IGF Options History — May 2025 In May 2025, IGF traded between $56.68 and $59.00. ATM implied volatility averaged 22.7%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 5.8% (HV 20d: 16.9%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2025-05-14 : Largest IV drop — 55.5% change2025-05-13 : Highest IV Rank — 68.8%2025-05-28 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $57.96 $56.68 $59.00 $56.68 $58.93 ATM IV 22.7% 17.3% 39.8% 20.9% 20.8% Expected Move 5.4% 4.9% 6.2% 6.0% 6.0% HV 20d 16.9% 10.3% 35.6% 35.5% 10.9% HV 60d 22.5% 22.3% 22.7% 22.4% 22.5% IV Rank 23.2% 8.9% 68.8% 18.5% 18.2% IV Percentile 47.6% 10.7% 94.4% 44.0% 44.4% Term Structure -3.8% -9.8% -1.7% -2.7% -3.0% Skew 25d -1.2% -9.4% 5.0% 1.9% -9.4% Skew 10d 4.1% -8.5% 12.3% 3.7% -1.0% Call IV 25d 19.8% 14.1% 24.3% 24.1% 22.2% Put IV 25d 18.6% 11.0% 26.0% 26.0% 12.8% Bid-Ask Spread % 160.05 142.46 166.81 143.80 157.91 Gamma HHI 0.91 0.67 1.00 1.00 0.99 Net GEX 1.3K 709 1.9K 985 1.9K Net DEX -8.0K -10.4K -5.5K -5.8K -10.4K Net VEX -28 -37 -23 -29 -23 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3.714 3 4 3 4
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 2025-05-01 $56.68 $0.00 20.9% 6.0% 35.5% 18.5% 0.0% 1.9% -2.7% 985 -5.8K -29 0.00 143.80 0 0 3 0 2025-05-02 $57.11 $0.00 21.3% 6.1% 35.6% 19.5% 0.0% -6.9% -3.3% 934 -6.9K -30 0.00 142.46 0 0 3 0 2025-05-05 $57.18 $0.00 23.3% 5.1% 28.4% 25.0% 0.0% 5.0% -2.7% 932 -7.0K -30 0.00 166.81 0 0 3 0 2025-05-06 $57.77 $0.00 23.8% 5.0% 26.0% 26.3% 0.0% 1.5% -1.7% 1.1K -7.4K -29 0.00 163.86 0 0 3 0 2025-05-07 $57.86 $0.00 25.4% 5.1% 24.7% 30.7% 0.0% 1.0% -2.3% 1.1K -7.6K -29 0.00 166.07 0 0 3 0 2025-05-08 $57.34 $0.00 28.4% 5.4% 17.6% 38.5% 0.0% 0.2% -4.5% 995 -7.2K -29 0.00 163.27 0 0 3 0 2025-05-09 $57.30 $0.00 28.8% 5.1% 16.7% 39.5% 0.0% 0.5% -4.1% 709 -6.5K -37 0.00 165.17 0 0 3 1 2025-05-12 $56.81 $0.00 34.1% 4.9% 14.5% 53.7% 0.0% -0.2% -4.1% 1.0K -5.5K -32 0.00 163.36 0 0 3 1 2025-05-13 $57.24 $0.00 39.8% 5.2% 13.9% 68.8% 0.0% -7.7% -5.2% 1.1K -6.1K -33 0.00 163.90 0 0 3 1 2025-05-14 $57.14 $0.00 17.7% 5.1% 14.0% 10.0% 0.0% 0.0% -3.6% 940 -5.6K -32 0.00 165.70 0 0 3 1 2025-05-15 $58.05 $0.00 17.3% 5.0% 14.8% 8.9% 0.0% 0.5% -4.1% 993 -7.5K -29 0.00 161.44 0 0 3 1 2025-05-16 $58.36 $0.00 18.0% 5.2% 14.3% 10.9% 0.0% 0.2% -5.3% 1.4K -8.7K -27 0.00 163.00 0 0 3 1 2025-05-19 $58.73 $0.00 17.9% 5.1% 12.3% 10.7% 0.0% -0.2% -2.9% 1.5K -9.7K -26 0.00 159.35 0 0 3 1 2025-05-20 $59.00 $0.00 17.4% 5.0% 10.3% 9.1% 0.0% -0.5% -2.5% 1.3K -10.3K -26 0.00 161.19 0 0 3 1 2025-05-21 $58.60 $0.00 19.4% 5.6% 10.8% 14.7% 0.0% 0.1% -3.1% 1.3K -9.3K -26 0.00 161.77 0 0 3 1 2025-05-22 $58.30 $0.00 19.4% 5.6% 10.4% 14.6% 0.0% -7.4% -6.0% 1.4K -8.5K -26 0.00 158.86 0 0 3 1 2025-05-23 $58.73 $0.00 19.4% 5.5% 10.6% 14.4% 0.0% -3.9% -2.3% 1.5K -9.6K -25 0.00 154.57 0 0 3 1 2025-05-27 $58.95 $0.00 20.1% 5.8% 10.5% 16.4% 0.0% 0.0% -3.4% 1.8K -10.4K -23 0.00 159.80 0 0 3 1 2025-05-28 $58.44 $0.00 21.7% 6.2% 11.2% 20.8% 0.0% -0.4% -9.8% 1.8K -8.9K -24 0.00 160.03 0 0 3 1 2025-05-29 $58.64 $0.00 21.1% 6.0% 11.0% 19.0% 0.0% 0.1% -3.8% 1.9K -9.5K -23 0.00 158.78 0 0 3 1 2025-05-30 $58.93 $0.00 20.8% 6.0% 10.9% 18.2% 0.0% -9.4% -3.0% 1.9K -10.4K -23 0.00 157.91 0 0 3 1
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