IGF Options History — March 2026

In March 2026, IGF traded between $65.16 and $69.08. ATM implied volatility averaged 22.4%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 8.8% (HV 20d: 13.6%). Max pain ranged from $64.00 to $67.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2026-03-30: Highest Volume — 30 contracts
2026-03-20: Largest IV spike — 39.2% change
2026-03-09: Highest IV Rank — 42.7%
2026-03-20: Largest Expected Move — 7.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$66.92	$65.16	$69.08	$69.08	$66.91
Max Pain	$65.71	$64.00	$67.00	$64.00	$67.00
ATM IV	22.4%	18.4%	28.9%	18.4%	23.4%
Expected Move	6.1%	5.3%	7.2%	5.3%	6.7%
HV 20d	13.6%	10.0%	16.3%	10.0%	15.3%
HV 60d	11.4%	9.9%	12.5%	9.9%	12.4%
IV Rank	26.1%	15.6%	42.7%	15.6%	28.5%
IV Percentile	70.0%	45.6%	93.3%	45.6%	77.0%
Term Structure	-2.2%	-8.1%	3.0%	-3.6%	-4.0%
VWIV	28.0%	28.0%	28.0%	28.0%	28.0%
Skew 25d	2.3%	0.9%	3.3%	1.9%	3.3%
Skew 10d	4.2%	1.7%	12.3%	7.9%	3.1%
Call IV 25d	20.4%	17.3%	27.0%	21.0%	22.5%
Put IV 25d	22.7%	19.6%	28.3%	22.9%	25.8%
Bid-Ask Spread %	103.03	76.50	143.66	143.66	79.23
Gamma HHI	0.44	0.39	0.50	0.47	0.39
Net GEX	11.2K	9.4K	12.4K	10.3K	11.6K
Net DEX	-138.1K	-165.3K	-106.7K	-149.3K	-122.6K
Net VEX	-691	-785	-580	-655	-580
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	3.136	0	30	0	0
Total OI	53.818	44	58	44	50

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Put Vol	Call OI	Put OI
2026-03-02	$69.08	$64.00	18.4%	5.3%	10.0%	15.6%	0.0%	1.9%	-3.6%	10.3K	-149.3K	-655	143.66	0	0	42	2
2026-03-03	$67.81	$64.00	21.9%	6.3%	12.3%	24.6%	0.0%	2.0%	-1.3%	9.4K	-128.8K	-655	135.73	10	0	42	2
2026-03-04	$68.28	$64.00	20.8%	6.0%	11.9%	21.9%	0.0%	3.3%	-0.8%	12.3K	-154.2K	-785	142.69	0	0	52	2
2026-03-05	$67.24	$0.00	23.3%	5.7%	13.5%	28.2%	0.0%	2.3%	-1.4%	11.5K	-137.3K	-772	131.56	0	1	52	2
2026-03-06	$67.06	$0.00	25.9%	6.3%	13.6%	35.1%	0.0%	3.3%	-2.5%	11.6K	-137.8K	-749	130.85	3	0	52	1
2026-03-09	$67.17	$0.00	28.9%	6.6%	13.1%	42.7%	0.0%	1.5%	-2.9%	12.2K	-156.7K	-733	126.67	0	0	55	1
2026-03-10	$66.92	$0.00	26.9%	5.6%	12.6%	37.5%	0.0%	2.3%	3.0%	10.7K	-148.1K	-725	136.32	2	0	55	1
2026-03-11	$66.80	$0.00	20.5%	5.9%	12.5%	21.0%	0.0%	2.6%	-2.8%	11.8K	-152.3K	-724	136.71	0	0	57	1
2026-03-12	$66.68	$0.00	22.3%	6.3%	11.8%	25.6%	28.0%	3.0%	-0.4%	11.1K	-158.4K	-749	83.26	4	0	57	1
2026-03-13	$66.37	$0.00	24.0%	0.0%	11.9%	30.0%	0.0%	0.9%	-8.1%	11.2K	-145.6K	-708	101.01	0	0	57	1
2026-03-16	$67.18	$0.00	19.0%	5.5%	12.2%	17.2%	0.0%	2.5%	-1.7%	12.0K	-159.7K	-706	86.96	10	0	57	1
2026-03-17	$67.47	$0.00	19.2%	5.4%	12.0%	17.7%	0.0%	2.3%	1.6%	12.4K	-165.3K	-705	83.12	3	0	57	1
2026-03-18	$66.66	$0.00	18.8%	5.4%	12.2%	16.7%	0.0%	1.7%	-1.6%	11.4K	-136.4K	-699	84.10	2	0	54	1
2026-03-19	$66.97	$0.00	19.4%	5.6%	12.3%	18.2%	0.0%	2.2%	-0.9%	10.7K	-144.8K	-728	76.64	0	0	53	1
2026-03-20	$65.16	$0.00	27.0%	7.2%	15.1%	37.8%	0.0%	1.3%	-6.9%	9.5K	-109.8K	-639	108.75	0	0	53	1
2026-03-23	$66.06	$0.00	20.3%	5.8%	16.1%	20.5%	0.0%	2.4%	-1.4%	10.5K	-106.7K	-611	79.97	0	0	52	0
2026-03-24	$66.38	$0.00	21.8%	6.2%	16.1%	24.4%	0.0%	2.8%	-2.0%	10.5K	-116.2K	-645	76.50	0	0	52	0
2026-03-25	$66.82	$0.00	22.0%	5.8%	16.3%	24.9%	0.0%	2.7%	-0.9%	10.9K	-122.3K	-642	81.96	3	0	52	0
2026-03-26	$66.34	$67.00	22.6%	6.5%	16.3%	26.5%	0.0%	2.4%	-2.4%	11.8K	-125.2K	-662	79.66	0	0	55	0
2026-03-27	$66.31	$67.00	23.3%	6.7%	16.3%	28.3%	0.0%	1.5%	-4.5%	11.2K	-131.6K	-675	81.46	1	0	55	0
2026-03-30	$66.50	$67.00	24.2%	6.9%	16.3%	30.6%	0.0%	1.4%	-2.5%	11.2K	-129.0K	-645	79.83	30	0	54	0
2026-03-31	$66.91	$67.00	23.4%	6.7%	15.3%	28.5%	0.0%	3.3%	-4.0%	11.6K	-122.6K	-580	79.23	0	0	50	0