ILCG Options History — March 2024 In March 2024, ILCG traded between $73.32 and $75.93. ATM implied volatility averaged 19.9%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 2.3% (HV 20d: 17.6%). Max pain ranged from $73.00 to $73.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days.
Notable Days 2024-03-04 : Highest Volume — 10 contracts2024-03-06 : Largest IV spike — 69.8% change2024-03-12 : Highest IV Rank — 46.2%2024-03-01 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $74.95 $73.32 $75.93 $75.02 $75.61 Max Pain $73.00 $73.00 $73.00 $73.00 $73.00 ATM IV 19.9% 14.0% 34.4% 19.2% 17.3% Expected Move 4.7% 4.3% 5.5% 5.5% 5.0% HV 20d 17.6% 14.2% 20.1% 18.4% 14.2% HV 60d 15.9% 14.9% 16.4% 14.9% 15.5% IV Rank 22.5% 6.9% 46.2% 16.9% 22.4% IV Percentile 35.3% 3.6% 96.8% 35.7% 22.2% Term Structure -0.5% -5.3% 2.4% -3.7% -2.0% Skew 25d 1.1% -3.5% 2.5% -3.5% 1.2% Skew 10d 4.6% -4.3% 11.2% -4.3% 5.1% Call IV 25d 17.6% 15.8% 21.3% 21.3% 19.2% Put IV 25d 18.7% 17.0% 20.4% 17.8% 20.4% Bid-Ask Spread % 156.40 137.22 164.04 137.22 163.27 Gamma HHI 0.38 0.30 0.44 0.30 0.41 Net GEX -8.4K -16.0K -3.0K -7.9K -3.6K Net DEX -10.6K -33.5K 19.4K -10.7K -30.2K Net VEX -225 -346 -131 -240 -136 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.5 0 10 0 0 Total OI 57.7 51 65 55 51
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 2024-03-01 $75.02 $73.00 19.2% 5.5% 18.4% 16.9% 0.0% -3.5% -3.7% -7.9K -10.7K -240 0.00 137.22 N/A N/A 0 0 7 48 2024-03-04 $74.87 $0.00 21.9% 4.4% 17.4% 22.2% 0.0% 1.5% -0.4% -9.5K -6.4K -246 0.00 159.18 N/A N/A 0 10 7 48 2024-03-05 $73.32 $0.00 14.0% 4.4% 19.2% 6.9% 0.0% 0.4% -1.4% -16.0K 15.5K -346 0.00 153.74 N/A N/A 0 0 7 58 2024-03-06 $73.94 $0.00 23.8% 4.5% 19.4% 25.7% 0.0% 1.7% 1.4% -13.4K 7.0K -319 0.00 156.61 N/A N/A 0 0 7 58 2024-03-07 $75.00 $0.00 23.7% 4.7% 19.3% 25.6% 0.0% 1.7% 0.8% -11.0K 2.5K -289 0.00 152.63 N/A N/A 0 0 7 58 2024-03-08 $74.31 $0.00 25.6% 4.8% 19.6% 29.2% 0.0% 0.4% -5.3% -11.6K 2.3K -292 0.00 145.96 N/A N/A 0 0 7 58 2024-03-11 $73.92 $0.00 34.3% 4.8% 19.4% 46.0% 0.0% 1.6% 0.9% -13.9K 19.4K -319 0.00 157.35 N/A N/A 0 0 7 58 2024-03-12 $75.12 $0.00 34.4% 4.3% 20.1% 46.2% 0.0% 0.5% 1.5% -11.2K -2.7K -259 0.00 149.93 N/A N/A 0 0 7 58 2024-03-13 $74.84 $0.00 16.3% 4.7% 19.2% 11.3% 0.0% 1.8% 0.4% -11.0K -2.7K -248 0.00 160.37 N/A N/A 0 0 7 58 2024-03-14 $74.66 $0.00 15.8% 4.5% 18.7% 10.5% 0.0% 0.9% 0.2% -11.2K -4.2K -234 0.00 156.90 N/A N/A 0 0 7 58 2024-03-15 $74.01 $0.00 17.5% 5.0% 19.0% 23.1% 0.0% 1.6% -0.5% -13.7K 8.6K -258 0.00 164.04 N/A N/A 0 0 7 58 2024-03-18 $74.82 $0.00 17.1% 4.9% 19.2% 21.8% 0.0% 1.9% -0.3% -5.3K -17.3K -221 0.00 157.65 N/A N/A 0 0 7 44 2024-03-19 $74.99 $0.00 17.0% 4.9% 18.4% 21.4% 0.0% 2.5% 2.4% -6.4K -14.6K -226 0.00 155.44 N/A N/A 0 0 7 44 2024-03-20 $75.73 $0.00 16.1% 4.6% 18.5% 18.6% 0.0% 2.5% 0.7% -4.6K -23.7K -179 0.00 155.70 N/A N/A 0 0 7 44 2024-03-21 $75.91 $0.00 16.6% 4.8% 14.4% 20.3% 0.0% 1.7% -2.2% -3.0K -33.5K -131 0.00 158.71 N/A N/A 0 0 7 44 2024-03-22 $75.93 $0.00 16.3% 4.7% 14.3% 19.3% 0.0% 0.9% -0.8% -3.4K -30.9K -144 0.00 160.43 N/A N/A 0 0 7 44 2024-03-25 $75.81 $0.00 16.7% 4.8% 14.4% 20.4% 0.0% 1.3% 0.2% -3.7K -28.4K -147 0.00 160.68 N/A N/A 0 0 7 44 2024-03-26 $75.56 $0.00 16.7% 4.8% 14.4% 20.5% 0.0% 0.7% -2.3% -3.4K -31.2K -138 0.00 161.04 N/A N/A 0 0 7 44 2024-03-27 $75.61 $0.00 16.9% 4.8% 14.4% 21.2% 0.0% 1.2% -0.5% -3.5K -30.3K -131 0.00 161.20 N/A N/A 0 0 7 44 2024-03-28 $75.61 $0.00 17.3% 5.0% 14.2% 22.4% 0.0% 1.2% -2.0% -3.6K -30.2K -136 0.00 163.27 N/A N/A 0 0 7 44
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