ILCG Options History — November 2023

In November 2023, ILCG traded between $59.42 and $65.16. ATM implied volatility averaged 19.5%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 1.6% (HV 20d: 17.9%). Max pain ranged from $57.00 to $57.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.30.

Notable Days

2023-11-17: Highest Volume — 16 contracts
2023-11-13: Largest IV spike — 52.0% change
2023-11-02: Highest IV Rank — 22.1%
2023-11-27: Largest Expected Move — 6.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$63.45	$59.42	$65.16	$59.42	$64.97
Max Pain	$57.00	$57.00	$57.00	$57.00	$57.00
ATM IV	19.5%	12.7%	24.7%	21.8%	22.1%
Expected Move	5.5%	3.6%	6.9%	6.3%	6.3%
HV 20d	17.9%	13.7%	20.8%	18.5%	13.7%
HV 60d	17.0%	16.4%	17.7%	16.5%	16.4%
IV Rank	12.6%	0.0%	22.1%	16.7%	17.6%
IV Percentile	25.3%	0.0%	59.1%	33.3%	39.3%
Term Structure	-0.9%	-7.8%	8.9%	0.7%	-5.9%
Skew 25d	3.3%	0.2%	9.3%	9.3%	1.1%
Skew 10d	3.8%	-1.3%	10.3%	10.3%	1.1%
Call IV 25d	18.5%	11.8%	25.6%	20.1%	25.6%
Put IV 25d	21.8%	14.7%	29.4%	29.4%	26.7%
Bid-Ask Spread %	134.37	125.56	140.85	135.24	140.04
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	291	-415	2.1K	2.1K	-293
Net DEX	-31.7K	-43.4K	-17.7K	-33.0K	-22.1K
Net VEX	-39	-107	0	-25	-86
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.00	0.60	0.00	0.60
Total Volume	0.81	0	16	0	0
Total OI	8.19	5	11	7	11

Daily Data (21 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
2023-11-01	$59.42	$57.00	21.8%	6.3%	18.5%	16.7%	0.0%	9.3%	0.7%	2.1K	-33.0K	-25	0.00	135.24	N/A	N/A	0	0	7	0
2023-11-02	$60.53	$0.00	24.7%	6.7%	19.6%	22.1%	0.0%	2.6%	-2.2%	1.5K	-37.8K	-16	0.00	125.56	N/A	N/A	0	0	7	0
2023-11-03	$61.25	$0.00	20.8%	6.6%	19.1%	14.7%	0.0%	1.8%	-3.3%	1.2K	-39.6K	-12	0.00	126.25	N/A	N/A	0	0	7	0
2023-11-06	$61.39	$0.00	23.4%	5.9%	19.1%	19.7%	0.0%	0.8%	-2.0%	906	-41.0K	-7	0.00	133.39	N/A	N/A	0	0	7	0
2023-11-07	$62.19	$0.00	24.3%	5.2%	19.5%	21.4%	0.0%	2.0%	2.9%	735	-41.8K	-7	0.00	136.81	N/A	N/A	0	0	7	0
2023-11-08	$62.32	$0.00	15.7%	4.5%	19.4%	5.1%	0.0%	0.4%	0.4%	619	-42.3K	-5	0.00	134.00	N/A	N/A	0	0	7	0
2023-11-09	$61.74	$0.00	15.6%	4.5%	19.7%	4.9%	0.0%	6.4%	3.2%	660	-42.0K	-4	0.00	129.21	N/A	N/A	0	0	7	0
2023-11-10	$62.93	$0.00	15.7%	4.5%	20.2%	5.2%	0.0%	2.8%	-0.1%	348	-43.4K	-2	0.00	135.77	N/A	N/A	0	0	7	0
2023-11-13	$62.98	$0.00	23.9%	6.9%	19.7%	20.7%	0.0%	3.0%	-4.5%	408	-36.9K	-2	0.00	131.78	N/A	N/A	0	0	6	0
2023-11-14	$64.37	$0.00	12.7%	3.6%	20.8%	0.0%	0.0%	3.3%	8.9%	2	-38.6K	0	0.00	130.68	N/A	N/A	0	0	6	0
2023-11-15	$64.21	$0.00	17.8%	5.1%	19.7%	9.6%	0.0%	7.3%	-3.1%	8	-38.5K	0	0.00	130.15	N/A	N/A	1	0	6	0
2023-11-16	$64.34	$0.00	21.9%	6.3%	19.2%	17.4%	0.0%	0.5%	-3.8%	45	-32.1K	0	0.00	129.72	N/A	N/A	0	0	5	0
2023-11-17	$64.31	$0.00	17.5%	5.0%	18.4%	9.0%	0.0%	1.8%	5.5%	68	-32.1K	0	0.60	137.96	N/A	N/A	10	6	5	0
2023-11-20	$65.11	$0.00	16.7%	4.8%	18.6%	7.4%	0.0%	7.1%	1.4%	-312	-21.4K	-93	0.00	133.46	N/A	N/A	0	0	5	6
2023-11-21	$64.83	$0.00	18.5%	5.3%	18.8%	10.9%	0.0%	2.5%	-1.8%	-415	-17.7K	-106	0.00	134.97	N/A	N/A	0	0	5	6
2023-11-22	$65.15	$0.00	17.9%	5.1%	16.6%	9.8%	0.0%	2.2%	-3.3%	-293	-21.8K	-93	0.00	137.11	N/A	N/A	0	0	5	6
2023-11-24	$65.02	$0.00	16.0%	4.6%	14.2%	6.1%	0.0%	4.7%	1.5%	-305	-21.8K	-88	0.00	140.67	N/A	N/A	0	0	5	6
2023-11-27	$65.16	$0.00	24.2%	6.9%	14.1%	21.6%	0.0%	5.4%	-7.8%	-374	-17.7K	-107	0.00	138.33	N/A	N/A	0	0	5	6
2023-11-28	$65.07	$0.00	17.8%	5.1%	13.8%	9.6%	0.0%	4.8%	-0.5%	-280	-22.3K	-86	0.00	140.85	N/A	N/A	0	0	5	6
2023-11-29	$65.09	$0.00	21.1%	6.1%	13.9%	15.8%	0.0%	0.2%	-5.0%	-257	-22.7K	-85	0.00	139.79	N/A	N/A	0	0	5	6
2023-11-30	$64.97	$0.00	22.1%	6.3%	13.7%	17.6%	0.0%	1.1%	-5.9%	-293	-22.1K	-86	0.00	140.04	N/A	N/A	0	0	5	6