ILCG Options History — September 2023 In September 2023, ILCG traded between $59.04 and $63.55. ATM implied volatility averaged 22.8%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 7.4% (HV 20d: 15.5%). Max pain ranged from $59.00 to $61.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-14 : Highest Volume — 4 contracts2023-09-07 : Largest IV spike — 47.7% change2023-09-08 : Highest IV Rank — 37.6%2023-09-26 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $61.57 $59.04 $63.55 $63.38 $59.62 Max Pain $60.83 $59.00 $61.00 $59.00 $61.00 ATM IV 22.8% 16.9% 32.9% 23.2% 21.4% Expected Move 5.9% 4.9% 6.7% 6.6% 6.1% HV 20d 15.5% 13.5% 16.4% 15.3% 13.6% HV 60d 14.5% 14.2% 14.8% 14.4% 14.8% IV Rank 18.6% 7.4% 37.6% 19.2% 15.9% IV Percentile 40.1% 7.7% 88.1% 43.9% 31.8% Term Structure -1.6% -7.0% 2.7% -5.2% -2.7% VWIV 11.6% 11.6% 11.6% 11.6% 11.6% Skew 25d 5.0% -2.3% 12.6% -1.9% 3.1% Skew 10d 4.8% -2.0% 16.2% -2.0% 7.1% Call IV 25d 15.6% 10.7% 21.2% 20.2% 21.2% Put IV 25d 20.6% 14.4% 25.8% 18.3% 24.3% Bid-Ask Spread % 135.10 128.66 140.72 136.56 133.56 Gamma HHI 0.47 0.39 0.54 0.42 0.51 Net GEX 1.6K 1.1K 1.9K 1.1K 1.9K Net DEX -33.4K -39.9K -24.2K -39.9K -26.7K Net VEX -39 -51 -23 -29 -45 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 0.2 0 4 0 0 Total OI 7 7 7 7 7
Daily Data (20 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 2023-09-01 $63.38 $59.00 23.2% 6.6% 15.3% 19.2% 0.0% -1.9% -5.2% 1.1K -39.9K -29 0.00 136.56 N/A N/A 0 0 7 0 2023-09-05 $63.55 $0.00 22.8% 6.0% 15.3% 18.4% 0.0% 7.3% -4.4% 1.2K -38.5K -37 0.00 130.22 N/A N/A 0 0 7 0 2023-09-06 $62.78 $0.00 20.2% 6.0% 15.9% 13.7% 0.0% 5.0% -2.2% 1.3K -37.6K -36 0.00 129.86 N/A N/A 0 0 7 0 2023-09-07 $62.58 $0.00 29.9% 5.5% 15.7% 32.0% 0.0% 3.1% 0.4% 1.4K -37.1K -33 0.00 140.62 N/A N/A 0 0 7 0 2023-09-08 $62.50 $0.00 32.9% 5.4% 15.6% 37.6% 0.0% -2.3% -1.2% 1.4K -37.3K -32 0.00 138.16 N/A N/A 0 0 7 0 2023-09-11 $63.23 $0.00 27.4% 6.1% 16.1% 27.1% 0.0% -0.4% -7.0% 1.1K -39.7K -26 0.00 134.15 N/A N/A 0 0 7 0 2023-09-12 $62.56 $0.00 31.1% 5.8% 16.4% 34.2% 0.0% 2.8% -0.4% 1.5K -36.9K -34 0.00 134.05 N/A N/A 0 0 7 0 2023-09-13 $62.64 $0.00 21.0% 6.0% 16.0% 15.1% 0.0% 10.2% -4.0% 1.4K -38.1K -28 0.00 136.45 N/A N/A 0 0 7 0 2023-09-14 $63.08 $0.00 18.2% 5.2% 15.9% 9.8% 11.6% 2.2% 0.2% 1.2K -39.8K -23 0.00 137.43 N/A N/A 4 0 7 0 2023-09-15 $62.09 $61.00 16.9% 4.9% 16.1% 7.4% 0.0% 2.7% -2.4% 1.6K -35.4K -39 0.00 138.07 N/A N/A 0 0 7 0 2023-09-18 $62.07 $61.00 19.8% 5.7% 16.1% 12.8% 0.0% 2.1% -1.9% 1.5K -35.1K -39 0.00 140.72 N/A N/A 0 0 7 0 2023-09-19 $62.04 $61.00 19.6% 5.6% 15.6% 12.5% 0.0% 8.7% 1.0% 1.7K -34.2K -43 0.00 139.38 N/A N/A 0 0 7 0 2023-09-20 $61.30 $61.00 18.2% 5.2% 16.2% 9.8% 0.0% 4.0% -2.3% 1.7K -32.3K -44 0.00 135.42 N/A N/A 0 0 7 0 2023-09-21 $60.15 $61.00 21.5% 6.2% 16.4% 16.0% 0.0% 9.5% -1.5% 1.8K -28.2K -49 0.00 133.46 N/A N/A 0 0 7 0 2023-09-22 $60.03 $61.00 21.1% 6.1% 15.3% 15.4% 0.0% 9.9% -0.3% 1.8K -27.6K -51 0.00 138.42 N/A N/A 0 0 7 0 2023-09-25 $60.06 $61.00 22.4% 6.4% 14.9% 17.7% 0.0% 12.6% -0.9% 1.9K -28.3K -47 0.00 137.55 N/A N/A 0 0 7 0 2023-09-26 $59.04 $61.00 23.5% 6.7% 15.8% 19.9% 0.0% 4.9% -1.8% 1.9K -25.3K -48 0.00 128.66 N/A N/A 0 0 7 0 2023-09-27 $59.04 $61.00 23.2% 6.7% 13.5% 19.3% 0.0% 11.7% 2.7% 1.9K -24.2K -49 0.00 129.13 N/A N/A 0 0 7 0 2023-09-28 $59.58 $61.00 22.6% 6.5% 13.9% 18.1% 0.0% 4.4% 1.2% 1.9K -25.7K -49 0.00 130.19 N/A N/A 0 0 7 0 2023-09-29 $59.62 $61.00 21.4% 6.1% 13.6% 15.9% 0.0% 3.1% -2.7% 1.9K -26.7K -45 0.00 133.56 N/A N/A 0 0 7 0
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