IGF Options History — January 2025 In January 2025, IGF traded between $51.95 and $54.81. ATM implied volatility averaged 23.6%, placing in the 36.0% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 9.6% (HV 20d: 14.0%). Max pain ranged from $50.00 to $54.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2025-01-21 : Highest Volume — 10 contracts2025-01-15 : Largest IV drop — 61.4% change2025-01-14 : Highest IV Rank — 99.0%2025-01-03 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $53.37 $51.95 $54.81 $52.71 $53.20 Max Pain $53.60 $50.00 $54.00 $50.00 $54.00 ATM IV 23.6% 13.9% 51.4% 22.5% 19.9% Expected Move 5.3% 4.0% 6.6% 6.4% 5.7% HV 20d 14.0% 11.3% 15.9% 15.6% 14.9% HV 60d 13.5% 13.0% 14.2% 13.0% 13.9% IV Rank 36.0% 14.2% 99.0% 33.5% 27.6% IV Percentile 48.5% 2.0% 99.2% 61.1% 39.7% Term Structure -1.8% -9.8% 9.3% -5.9% -4.1% VWIV 19.8% 11.7% 29.6% 29.6% 18.1% Skew 25d 1.3% -5.2% 6.7% 3.4% 0.9% Skew 10d 5.4% -9.6% 15.6% -1.2% -8.0% Call IV 25d 20.0% 12.5% 27.6% 25.8% 22.7% Put IV 25d 21.3% 12.5% 29.2% 29.2% 23.6% Bid-Ask Spread % 173.41 157.88 188.16 157.88 170.44 Gamma HHI 0.48 0.21 1.00 0.28 0.70 Net GEX 2.3K 409 4.5K 497 3.9K Net DEX -13.1K -32.1K -1.1K -3.4K -21.0K Net VEX -37 -72 -5 -33 -56 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 0.75 0 10 2 0 Total OI 14.6 1 18 18 12
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 2025-01-02 $52.71 $50.00 22.5% 6.4% 15.6% 33.5% 0.0% 3.4% -5.9% 497 -3.4K -33 0.00 157.88 2 0 16 2 2025-01-03 $53.07 $50.00 22.9% 6.6% 15.9% 34.4% 29.6% 0.8% -6.9% 1.0K -3.0K -23 0.00 163.86 2 0 14 2 2025-01-06 $53.05 $54.00 25.1% 4.7% 14.4% 39.5% 0.0% 0.8% -1.4% 1.5K -6.0K -27 0.00 178.70 0 0 16 2 2025-01-07 $52.91 $54.00 35.4% 6.3% 13.7% 62.6% 0.0% 2.1% -3.5% 1.8K -9.2K -37 0.00 188.16 0 0 16 2 2025-01-08 $52.66 $54.00 27.1% 4.7% 13.6% 44.0% 0.0% 6.7% -2.2% 1.1K -4.1K -23 0.00 179.43 0 0 16 2 2025-01-10 $52.09 $54.00 31.7% 5.0% 13.8% 54.3% 0.0% 1.1% -2.7% 691 -2.0K -18 0.00 178.73 0 0 16 2 2025-01-13 $51.95 $54.00 38.5% 5.2% 13.8% 69.8% 0.0% 1.3% -2.7% 409 -1.1K -13 0.00 180.54 0 0 16 2 2025-01-14 $52.69 $54.00 51.4% 5.0% 14.8% 99.0% 0.0% 5.3% -2.8% 888 -3.0K -14 0.00 176.37 0 0 16 2 2025-01-15 $53.45 $54.00 19.9% 5.7% 15.8% 27.6% 0.0% 1.4% -4.3% 1.7K -6.6K -15 0.00 177.88 0 0 16 2 2025-01-16 $53.78 $54.00 16.8% 4.8% 15.8% 20.7% 0.0% 2.2% 9.3% 2.0K -8.0K -13 0.00 175.84 0 0 16 2 2025-01-17 $54.22 $54.00 17.3% 5.0% 13.7% 21.8% 0.0% -5.2% -1.3% 2.1K -7.3K -8 0.00 173.08 0 0 16 2 2025-01-21 $54.81 $54.00 14.2% 4.1% 11.3% 14.8% 11.7% 0.8% 4.3% 551 -3.9K -5 0.00 163.55 10 0 1 0 2025-01-22 $54.13 $54.00 17.5% 5.0% 12.6% 22.3% 18.1% 0.2% -3.0% 3.8K -26.4K -67 0.00 172.41 1 0 11 0 2025-01-23 $54.36 $54.00 14.4% 4.1% 12.0% 15.3% 0.0% 0.7% 6.9% 4.5K -31.0K -72 0.00 171.87 0 0 12 0 2025-01-24 $54.48 $54.00 16.7% 4.8% 12.0% 20.5% 0.0% 1.3% 3.6% 4.4K -32.1K -72 0.00 172.32 0 0 12 0 2025-01-27 $53.45 $54.00 22.1% 6.3% 14.1% 32.7% 0.0% 0.6% -5.6% 3.9K -23.8K -63 0.00 169.13 0 0 12 0 2025-01-28 $53.27 $54.00 21.8% 6.2% 14.2% 31.9% 0.0% 0.5% -9.6% 3.7K -22.6K -59 0.00 172.71 0 0 12 0 2025-01-29 $53.28 $54.00 22.2% 6.4% 14.1% 32.9% 0.0% 1.0% -9.8% 3.9K -22.2K -58 0.00 173.80 0 0 12 0 2025-01-30 $53.76 $54.00 13.9% 4.0% 14.4% 14.2% 0.0% 0.9% 6.0% 4.4K -25.2K -60 0.00 171.38 0 0 12 0 2025-01-31 $53.20 $54.00 19.9% 5.7% 14.9% 27.6% 0.0% 0.9% -4.1% 3.9K -21.0K -56 0.00 170.44 0 0 12 0
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