16.8% 89.0% 44.8% 46.3% Expected Move 15.9% 9.3% 23.9% 12.8% 13.3% HV 20d 17.5% 15.4% 19.1% 16.0% 15.4% HV 60d 13.8% 12.8% 14.3% 13.2% 14.3% IV Rank 51.7% 5.4% 89.6% 38.1% 39.8% IV Percentile 80.0% 2.0% 99.2% 81.3% 80.2% Term Structure -1.1% -33.6% 18.2% -5.7% -6.1% VWIV 24.0% 24.0% 24.0% 24.0% 24.0% Skew 25d 8.8% -34.9% 57.1% 44.4% -3.3% Skew 10d 0.5% -48.4% 69.8% 32.8% -25.6% Call IV 25d 28.2% 13.5% 41.1% 35.5% 19.2% Put IV 25d 37.0% 0.9% 87.2% 79.8% 15.9% Bid-Ask Spread % 158.75 143.63 169.83 156.38 164.25 Gamma HHI 0.73 0.50 1.00 0.77 0.73 Net GEX 2.1K 445 9.1K 1.1K 764 Net DEX -16.9K -36.7K -4.0K -6.6K -7.1K Net VEX -52 -81 -29 -45 -42 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 0.5 0 10 0 0 Total OI 15.455 7 23 13 8
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 2023-10-02 $41.95 $47.00 44.8% 12.8% 16.0% 38.1% 0.0% 44.4% -5.7% 1.1K -6.6K -45 0.00 156.38 0 0 13 0 2023-10-03 $41.55 $47.00 38.9% 11.2% 15.9% 31.2% 0.0% 57.1% 18.2% 966 -6.5K -43 0.00 154.82 0 0 13 0 2023-10-04 $41.70 $47.00 43.3% 12.4% 15.7% 36.3% 0.0% 14.3% -2.9% 847 -8.1K -52 0.00 150.44 0 0 13 0 2023-10-05 $41.25 $0.00 49.7% 10.5% 15.5% 43.7% 0.0% 16.1% -11.9% 790 -6.2K -44 0.00 143.63 0 0 13 0 2023-10-06 $41.75 $0.00 89.0% 15.6% 16.3% 89.6% 0.0% 23.8% 1.4% 840 -11.3K -54 0.00 160.01 0 0 13 0 2023-10-09 $41.95 $0.00 16.8% 9.4% 16.3% 5.4% 0.0% 2.2% 3.9% 445 -5.8K -40 0.00 160.32 10 0 13 0 2023-10-10 $42.77 $0.00 55.2% 17.0% 18.0% 50.2% 0.0% -3.2% 11.0% 3.3K -34.3K -73 0.00 156.10 0 0 23 0 2023-10-11 $43.16 $0.00 59.4% 17.0% 18.5% 55.1% 0.0% 4.7% -22.4% 3.1K -36.7K -70 0.00 162.75 0 0 23 0 2023-10-12 $42.49 $0.00 35.4% 10.1% 18.3% 27.1% 0.0% 29.5% 11.7% 3.1K -34.9K -81 0.00 162.72 0 0 23 0 2023-10-13 $42.53 $0.00 32.3% 9.3% 18.3% 23.5% 0.0% 35.8% 5.5% 3.0K -32.2K -68 0.00 169.83 0 0 23 0 2023-10-16 $42.97 $0.00 65.1% 18.7% 18.9% 61.6% 0.0% 26.1% -2.0% 3.4K -35.2K -59 0.00 154.19 0 0 23 0 2023-10-17 $42.80 $0.00 67.1% 19.2% 18.9% 64.0% 0.0% -17.4% -33.6% 4.4K -33.7K -50 0.00 152.10 0 0 23 0 2023-10-18 $42.23 $0.00 63.7% 18.3% 19.1% 60.1% 0.0% 3.7% 4.6% 6.6K -29.4K -47 0.00 149.23 0 0 23 0 2023-10-19 $41.98 $0.00 37.4% 10.7% 18.8% 29.4% 0.0% 43.9% -3.8% 9.1K -26.3K -45 0.00 168.14 0 0 23 0 2023-10-20 $41.68 $0.00 71.4% 20.5% 18.8% 69.0% 0.0% -23.8% -8.2% 1.0K -8.2K -49 0.00 160.23 0 0 23 0 2023-10-23 $41.61 $0.00 70.0% 20.1% 18.8% 67.4% 24.0% -31.1% -7.5% 495 -8.9K -51 0.00 156.75 1 0 7 0 2023-10-24 $41.89 $46.00 75.9% 21.8% 17.8% 74.3% 0.0% -24.1% -1.7% 635 -8.8K -50 0.00 162.09 0 0 8 0 2023-10-25 $41.86 $46.00 76.0% 21.8% 17.8% 74.4% 0.0% -7.7% 2.5% 599 -9.1K -52 0.00 163.73 0 0 8 0 2023-10-26 $41.84 $46.00 77.5% 22.2% 17.8% 76.2% 0.0% -34.9% -3.0% 588 -9.9K -53 0.00 163.21 0 0 8 0 2023-10-27 $41.32 $46.00 45.7% 13.1% 18.2% 39.1% 0.0% 44.1% 13.2% 448 -4.0K -29 0.00 164.73 0 0 8 0 2023-10-30 $41.89 $46.00 83.4% 23.9% 15.8% 82.9% 0.0% -6.5% 13.3% 524 -7.8K -44 0.00 156.74 0 0 8 0 2023-10-31 $42.08 $46.00 46.3% 13.3% 15.4% 39.8% 0.0% -3.3% -6.1% 764 -7.1K -42 0.00 164.25 0 0 8 0
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