ILCG Options History — November 2024 In November 2024, ILCG traded between $84.48 and $90.34. ATM implied volatility averaged 26.8%, placing in the 48.4% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 8.5% (HV 20d: 18.3%). Max pain ranged from $78.00 to $90.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-12 : Highest Volume — 1 contracts2024-11-18 : Largest IV spike — 54.9% change2024-11-25 : Highest IV Rank — 76.2%2024-11-25 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $88.61 $84.48 $90.34 $84.72 $90.21 Max Pain $89.08 $78.00 $90.00 $78.00 $90.00 ATM IV 26.8% 20.2% 36.3% 22.7% 22.0% Expected Move 8.2% 5.8% 10.4% 6.5% 6.3% HV 20d 18.3% 14.9% 20.2% 15.8% 16.6% HV 60d 16.5% 15.6% 17.1% 16.3% 15.8% IV Rank 48.4% 28.7% 76.2% 36.1% 34.0% IV Percentile 86.3% 66.3% 97.2% 84.1% 77.8% Term Structure 1.2% -8.8% 5.2% 1.1% -2.4% VWIV 52.9% 52.9% 52.9% 52.9% 52.9% Skew 25d 21.5% -2.1% 52.8% 2.4% 22.0% Skew 10d 25.0% 1.8% 52.8% 4.4% 31.3% Call IV 25d 16.1% 10.0% 23.4% 23.4% 16.8% Put IV 25d 37.6% 20.2% 66.7% 25.8% 38.7% Bid-Ask Spread % 190.66 140.88 197.50 140.88 194.57 Gamma HHI 0.37 0.21 0.61 0.39 0.29 Net GEX 17 -529 1.4K 1.1K 18 Net DEX -52.3K -95.0K -1.1K -80.0K -15.8K Net VEX -52 -83 -33 -59 -35 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 0.2 0 1 0 1 Total OI 9.9 5 14 13 6
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 2024-11-01 $84.72 $78.00 22.7% 6.5% 15.8% 36.1% 0.0% 2.4% 1.1% 1.1K -80.0K -59 0.00 140.88 N/A N/A 0 0 11 2 2024-11-04 $84.48 $0.00 26.5% 8.7% 15.4% 47.2% 0.0% -2.1% -4.3% 1.4K -78.3K -61 0.00 183.44 N/A N/A 0 0 11 2 2024-11-05 $85.56 $0.00 24.9% 8.1% 14.9% 42.5% 0.0% 28.7% 0.3% 626 -82.5K -52 0.00 184.06 N/A N/A 0 0 11 2 2024-11-06 $88.19 $0.00 20.3% 8.1% 18.2% 29.2% 0.0% 20.5% 3.9% -429 -88.8K -44 0.00 197.03 N/A N/A 0 0 11 2 2024-11-07 $89.47 $0.00 20.7% 8.2% 18.7% 30.4% 0.0% 21.7% 4.6% -183 -92.2K -44 0.00 197.50 N/A N/A 0 0 11 2 2024-11-08 $89.78 $0.00 20.8% 8.0% 18.7% 30.7% 0.0% 14.5% 4.7% -211 -94.2K -37 0.00 195.94 N/A N/A 0 0 11 2 2024-11-11 $89.97 $0.00 27.2% 8.4% 18.5% 49.5% 0.0% 15.3% 3.4% -215 -94.8K -33 0.00 192.35 N/A N/A 0 0 11 2 2024-11-12 $90.16 $0.00 29.4% 9.7% 17.5% 56.0% 52.9% 24.2% 3.0% -214 -95.0K -33 0.00 192.87 N/A N/A 0 1 11 2 2024-11-13 $90.34 $90.00 30.5% 8.7% 17.5% 59.1% 0.0% 22.7% 3.1% -431 -89.6K -52 0.00 194.10 N/A N/A 0 0 11 3 2024-11-14 $89.34 $90.00 29.5% 8.5% 18.2% 56.3% 0.0% -1.2% -8.8% -529 -86.7K -47 0.00 193.21 N/A N/A 0 0 11 3 2024-11-15 $87.47 $90.00 20.2% 5.8% 19.9% 28.7% 0.0% 22.0% 4.1% -391 -83.7K -55 0.00 192.76 N/A N/A 1 0 11 3 2024-11-18 $87.94 $90.00 31.2% 8.9% 20.0% 61.2% 0.0% 52.8% 0.6% -409 -1.1K -57 0.00 190.00 N/A N/A 0 0 2 3 2024-11-19 $88.83 $90.00 31.2% 8.9% 20.2% 61.2% 0.0% 31.5% 5.1% -132 -1.5K -71 0.00 193.25 N/A N/A 1 0 2 3 2024-11-20 $88.69 $90.00 33.0% 9.5% 19.3% 66.4% 0.0% 31.1% 0.5% 222 -6.9K -83 0.00 194.21 N/A N/A 0 0 3 3 2024-11-21 $89.27 $90.00 33.3% 9.5% 19.3% 67.2% 0.0% 26.5% -0.1% -9 -7.4K -73 0.00 194.73 N/A N/A 0 0 3 3 2024-11-22 $89.16 $90.00 34.5% 9.9% 19.3% 71.1% 0.0% 27.4% 5.2% -54 -10.3K -54 0.00 194.61 N/A N/A 0 0 3 3 2024-11-25 $89.22 $90.00 36.3% 10.4% 19.3% 76.2% 0.0% 28.5% 3.2% 493 -7.6K -71 0.00 195.05 N/A N/A 0 0 3 3 2024-11-26 $90.05 $90.00 20.9% 6.0% 19.4% 31.0% 0.0% 20.7% -1.8% 98 -15.6K -37 0.00 195.94 N/A N/A 0 0 3 3 2024-11-27 $89.38 $90.00 21.8% 6.3% 19.6% 33.6% 0.0% 21.1% -1.9% -340 -13.5K -45 0.00 196.71 N/A N/A 0 0 3 3 2024-11-29 $90.21 $90.00 22.0% 6.3% 16.6% 34.0% 0.0% 22.0% -2.4% 18 -15.8K -35 0.00 194.57 N/A N/A 1 0 3 3
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