IGF Options History — July 2024

In July 2024, IGF traded between $47.92 and $50.23. ATM implied volatility averaged 20.5%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 8.6% (HV 20d: 11.9%). Max pain ranged from $47.00 to $47.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.20.

Notable Days

2024-07-11: Highest Volume — 6 contracts
2024-07-30: Largest IV spike — 34.5% change
2024-07-30: Highest IV Rank — 23.8%
2024-07-30: Largest Expected Move — 8.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$49.40	$47.92	$50.23	$47.92	$50.23
Max Pain	$47.00	$47.00	$47.00	$47.00	$47.00
ATM IV	20.5%	16.6%	28.5%	21.4%	23.5%
Expected Move	5.5%	4.6%	8.2%	6.1%	6.7%
HV 20d	11.9%	10.3%	14.5%	13.6%	10.5%
HV 60d	12.4%	12.0%	13.1%	12.9%	12.0%
IV Rank	14.7%	10.2%	23.8%	15.7%	18.1%
IV Percentile	29.8%	9.9%	59.5%	34.1%	48.0%
Term Structure	-4.8%	-19.5%	-2.0%	-5.5%	-7.4%
Skew 25d	-1.4%	-12.0%	5.7%	0.4%	-11.1%
Skew 10d	1.1%	-12.6%	15.1%	-6.2%	-12.6%
Call IV 25d	21.2%	13.5%	26.1%	25.8%	25.3%
Put IV 25d	19.8%	10.2%	27.2%	26.2%	14.2%
Bid-Ask Spread %	165.05	146.75	172.51	146.75	162.13
Gamma HHI	0.80	0.57	1.00	0.62	1.00
Net GEX	6.3K	4.5K	8.2K	8.2K	5.6K
Net DEX	-101.6K	-117.0K	-81.7K	-81.7K	-113.1K
Net VEX	-221	-308	-157	-308	-157
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.20	0.20	0.20	0.20	0.20
Total Volume	0.273	0	6	0	0
Total OI	30.455	27	35	35	27

Daily Data (22 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
2024-07-01	$47.92	$47.00	21.4%	6.1%	13.6%	15.7%	0.0%	0.4%	-5.5%	8.2K	-81.7K	-308	0.00	146.75	0	0	32	3
2024-07-02	$48.09	$47.00	21.7%	6.2%	13.7%	16.0%	0.0%	0.9%	-5.7%	8.2K	-85.5K	-303	0.00	150.56	0	0	32	3
2024-07-03	$48.66	$47.00	21.6%	6.2%	14.5%	15.9%	0.0%	1.1%	-6.5%	7.4K	-97.1K	-290	0.00	147.21	0	0	32	3
2024-07-05	$48.72	$0.00	22.9%	4.6%	14.5%	17.4%	0.0%	2.3%	-2.0%	7.5K	-98.6K	-280	0.00	171.22	0	0	32	3
2024-07-08	$48.66	$0.00	26.2%	4.6%	14.5%	21.1%	0.0%	0.6%	-2.6%	7.7K	-97.4K	-274	0.00	172.51	0	0	32	3
2024-07-09	$48.80	$0.00	26.3%	4.7%	13.9%	21.3%	0.0%	3.1%	-2.6%	7.5K	-100.5K	-269	0.00	170.63	0	0	32	3
2024-07-10	$49.16	$0.00	17.3%	5.0%	14.1%	11.1%	0.0%	5.7%	-3.9%	7.2K	-109.1K	-252	0.00	171.57	0	0	32	3
2024-07-11	$49.74	$0.00	16.6%	4.7%	10.6%	10.2%	0.0%	0.7%	-2.5%	5.7K	-117.0K	-229	0.20	170.23	5	1	32	3
2024-07-12	$50.22	$0.00	17.3%	4.9%	11.0%	11.0%	0.0%	0.7%	-2.8%	4.5K	-106.8K	-175	0.00	167.36	0	0	27	2
2024-07-15	$49.57	$0.00	17.4%	5.0%	12.2%	11.1%	0.0%	0.2%	-3.2%	5.4K	-95.3K	-217	0.00	165.94	0	0	27	2
2024-07-16	$49.80	$0.00	17.2%	4.9%	11.5%	10.9%	0.0%	1.1%	-2.6%	4.9K	-98.5K	-201	0.00	167.17	0	0	27	2
2024-07-17	$49.78	$0.00	17.7%	5.1%	11.2%	11.5%	0.0%	-6.7%	-4.4%	5.0K	-98.6K	-199	0.00	166.70	0	0	27	2
2024-07-18	$49.59	$0.00	17.8%	5.1%	11.1%	11.6%	0.0%	0.2%	-3.0%	5.2K	-95.1K	-211	0.00	165.87	0	0	27	2
2024-07-19	$49.58	$0.00	18.1%	5.2%	11.0%	11.9%	0.0%	1.1%	-3.3%	5.3K	-93.6K	-213	0.00	167.93	0	0	27	2
2024-07-22	$50.09	$0.00	18.8%	5.4%	11.3%	12.8%	0.0%	1.1%	-3.7%	5.7K	-113.2K	-161	0.00	166.92	0	0	27	0
2024-07-23	$49.78	$0.00	19.1%	5.5%	11.0%	13.0%	0.0%	-8.3%	-4.1%	6.1K	-107.2K	-189	0.00	166.39	0	0	27	0
2024-07-24	$49.67	$0.00	19.2%	5.5%	10.8%	13.2%	0.0%	-12.0%	-4.4%	6.2K	-104.2K	-192	0.00	167.13	0	0	27	0
2024-07-25	$49.41	$0.00	21.6%	6.2%	10.3%	16.0%	0.0%	-3.0%	-5.7%	6.8K	-101.2K	-203	0.00	165.69	0	0	27	0
2024-07-26	$49.75	$0.00	20.1%	5.8%	10.5%	14.2%	0.0%	-10.8%	-4.6%	6.3K	-106.4K	-188	0.00	167.01	0	0	27	0
2024-07-29	$49.72	$0.00	21.2%	6.1%	10.3%	15.4%	0.0%	1.0%	-5.7%	6.5K	-106.3K	-186	0.00	168.30	0	0	27	0
2024-07-30	$49.87	$0.00	28.5%	8.2%	10.3%	23.8%	0.0%	1.4%	-19.5%	6.2K	-108.9K	-171	0.00	165.90	0	0	27	0
2024-07-31	$50.23	$0.00	23.5%	6.7%	10.5%	18.1%	0.0%	-11.1%	-7.4%	5.6K	-113.1K	-157	0.00	162.13	0	0	27	0