IGF Options History — July 2025

In July 2025, IGF traded between $58.34 and $59.40. ATM implied volatility averaged 18.4%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 9.0% (HV 20d: 9.4%). Max pain ranged from $59.00 to $60.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-07-16: Highest Volume — 5 contracts
  • 2025-07-08: Largest IV drop — 49.7% change
  • 2025-07-07: Highest IV Rank — 28.3%
  • 2025-07-31: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.91$58.34$59.40$59.17$59.08
Max Pain$59.83$59.00$60.00$59.00$60.00
ATM IV18.4%12.3%24.5%20.3%21.4%
Expected Move5.2%4.1%6.1%5.8%6.1%
HV 20d9.4%7.2%10.9%10.5%8.4%
HV 60d12.4%9.8%22.1%22.1%10.1%
IV Rank14.7%0.0%28.3%17.0%23.2%
IV Percentile27.7%0.0%71.4%43.7%53.6%
Term Structure-3.7%-7.4%-1.1%-5.7%-6.2%
VWIV7.6%7.6%7.6%7.6%7.6%
Skew 25d2.3%-8.9%10.5%2.1%-4.6%
Skew 10d4.6%-11.9%16.8%-11.9%16.8%
Call IV 25d16.2%8.1%23.3%21.8%21.5%
Put IV 25d18.5%12.8%23.9%23.9%16.9%
Bid-Ask Spread %164.09125.39171.30130.57166.86
Gamma HHI0.620.330.770.710.33
Net GEX-6.3K-15.9K785-8.5K785
Net DEX14.5K-40.2K65.6K37.3K-40.2K
Net VEX-109-146-73-146-109
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.5910500
Total OI21.2738322614

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-07-01$59.17$59.0020.3%5.8%10.5%17.0%0.0%2.1%-5.7%-8.5K37.3K-1460.00130.5700422
2025-07-02$59.00$59.0020.1%5.8%10.5%16.4%0.0%-8.9%-7.4%-10.2K48.4K-1390.00125.3900422
2025-07-03$59.02$0.0019.9%4.5%10.5%16.0%0.0%2.9%-2.2%-10.6K49.1K-1310.00168.8400422
2025-07-07$58.52$0.0024.5%4.7%10.9%28.3%0.0%4.1%-1.1%-10.5K62.0K-1150.00165.4800422
2025-07-08$58.34$0.0012.3%4.8%10.8%0.0%0.0%3.3%-2.8%-15.9K65.6K-1110.00165.4601422
2025-07-09$58.59$0.0015.7%4.5%10.7%8.5%0.0%9.1%-1.3%-10.0K52.2K-1200.00170.1600423
2025-07-10$58.82$0.0016.2%4.6%10.9%9.9%0.0%4.7%-1.7%-10.5K47.3K-1140.00165.3600423
2025-07-11$58.75$0.0016.3%4.7%10.8%10.0%0.0%10.5%-3.4%-10.2K48.8K-1070.00169.7200423
2025-07-14$58.98$0.0016.8%4.8%10.4%11.4%0.0%6.0%-2.2%-10.8K44.0K-900.00166.8000423
2025-07-15$58.41$0.0017.8%5.1%10.6%13.9%0.0%6.0%-3.3%-10.5K57.9K-830.00167.0400423
2025-07-16$58.58$0.0017.4%5.0%8.9%13.0%0.0%0.4%-4.7%-11.9K54.7K-730.00167.0950423
2025-07-17$58.68$0.0017.1%4.9%8.4%12.3%7.6%2.2%-2.4%-10.6K41.0K-1260.00159.3901823
2025-07-18$59.05$60.0017.6%5.0%8.6%13.4%0.0%-0.3%-2.9%-11.9K34.0K-1110.00166.9800824
2025-07-21$59.06$60.0014.3%4.1%8.5%5.1%0.0%4.7%-3.9%370-9.8K-1030.00166.795053
2025-07-22$59.40$60.0018.7%5.3%8.5%16.1%0.0%1.7%-4.0%461-39.4K-1070.00168.1400103
2025-07-23$59.30$60.0018.3%5.2%8.2%15.1%0.0%1.2%-3.7%373-38.7K-1060.00167.6400103
2025-07-24$59.30$60.0018.9%5.4%7.7%16.7%0.0%1.2%-4.4%510-39.9K-1040.00170.4100103
2025-07-25$59.39$60.0019.7%5.7%7.2%18.9%0.0%-2.5%-5.4%457-39.7K-1050.00169.8500103
2025-07-28$58.63$60.0019.9%5.7%8.7%19.2%0.0%2.6%-3.9%453-37.5K-1030.00171.0900103
2025-07-29$59.02$60.0019.9%5.7%8.4%19.3%0.0%2.9%-5.0%395-38.0K-1030.00169.7100103
2025-07-30$59.03$60.0020.5%5.9%8.4%20.9%0.0%1.0%-4.9%432-38.8K-1020.00171.3010103
2025-07-31$59.08$60.0021.4%6.1%8.4%23.2%0.0%-4.6%-6.2%785-40.2K-1090.00166.8600113