IGF Options History — February 2024 In February 2024, IGF traded between $43.97 and $45.80. ATM implied volatility averaged 20.2%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 7.6% (HV 20d: 12.6%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-22 : Highest Volume — 61 contracts2024-02-29 : Largest IV spike — 48.2% change2024-02-05 : Highest IV Rank — 18.3%2024-02-29 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $45.14 $43.97 $45.80 $45.80 $45.64 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 20.2% 14.1% 25.6% 22.5% 24.2% Expected Move 5.3% 3.1% 7.0% 4.0% 7.0% HV 20d 12.6% 11.5% 13.7% 11.7% 13.7% HV 60d 14.2% 13.3% 14.4% 14.3% 14.2% IV Rank 12.2% 5.3% 18.3% 14.8% 16.8% IV Percentile 14.3% 4.0% 22.6% 14.7% 22.6% Term Structure -3.1% -10.3% 6.0% 0.2% -7.0% VWIV 20.8% 16.2% 25.4% 16.2% 25.4% Skew 25d -2.6% -15.8% 1.9% 1.8% -15.8% Skew 10d 0.9% -19.1% 13.4% 6.3% -12.2% Call IV 25d 21.7% 15.5% 28.0% 16.7% 28.0% Put IV 25d 19.1% 7.2% 27.7% 18.5% 12.3% Bid-Ask Spread % 168.72 161.44 173.83 162.17 166.53 Gamma HHI 0.65 0.43 0.85 0.74 0.57 Net GEX 12.5K 6.2K 21.6K 10.5K 20.7K Net DEX -74.2K -154.9K -21.0K -39.3K -140.4K Net VEX -432 -895 -157 -258 -829 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 4.75 0 61 0 0 Total OI 66.05 47 102 47 102
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 2024-02-01 $45.80 $0.00 22.5% 4.0% 11.7% 14.8% 0.0% 1.8% 0.2% 10.5K -39.3K -258 0.00 162.17 0 0 47 0 2024-02-02 $45.45 $0.00 24.9% 5.3% 11.8% 17.5% 0.0% 1.9% 0.8% 11.0K -39.2K -256 0.00 172.38 0 0 47 0 2024-02-05 $45.08 $0.00 25.6% 5.1% 12.0% 18.3% 0.0% 1.3% -1.4% 9.2K -29.9K -205 0.00 173.83 0 0 47 0 2024-02-06 $45.34 $0.00 23.7% 3.1% 12.0% 16.1% 0.0% -0.1% 6.0% 10.2K -29.4K -205 0.00 171.14 0 0 47 0 2024-02-07 $45.14 $0.00 16.7% 4.8% 11.9% 8.3% 0.0% 1.8% -1.8% 8.9K -27.7K -184 0.00 163.57 0 0 47 0 2024-02-08 $44.73 $0.00 15.3% 4.4% 12.0% 6.7% 0.0% -8.4% -10.3% 7.3K -21.0K -164 0.00 169.57 0 0 47 0 2024-02-09 $44.56 $0.00 17.8% 5.1% 11.7% 9.5% 0.0% 0.7% -2.8% 7.4K -40.6K -243 0.00 173.11 5 0 47 0 2024-02-12 $44.89 $0.00 14.1% 4.0% 11.9% 5.3% 0.0% 1.3% 0.1% 7.6K -21.9K -157 0.00 173.59 0 0 47 0 2024-02-13 $43.97 $0.00 18.6% 5.3% 12.0% 10.3% 16.2% -6.5% -3.1% 6.2K -34.8K -210 0.00 169.25 4 0 47 0 2024-02-14 $44.19 $48.00 19.5% 5.6% 11.5% 11.4% 0.0% -4.3% -2.3% 6.8K -36.0K -218 0.00 170.71 0 0 49 0 2024-02-15 $44.89 $48.00 18.3% 5.2% 13.0% 10.0% 0.0% 1.4% -2.3% 8.5K -45.6K -261 0.00 168.12 25 0 49 0 2024-02-16 $44.97 $48.00 18.6% 5.3% 13.0% 10.4% 0.0% 1.2% -2.5% 13.0K -104.3K -547 0.00 168.65 0 0 74 0 2024-02-20 $45.17 $48.00 22.4% 6.4% 13.0% 14.7% 0.0% -0.4% -3.9% 13.2K -107.3K -534 0.00 161.44 0 0 72 0 2024-02-21 $45.53 $48.00 20.7% 5.9% 13.3% 12.7% 0.0% -12.9% -5.0% 14.7K -89.7K -447 0.00 168.30 0 0 72 0 2024-02-22 $45.55 $48.00 18.9% 5.4% 13.2% 10.7% 25.4% -13.0% -2.3% 14.9K -94.1K -459 0.00 167.86 61 0 72 0 2024-02-23 $45.75 $48.00 20.5% 5.9% 13.0% 12.5% 0.0% 1.2% -4.6% 21.6K -149.2K -881 0.00 169.24 0 0 102 0 2024-02-26 $45.25 $48.00 23.1% 6.6% 13.4% 15.4% 0.0% -5.6% -6.1% 18.6K -149.7K -895 0.00 165.44 0 0 102 0 2024-02-27 $45.49 $48.00 21.9% 6.3% 13.6% 14.1% 0.0% 1.1% -8.8% 20.8K -129.0K -807 0.00 169.05 0 0 102 0 2024-02-28 $45.34 $48.00 16.4% 4.7% 13.6% 7.9% 0.0% 0.7% -4.3% 19.1K -154.9K -883 0.00 170.41 0 0 102 0 2024-02-29 $45.64 $48.00 24.2% 7.0% 13.7% 16.8% 0.0% -15.8% -7.0% 20.7K -140.4K -829 0.00 166.53 0 0 102 0
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