IGF Options History — June 2024 In June 2024, IGF traded between $47.67 and $50.17. ATM implied volatility averaged 22.3%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 8.8% (HV 20d: 13.5%). Max pain ranged from $45.00 to $51.00. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-04 : Highest Volume — 175 contracts2024-06-12 : Largest IV drop — 38.5% change2024-06-10 : Highest IV Rank — 25.7%2024-06-05 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $48.74 $47.67 $50.17 $49.94 $47.91 Max Pain $47.00 $45.00 $51.00 $51.00 $47.00 ATM IV 22.3% 17.8% 30.2% 25.3% 21.2% Expected Move 5.8% 5.0% 7.3% 7.2% 6.1% HV 20d 13.5% 10.6% 15.5% 11.1% 14.4% HV 60d 12.2% 11.0% 12.9% 11.0% 12.9% IV Rank 16.7% 11.6% 25.7% 20.1% 15.5% IV Percentile 32.5% 14.3% 52.4% 42.5% 33.7% Term Structure -5.1% -8.7% -3.4% -8.0% -4.9% VWIV 13.8% 11.3% 16.4% 11.3% 16.4% Skew 25d -1.5% -13.6% 1.5% -13.6% 0.9% Skew 10d -2.2% -15.1% 1.7% -12.2% -9.4% Call IV 25d 22.1% 18.9% 29.1% 27.5% 24.2% Put IV 25d 20.6% 10.9% 25.7% 13.9% 25.1% Bid-Ask Spread % 153.38 149.22 159.28 159.28 149.22 Gamma HHI 0.42 0.26 0.62 0.58 0.62 Net GEX -1.4K -12.1K 8.2K 7.0K 8.2K Net DEX -105.7K -234.3K 843 -234.3K -81.9K Net VEX -376 -488 -301 -339 -314 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 9.737 0 175 10 0 Total OI 162.474 35 248 63 35
Daily Data (19 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 2024-06-03 $49.94 $51.00 25.3% 7.2% 11.1% 20.1% 11.3% -13.6% -8.0% 7.0K -234.3K -339 0.00 159.28 0 10 60 3 2024-06-04 $50.05 $48.00 25.4% 7.3% 11.1% 20.3% 16.4% -2.5% -8.5% 2.7K -227.7K -348 0.00 158.55 0 175 60 13 2024-06-05 $50.17 $48.00 25.6% 7.3% 10.9% 20.5% 0.0% -3.3% -8.7% 887 -232.3K -342 0.00 157.67 0 0 60 188 2024-06-06 $50.16 $45.00 26.1% 5.0% 10.6% 21.1% 0.0% -0.5% -3.5% 753 -231.5K -340 0.00 153.14 0 0 60 188 2024-06-07 $49.53 $45.00 28.4% 5.3% 10.8% 23.7% 0.0% -1.1% -4.0% -2.2K -206.7K -390 0.00 154.03 0 0 60 188 2024-06-10 $49.69 $45.00 30.2% 5.3% 10.8% 25.7% 0.0% -0.4% -3.9% -1.5K -217.3K -355 0.00 151.28 0 0 60 188 2024-06-11 $48.34 $47.00 28.9% 5.2% 14.5% 24.3% 0.0% 1.3% -5.5% -8.3K -32.9K -488 0.00 154.12 0 0 35 188 2024-06-12 $48.41 $47.00 17.8% 5.1% 14.4% 11.6% 0.0% 1.0% -5.6% -7.8K -38.3K -474 0.00 153.33 0 0 35 188 2024-06-13 $48.44 $47.00 18.0% 5.2% 14.0% 11.9% 0.0% 1.4% -5.8% -7.4K -40.8K -455 0.00 152.56 0 0 35 188 2024-06-14 $47.94 $47.00 18.1% 5.2% 14.3% 11.9% 0.0% 1.3% -5.2% -10.4K -14.3K -482 0.00 153.30 0 0 35 188 2024-06-17 $47.67 $47.00 18.8% 5.4% 14.3% 12.7% 0.0% 0.9% -5.7% -12.1K 843 -459 0.00 155.06 0 0 35 188 2024-06-18 $48.10 $47.00 18.9% 5.4% 14.9% 12.9% 0.0% 1.5% -5.3% -8.9K -26.4K -409 0.00 153.21 0 0 35 188 2024-06-20 $48.32 $47.00 19.7% 5.7% 15.0% 13.8% 0.0% 1.3% -3.6% -7.2K -40.0K -366 0.00 153.31 0 0 35 188 2024-06-21 $48.14 $47.00 19.5% 5.6% 14.9% 13.5% 0.0% 0.4% -3.4% -10.7K -22.9K -336 0.00 152.40 0 0 35 188 2024-06-24 $48.73 $47.00 19.3% 5.5% 15.2% 13.3% 0.0% -10.9% -3.6% 6.8K -98.1K -301 0.00 152.97 0 0 32 3 2024-06-25 $48.50 $47.00 21.6% 6.2% 15.2% 15.9% 0.0% 0.7% -5.5% 7.2K -93.7K -308 0.00 149.91 0 0 32 3 2024-06-26 $48.02 $47.00 20.8% 6.0% 15.5% 15.0% 0.0% 0.8% -3.5% 7.8K -85.6K -315 0.00 150.97 0 0 32 3 2024-06-27 $48.06 $47.00 20.4% 5.9% 15.1% 14.6% 0.0% -8.2% -3.6% 7.8K -84.9K -314 0.00 149.92 0 0 32 3 2024-06-28 $47.91 $47.00 21.2% 6.1% 14.4% 15.5% 0.0% 0.9% -4.9% 8.2K -81.9K -314 0.00 149.22 0 0 32 3
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