IGF Options History — December 2024

In December 2024, IGF traded between $51.08 and $55.64. ATM implied volatility averaged 28.3%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 14.6% (HV 20d: 13.8%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.20.

Notable Days

2024-12-30: Highest Volume — 14 contracts
2024-12-11: Largest IV drop — 47.3% change
2024-12-09: Highest IV Rank — 48.9%
2024-12-03: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.24	$51.08	$55.64	$54.88	$52.16
Max Pain	$50.00	$50.00	$50.00	$50.00	$50.00
ATM IV	28.3%	17.6%	50.5%	34.5%	21.7%
Expected Move	7.1%	5.0%	12.3%	9.9%	6.2%
HV 20d	13.8%	10.8%	15.8%	11.5%	14.9%
HV 60d	11.9%	10.6%	13.0%	10.6%	12.9%
IV Rank	32.8%	19.1%	48.9%	30.7%	31.7%
IV Percentile	68.0%	18.3%	97.6%	90.5%	55.6%
Term Structure	-5.4%	-13.3%	-1.3%	-7.9%	-5.3%
VWIV	15.7%	10.9%	20.5%	20.5%	10.9%
Skew 25d	6.5%	-13.0%	37.8%	35.5%	0.2%
Skew 10d	12.0%	-11.6%	40.3%	39.4%	10.4%
Call IV 25d	22.4%	10.2%	48.5%	29.4%	25.5%
Put IV 25d	28.9%	8.9%	72.8%	65.0%	25.7%
Bid-Ask Spread %	177.15	149.90	198.03	194.59	161.44
Gamma HHI	0.48	0.35	1.00	0.36	0.38
Net GEX	46	-3.5K	524	455	317
Net DEX	-2.1K	-8.9K	4.6K	-6.8K	-1.1K
Net VEX	-50	-71	-20	-68	-31
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.20	0.00	0.40	0.00	0.40
Total Volume	0.714	0	14	0	0
Total OI	9.524	9	18	9	18

Daily Data (21 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
2024-12-02	$54.88	$0.00	34.5%	9.9%	11.5%	30.7%	0.0%	35.5%	-7.9%	455	-6.8K	-68	0.00	194.59	0	0	5	4
2024-12-03	$54.94	$0.00	42.8%	12.3%	11.5%	40.1%	0.0%	24.3%	-13.3%	397	-6.7K	-71	0.00	198.03	0	0	5	4
2024-12-04	$54.72	$0.00	35.4%	10.2%	10.8%	31.7%	0.0%	37.8%	-8.1%	477	-6.0K	-66	0.00	194.59	0	0	5	4
2024-12-05	$55.64	$50.00	35.6%	6.3%	12.0%	31.9%	0.0%	23.4%	-2.8%	524	-8.9K	-66	0.00	192.96	0	0	5	4
2024-12-06	$54.86	$50.00	37.6%	6.5%	12.9%	34.2%	0.0%	12.6%	-1.9%	415	-7.3K	-63	0.00	191.45	0	0	5	4
2024-12-09	$54.48	$50.00	50.5%	7.7%	13.2%	48.9%	0.0%	29.2%	-6.3%	361	-6.0K	-62	0.00	191.48	0	0	5	4
2024-12-10	$54.04	$50.00	46.3%	7.0%	13.5%	44.2%	0.0%	18.5%	-2.6%	276	-4.5K	-61	0.00	193.00	0	0	5	4
2024-12-11	$53.83	$50.00	24.4%	7.0%	12.8%	19.1%	0.0%	5.4%	-2.7%	238	-4.1K	-62	0.00	191.12	0	0	5	4
2024-12-12	$53.54	$50.00	24.3%	7.0%	12.8%	19.1%	0.0%	-5.0%	-3.4%	226	-2.8K	-61	0.00	192.14	0	0	5	4
2024-12-13	$53.50	$50.00	28.4%	8.1%	12.8%	46.8%	0.0%	2.6%	-7.0%	232	-2.6K	-60	0.00	191.76	0	0	5	4
2024-12-16	$53.25	$50.00	27.3%	7.8%	12.6%	44.4%	0.0%	-12.4%	-3.4%	25	-2.7K	-55	0.00	192.38	0	0	5	4
2024-12-17	$52.12	$50.00	17.6%	5.0%	14.0%	22.4%	0.0%	-4.7%	-2.1%	383	-3.9K	-23	0.00	164.40	0	0	5	4
2024-12-18	$51.08	$50.00	18.9%	5.4%	14.7%	25.4%	0.0%	-13.0%	-1.3%	-3.5K	1.2K	-34	0.00	149.90	0	0	5	4
2024-12-19	$51.34	$50.00	20.7%	5.9%	15.0%	29.6%	0.0%	-6.7%	-5.5%	371	-3.2K	-20	0.00	158.52	0	0	5	4
2024-12-20	$52.00	$50.00	19.1%	5.5%	15.4%	26.0%	0.0%	10.8%	-5.5%	227	4.6K	-44	0.00	160.19	0	0	5	4
2024-12-23	$52.23	$50.00	19.3%	5.5%	15.6%	26.4%	0.0%	-3.6%	-4.6%	-16	4.0K	-43	0.00	157.12	0	0	5	4
2024-12-24	$52.47	$50.00	23.0%	6.6%	15.8%	34.6%	0.0%	-1.1%	-7.5%	-137	3.2K	-43	0.00	164.27	0	0	5	4
2024-12-26	$52.39	$50.00	22.6%	6.5%	15.7%	33.7%	20.5%	-9.2%	-7.2%	-145	3.2K	-42	0.00	161.94	1	0	5	4
2024-12-27	$52.23	$50.00	20.0%	5.7%	15.5%	28.0%	0.0%	-12.0%	-5.1%	-119	4.0K	-41	0.00	158.40	0	0	6	4
2024-12-30	$52.38	$50.00	25.3%	7.3%	15.5%	39.9%	10.9%	3.5%	-8.8%	-22	2.1K	-40	0.40	160.60	10	4	6	4
2024-12-31	$52.16	$50.00	21.7%	6.2%	14.9%	31.7%	0.0%	0.2%	-5.3%	317	-1.1K	-31	0.00	161.44	0	0	16	2