IGV Options History — October 2024 In October 2024, IGV traded between $87.66 and $93.94. ATM implied volatility averaged 21.9%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 5.4% (HV 20d: 16.5%). Max pain ranged from $85.00 to $90.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 2.35.
Notable Days 2024-10-09 : Highest Volume — 13,676 contracts2024-10-31 : Largest IV spike — 16.5% change2024-10-31 : Highest IV Rank — 32.9%2024-10-31 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $91.43 $87.66 $93.94 $87.66 $91.60 Max Pain $87.09 $85.00 $90.00 $86.00 $90.00 ATM IV 21.9% 20.5% 24.9% 20.7% 24.9% Expected Move 6.3% 5.0% 8.0% 6.3% 8.0% HV 20d 16.5% 14.8% 18.4% 14.8% 18.4% HV 60d 20.2% 16.2% 22.0% 21.1% 17.0% IV Rank 21.9% 16.8% 32.9% 17.6% 32.9% IV Percentile 67.0% 49.2% 91.3% 51.6% 91.3% Term Structure -0.7% -5.7% 3.5% 3.5% -3.5% VWIV 22.5% 17.1% 29.0% 20.8% 29.0% Skew 25d 4.9% 3.2% 9.4% 6.6% 5.6% Skew 10d 5.7% -2.0% 17.0% 4.1% 4.8% Call IV 25d 19.1% 15.8% 21.2% 15.8% 21.2% Put IV 25d 24.0% 21.0% 30.0% 22.3% 26.8% Bid-Ask Spread % 65.41 48.76 79.30 79.15 58.23 Gamma HHI 0.09 0.06 0.15 0.06 0.09 Net GEX 3.2M -4.4M 10.3M -488.2K -4.4M Net DEX -106.0M -172.9M -52.6M -52.6M -64.7M Net VEX -455.9K -550.7K -331.6K -391.6K -545.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.35 0.02 11.04 11.04 1.05 Total Volume 3,443.826 280 13,676 4,817 1,814 Total OI 61,647 50,026 71,279 50,026 71,279
Daily Data (23 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 2024-10-01 $87.66 $86.00 20.7% 6.3% 14.8% 17.6% 20.8% 6.6% 3.5% -488.2K -52.6M -391.6K 11.04 79.15 400 4,417 21,022 29,004 2024-10-02 $88.44 $87.00 21.3% 6.8% 15.0% 19.8% 17.1% 5.4% 2.8% -227.8K -62.7M -391.7K 0.29 72.92 372 109 21,171 29,681 2024-10-03 $88.09 $85.00 21.9% 6.2% 14.8% 21.9% 19.7% 6.2% 3.1% -522.0K -56.2M -382.5K 0.93 61.53 183 171 21,304 29,732 2024-10-04 $89.78 $85.00 20.5% 5.8% 15.4% 16.9% 21.5% 3.6% 0.6% 1.9M -84.5M -343.3K 0.31 66.41 1,129 345 21,340 29,852 2024-10-07 $88.56 $85.00 22.4% 6.2% 16.4% 24.0% 20.8% 7.4% 0.1% -133.9K -64.2M -362.7K 0.08 60.11 1,943 157 21,673 29,902 2024-10-08 $90.60 $85.00 21.6% 5.9% 17.4% 20.8% 20.6% 3.8% -1.3% 2.9M -100.3M -358.0K 0.15 59.64 1,401 206 23,224 30,031 2024-10-09 $91.73 $85.00 22.2% 6.1% 17.5% 23.2% 22.6% 9.4% -1.5% 4.1M -117.7M -331.6K 0.10 79.30 12,489 1,187 23,514 30,132 2024-10-10 $92.19 $85.00 22.0% 6.2% 17.2% 22.4% 21.6% 3.4% -0.8% 9.1M -155.9M -499.9K 0.29 61.78 3,372 991 34,582 30,843 2024-10-11 $92.85 $85.00 21.5% 6.0% 17.2% 20.5% 22.7% 3.2% -1.2% 10.3M -172.9M -513.3K 0.02 67.50 10,489 238 35,906 31,643 2024-10-14 $93.43 $85.00 20.5% 5.8% 17.2% 16.8% 20.3% 4.3% -0.8% 7.9M -161.4M -392.4K 0.30 74.50 1,447 436 29,274 31,423 2024-10-15 $92.44 $85.00 23.6% 6.8% 17.6% 28.4% 25.5% 5.4% -1.5% 7.4M -139.7M -400.9K 4.89 72.85 1,031 5,044 28,364 31,760 2024-10-16 $91.94 $88.00 22.8% 6.5% 17.5% 25.3% 22.1% 4.7% -5.7% 5.5M -122.2M -425.8K 0.13 65.01 5,305 708 28,418 36,203 2024-10-17 $92.06 $89.00 22.6% 6.5% 15.6% 24.4% 20.4% 4.4% -0.4% 6.6M -131.9M -502.1K 0.63 67.37 783 493 32,647 36,909 2024-10-18 $92.34 $88.00 20.6% 6.1% 15.6% 17.3% 24.2% 4.8% -1.6% 6.9M -138.9M -479.7K 1.22 74.80 555 676 32,552 37,006 2024-10-21 $92.09 $88.00 21.3% 6.4% 15.6% 20.0% 23.9% 4.7% -0.4% 4.0M -108.9M -489.4K 8.07 55.80 743 5,998 29,442 29,489 2024-10-22 $92.19 $88.00 20.6% 6.2% 15.6% 17.3% 20.3% 3.9% -0.6% 2.2M -97.7M -525.3K 0.77 70.32 675 517 29,753 34,932 2024-10-23 $90.81 $88.00 23.5% 6.2% 16.6% 27.8% 22.8% 4.8% -1.7% 305.1K -66.3M -550.7K 3.12 62.42 646 2,013 30,084 35,351 2024-10-24 $91.84 $89.00 21.6% 5.0% 16.9% 20.8% 22.5% 4.7% -1.1% 177.0K -85.9M -542.4K 7.87 65.79 156 1,227 30,225 37,110 2024-10-25 $92.20 $89.00 21.7% 6.6% 16.9% 21.4% 22.3% 5.0% -0.6% 1.2M -94.3M -537.7K 0.49 58.60 691 336 30,318 36,847 2024-10-28 $92.47 $89.00 21.3% 7.0% 16.9% 19.9% 24.5% 5.1% -0.9% 1.5M -99.7M -528.0K 0.15 48.76 243 37 30,324 36,919 2024-10-29 $93.94 $89.00 22.6% 6.5% 16.2% 24.4% 25.9% 3.8% -1.9% 4.4M -135.5M -485.2K 2.60 60.98 871 2,261 30,435 36,944 2024-10-30 $93.69 $90.00 21.4% 6.9% 16.2% 20.0% 26.3% 3.2% -1.4% 2.4M -124.1M -506.1K 9.59 60.72 463 4,440 30,774 38,543 2024-10-31 $91.60 $90.00 24.9% 8.0% 18.4% 32.9% 29.0% 5.6% -3.5% -4.4M -64.7M -545.3K 1.05 58.23 887 927 30,793 40,486
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