IGF Options History — November 2025

In November 2025, IGF traded between $60.97 and $63.02. ATM implied volatility averaged 24.5%, placing in the 31.0% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 15.7% (HV 20d: 8.8%). Max pain ranged from $61.00 to $61.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 3 of 19 days.

Notable Days

  • 2025-11-21: Highest Volume — 4 contracts
  • 2025-11-18: Largest IV spike — 73.7% change
  • 2025-11-18: Highest IV Rank — 81.1%
  • 2025-11-18: Largest Expected Move — 12.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.82$60.97$63.02$61.31$63.02
Max Pain$61.00$61.00$61.00$61.00$61.00
ATM IV24.5%14.9%44.0%14.9%39.7%
Expected Move6.9%4.3%12.6%4.3%11.4%
HV 20d8.8%8.2%9.6%8.3%9.2%
HV 60d8.1%7.9%8.4%7.9%8.2%
IV Rank31.0%6.5%81.1%6.5%69.9%
IV Percentile60.8%2.8%98.0%2.8%96.4%
Term Structure-3.3%-15.1%2.3%2.3%-15.1%
Skew 25d17.7%-4.1%44.4%-4.1%44.4%
Skew 10d23.2%-3.0%47.0%2.5%47.0%
Call IV 25d16.5%9.7%23.3%19.2%11.2%
Put IV 25d34.2%14.6%55.6%15.1%55.6%
Bid-Ask Spread %179.62150.82196.28150.82196.28
Gamma HHI0.890.521.000.990.52
Net GEX-101.3K-296.8K90-91.5K66
Net DEX186.5K-3.8K363.0K275.8K-3.5K
Net VEX-338-727-11-712-12
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.4210400
Total OI114.57921451452

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-11-03$61.31$61.0014.9%4.3%8.3%6.5%0.0%-4.1%2.3%-91.5K275.8K-7120.00150.82002143
2025-11-04$60.97$61.0016.4%4.7%8.5%10.4%0.0%0.1%1.5%-95.7K319.8K-7270.00154.31002143
2025-11-05$61.41$61.0016.1%4.6%8.7%9.5%0.0%-3.5%2.1%-88.0K253.7K-6570.00151.53002143
2025-11-06$61.22$0.0016.4%5.1%8.5%10.4%0.0%-3.9%-2.7%-103.9K277.2K-6490.00171.34002143
2025-11-07$61.59$0.0019.5%4.8%8.7%18.2%0.0%0.5%-2.5%-99.3K210.8K-5590.00168.23002143
2025-11-10$61.97$0.0021.2%4.8%8.9%22.7%0.0%0.1%-3.1%-117.9K175.8K-4510.00170.04002143
2025-11-11$62.36$0.0021.8%5.0%9.0%24.3%0.0%3.4%-2.7%-93.7K142.2K-3770.00171.99002143
2025-11-12$62.51$0.0017.6%5.0%8.5%13.4%0.0%5.2%-2.7%-72.7K209.2K-4500.00170.78002143
2025-11-13$61.89$0.0023.8%6.8%9.1%29.2%0.0%21.1%-3.4%-106.7K163.5K-3750.00195.86012143
2025-11-14$62.23$0.0023.8%6.8%9.3%29.1%0.0%32.3%-2.8%-88.4K214.2K-4030.00188.94002143
2025-11-17$61.81$0.0025.4%7.3%9.6%33.3%0.0%28.7%-3.7%-152.1K153.3K-2650.00189.16012143
2025-11-18$61.66$0.0044.0%12.6%8.5%81.1%0.0%32.8%-4.4%-163.9K216.1K-2690.00190.02022143
2025-11-19$61.46$0.0027.3%7.8%8.2%38.2%0.0%23.6%-3.9%-211.9K249.0K-2360.00188.77002141
2025-11-20$61.09$0.0027.8%8.0%8.4%39.5%0.0%21.1%-4.5%-296.8K363.0K-1930.00190.86002141
2025-11-21$61.36$0.0028.1%8.0%8.6%40.2%0.0%27.3%-4.1%-141.7K333.5K-540.00189.09042141
2025-11-24$61.84$0.0027.1%7.8%9.1%37.6%0.0%32.0%-4.3%70-3.0K-130.00189.320011
2025-11-25$62.14$0.0027.8%8.0%9.2%39.6%0.0%36.8%-4.4%87-3.5K-120.00191.880011
2025-11-26$62.80$0.0026.3%7.5%9.2%35.8%0.0%38.6%-3.7%90-3.8K-110.00193.500011
2025-11-28$63.02$0.0039.7%11.4%9.2%69.9%0.0%44.4%-15.1%66-3.5K-120.00196.280011