IGF Options History — October 2024 In October 2024, IGF traded between $53.70 and $55.30. ATM implied volatility averaged 19.7%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 10.7% (HV 20d: 9.0%). Max pain ranged from $48.00 to $54.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2024-10-16 : Highest Volume — 99 contracts2024-10-09 : Largest IV drop — 40.0% change2024-10-08 : Highest IV Rank — 19.3%2024-10-29 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $54.45 $53.70 $55.30 $54.63 $53.80 Max Pain $53.33 $48.00 $54.00 $48.00 $54.00 ATM IV 19.7% 14.7% 24.5% 21.1% 22.9% Expected Move 5.4% 4.2% 6.8% 6.1% 6.6% HV 20d 9.0% 7.7% 10.8% 8.8% 10.8% HV 60d 10.5% 9.7% 11.0% 10.9% 9.7% IV Rank 13.8% 8.1% 19.3% 15.4% 17.4% IV Percentile 38.2% 7.1% 67.1% 47.6% 64.7% Term Structure -2.7% -9.1% 1.6% -3.7% -5.1% VWIV 12.8% 12.8% 12.8% 12.8% 12.8% Skew 25d -1.5% -14.5% 8.3% 1.8% 1.7% Skew 10d 7.1% -10.3% 17.1% 3.2% -1.4% Call IV 25d 19.2% 11.9% 26.0% 23.1% 26.0% Put IV 25d 17.7% 9.2% 27.6% 24.9% 27.6% Bid-Ask Spread % 170.71 135.31 186.63 135.31 185.51 Gamma HHI 0.28 0.19 0.43 0.40 0.28 Net GEX -292 -18.9K 2.1K 1.4K 731 Net DEX -98.5K -171.9K -9.4K -154.8K -10.4K Net VEX -83 -127 -42 -47 -83 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 4.957 0 99 1 0 Total OI 37.087 11 139 39 11
Daily Data (23 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 2024-10-01 $54.63 $48.00 21.1% 6.1% 8.8% 15.4% 0.0% 1.8% -3.7% 1.4K -154.8K -47 0.00 135.31 1 0 34 5 2024-10-02 $54.55 $48.00 21.2% 6.1% 8.6% 15.5% 0.0% -13.4% -4.7% 1.9K -155.2K -42 0.00 141.94 1 0 35 5 2024-10-03 $54.45 $0.00 20.9% 5.0% 8.7% 15.2% 0.0% 2.7% -2.5% 2.1K -155.8K -48 0.00 170.48 0 0 36 5 2024-10-04 $54.72 $0.00 20.3% 4.5% 7.7% 14.5% 0.0% -4.9% -1.3% 1.9K -159.4K -87 0.00 167.66 5 0 36 5 2024-10-07 $54.23 $0.00 24.3% 4.8% 8.6% 19.0% 0.0% 2.1% -1.3% 1.6K -157.9K -100 0.00 164.94 2 0 36 5 2024-10-08 $53.97 $0.00 24.5% 4.8% 8.9% 19.3% 0.0% -5.4% -1.8% 1.3K -153.0K -88 0.00 172.15 0 0 34 5 2024-10-09 $53.93 $0.00 14.7% 4.2% 8.9% 8.1% 12.8% -1.6% 1.6% 1.7K -151.6K -90 0.00 160.47 1 0 34 5 2024-10-10 $54.02 $54.00 18.8% 5.4% 8.5% 12.7% 0.0% 1.3% -6.1% 1.7K -156.5K -91 0.00 165.14 0 0 35 5 2024-10-11 $54.37 $54.00 16.3% 4.7% 8.4% 9.9% 0.0% 1.9% -0.2% 1.8K -158.9K -91 0.00 164.09 2 0 35 5 2024-10-14 $54.77 $54.00 16.7% 4.8% 8.2% 10.3% 0.0% 3.1% -2.6% 1.2K -161.0K -63 0.00 170.81 1 0 33 5 2024-10-15 $54.73 $54.00 16.8% 4.8% 8.3% 10.4% 0.0% 1.7% -2.9% 1.2K -160.4K -63 0.00 171.52 2 0 33 5 2024-10-16 $55.30 $54.00 17.9% 5.1% 8.7% 11.7% 0.0% 8.3% -3.8% 1.5K -171.9K -89 0.00 162.66 0 99 35 5 2024-10-17 $55.00 $54.00 17.5% 5.0% 9.1% 11.3% 0.0% 5.4% -1.3% -18.9K -123.8K -127 0.00 169.56 0 0 35 104 2024-10-18 $55.26 $54.00 17.7% 5.1% 9.0% 11.5% 0.0% 7.0% -0.9% -16.1K -133.2K -94 0.00 163.71 0 0 35 104 2024-10-21 $54.73 $54.00 17.4% 5.0% 9.1% 11.1% 0.0% -9.5% -0.7% 1.2K -14.8K -86 0.00 170.58 0 0 7 4 2024-10-22 $54.64 $54.00 17.8% 5.1% 9.1% 11.5% 0.0% -11.0% -1.2% 1.1K -14.3K -86 0.00 185.73 0 0 7 4 2024-10-23 $54.42 $54.00 22.4% 6.4% 8.9% 16.9% 0.0% -3.7% -2.8% 1.3K -13.5K -86 0.00 182.06 0 0 7 4 2024-10-24 $54.54 $54.00 18.8% 5.4% 8.9% 12.7% 0.0% 1.1% -2.5% 1.0K -13.7K -86 0.00 186.63 0 0 7 4 2024-10-25 $54.06 $54.00 19.8% 5.7% 9.3% 13.8% 0.0% 1.4% -1.8% 886 -11.6K -85 0.00 182.84 0 0 7 4 2024-10-28 $54.61 $54.00 20.5% 5.9% 9.8% 14.7% 0.0% -10.9% -3.3% 1.3K -14.5K -79 0.00 184.60 0 0 7 4 2024-10-29 $53.86 $54.00 23.7% 6.8% 10.7% 18.3% 0.0% -14.5% -9.1% 818 -9.8K -95 0.00 181.27 0 0 7 4 2024-10-30 $53.70 $54.00 21.6% 6.2% 10.8% 15.9% 0.0% 1.5% -3.7% 755 -9.4K -94 0.00 186.58 0 0 7 4 2024-10-31 $53.80 $54.00 22.9% 6.6% 10.8% 17.4% 0.0% 1.7% -5.1% 731 -10.4K -83 0.00 185.51 0 0 7 4
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