ILCG Options History — February 2024 In February 2024, ILCG traded between $70.42 and $74.19. ATM implied volatility averaged 17.3%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 0.5% (HV 20d: 16.8%). Max pain ranged from $71.00 to $73.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-09 : Highest Volume — 9 contracts2024-02-13 : Largest IV spike — 70.8% change2024-02-06 : Highest IV Rank — 21.4%2024-02-28 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $72.81 $70.42 $74.19 $70.42 $74.19 Max Pain $72.86 $71.00 $73.00 $71.00 $73.00 ATM IV 17.3% 10.4% 23.4% 20.3% 19.4% Expected Move 4.6% 3.0% 5.6% 4.5% 5.5% HV 20d 16.8% 14.0% 20.5% 14.1% 18.6% HV 60d 13.6% 12.4% 14.9% 12.9% 14.9% IV Rank 12.0% 0.0% 21.4% 15.3% 17.2% IV Percentile 24.0% 0.0% 65.5% 36.1% 36.5% Term Structure 0.2% -5.2% 12.0% 2.3% -3.9% VWIV 13.8% 11.5% 16.0% 16.0% 11.5% Skew 25d -1.3% -8.6% 4.5% 1.9% -4.0% Skew 10d -1.4% -11.2% 4.6% 2.4% -6.7% Call IV 25d 17.9% 11.0% 21.7% 16.6% 20.4% Put IV 25d 16.6% 12.3% 20.4% 18.5% 16.4% Bid-Ask Spread % 134.85 129.70 139.20 135.99 137.52 Gamma HHI 0.53 0.35 0.85 0.85 0.35 Net GEX 3.3K -19.8K 40.2K 40.2K -11.4K Net DEX -428.0K -796.2K 45.2K -574.5K 1.2K Net VEX -361 -686 -233 -686 -295 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 1.8 0 9 0 1 Total OI 105.15 39 160 136 54
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 2024-02-01 $70.42 $0.00 20.3% 4.5% 14.1% 15.3% 0.0% 1.9% 2.3% 40.2K -574.5K -686 0.00 135.99 N/A N/A 0 0 116 20 2024-02-02 $71.81 $0.00 19.5% 4.3% 15.1% 13.7% 0.0% 1.9% 2.9% 24.1K -702.4K -482 0.00 133.84 N/A N/A 0 0 116 20 2024-02-05 $71.70 $0.00 22.3% 4.6% 15.1% 19.2% 0.0% 1.7% 1.4% 26.9K -682.2K -480 0.00 137.15 N/A N/A 0 0 116 20 2024-02-06 $71.60 $0.00 23.4% 4.6% 14.0% 21.4% 0.0% 1.5% 0.5% 27.8K -680.0K -464 0.00 137.99 N/A N/A 0 0 116 20 2024-02-07 $72.72 $0.00 15.8% 4.5% 14.6% 6.1% 0.0% 1.8% 1.3% 14.8K -755.8K -331 0.00 137.43 N/A N/A 2 0 116 20 2024-02-08 $72.84 $0.00 16.4% 4.7% 14.5% 7.5% 16.0% -0.2% -0.7% 15.9K -759.4K -359 0.00 139.20 N/A N/A 0 5 118 20 2024-02-09 $73.58 $71.00 15.9% 4.6% 14.7% 6.4% 11.5% -1.2% -1.5% 5.7K -796.2K -300 0.00 135.67 N/A N/A 0 9 118 25 2024-02-12 $73.22 $73.00 10.4% 3.0% 15.0% 0.0% 0.0% -8.2% 6.2% 874 -764.8K -351 0.00 131.33 N/A N/A 0 0 118 34 2024-02-13 $72.04 $73.00 17.8% 5.1% 16.4% 14.2% 0.0% -1.7% -3.8% 12.3K -684.5K -419 0.00 129.70 N/A N/A 0 0 118 34 2024-02-14 $73.04 $73.00 11.2% 3.2% 16.6% 1.5% 0.0% -4.4% 5.6% -290 -758.0K -326 0.00 132.98 N/A N/A 0 0 118 34 2024-02-15 $73.19 $73.00 12.8% 3.7% 16.2% 4.7% 0.0% -0.4% 5.4% 160 -770.4K -298 0.00 131.75 N/A N/A 0 8 118 34 2024-02-16 $72.84 $73.00 10.6% 3.0% 15.9% 0.4% 0.0% -0.7% 12.0% 6.4K -738.8K -323 0.00 132.58 N/A N/A 0 0 118 42 2024-02-20 $71.89 $73.00 18.1% 5.2% 16.8% 14.8% 0.0% 3.3% -3.7% -19.8K 44.4K -327 0.00 131.42 N/A N/A 0 0 7 32 2024-02-21 $71.58 $73.00 19.3% 5.5% 16.9% 17.0% 0.0% 4.5% -1.6% -14.8K 45.2K -341 0.00 131.61 N/A N/A 0 0 7 32 2024-02-22 $74.05 $73.00 17.7% 5.1% 20.5% 14.1% 0.0% -0.8% -0.2% -10.2K 1.4K -267 0.00 134.61 N/A N/A 0 2 7 32 2024-02-23 $73.96 $73.00 18.1% 5.2% 20.5% 14.9% 0.0% -8.6% -5.2% -15.9K -7.9K -233 0.00 132.05 N/A N/A 0 9 7 34 2024-02-26 $73.89 $73.00 19.1% 5.5% 20.5% 16.7% 0.0% -8.4% -4.2% -11.9K 6.8K -308 0.00 137.10 N/A N/A 0 0 7 47 2024-02-27 $73.90 $73.00 19.0% 5.5% 20.2% 16.6% 0.0% -2.2% -3.2% -12.5K 8.7K -329 0.00 138.78 N/A N/A 0 0 7 47 2024-02-28 $73.70 $73.00 19.6% 5.6% 20.3% 17.7% 0.0% -1.6% -4.7% -13.0K 6.8K -301 0.00 138.25 N/A N/A 0 0 7 47 2024-02-29 $74.19 $73.00 19.4% 5.5% 18.6% 17.2% 0.0% -4.0% -3.9% -11.4K 1.2K -295 0.00 137.52 N/A N/A 0 1 7 47
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