ILCG Options History — June 2024 In June 2024, ILCG traded between $76.94 and $82.13. ATM implied volatility averaged 17.2%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 5.5% (HV 20d: 11.7%). Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-12 : Highest Volume — 13 contracts2024-06-27 : Largest IV spike — 78.7% change2024-06-27 : Highest IV Rank — 67.0%2024-06-27 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $80.34 $76.94 $82.13 $76.94 $81.72 ATM IV 17.2% 13.7% 29.9% 16.1% 15.3% Expected Move 4.6% 3.9% 8.6% 4.6% 4.4% HV 20d 11.7% 10.2% 12.8% 10.6% 10.7% HV 60d 14.3% 14.0% 14.6% 14.3% 14.5% IV Rank 22.9% 10.7% 67.0% 18.7% 16.7% IV Percentile 23.4% 2.0% 96.0% 10.7% 7.9% Term Structure 0.1% -4.2% 12.5% -1.3% -2.8% Skew 25d 2.7% 0.1% 14.5% 1.5% 0.1% Skew 10d 6.9% 2.6% 19.9% 8.8% 4.1% Call IV 25d 17.0% 7.5% 37.2% 20.3% 18.1% Put IV 25d 19.7% 15.6% 46.0% 21.7% 18.2% Bid-Ask Spread % 156.79 146.72 190.01 153.86 153.16 Gamma HHI 0.70 0.44 0.99 0.78 0.99 Net GEX 3.6K -1 12.0K 817 3.1K Net DEX -50.0K -93.1K -5.4K -6.9K -75.7K Net VEX -124 -211 -26 -32 -173 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 0.737 0 13 0 0 Total OI 10.211 3 17 3 13
Daily Data (19 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 2024-06-03 $76.94 $0.00 16.1% 4.6% 10.6% 18.7% 0.0% 1.5% -1.3% 817 -6.9K -32 0.00 153.86 N/A N/A 0 0 2 1 2024-06-04 $77.39 $0.00 18.9% 5.4% 10.2% 27.8% 0.0% 1.4% -3.3% 796 -7.2K -32 0.00 156.19 N/A N/A 0 0 2 1 2024-06-05 $78.64 $0.00 18.2% 5.2% 11.4% 25.4% 0.0% 14.5% -4.2% 831 -8.8K -30 0.00 151.56 N/A N/A 0 0 2 1 2024-06-06 $78.67 $0.00 19.4% 4.2% 11.4% 29.2% 0.0% 1.8% 0.2% 852 -9.5K -29 0.00 162.80 N/A N/A 0 0 2 1 2024-06-07 $78.81 $0.00 17.6% 4.4% 11.4% 23.6% 0.0% 6.5% 0.0% 808 -9.1K -29 0.00 153.66 N/A N/A 0 1 2 1 2024-06-10 $78.92 $0.00 21.5% 4.2% 11.4% 36.1% 0.0% 1.7% 1.3% 71 -5.4K -34 0.00 163.12 N/A N/A 0 0 2 2 2024-06-11 $79.50 $0.00 20.4% 4.0% 11.5% 32.5% 0.0% 2.4% 2.4% 0 -6.7K -32 0.00 157.69 N/A N/A 0 0 2 2 2024-06-12 $80.69 $0.00 13.7% 3.9% 12.3% 10.7% 0.0% 1.7% 0.5% -1 -10.8K -26 0.00 151.53 N/A N/A 13 0 2 2 2024-06-13 $81.06 $0.00 14.0% 4.0% 11.5% 12.2% 0.0% 1.2% 1.2% 9.3K -84.5K -211 0.00 155.97 N/A N/A 0 0 15 2 2024-06-14 $81.07 $0.00 14.5% 4.2% 11.3% 14.2% 0.0% 2.1% 0.1% 9.7K -85.5K -209 0.00 157.99 N/A N/A 0 0 15 2 2024-06-17 $82.13 $0.00 14.1% 4.0% 11.8% 12.7% 0.0% 1.6% 0.7% 5.9K -93.1K -192 0.00 147.40 N/A N/A 0 0 15 2 2024-06-18 $82.05 $0.00 15.0% 4.3% 11.9% 15.8% 0.0% 1.4% 0.4% 5.8K -92.2K -191 0.00 155.30 N/A N/A 0 0 15 2 2024-06-20 $81.63 $0.00 14.8% 4.2% 12.2% 15.0% 0.0% 0.4% -0.6% 6.9K -89.5K -187 0.00 146.72 N/A N/A 0 0 15 2 2024-06-21 $81.44 $0.00 16.0% 4.6% 12.1% 19.3% 0.0% 1.1% -1.9% 12.0K -90.5K -191 0.00 154.60 N/A N/A 0 0 15 2 2024-06-24 $80.69 $0.00 15.6% 4.5% 12.8% 18.0% 0.0% 0.3% -1.2% 3.2K -69.6K -191 0.00 152.52 N/A N/A 0 0 12 1 2024-06-25 $81.43 $0.00 15.8% 4.5% 12.8% 18.6% 0.0% 1.3% -0.0% 3.2K -72.3K -188 0.00 154.25 N/A N/A 0 0 12 1 2024-06-26 $81.64 $0.00 16.7% 4.8% 12.8% 21.7% 0.0% 1.4% -1.7% 3.1K -73.8K -179 0.00 160.75 N/A N/A 0 0 12 1 2024-06-27 $81.98 $0.00 29.9% 8.6% 12.7% 67.0% 0.0% 8.8% 12.5% 2.5K -58.5K -209 0.00 190.01 N/A N/A 0 0 12 1 2024-06-28 $81.72 $0.00 15.3% 4.4% 10.7% 16.7% 0.0% 0.1% -2.8% 3.1K -75.7K -173 0.00 153.16 N/A N/A 0 0 12 1
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