IGF Options History — November 2024 In November 2024, IGF traded between $53.06 and $55.69. ATM implied volatility averaged 30.7%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 18.3% (HV 20d: 12.4%). Max pain ranged from $54.00 to $54.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-15 : Highest Volume — 2 contracts2024-11-11 : Largest IV spike — 64.9% change2024-11-12 : Highest IV Rank — 48.2%2024-11-26 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $54.31 $53.06 $55.69 $53.06 $55.69 Max Pain $54.00 $54.00 $54.00 $54.00 $54.00 ATM IV 30.7% 23.5% 49.9% 23.5% 30.8% Expected Move 8.0% 6.7% 9.7% 6.7% 8.8% HV 20d 12.4% 11.2% 13.5% 11.6% 11.4% HV 60d 10.4% 10.1% 10.6% 10.1% 10.3% IV Rank 26.3% 18.1% 48.2% 18.1% 26.4% IV Percentile 84.0% 66.7% 95.2% 66.7% 86.5% Term Structure -5.7% -11.2% -3.1% -4.7% -6.4% VWIV 23.8% 23.8% 23.8% 23.8% 23.8% Skew 25d 22.5% -11.3% 41.1% 0.5% 33.5% Skew 10d 30.8% -1.2% 45.6% 0.1% 42.1% Call IV 25d 19.3% 10.7% 27.8% 27.8% 27.1% Put IV 25d 41.8% 10.6% 60.6% 28.4% 60.6% Bid-Ask Spread % 194.89 179.07 199.40 179.07 195.78 Gamma HHI 0.36 0.28 0.44 0.29 0.36 Net GEX 1.4K 484 2.3K 666 592 Net DEX -10.8K -15.1K -6.7K -6.7K -9.6K Net VEX -61 -98 -44 -96 -67 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 2 1 0 Total OI 10.9 9 12 11 9
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 2024-11-01 $53.06 $54.00 23.5% 6.7% 11.6% 18.1% 23.8% 0.5% -4.7% 666 -6.7K -96 0.00 179.07 1 0 7 4 2024-11-04 $53.06 $0.00 27.2% 7.1% 11.2% 22.3% 0.0% 2.3% -3.6% 1.8K -6.8K -96 0.00 186.51 0 0 8 4 2024-11-05 $53.78 $0.00 26.3% 6.9% 12.3% 21.3% 0.0% 27.6% -3.5% 1.2K -12.1K -98 0.00 193.30 0 0 8 4 2024-11-06 $53.58 $0.00 30.3% 6.7% 12.3% 25.9% 0.0% 24.4% -3.1% 1.6K -12.7K -53 0.00 193.10 0 0 8 4 2024-11-07 $54.06 $0.00 26.2% 7.1% 12.7% 21.2% 0.0% 32.8% -3.4% 2.2K -14.5K -56 0.00 196.47 0 0 8 4 2024-11-08 $54.11 $0.00 26.7% 7.2% 12.5% 21.8% 0.0% 33.6% -3.7% 2.2K -14.4K -55 0.00 196.49 0 0 8 4 2024-11-11 $54.28 $0.00 44.0% 7.9% 12.3% 41.6% 0.0% 32.0% -4.0% 2.3K -15.1K -53 0.00 196.84 0 0 8 4 2024-11-12 $53.60 $0.00 49.9% 7.2% 13.0% 48.2% 0.0% 2.7% -3.8% 1.9K -12.4K -47 0.00 194.05 0 0 8 4 2024-11-13 $53.36 $0.00 29.7% 8.5% 12.3% 25.2% 0.0% 24.2% -5.2% 1.2K -11.6K -45 0.00 193.42 0 0 8 4 2024-11-14 $53.36 $0.00 29.7% 8.5% 12.3% 25.2% 0.0% -11.3% -5.2% 717 -10.3K -55 0.00 193.32 0 0 8 4 2024-11-15 $53.81 $0.00 26.3% 7.5% 12.6% 21.2% 0.0% 26.5% -4.1% 1.6K -11.2K -60 0.00 193.78 2 0 8 4 2024-11-18 $54.33 $0.00 30.1% 8.6% 12.7% 25.7% 0.0% 35.7% -7.9% 484 -8.3K -53 0.00 195.39 0 0 6 4 2024-11-19 $54.83 $0.00 27.2% 7.8% 13.2% 22.3% 0.0% 34.1% -4.9% 1.4K -9.7K -47 0.00 196.72 0 0 6 4 2024-11-20 $54.70 $0.00 27.2% 7.8% 13.1% 22.3% 0.0% 33.0% -4.7% 1.1K -9.6K -48 0.00 197.19 0 0 6 4 2024-11-21 $55.22 $0.00 30.7% 8.8% 13.5% 26.3% 0.0% 41.1% -8.4% 1.8K -11.7K -52 0.00 199.06 0 0 6 4 2024-11-22 $55.25 $0.00 31.4% 9.0% 13.0% 27.2% 0.0% 27.6% -9.4% 2.1K -10.0K -44 0.00 199.40 1 0 6 4 2024-11-25 $55.22 $0.00 32.6% 9.3% 12.6% 28.5% 0.0% 30.3% -10.4% 2.0K -11.4K -50 0.00 199.39 1 0 6 4 2024-11-26 $55.32 $0.00 33.7% 9.7% 11.4% 29.7% 0.0% 7.5% -11.2% 594 -8.4K -69 0.00 199.38 0 0 5 4 2024-11-27 $55.61 $0.00 29.7% 8.5% 11.4% 25.2% 0.0% 11.0% -6.1% 636 -9.5K -67 0.00 199.19 0 0 5 4 2024-11-29 $55.69 $0.00 30.8% 8.8% 11.4% 26.4% 0.0% 33.5% -6.4% 592 -9.6K -67 0.00 195.78 0 0 5 4
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