IGF Options History — June 2025

In June 2025, IGF traded between $57.77 and $59.80. ATM implied volatility averaged 19.6%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 8.9% (HV 20d: 10.7%). Max pain ranged from $54.00 to $59.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 1.00.

Notable Days

2025-06-12: Highest Volume — 18 contracts
2025-06-11: Largest IV drop — 33.5% change
2025-06-10: Highest IV Rank — 33.2%
2025-06-04: Largest Expected Move — 6.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$58.86	$57.77	$59.80	$59.59	$59.14
Max Pain	$57.24	$54.00	$59.00	$54.00	$59.00
ATM IV	19.6%	15.5%	26.4%	22.1%	19.8%
Expected Move	5.1%	3.8%	6.6%	6.3%	5.7%
HV 20d	10.7%	9.2%	11.3%	11.2%	11.2%
HV 60d	21.9%	21.5%	22.2%	22.2%	22.1%
IV Rank	15.1%	4.3%	33.2%	21.9%	15.6%
IV Percentile	31.7%	1.6%	77.4%	55.2%	39.3%
Term Structure	-3.6%	-10.6%	8.7%	-4.9%	-4.4%
VWIV	14.8%	11.6%	17.0%	14.8%	17.0%
Skew 25d	-1.5%	-6.7%	2.2%	-0.1%	2.2%
Skew 10d	-1.2%	-9.5%	9.5%	0.7%	1.3%
Call IV 25d	20.2%	17.2%	24.9%	23.2%	21.0%
Put IV 25d	18.7%	12.2%	23.3%	23.1%	23.3%
Bid-Ask Spread %	138.75	132.00	158.02	158.02	132.12
Gamma HHI	0.81	0.63	1.00	1.00	0.71
Net GEX	-3.1K	-12.4K	4.5K	3.0K	-8.4K
Net DEX	24.6K	-17.6K	67.5K	-14.3K	37.9K
Net VEX	-91	-171	0	-12	-149
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.00	2.00	0.00	2.00
Total Volume	1.25	0	18	0	0
Total OI	15.7	4	26	4	26

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
2025-06-02	$59.59	$0.00	22.1%	6.3%	11.2%	21.9%	0.0%	-0.1%	-4.9%	3.0K	-14.3K	-12	0.00	158.02	0	0	3	1
2025-06-03	$59.48	$0.00	22.6%	6.5%	11.3%	23.1%	0.0%	-1.1%	-6.9%	3.8K	-15.6K	-7	0.00	156.64	0	0	3	1
2025-06-04	$59.34	$0.00	23.0%	6.6%	11.0%	24.2%	0.0%	-1.7%	-9.4%	1.1K	-11.2K	-24	0.00	156.57	0	0	3	1
2025-06-05	$59.39	$54.00	23.5%	3.8%	11.0%	25.5%	0.0%	-5.4%	-5.0%	2.2K	-17.6K	0	0.00	136.13	0	0	3	1
2025-06-06	$59.56	$54.00	23.9%	5.3%	10.3%	26.7%	0.0%	-6.7%	-10.6%	3.6K	-15.8K	-7	0.00	134.37	0	0	3	1
2025-06-09	$59.16	$54.00	25.8%	4.4%	10.7%	31.7%	0.0%	0.5%	-2.4%	1.5K	-11.1K	-21	0.00	134.86	0	0	3	1
2025-06-10	$59.13	$54.00	26.4%	3.8%	10.0%	33.2%	0.0%	-2.5%	-4.8%	4.5K	-14.3K	-12	0.00	134.89	0	0	3	1
2025-06-11	$59.32	$54.00	17.6%	5.0%	9.8%	9.7%	0.0%	-1.7%	-4.7%	2.2K	-12.0K	-17	0.00	135.81	0	0	3	1
2025-06-12	$59.80	$54.00	17.4%	5.0%	10.0%	9.3%	14.8%	0.1%	-3.9%	1.9K	-13.0K	-16	0.00	140.64	0	18	3	1
2025-06-13	$59.34	$59.00	15.5%	4.5%	9.2%	4.3%	11.6%	-6.2%	-3.4%	-12.4K	37.9K	-136	0.00	134.57	0	2	3	19
2025-06-16	$58.36	$59.00	17.0%	4.9%	11.0%	8.3%	0.0%	-0.3%	-0.4%	-7.4K	60.7K	-156	0.00	132.86	0	0	3	21
2025-06-17	$57.91	$59.00	17.0%	4.9%	11.1%	8.3%	15.9%	0.4%	0.0%	-7.2K	66.5K	-152	0.00	134.35	2	0	3	21
2025-06-18	$57.95	$59.00	17.3%	5.0%	10.9%	9.1%	0.0%	-0.4%	8.7%	-6.4K	61.7K	-171	0.00	137.37	0	0	5	21
2025-06-20	$57.77	$59.00	16.3%	4.7%	10.7%	6.2%	0.0%	-1.7%	-1.0%	-6.2K	67.5K	-158	0.00	137.94	0	0	5	21
2025-06-23	$58.08	$59.00	16.6%	4.7%	10.8%	7.0%	0.0%	-2.1%	-1.7%	-6.8K	63.9K	-155	0.00	137.37	0	0	5	21
2025-06-24	$58.52	$59.00	17.5%	5.0%	10.8%	9.5%	0.0%	-0.1%	-4.0%	-7.6K	51.9K	-164	0.00	135.94	0	0	5	21
2025-06-25	$58.10	$59.00	16.7%	4.8%	11.0%	7.3%	0.0%	-1.4%	-1.1%	-7.3K	62.9K	-152	0.00	137.18	0	0	5	21
2025-06-26	$58.58	$59.00	17.6%	5.0%	11.0%	9.7%	0.0%	-1.4%	-5.9%	-8.1K	54.6K	-153	0.00	135.47	0	0	5	21
2025-06-27	$58.62	$59.00	18.4%	5.3%	10.9%	11.8%	17.0%	-0.9%	-5.7%	-8.3K	52.1K	-152	2.00	132.00	1	2	5	21
2025-06-30	$59.14	$59.00	19.8%	5.7%	11.2%	15.6%	0.0%	2.2%	-4.4%	-8.4K	37.9K	-149	0.00	132.12	0	0	4	22