ILCG Options History — December 2024 In December 2024, ILCG traded between $89.79 and $93.67. ATM implied volatility averaged 23.0%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 6.6% (HV 20d: 16.4%). Max pain ranged from $87.00 to $90.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-02 : Highest Volume — 1 contracts2024-12-04 : Largest IV spike — 64.6% change2024-12-04 : Highest IV Rank — 85.4%2024-12-04 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $91.96 $89.79 $93.67 $90.81 $89.79 Max Pain $87.43 $87.00 $90.00 $90.00 $87.00 ATM IV 23.0% 14.4% 39.4% 23.0% 18.6% Expected Move 6.4% 4.1% 11.3% 6.6% 5.3% HV 20d 16.4% 12.0% 20.1% 16.7% 20.1% HV 60d 15.9% 14.8% 17.5% 15.2% 17.5% IV Rank 37.1% 11.7% 85.4% 37.0% 24.0% IV Percentile 61.0% 4.4% 99.2% 81.7% 44.0% Term Structure 0.9% -7.9% 5.9% -2.9% -2.1% Skew 25d 12.5% -0.7% 39.8% 23.9% 1.3% Skew 10d 16.7% 0.6% 50.3% 35.0% 2.0% Call IV 25d 16.2% 12.8% 19.3% 17.7% 19.3% Put IV 25d 28.7% 16.6% 57.3% 41.6% 20.6% Bid-Ask Spread % 176.14 141.63 197.61 192.90 160.40 Gamma HHI 0.19 0.15 0.24 0.19 0.16 Net GEX 1.0K 148 1.8K 204 1.1K Net DEX -28.4K -36.6K -20.2K -21.4K -25.1K Net VEX -73 -106 -46 -55 -81 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 0.095 0 1 1 0 Total OI 7.857 7 8 7 8
Daily Data (21 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 2024-12-02 $90.81 $90.00 23.0% 6.6% 16.7% 37.0% 0.0% 23.9% -2.9% 204 -21.4K -55 0.00 192.90 N/A N/A 1 0 4 3 2024-12-03 $91.08 $90.00 23.9% 6.9% 16.5% 39.9% 0.0% 38.7% 4.3% 890 -20.2K -96 0.00 194.84 N/A N/A 0 0 5 3 2024-12-04 $92.71 $90.00 39.4% 11.3% 17.0% 85.4% 0.0% 39.8% 1.3% 705 -21.4K -106 0.00 190.86 N/A N/A 0 0 5 3 2024-12-05 $92.67 $87.00 26.8% 7.2% 13.9% 48.3% 0.0% 21.8% -7.9% 1.7K -25.1K -89 0.00 196.96 N/A N/A 0 0 5 3 2024-12-06 $93.12 $87.00 25.3% 4.8% 13.2% 43.8% 0.0% 14.2% 4.6% 1.6K -33.9K -55 0.00 196.79 N/A N/A 0 0 5 3 2024-12-09 $92.29 $87.00 28.8% 8.3% 13.7% 54.1% 0.0% 20.5% 4.2% 1.3K -28.4K -82 0.00 196.16 N/A N/A 0 0 5 3 2024-12-10 $91.89 $87.00 29.5% 8.1% 13.9% 56.1% 0.0% 14.9% -0.5% 1.6K -25.1K -86 0.00 195.29 N/A N/A 0 0 5 3 2024-12-11 $93.51 $87.00 27.6% 7.9% 15.1% 50.5% 0.0% 15.8% 0.6% 494 -27.2K -96 0.00 196.23 N/A N/A 0 0 5 3 2024-12-12 $92.97 $87.00 29.1% 8.3% 15.3% 54.9% 0.0% 16.3% 4.3% 1.4K -31.6K -72 0.00 197.61 N/A N/A 0 0 5 3 2024-12-13 $92.79 $87.00 28.8% 8.3% 14.6% 54.3% 0.0% 16.4% 5.0% 1.7K -32.9K -52 0.00 195.43 N/A N/A 0 0 5 3 2024-12-16 $93.67 $87.00 29.1% 8.3% 12.0% 54.9% 0.0% 24.9% 5.9% 1.8K -35.3K -46 0.00 197.61 N/A N/A 0 0 5 3 2024-12-17 $93.17 $87.00 14.4% 4.1% 12.4% 11.7% 0.0% 2.2% 2.9% 573 -35.4K -59 0.00 157.41 N/A N/A 0 0 5 3 2024-12-18 $89.89 $87.00 20.1% 5.8% 18.2% 28.6% 0.0% -0.7% -1.1% 349 -24.2K -80 0.00 146.97 N/A N/A 0 0 5 3 2024-12-19 $90.25 $87.00 19.0% 5.5% 18.2% 25.4% 0.0% 2.6% 1.1% 250 -24.5K -82 0.00 149.57 N/A N/A 0 0 5 3 2024-12-20 $91.12 $87.00 18.6% 5.3% 18.4% 24.2% 0.0% 4.1% -2.9% 148 -26.8K -77 0.00 141.63 N/A N/A 0 0 5 3 2024-12-23 $91.79 $87.00 17.1% 4.9% 18.5% 19.8% 0.0% 0.1% 0.9% 1.6K -33.5K -61 0.00 151.62 N/A N/A 0 0 5 2 2024-12-24 $92.75 $87.00 14.9% 4.3% 18.8% 13.4% 0.0% 2.4% -0.5% 1.6K -36.6K -53 0.00 162.05 N/A N/A 0 1 5 2 2024-12-26 $93.06 $87.00 14.9% 4.3% 18.6% 13.2% 0.0% 0.3% -0.6% 502 -33.6K -64 0.00 161.51 N/A N/A 0 0 5 3 2024-12-27 $91.13 $87.00 16.4% 4.7% 20.0% 17.8% 0.0% 1.3% 0.1% 961 -28.3K -75 0.00 158.57 N/A N/A 0 0 5 3 2024-12-30 $90.78 $87.00 18.0% 5.2% 19.8% 22.4% 0.0% 2.5% 1.3% 1.0K -26.2K -76 0.00 158.45 N/A N/A 0 0 5 3 2024-12-31 $89.79 $87.00 18.6% 5.3% 20.1% 24.0% 0.0% 1.3% -2.1% 1.1K -25.1K -81 0.00 160.40 N/A N/A 0 0 5 3
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