IGF Options History — January 2024 In January 2024, IGF traded between $45.00 and $47.27. ATM implied volatility averaged 19.6%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 5.0% (HV 20d: 14.6%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-12 : Highest Volume — 2 contracts2024-01-08 : Largest IV spike — 66.5% change2024-01-02 : Highest IV Rank — 35.9%2024-01-02 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $46.08 $45.00 $47.27 $46.95 $45.41 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 19.6% 11.2% 41.2% 41.2% 24.7% Expected Move 5.5% 4.1% 11.8% 11.8% 7.1% HV 20d 14.6% 10.4% 17.9% 17.6% 11.1% HV 60d 15.7% 14.4% 16.2% 16.2% 14.4% IV Rank 11.6% 2.0% 35.9% 35.9% 17.2% IV Percentile 10.8% 2.8% 61.5% 61.5% 16.3% Term Structure -4.7% -15.0% 2.6% -12.1% -10.4% VWIV 11.0% 11.0% 11.0% 11.0% 11.0% Skew 25d -0.3% -16.8% 7.9% -16.8% -3.1% Skew 10d -3.3% -19.8% 13.3% -1.7% -19.8% Call IV 25d 22.0% 13.8% 29.8% 29.8% 28.3% Put IV 25d 21.7% 13.0% 28.5% 13.0% 25.2% Bid-Ask Spread % 161.62 142.26 174.64 151.46 160.02 Gamma HHI 0.69 0.66 0.73 0.67 0.73 Net GEX 11.1K 7.6K 13.8K 12.1K 10.6K Net DEX -69.2K -96.7K -43.0K -95.1K -44.3K Net VEX -365 -454 -267 -447 -281 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 0.095 0 2 0 0 Total OI 46.143 45 47 45 47
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 2024-01-02 $46.95 $0.00 41.2% 11.8% 17.6% 35.9% 0.0% -16.8% -12.1% 12.1K -95.1K -447 0.00 151.46 0 0 45 0 2024-01-03 $46.85 $0.00 22.9% 6.6% 17.5% 15.3% 0.0% 1.0% -4.0% 12.0K -92.0K -447 0.00 142.26 0 0 45 0 2024-01-04 $46.95 $0.00 22.7% 5.3% 17.4% 15.0% 0.0% 1.4% -5.3% 11.0K -96.1K -454 0.00 167.13 0 0 45 0 2024-01-05 $46.99 $0.00 11.2% 5.8% 17.2% 2.0% 0.0% 1.4% -7.2% 12.9K -94.4K -443 0.00 158.48 0 0 45 0 2024-01-08 $47.27 $0.00 18.6% 4.7% 17.3% 10.4% 0.0% 1.4% -3.3% 12.7K -91.8K -435 0.00 167.44 0 0 45 0 2024-01-09 $46.97 $0.00 26.6% 5.0% 17.5% 19.4% 0.0% 1.0% -2.6% 13.7K -91.9K -432 0.00 174.17 0 0 45 0 2024-01-10 $47.13 $0.00 17.1% 4.9% 17.5% 8.7% 0.0% 1.3% -2.0% 13.8K -96.7K -431 0.00 174.64 0 0 45 0 2024-01-11 $46.66 $0.00 16.8% 4.8% 17.9% 8.3% 0.0% 0.2% -4.5% 9.3K -91.1K -426 0.00 165.94 0 0 45 0 2024-01-12 $46.91 $0.00 17.8% 5.1% 15.8% 9.5% 11.0% 5.4% -3.6% 13.5K -95.6K -431 0.00 169.31 2 0 45 0 2024-01-16 $45.97 $48.00 15.1% 4.3% 16.4% 6.5% 0.0% 1.6% -3.8% 10.1K -74.4K -397 0.00 163.56 0 0 47 0 2024-01-17 $45.38 $48.00 19.7% 5.6% 16.2% 11.6% 0.0% 1.9% -2.8% 10.4K -49.4K -311 0.00 166.78 0 0 47 0 2024-01-18 $45.25 $48.00 17.6% 5.0% 16.0% 9.3% 0.0% 1.1% -3.1% 9.6K -47.0K -297 0.00 164.99 0 0 47 0 2024-01-19 $45.34 $48.00 17.2% 4.9% 15.5% 8.8% 0.0% -0.2% -15.0% 10.0K -50.9K -331 0.00 163.81 0 0 47 0 2024-01-22 $45.13 $48.00 16.6% 4.8% 11.1% 8.2% 0.0% -4.5% -4.2% 9.9K -47.4K -306 0.00 162.81 0 0 47 0 2024-01-23 $45.02 $48.00 14.3% 4.1% 10.6% 5.6% 0.0% -2.9% 2.6% 7.6K -57.8K -345 0.00 150.61 0 0 47 0 2024-01-24 $45.00 $48.00 18.8% 5.4% 10.4% 10.6% 0.0% -9.7% -1.9% 8.5K -52.7K -313 0.00 157.84 0 0 47 0 2024-01-25 $45.41 $48.00 20.7% 5.9% 10.8% 12.8% 0.0% 7.9% -4.8% 10.9K -43.0K -271 0.00 156.84 0 0 47 0 2024-01-26 $45.64 $48.00 14.1% 4.1% 11.1% 5.4% 0.0% 1.7% -6.3% 11.6K -50.1K -319 0.00 155.08 0 0 47 0 2024-01-29 $45.70 $48.00 16.4% 4.7% 11.1% 7.9% 0.0% 3.9% 1.4% 11.8K -47.8K -282 0.00 158.68 0 0 47 0 2024-01-30 $45.66 $48.00 22.4% 6.4% 11.0% 14.7% 0.0% 0.6% -5.4% 11.0K -44.6K -267 0.00 162.12 0 0 47 0 2024-01-31 $45.41 $48.00 24.7% 7.1% 11.1% 17.2% 0.0% -3.1% -10.4% 10.6K -44.3K -281 0.00 160.02 0 0 47 0
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