ILCG Options History — September 2024 In September 2024, ILCG traded between $77.58 and $84.26. ATM implied volatility averaged 19.8%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 0.6% (HV 20d: 19.2%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days.
Notable Days 2024-09-26 : Largest IV spike — 28.9% change2024-09-09 : Highest IV Rank — 42.5%2024-09-18 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $81.72 $77.58 $84.26 $79.15 $83.73 ATM IV 19.8% 16.7% 24.8% 22.4% 18.2% Expected Move 5.6% 4.8% 6.4% 6.4% 5.2% HV 20d 19.2% 18.0% 22.6% 22.6% 18.1% HV 60d 22.7% 22.2% 23.1% 22.2% 22.9% IV Rank 27.7% 18.7% 42.5% 35.3% 23.0% IV Percentile 53.0% 24.2% 86.9% 74.2% 44.0% Term Structure 0.5% -9.0% 3.9% -9.0% -1.1% Skew 25d 2.9% 0.4% 11.0% 0.4% 3.5% Skew 10d 7.3% 1.4% 15.4% 15.4% 1.4% Call IV 25d 18.6% 16.4% 23.0% 23.0% 21.1% Put IV 25d 21.5% 19.1% 28.8% 23.4% 24.6% Bid-Ask Spread % 146.57 127.89 161.25 149.38 150.01 Gamma HHI 0.65 0.60 0.69 0.66 0.62 Net GEX 2.6K 2.1K 3.0K 2.8K 2.3K Net DEX -58.8K -73.3K -38.3K -49.6K -70.7K Net VEX -162 -200 -121 -194 -127 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 13 13 13 13 13
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 2024-09-03 $79.15 $0.00 22.4% 6.4% 22.6% 35.3% 0.0% 0.4% -9.0% 2.8K -49.6K -194 0.00 149.38 N/A N/A 0 0 11 2 2024-09-04 $79.16 $0.00 21.6% 6.2% 21.0% 33.0% 0.0% 1.9% -1.7% 2.9K -43.8K -200 0.00 147.82 N/A N/A 0 0 11 2 2024-09-05 $79.03 $0.00 21.7% 5.9% 20.0% 33.2% 0.0% 2.5% 0.3% 2.9K -44.7K -198 0.00 141.00 N/A N/A 0 0 11 2 2024-09-06 $77.58 $0.00 22.1% 6.1% 19.7% 34.3% 0.0% 3.8% 1.4% 2.9K -38.3K -196 0.00 127.89 N/A N/A 0 0 11 2 2024-09-09 $78.31 $0.00 24.8% 6.2% 19.7% 42.5% 0.0% 2.9% 0.7% 3.0K -38.3K -194 0.00 142.49 N/A N/A 0 0 11 2 2024-09-10 $79.22 $0.00 24.8% 6.1% 20.1% 42.4% 0.0% 2.9% 1.2% 2.9K -41.1K -194 0.00 141.03 N/A N/A 0 0 11 2 2024-09-11 $80.70 $0.00 18.4% 5.3% 19.4% 23.7% 0.0% 3.1% 2.3% 2.9K -46.8K -188 0.00 138.03 N/A N/A 0 0 11 2 2024-09-12 $81.95 $0.00 19.1% 5.5% 20.0% 25.7% 0.0% 2.5% 2.2% 2.6K -59.0K -172 0.00 138.85 N/A N/A 0 0 11 2 2024-09-13 $82.31 $0.00 17.8% 5.1% 18.4% 21.6% 0.0% 2.3% 3.0% 2.6K -61.7K -164 0.00 148.92 N/A N/A 0 0 11 2 2024-09-16 $82.10 $0.00 18.6% 5.3% 18.5% 24.2% 0.0% 2.1% 2.3% 2.7K -60.3K -168 0.00 149.03 N/A N/A 0 0 11 2 2024-09-17 $82.04 $0.00 19.1% 5.5% 18.2% 25.7% 0.0% 2.6% 1.8% 2.7K -60.9K -161 0.00 144.35 N/A N/A 0 0 11 2 2024-09-18 $82.00 $0.00 22.5% 6.4% 18.1% 35.5% 0.0% 11.0% -2.3% 2.6K -63.1K -153 0.00 151.36 N/A N/A 0 0 11 2 2024-09-19 $83.78 $0.00 17.3% 5.0% 19.7% 20.3% 0.0% 3.0% 2.4% 2.2K -68.9K -144 0.00 144.05 N/A N/A 0 0 11 2 2024-09-20 $83.66 $0.00 17.3% 5.0% 18.9% 20.3% 0.0% 2.6% 3.9% 2.3K -69.7K -136 0.00 149.15 N/A N/A 0 0 11 2 2024-09-23 $83.69 $0.00 17.3% 5.0% 18.6% 20.3% 0.0% 2.0% 0.2% 2.3K -69.5K -134 0.00 152.57 N/A N/A 0 0 11 2 2024-09-24 $84.02 $0.00 16.7% 4.8% 18.4% 18.7% 0.0% 2.5% 3.2% 2.2K -71.8K -132 0.00 148.60 N/A N/A 0 0 11 2 2024-09-25 $84.00 $0.00 16.9% 4.8% 18.4% 19.1% 0.0% 1.4% 1.1% 2.1K -73.3K -121 0.00 151.28 N/A N/A 0 0 11 2 2024-09-26 $84.26 $0.00 21.8% 6.2% 18.0% 33.5% 0.0% 2.8% -3.0% 2.1K -72.8K -128 0.00 161.25 N/A N/A 0 0 11 2 2024-09-27 $83.76 $0.00 17.7% 5.1% 18.2% 21.5% 0.0% 1.7% 1.1% 2.3K -71.6K -129 0.00 154.32 N/A N/A 0 0 11 2 2024-09-30 $83.73 $0.00 18.2% 5.2% 18.1% 23.0% 0.0% 3.5% -1.1% 2.3K -70.7K -127 0.00 150.01 N/A N/A 0 0 11 2
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