ILCG Options History — February 2023 In February 2023, ILCG traded between $51.98 and $54.79. ATM implied volatility averaged 27.2%. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 7.9% (HV 20d: 19.3%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-28 : Highest Volume — 1 contracts2023-02-10 : Largest IV spike — 27.2% change2023-02-10 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $53.59 $51.98 $54.79 $54.00 $52.31 ATM IV 27.2% 22.2% 31.6% 29.9% 24.1% Expected Move 7.4% 6.4% 9.1% 8.6% 6.9% HV 20d 19.3% 17.8% 20.9% 18.6% 19.4% HV 60d 21.9% 20.5% 22.5% 22.5% 20.5% Term Structure -1.3% -8.5% 3.3% -1.6% -8.5% Skew 25d 5.5% -1.2% 15.6% 4.9% 6.4% Skew 10d 9.5% 3.1% 26.9% 12.4% 17.0% Call IV 25d 22.4% 13.7% 30.0% 29.3% 17.9% Put IV 25d 27.9% 21.6% 36.6% 34.2% 24.2% Bid-Ask Spread % 123.61 104.80 139.72 139.72 124.07 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 635 539 748 600 748 Net DEX -19.4K -22.8K -16.0K -20.5K -18.2K Net VEX -44 -48 -35 -45 -43 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 0.053 0 1 0 1 Total OI 5 5 5 5 5
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 2023-02-01 $54.00 $0.00 29.9% 8.6% 18.6% 0.0% 0.0% 4.9% -1.6% 600 -20.5K -45 0.00 139.72 N/A N/A 0 0 5 0 2023-02-02 $54.55 $0.00 29.5% 6.5% 18.5% 0.0% 0.0% -1.0% -2.0% 632 -22.8K -35 0.00 124.27 N/A N/A 0 0 5 0 2023-02-03 $54.13 $0.00 29.8% 7.2% 18.4% 0.0% 0.0% 10.6% -5.5% 608 -20.8K -45 0.00 121.64 N/A N/A 0 0 5 0 2023-02-06 $53.75 $0.00 30.8% 6.4% 17.8% 0.0% 0.0% 9.6% 2.1% 617 -19.5K -45 0.00 118.94 N/A N/A 0 0 5 0 2023-02-07 $54.69 $0.00 30.3% 6.4% 18.3% 0.0% 0.0% -1.2% 3.3% 558 -21.2K -42 0.00 123.69 N/A N/A 0 0 5 0 2023-02-08 $54.16 $0.00 29.0% 8.3% 19.1% 0.0% 0.0% 0.1% -3.3% 628 -19.5K -46 0.00 119.32 N/A N/A 0 0 5 0 2023-02-09 $53.78 $0.00 24.8% 7.1% 19.0% 0.0% 0.0% 15.6% -1.1% 588 -19.7K -47 0.00 119.68 N/A N/A 0 0 5 0 2023-02-10 $53.51 $0.00 31.6% 9.1% 19.2% 0.0% 0.0% 9.9% -8.5% 586 -18.3K -48 0.00 104.80 N/A N/A 0 0 5 0 2023-02-13 $54.25 $0.00 26.9% 7.7% 19.5% 0.0% 0.0% -0.3% 2.3% 539 -19.4K -47 0.00 121.81 N/A N/A 0 0 5 0 2023-02-14 $54.64 $0.00 24.2% 6.9% 19.5% 0.0% 0.0% 3.0% 2.2% 590 -21.6K -40 0.00 127.68 N/A N/A 0 0 5 0 2023-02-15 $54.79 $0.00 23.9% 6.8% 18.7% 0.0% 0.0% 10.3% -0.3% 597 -22.2K -37 0.00 126.39 N/A N/A 0 0 5 0 2023-02-16 $54.06 $0.00 25.0% 7.2% 19.4% 0.0% 0.0% 1.9% 0.2% 647 -21.1K -40 0.00 129.57 N/A N/A 0 0 5 0 2023-02-17 $53.53 $0.00 25.7% 7.4% 19.2% 0.0% 0.0% 5.4% 0.8% 665 -18.5K -46 0.00 121.17 N/A N/A 0 0 5 0 2023-02-21 $52.51 $0.00 27.3% 7.8% 19.9% 0.0% 0.0% 10.6% -2.6% 670 -17.0K -47 0.00 129.43 N/A N/A 0 0 5 0 2023-02-22 $52.26 $0.00 27.3% 7.8% 20.0% 0.0% 0.0% 0.9% -1.9% 679 -16.5K -46 0.00 122.78 N/A N/A 0 0 5 0 2023-02-23 $52.91 $0.00 26.3% 7.5% 20.4% 0.0% 0.0% 3.9% 0.3% 688 -18.9K -43 0.00 129.60 N/A N/A 0 0 5 0 2023-02-24 $51.98 $0.00 27.4% 7.9% 20.9% 0.0% 0.0% 6.6% -3.6% 687 -16.0K -47 0.00 119.23 N/A N/A 0 0 5 0 2023-02-27 $52.34 $0.00 22.2% 6.4% 20.4% 0.0% 0.0% 7.8% 2.4% 742 -17.0K -45 0.00 124.85 N/A N/A 0 0 5 0 2023-02-28 $52.31 $0.00 24.1% 6.9% 19.4% 0.0% 0.0% 6.4% -8.5% 748 -18.2K -43 0.00 124.07 N/A N/A 1 0 5 0
« Jan 2023 | All History | Mar 2023 » Home ILCG History February 2023