IGF Options History — November 2023 In November 2023, IGF traded between $42.67 and $46.09. ATM implied volatility averaged 32.7%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 15.8% (HV 20d: 16.9%). Max pain ranged from $39.00 to $46.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-02 : Highest Volume — 40 contracts2023-11-27 : Largest IV spike — 141.0% change2023-11-30 : Highest IV Rank — 79.9%2023-11-30 : Largest Expected Move — 23.0%Monthly Statistics Metric Avg Min Max Open Close Price $44.66 $42.67 $46.09 $42.67 $46.09 Max Pain $39.33 $39.00 $46.00 $46.00 $39.00 ATM IV 32.7% 9.4% 80.2% 45.1% 80.2% Expected Move 8.5% 2.7% 23.0% 12.9% 23.0% HV 20d 16.9% 15.7% 18.6% 16.1% 15.7% HV 60d 16.2% 14.6% 16.8% 14.6% 16.2% IV Rank 25.5% 0.0% 79.9% 38.3% 79.9% IV Percentile 40.7% 0.0% 98.0% 76.6% 98.0% Term Structure 5.6% -11.8% 25.3% -4.8% 1.9% VWIV 19.9% 14.8% 24.9% 24.9% 14.8% Skew 25d 19.0% -19.2% 77.0% 54.5% 37.9% Skew 10d 18.0% -15.7% 61.7% 61.7% -9.9% Call IV 25d 20.8% 5.2% 41.4% 41.4% 32.6% Put IV 25d 39.8% 7.0% 96.8% 95.9% 70.5% Bid-Ask Spread % 148.58 91.99 167.96 167.96 153.12 Gamma HHI 0.36 0.24 0.74 0.74 0.34 Net GEX 8.3K 372 15.5K 730 6.3K Net DEX -66.1K -110.0K -3.6K -3.6K -87.4K Net VEX -392 -515 -22 -22 -473 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 2.952 0 40 10 0 Total OI 59.714 8 69 8 69
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 P/C Spread % Call Vol Put Vol Call OI Put OI 2023-11-01 $42.67 $46.00 45.1% 12.9% 16.1% 38.3% 0.0% 54.5% -4.8% 730 -3.6K -22 0.00 167.96 0 10 8 0 2023-11-02 $43.80 $39.00 43.0% 8.1% 17.7% 35.9% 0.0% 38.3% 15.0% 372 -3.7K -38 0.00 153.74 40 0 8 10 2023-11-03 $44.34 $39.00 51.0% 11.3% 17.7% 45.3% 0.0% 15.3% -7.9% 4.0K -77.5K -495 0.00 160.42 0 0 48 10 2023-11-06 $44.16 $39.00 41.3% 10.1% 17.9% 34.0% 0.0% 25.4% -11.8% 5.4K -38.6K -356 0.00 163.99 0 0 48 10 2023-11-07 $43.86 $39.00 48.6% 4.7% 17.0% 42.5% 0.0% 26.5% 14.7% 5.3K -45.9K -387 0.00 154.25 0 0 48 10 2023-11-08 $43.66 $39.00 17.6% 5.1% 16.9% 6.4% 0.0% 37.5% 7.8% 4.8K -34.3K -375 0.00 162.04 0 0 48 10 2023-11-09 $43.26 $39.00 31.5% 9.0% 16.2% 22.5% 0.0% 33.1% 1.2% 4.5K -33.8K -362 0.00 157.11 0 0 48 10 2023-11-10 $43.48 $39.00 62.7% 18.0% 16.3% 58.9% 0.0% -19.2% -4.5% 4.3K -21.4K -331 0.00 165.39 0 0 48 10 2023-11-13 $43.47 $39.00 58.3% 16.7% 15.9% 53.7% 24.9% 10.0% -6.9% 5.5K -36.1K -307 0.00 154.55 10 0 48 10 2023-11-14 $44.73 $39.00 9.4% 2.7% 18.6% 0.0% 0.0% 6.3% 18.7% 13.4K -72.8K -445 0.00 135.86 0 0 58 10 2023-11-15 $44.72 $39.00 9.7% 2.8% 17.7% 0.4% 0.0% 77.0% 17.9% 12.6K -79.0K -459 0.00 144.80 0 0 58 10 2023-11-16 $44.75 $39.00 10.6% 3.0% 17.5% 1.4% 0.0% 1.0% 13.0% 13.7K -65.9K -426 0.00 131.74 0 0 58 10 2023-11-17 $45.26 $39.00 10.6% 3.1% 17.2% 1.4% 0.0% 1.0% 14.4% 13.8K -92.8K -483 0.00 120.71 0 0 58 10 2023-11-20 $45.45 $39.00 14.7% 4.2% 17.1% 6.0% 14.8% 28.3% 10.4% 12.6K -88.8K -473 0.00 148.17 2 0 57 10 2023-11-21 $45.36 $39.00 9.7% 2.8% 17.2% 0.4% 0.0% 11.4% 25.3% 12.9K -107.7K -515 0.00 151.51 0 0 59 10 2023-11-22 $45.44 $39.00 10.1% 2.9% 17.2% 0.8% 0.0% 1.4% 8.0% 15.5K -99.2K -487 0.00 150.44 0 0 59 10 2023-11-24 $45.78 $39.00 14.7% 4.2% 17.1% 6.0% 0.0% -0.3% 13.0% 11.9K -92.8K -391 0.00 91.99 0 0 59 10 2023-11-27 $45.78 $39.00 35.4% 10.1% 16.0% 29.4% 0.0% -15.3% 7.8% 8.4K -110.0K -496 0.00 151.42 0 0 59 10 2023-11-28 $46.03 $39.00 41.1% 11.8% 15.7% 35.8% 0.0% 46.5% -4.7% 8.8K -96.0K -444 0.00 151.61 0 0 59 10 2023-11-29 $45.77 $39.00 42.4% 12.2% 16.1% 37.3% 0.0% -17.1% -11.2% 9.3K -100.5K -468 0.00 149.46 0 0 59 10 2023-11-30 $46.09 $39.00 80.2% 23.0% 15.7% 79.9% 0.0% 37.9% 1.9% 6.3K -87.4K -473 0.00 153.12 0 0 59 10
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