IGF Options History — April 2025

In April 2025, IGF traded between $50.06 and $56.62. ATM implied volatility averaged 26.6%, placing in the 35.9% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded below realized volatility by 3.4% (HV 20d: 30.0%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.50.

Notable Days

  • 2025-04-03: Highest Volume — 3 contracts
  • 2025-04-08: Largest IV spike — 56.7% change
  • 2025-04-08: Highest IV Rank — 99.0%
  • 2025-04-07: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.54$50.06$56.62$54.87$56.34
ATM IV26.6%16.4%51.1%23.9%26.0%
Expected Move6.9%4.7%10.4%5.1%7.5%
HV 20d30.0%11.7%35.6%13.4%35.6%
HV 60d20.2%12.6%22.7%12.6%22.4%
IV Rank35.9%6.5%99.0%37.2%32.2%
IV Percentile64.6%2.8%99.2%69.8%75.4%
Term Structure-3.6%-12.4%7.4%-5.8%-10.6%
Skew 25d2.5%-8.7%12.2%2.9%-4.7%
Skew 10d8.6%-15.4%30.1%-15.4%2.3%
Call IV 25d25.5%7.8%53.2%24.8%23.8%
Put IV 25d28.0%19.1%44.5%27.7%19.1%
Bid-Ask Spread %157.55139.94190.26158.59139.94
Gamma HHI0.690.341.000.701.00
Net GEX1.4K5422.5K874999
Net DEX-15.9K-31.8K-4.3K-25.9K-4.9K
Net VEX-29-44-9-9-27
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.001.001.000.00
Total Volume0.2860320
Total OI7.14331163

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-04-01$54.87$0.0023.9%5.1%13.4%37.2%0.0%2.9%-5.8%874-25.9K-91.00158.591160
2025-04-02$55.37$0.0024.5%5.0%13.7%36.2%0.0%12.2%0.4%542-24.1K-140.00158.800071
2025-04-03$55.21$0.0035.7%6.8%11.7%62.6%0.0%2.5%-3.0%885-23.4K-210.00178.793071
2025-04-04$52.22$0.0040.1%7.6%23.5%73.1%0.0%1.0%-5.0%2.2K-16.0K-350.00171.6400101
2025-04-07$50.86$0.0032.6%10.4%25.2%55.3%0.0%-8.7%-12.4%2.0K-11.2K-410.00190.2600101
2025-04-08$50.06$0.0051.1%8.7%25.5%99.0%0.0%3.5%-5.8%1.9K-7.3K-340.00156.7100101
2025-04-09$52.91$0.0030.5%8.7%32.8%50.4%0.0%4.0%-8.1%1.6K-19.1K-440.00174.0001101
2025-04-10$52.27$0.0030.2%8.7%33.1%48.7%0.0%4.2%-8.8%2.5K-21.7K-300.00162.9200100
2025-04-11$53.84$0.0031.9%9.2%33.8%48.0%0.0%7.9%-9.5%1.9K-25.7K-380.00169.3100100
2025-04-14$54.61$0.0025.9%7.4%33.8%31.7%0.0%5.9%-4.9%1.9K-28.1K-330.00163.3200100
2025-04-15$54.67$0.0019.8%5.7%33.7%15.5%0.0%2.1%-2.1%1.6K-30.2K-300.00149.6300100
2025-04-16$54.73$0.0025.5%7.3%33.6%30.8%0.0%2.1%-5.0%1.8K-29.1K-290.00162.6900100
2025-04-17$55.48$0.0022.0%6.3%34.0%21.5%0.0%1.9%6.6%1.7K-31.8K-280.00151.2000100
2025-04-21$54.53$0.0020.9%6.0%34.5%18.6%0.0%3.2%-1.6%575-4.3K-260.00141.510030
2025-04-22$55.72$0.0016.4%4.7%35.3%6.5%0.0%2.7%7.4%771-4.8K-270.00146.960030
2025-04-23$55.68$0.0020.5%5.9%35.3%17.5%0.0%2.2%-1.7%790-4.9K-280.00146.190030
2025-04-24$56.41$0.0021.0%6.0%35.5%18.8%0.0%2.3%-1.7%918-5.5K-290.00144.800030
2025-04-25$56.37$0.0020.3%5.8%35.5%17.1%0.0%1.8%-1.3%973-5.2K-280.00148.510030
2025-04-28$56.62$0.0020.1%5.7%35.5%16.3%0.0%1.5%-1.4%1.0K-5.6K-290.00144.350030
2025-04-29$56.59$0.0020.6%5.9%35.5%17.9%0.0%1.7%-2.1%1.0K-5.4K-280.00148.330030
2025-04-30$56.34$0.0026.0%7.5%35.6%32.2%0.0%-4.7%-10.6%999-4.9K-270.00139.940030