ILCG Options History — November 2022

In November 2022, ILCG traded between $50.64 and $52.59. ATM implied volatility averaged 33.7%. The 30-day expected move averaged 9.7%. Net GEX was positive for 10 of 10 trading days. Term structure was in contango for 0 of 10 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-11-16: Highest Volume — 5 contracts
  • 2022-11-22: Largest IV drop — 30.4% change
  • 2022-11-21: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.39$50.64$52.59$51.51$52.59
ATM IV33.7%27.3%39.2%31.2%33.4%
Expected Move9.7%7.8%11.2%9.0%9.6%
Term Structure-5.6%-11.1%-2.5%-2.5%-6.0%
Skew 25d1.6%-8.1%10.8%4.5%1.6%
Skew 10d8.1%-2.9%18.3%12.6%18.3%
Call IV 25d35.9%22.0%50.5%31.4%26.3%
Put IV 25d37.5%27.9%47.7%35.8%27.9%
Bid-Ask Spread %145.87130.39164.01155.57146.96
Gamma HHI1.001.001.001.001.00
Net GEX475433500470489
Net DEX-15.8K-16.4K-15.1K-16.3K-16.2K
Net VEX-68-69-66-69-66
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume30550
Total OI55555

Daily Data (10 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-16$51.51$0.0031.2%9.0%0.0%0.0%0.0%4.5%-2.5%470-16.3K-690.00155.57N/AN/A5050
2022-11-17$50.94$0.0031.4%9.0%0.0%0.0%0.0%0.2%-5.2%458-15.1K-690.00138.25N/AN/A5050
2022-11-18$51.25$0.0036.6%10.5%0.0%0.0%0.0%-8.1%-2.7%433-15.5K-680.00141.76N/AN/A5050
2022-11-21$50.74$0.0039.2%11.2%0.0%0.0%0.0%7.3%-3.5%467-15.5K-680.00132.23N/AN/A5050
2022-11-22$51.40$0.0027.3%7.8%0.0%0.0%0.0%-4.5%-6.5%500-15.3K-680.00130.39N/AN/A5050
2022-11-23$51.98$0.0032.3%9.2%0.0%0.0%0.0%-4.3%-5.6%466-16.3K-680.00132.20N/AN/A5050
2022-11-25$51.89$0.0032.6%9.3%0.0%0.0%0.0%4.5%-5.9%494-16.4K-670.00161.11N/AN/A0050
2022-11-28$50.95$0.0034.9%10.0%0.0%0.0%0.0%10.8%-7.1%475-15.9K-670.00156.17N/AN/A0050
2022-11-29$50.64$0.0038.3%11.0%0.0%0.0%0.0%3.6%-11.1%494-15.5K-660.00164.01N/AN/A0050
2022-11-30$52.59$0.0033.4%9.6%0.0%0.0%0.0%1.6%-6.0%489-16.2K-660.00146.96N/AN/A0050