IGF Options History — August 2024

Name: IGF Options Analytics - August 2024
Creator: Options Analysis Suite

In August 2024, IGF traded between $48.65 and $52.36. ATM implied volatility averaged 25.6%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 12.5% (HV 20d: 13.2%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 6.00.

Notable Days

2024-08-30: Highest Volume — 7 contracts
2024-08-14: Largest IV drop — 63.0% change
2024-08-06: Highest IV Rank — 50.1%
2024-08-06: Largest Expected Move — 8.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.87	$48.65	$52.36	$49.94	$52.36
ATM IV	25.6%	16.5%	51.5%	23.5%	21.4%
Expected Move	5.7%	4.7%	8.7%	6.7%	6.2%
HV 20d	13.2%	10.2%	14.5%	10.2%	13.3%
HV 60d	13.0%	12.0%	13.3%	12.0%	12.9%
IV Rank	20.5%	10.1%	50.1%	18.1%	15.8%
IV Percentile	42.2%	9.9%	88.1%	48.0%	44.0%
Term Structure	-3.4%	-7.9%	-1.7%	-6.9%	-4.8%
VWIV	21.6%	21.6%	21.6%	21.6%	21.6%
Skew 25d	3.4%	-9.2%	23.9%	-9.2%	1.6%
Skew 10d	5.3%	-17.2%	23.9%	-17.2%	5.2%
Call IV 25d	18.9%	8.7%	28.2%	26.1%	21.7%
Put IV 25d	22.3%	16.9%	32.7%	16.9%	23.2%
Bid-Ask Spread %	167.19	156.29	195.52	159.38	160.14
Gamma HHI	0.97	0.80	1.00	1.00	0.80
Net GEX	4.7K	2.6K	7.0K	6.1K	2.6K
Net DEX	-114.2K	-128.3K	-81.8K	-109.9K	-128.3K
Net VEX	-142	-225	-91	-168	-91
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.00	6.00	6.00	6.00	6.00
Total Volume	0.409	0	7	0	7
Total OI	27.273	27	29	27	29

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
2024-08-01	$49.94	$0.00	23.5%	6.7%	10.2%	18.1%	0.0%	-9.2%	-6.9%	6.1K	-109.9K	-168	0.00	159.38	0	0	27	0
2024-08-02	$49.81	$0.00	25.6%	7.3%	10.3%	20.5%	0.0%	1.8%	-7.9%	5.9K	-102.3K	-189	0.00	157.57	0	0	27	0
2024-08-05	$48.65	$0.00	40.2%	7.4%	13.5%	37.2%	0.0%	2.6%	-3.8%	5.6K	-81.8K	-225	0.00	184.19	0	0	27	0
2024-08-06	$49.38	$0.00	51.5%	8.7%	14.5%	50.1%	0.0%	23.9%	-6.1%	7.0K	-100.3K	-190	0.00	195.52	0	0	27	0
2024-08-07	$49.53	$0.00	31.1%	5.2%	14.3%	26.8%	0.0%	3.4%	-2.3%	6.5K	-100.0K	-192	0.00	163.07	0	0	27	0
2024-08-08	$49.88	$0.00	40.2%	6.6%	13.9%	37.2%	0.0%	18.1%	-2.9%	6.1K	-106.2K	-167	0.00	182.93	0	0	27	0
2024-08-09	$50.03	$0.00	31.2%	5.0%	13.5%	26.9%	0.0%	7.8%	-2.2%	6.0K	-110.1K	-163	0.00	166.61	0	0	27	0
2024-08-12	$49.95	$0.00	39.5%	5.1%	12.6%	36.3%	0.0%	7.0%	-2.4%	6.1K	-109.1K	-159	0.00	171.94	0	0	27	0
2024-08-13	$50.59	$0.00	45.3%	4.9%	13.3%	43.0%	0.0%	1.8%	-1.7%	5.0K	-110.9K	-153	0.00	167.75	0	0	27	0
2024-08-14	$50.72	$0.00	16.8%	4.8%	13.3%	10.4%	0.0%	2.1%	-1.8%	4.9K	-112.3K	-152	0.00	169.64	0	0	27	0
2024-08-15	$50.97	$0.00	16.6%	4.8%	13.3%	10.2%	0.0%	1.7%	-2.0%	4.6K	-115.9K	-138	0.00	167.58	0	0	27	0
2024-08-16	$51.17	$0.00	16.9%	4.9%	13.3%	10.6%	0.0%	1.6%	-2.5%	4.4K	-119.4K	-123	0.00	166.77	0	0	27	0
2024-08-19	$51.70	$0.00	16.5%	4.7%	13.3%	10.1%	0.0%	1.8%	-2.3%	3.8K	-123.5K	-109	0.00	165.64	0	0	27	0
2024-08-20	$51.41	$0.00	18.1%	5.2%	13.2%	11.9%	0.0%	0.8%	-2.8%	4.2K	-119.5K	-122	0.00	165.86	0	0	27	0
2024-08-21	$51.63	$0.00	17.0%	4.9%	13.2%	10.7%	0.0%	1.2%	-2.7%	4.0K	-121.7K	-121	0.00	164.36	0	0	27	0
2024-08-22	$51.44	$0.00	19.4%	5.6%	13.1%	13.4%	0.0%	0.4%	-3.0%	4.2K	-119.3K	-121	0.00	163.06	0	0	27	0
2024-08-23	$52.08	$0.00	17.8%	5.1%	13.5%	11.5%	0.0%	1.5%	-3.1%	3.5K	-125.8K	-96	0.00	161.38	0	0	27	0
2024-08-26	$52.17	$0.00	18.8%	5.4%	13.5%	12.7%	0.0%	1.4%	-3.7%	3.3K	-127.5K	-93	0.00	164.18	0	0	27	0
2024-08-27	$51.88	$0.00	18.8%	5.4%	13.8%	12.7%	0.0%	1.2%	-3.0%	3.7K	-124.4K	-104	0.00	160.78	0	2	27	0
2024-08-28	$51.86	$0.00	18.9%	5.4%	13.6%	12.9%	0.0%	1.3%	-3.5%	3.3K	-121.3K	-126	0.00	163.64	0	0	27	2
2024-08-29	$52.03	$0.00	19.1%	5.5%	13.4%	13.1%	0.0%	1.2%	-4.2%	3.1K	-123.1K	-113	0.00	156.29	0	0	27	2
2024-08-30	$52.36	$0.00	21.4%	6.2%	13.3%	15.8%	21.6%	1.6%	-4.8%	2.6K	-128.3K	-91	6.00	160.14	1	6	27	2