ILCG Options History — March 2023 In March 2023, ILCG traded between $50.79 and $55.18. ATM implied volatility averaged 28.6%. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 9.2% (HV 20d: 19.5%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days.
Notable Days 2023-03-13 : Largest IV spike — 61.4% change2023-03-13 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $52.96 $50.79 $55.18 $51.97 $55.18 ATM IV 28.6% 15.7% 62.4% 27.1% 17.7% Expected Move 6.9% 4.5% 9.2% 7.8% 5.1% HV 20d 19.5% 16.9% 21.6% 19.2% 20.0% HV 60d 20.0% 18.8% 20.9% 20.5% 19.1% Term Structure 1.1% -8.7% 7.1% -8.7% 4.8% Skew 25d 6.0% -1.3% 15.7% 15.7% 4.6% Skew 10d 6.7% -5.5% 17.4% 11.0% -0.4% Call IV 25d 20.1% 13.5% 33.8% 18.6% 13.5% Put IV 25d 26.1% 17.2% 34.3% 34.3% 18.1% Bid-Ask Spread % 126.46 121.79 136.27 123.98 125.56 Gamma HHI 0.76 0.72 0.80 0.80 0.74 Net GEX 939 828 1.2K 1.0K 987 Net DEX -21.6K -28.0K -17.1K -18.4K -28.0K Net VEX -47 -57 -26 -57 -26 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6 6 6 6 6
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-03-01 $51.97 $0.00 27.1% 7.8% 19.2% 0.0% 0.0% 15.7% -8.7% 1.0K -18.4K -57 0.00 123.98 N/A N/A 0 0 6 0 2023-03-02 $52.45 $0.00 26.5% 7.6% 17.1% 0.0% 0.0% 9.5% 6.2% 964 -19.9K -54 0.00 131.16 N/A N/A 0 0 6 0 2023-03-03 $53.35 $0.00 26.1% 7.5% 17.9% 0.0% 0.0% -1.3% -3.8% 894 -21.9K -53 0.00 128.83 N/A N/A 0 0 6 0 2023-03-06 $53.52 $0.00 23.7% 5.7% 17.7% 0.0% 0.0% 3.8% 2.8% 934 -22.2K -51 0.00 123.25 N/A N/A 0 0 6 0 2023-03-07 $52.80 $0.00 28.6% 6.4% 18.2% 0.0% 0.0% 9.7% -0.1% 883 -20.1K -54 0.00 123.45 N/A N/A 0 0 6 0 2023-03-08 $52.93 $0.00 35.5% 6.8% 16.9% 0.0% 0.0% 2.6% 1.0% 915 -20.9K -52 0.00 131.89 N/A N/A 0 0 6 0 2023-03-09 $51.94 $0.00 35.1% 6.7% 17.8% 0.0% 0.0% 5.9% 5.9% 913 -20.0K -52 0.00 124.63 N/A N/A 0 0 6 0 2023-03-10 $50.79 $0.00 36.5% 7.2% 19.2% 0.0% 0.0% 6.4% 2.4% 873 -17.2K -53 0.00 121.79 N/A N/A 0 0 6 0 2023-03-13 $51.34 $0.00 58.9% 9.2% 19.7% 0.0% 0.0% 2.5% 0.3% 864 -17.1K -54 0.00 124.53 N/A N/A 0 0 6 0 2023-03-14 $51.86 $0.00 62.4% 7.8% 19.4% 0.0% 0.0% 2.4% -2.0% 982 -19.2K -52 0.00 136.27 N/A N/A 0 0 6 0 2023-03-15 $51.82 $0.00 26.1% 7.5% 19.1% 0.0% 0.0% 4.4% -0.4% 951 -18.9K -52 0.00 131.94 N/A N/A 0 0 6 0 2023-03-16 $53.18 $0.00 23.7% 6.8% 21.6% 0.0% 0.0% 2.0% 2.9% 876 -21.6K -49 0.00 123.58 N/A N/A 0 0 6 0 2023-03-17 $52.73 $0.00 23.8% 6.8% 21.3% 0.0% 0.0% 10.7% 0.6% 956 -21.4K -48 0.00 125.70 N/A N/A 0 0 6 0 2023-03-20 $52.97 $0.00 24.4% 7.0% 21.1% 0.0% 0.0% 9.7% 3.8% 928 -21.3K -48 0.00 125.91 N/A N/A 0 0 6 0 2023-03-21 $53.91 $0.00 24.0% 6.9% 20.8% 0.0% 0.0% 10.1% -0.9% 1.2K -23.7K -41 0.00 125.30 N/A N/A 0 0 6 0 2023-03-22 $53.55 $0.00 25.0% 7.2% 20.9% 0.0% 0.0% -0.4% -4.4% 863 -24.1K -42 0.00 128.02 N/A N/A 0 0 6 0 2023-03-23 $53.28 $0.00 26.2% 7.5% 20.6% 0.0% 0.0% 4.6% -2.2% 910 -22.5K -45 0.00 125.38 N/A N/A 0 0 6 0 2023-03-24 $53.45 $0.00 25.4% 7.3% 19.5% 0.0% 0.0% 11.1% 2.0% 993 -22.5K -45 0.00 127.08 N/A N/A 0 0 6 0 2023-03-27 $53.52 $0.00 25.1% 7.2% 19.4% 0.0% 0.0% 8.4% -0.8% 938 -23.3K -41 0.00 127.30 N/A N/A 0 0 6 0 2023-03-28 $53.07 $0.00 22.3% 6.4% 19.6% 0.0% 0.0% 10.0% 7.1% 1.0K -21.1K -46 0.00 123.45 N/A N/A 0 0 6 0 2023-03-29 $54.03 $0.00 15.7% 4.5% 20.4% 0.0% 0.0% 2.2% 6.3% 934 -24.7K -37 0.00 121.94 N/A N/A 0 0 6 0 2023-03-30 $54.40 $0.00 18.7% 5.4% 20.3% 0.0% 0.0% 3.9% 2.3% 828 -25.6K -36 0.00 127.56 N/A N/A 0 0 6 0 2023-03-31 $55.18 $0.00 17.7% 5.1% 20.0% 0.0% 0.0% 4.6% 4.8% 987 -28.0K -26 0.00 125.56 N/A N/A 0 0 6 0
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