IGV Options History — June 2024

In June 2024, IGV traded between $77.66 and $87.02. ATM implied volatility averaged 19.0%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded below realized volatility by 6.3% (HV 20d: 25.3%). Max pain ranged from $79.00 to $80.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.95.

Notable Days

2024-06-05: Highest Volume — 14,261 contracts
2024-06-12: Largest IV drop — 16.6% change
2024-06-04: Highest IV Rank — 45.5%
2024-06-04: Largest Expected Move — 6.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$82.54	$77.66	$87.02	$77.66	$87.02
Max Pain	$79.68	$79.00	$80.00	$80.00	$80.00
ATM IV	19.0%	16.7%	22.1%	22.0%	17.9%
Expected Move	5.4%	4.8%	6.3%	6.3%	5.1%
HV 20d	25.3%	13.3%	27.1%	24.9%	13.3%
HV 60d	20.5%	19.9%	21.1%	20.5%	20.8%
IV Rank	20.1%	0.1%	45.5%	44.9%	10.5%
IV Percentile	27.7%	0.4%	71.0%	69.0%	11.9%
Term Structure	0.2%	-3.8%	2.7%	-2.1%	-3.8%
VWIV	19.1%	16.9%	22.0%	20.3%	17.9%
Skew 25d	2.9%	2.2%	4.5%	4.5%	2.5%
Skew 10d	6.0%	3.2%	9.8%	9.8%	5.7%
Call IV 25d	17.7%	16.0%	20.6%	20.6%	17.2%
Put IV 25d	20.6%	18.4%	25.1%	25.1%	19.7%
Bid-Ask Spread %	38.17	28.31	50.18	48.08	31.70
Gamma HHI	0.17	0.08	0.43	0.43	0.09
Net GEX	280.8K	-12.2M	7.9M	-12.2M	2.9M
Net DEX	-54.5M	-130.4M	90.3M	90.3M	-97.2M
Net VEX	-592.4K	-731.6K	-482.9K	-679.5K	-511.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.08	3.63	0.55	3.63
Total Volume	5,505.947	715	14,261	9,781	11,899
Total OI	79,260.105	58,668	92,083	82,147	63,377

Daily Data (19 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
2024-06-03	$77.66	$80.00	22.0%	6.3%	24.9%	44.9%	20.3%	4.5%	-2.1%	-12.2M	90.3M	-679.5K	0.55	48.08	6,321	3,460	29,172	52,975
2024-06-04	$78.23	$80.00	22.1%	6.3%	24.6%	45.5%	20.6%	4.1%	-2.0%	-9.9M	65.0M	-722.3K	0.13	50.18	2,786	370	34,928	55,677
2024-06-05	$79.82	$80.00	20.5%	5.9%	25.9%	32.0%	22.0%	3.5%	-1.5%	-4.6M	1.8M	-731.6K	1.89	48.50	4,940	9,321	36,323	55,760
2024-06-06	$80.23	$79.00	20.2%	5.5%	25.9%	29.6%	20.1%	2.8%	0.0%	-363.2K	-18.5M	-677.3K	0.43	36.91	3,300	1,418	35,336	46,919
2024-06-07	$80.38	$79.00	18.8%	5.4%	25.9%	17.8%	19.9%	3.1%	-0.2%	-1.1M	-20.0M	-669.1K	0.34	38.92	1,438	492	33,869	47,108
2024-06-10	$80.63	$79.00	19.7%	5.3%	25.9%	25.4%	18.8%	2.7%	0.6%	-1.6M	-18.0M	-657.7K	0.68	38.37	618	423	33,340	48,209
2024-06-11	$80.81	$79.00	20.0%	5.3%	26.0%	28.2%	19.7%	2.8%	2.7%	-916.1K	-33.5M	-620.5K	0.92	39.49	1,499	1,385	33,264	48,499
2024-06-12	$82.66	$79.00	16.7%	4.8%	27.1%	0.1%	16.9%	2.4%	1.1%	4.7M	-92.5M	-542.7K	0.13	41.22	8,764	1,181	33,422	48,849
2024-06-13	$81.94	$79.00	17.3%	5.0%	25.7%	5.6%	18.0%	2.4%	0.5%	2.0M	-61.3M	-548.1K	2.65	40.84	3,202	8,484	31,644	48,145
2024-06-14	$82.91	$80.00	18.0%	5.2%	26.1%	11.2%	17.8%	3.0%	0.8%	6.2M	-97.7M	-591.1K	1.86	34.23	4,832	8,986	35,950	53,679
2024-06-17	$83.93	$80.00	18.7%	5.4%	26.5%	17.6%	19.1%	2.6%	0.9%	7.9M	-123.4M	-594.1K	0.08	31.15	5,024	379	36,023	54,683
2024-06-18	$84.02	$80.00	18.6%	5.3%	26.2%	16.6%	18.8%	2.6%	1.0%	6.3M	-126.4M	-565.6K	0.34	37.44	1,794	611	35,330	54,652
2024-06-20	$83.97	$80.00	18.6%	5.3%	26.2%	16.8%	19.0%	2.9%	1.5%	5.7M	-118.9M	-547.3K	0.37	38.45	601	221	34,925	55,045
2024-06-21	$84.41	$80.00	18.9%	5.4%	26.2%	19.1%	18.8%	3.2%	1.1%	-372.4K	-130.4M	-536.2K	0.46	36.30	501	229	34,739	55,177
2024-06-24	$84.03	$80.00	18.9%	5.4%	26.1%	18.8%	19.8%	2.9%	1.0%	-568.4K	-52.0M	-529.9K	1.36	34.51	476	646	22,914	35,936
2024-06-25	$84.50	$80.00	18.6%	5.3%	26.0%	16.9%	19.2%	3.0%	0.6%	-171.9K	-55.5M	-527.6K	1.59	34.78	951	1,516	22,859	35,809
2024-06-26	$84.62	$80.00	18.0%	5.1%	25.7%	11.1%	18.3%	2.6%	0.9%	-33.3K	-59.7M	-521.1K	0.47	35.81	485	230	23,342	37,229
2024-06-27	$86.50	$80.00	18.3%	5.2%	26.7%	13.7%	18.1%	2.2%	1.0%	1.5M	-88.0M	-482.9K	0.13	28.31	5,169	661	23,479	37,355
2024-06-28	$87.02	$80.00	17.9%	5.1%	13.3%	10.5%	17.9%	2.5%	-3.8%	2.9M	-97.2M	-511.9K	3.63	31.70	2,568	9,331	25,932	37,445