IGF Options History — March 2024 In March 2024, IGF traded between $45.53 and $47.72. ATM implied volatility averaged 24.2%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 13.6% (HV 20d: 10.5%). 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 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-12 : Highest Volume — 5 contracts2024-03-13 : Largest IV drop — 67.7% change2024-03-12 : Highest IV Rank — 48.0%2024-03-01 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $46.52 $45.53 $47.72 $45.53 $47.72 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 24.2% 7.7% 51.9% 25.1% 7.7% Expected Move 5.2% 2.2% 7.2% 7.2% 2.2% HV 20d 10.5% 8.2% 13.3% 13.3% 8.5% HV 60d 12.8% 11.1% 14.4% 14.2% 11.4% IV Rank 16.9% 0.0% 48.0% 17.7% 0.0% IV Percentile 25.8% 0.0% 87.3% 24.2% 0.0% Term Structure -2.6% -7.7% 6.3% -7.7% 6.3% Skew 25d 7.2% 1.0% 12.4% 1.0% 2.0% Skew 10d 0.6% -12.5% 10.9% 2.9% 1.2% Call IV 25d 12.4% 7.1% 29.5% 29.5% 16.2% Put IV 25d 19.6% 17.0% 30.5% 30.5% 18.2% Bid-Ask Spread % 150.98 144.66 170.41 170.41 144.66 Gamma HHI 0.57 0.49 0.63 0.52 0.62 Net GEX 29.3K 19.9K 47.8K 20.0K 47.8K Net DEX -188.8K -261.6K -158.2K -159.4K -261.6K Net VEX -870 -938 -834 -896 -864 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 0.25 0 5 0 0 Total OI 104.1 102 107 102 105
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 2024-03-01 $45.53 $48.00 25.1% 7.2% 13.3% 17.7% 0.0% 1.0% -7.7% 20.0K -159.4K -896 0.00 170.41 0 0 102 0 2024-03-04 $45.61 $48.00 27.9% 4.6% 13.1% 20.9% 0.0% 12.4% -1.7% 20.2K -162.1K -894 0.00 156.22 0 0 102 0 2024-03-05 $45.56 $48.00 26.4% 4.7% 12.7% 19.2% 0.0% 11.8% -1.5% 19.9K -160.0K -875 0.00 155.15 0 0 102 0 2024-03-06 $46.09 $48.00 28.2% 4.9% 13.2% 21.2% 0.0% 5.3% -2.1% 23.7K -158.2K -836 0.00 153.02 0 0 102 0 2024-03-07 $46.41 $48.00 32.4% 5.2% 13.2% 26.0% 0.0% 6.9% -2.6% 26.3K -178.3K -876 0.00 150.59 0 0 102 0 2024-03-08 $46.42 $48.00 34.2% 5.1% 12.6% 27.9% 0.0% 6.7% -2.8% 26.8K -176.2K -870 0.00 150.13 0 0 102 0 2024-03-11 $46.50 $48.00 44.9% 5.4% 12.4% 40.1% 0.0% 7.7% -3.6% 27.3K -178.3K -854 0.00 149.71 0 0 102 0 2024-03-12 $46.48 $48.00 51.9% 5.2% 12.3% 48.0% 0.0% 7.0% -3.9% 27.7K -172.1K -834 0.00 149.35 5 0 102 0 2024-03-13 $46.78 $48.00 16.7% 4.8% 9.1% 8.3% 0.0% 8.3% -1.9% 32.0K -201.8K -917 0.00 149.81 0 0 107 0 2024-03-14 $46.28 $48.00 18.7% 5.4% 10.3% 10.5% 0.0% 3.4% -2.8% 24.0K -199.2K -938 0.00 154.04 0 0 107 0 2024-03-15 $46.36 $48.00 18.7% 5.4% 9.0% 10.8% 0.0% 6.0% -2.7% 27.3K -172.7K -856 0.00 148.90 0 0 107 0 2024-03-18 $46.36 $48.00 19.1% 5.5% 9.0% 11.3% 0.0% 6.2% -2.6% 26.6K -170.9K -844 0.00 150.31 0 0 105 0 2024-03-19 $46.41 $48.00 19.4% 5.6% 9.0% 11.6% 0.0% 5.6% -2.7% 23.9K -202.7K -917 0.00 148.32 0 0 105 0 2024-03-20 $46.89 $48.00 18.1% 5.2% 9.2% 10.2% 0.0% 9.6% -3.1% 33.0K -200.4K -877 0.00 150.23 0 0 105 0 2024-03-21 $46.86 $48.00 17.7% 5.1% 9.2% 9.7% 0.0% 9.2% -2.3% 33.0K -194.6K -857 0.00 145.22 0 0 105 0 2024-03-22 $46.78 $48.00 18.0% 5.2% 9.2% 10.1% 0.0% 9.0% -2.8% 32.0K -187.4K -852 0.00 149.86 0 0 105 0 2024-03-25 $47.03 $48.00 19.1% 5.5% 8.2% 11.3% 0.0% 10.1% -3.4% 35.7K -204.4K -837 0.00 150.15 0 0 105 0 2024-03-26 $46.95 $48.00 18.9% 5.4% 8.2% 11.1% 0.0% 10.1% -3.3% 34.4K -197.5K -840 0.00 146.29 0 0 105 0 2024-03-27 $47.48 $48.00 20.4% 5.9% 8.6% 12.9% 0.0% 5.7% -4.5% 44.0K -238.9K -856 0.00 147.31 0 0 105 0 2024-03-28 $47.72 $48.00 7.7% 2.2% 8.5% 0.0% 0.0% 2.0% 6.3% 47.8K -261.6K -864 0.00 144.66 0 0 105 0
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