IGF Options History — January 2026

In January 2026, IGF traded between $61.30 and $64.68. ATM implied volatility averaged 20.0%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 11.0% (HV 20d: 9.0%). Max pain ranged from $55.00 to $63.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2026-01-30: Highest Volume — 14 contracts
  • 2026-01-14: Largest IV drop — 60.2% change
  • 2026-01-13: Highest IV Rank — 67.3%
  • 2026-01-20: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.54$61.30$64.68$61.85$64.38
Max Pain$61.33$55.00$63.00$55.00$63.00
ATM IV20.0%14.8%38.7%18.3%17.2%
Expected Move4.6%3.9%5.6%5.2%4.9%
HV 20d9.0%6.9%10.8%10.5%8.5%
HV 60d9.2%8.9%9.5%9.4%9.5%
IV Rank19.7%6.2%67.3%15.2%12.5%
IV Percentile41.9%2.8%97.2%39.3%29.4%
Term Structure-1.5%-4.3%1.5%-3.9%-2.4%
VWIV18.3%16.2%20.4%20.4%16.2%
Skew 25d1.8%-10.0%9.4%1.8%-10.0%
Skew 10d11.0%1.4%24.1%1.4%24.1%
Call IV 25d15.4%10.5%22.3%22.3%21.1%
Put IV 25d17.2%11.2%24.1%24.1%11.2%
Bid-Ask Spread %165.99153.40188.50155.64188.50
Gamma HHI0.850.351.000.490.35
Net GEX293-4921.0K942102
Net DEX-4.0K-15.7K2.5K-8.7K-10.8K
Net VEX-21-1230-8-123
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.3014014
Total OI2.60939

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2026-01-02$61.85$55.0018.3%5.2%10.5%15.2%0.0%1.8%-3.9%942-8.7K-80.00155.640021
2026-01-05$61.81$0.0019.8%3.9%10.4%19.0%0.0%5.0%1.5%1.0K-8.9K-70.00164.261021
2026-01-06$61.78$0.0020.7%4.0%10.4%21.5%0.0%4.6%-0.8%571-4.0K-40.00167.330011
2026-01-07$61.30$0.0024.4%4.3%10.6%30.7%0.0%0.7%-1.4%578-3.4K-40.00166.210011
2026-01-08$61.69$0.0023.5%4.2%10.8%28.6%0.0%5.6%-0.7%540-3.8K-40.00170.230011
2026-01-09$61.78$0.0023.7%4.2%10.8%29.0%0.0%4.6%-1.4%596-4.0K-30.00169.870011
2026-01-12$61.80$0.0031.3%4.4%10.4%48.5%0.0%5.3%-1.4%569-3.9K-20.00170.460011
2026-01-13$61.44$0.0038.7%4.4%10.5%67.3%0.0%1.2%-1.1%603-3.6K-20.00169.310011
2026-01-14$61.73$0.0015.4%4.4%10.6%7.8%0.0%3.9%-0.4%617-3.9K-20.00169.460011
2026-01-15$61.81$0.0015.4%4.4%6.9%7.9%0.0%4.5%-0.7%636-4.0K-10.00169.591011
2026-01-16$62.20$0.0014.8%4.2%7.1%6.2%0.0%7.3%-0.3%-111600.00167.880001
2026-01-20$62.09$0.0019.5%5.6%7.2%18.4%20.4%9.4%-2.1%0000.00161.560100
2026-01-21$62.47$62.0017.1%4.9%7.4%12.2%0.0%2.0%-1.5%-4752.5K-70.00164.870001
2026-01-22$62.92$62.0016.4%4.7%7.7%10.4%0.0%2.1%-1.8%-4642.2K-70.00164.510001
2026-01-23$62.98$62.0016.3%4.7%7.0%10.2%0.0%2.8%-1.9%-4922.1K-60.00165.960001
2026-01-26$63.42$62.0017.1%4.9%7.3%12.3%0.0%-6.2%-2.3%-4681.8K-60.00163.380001
2026-01-27$64.35$62.0016.1%4.6%8.6%9.6%0.0%-0.4%-1.6%-3831.1K-40.00157.346001
2026-01-28$64.32$62.0017.8%5.1%8.6%14.1%0.0%-4.2%-2.0%961-15.7K-1070.00160.060161
2026-01-29$64.68$62.0017.0%4.9%8.7%12.1%16.2%-4.2%-4.3%422-14.5K-1170.00153.400262
2026-01-30$64.38$63.0017.2%4.9%8.5%12.5%0.0%-10.0%-2.4%102-10.8K-1230.00188.5014063