ILCG Options History — April 2023

In April 2023, ILCG traded between $54.19 and $55.76. ATM implied volatility averaged 21.2%. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 6.2% (HV 20d: 15.1%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days.

Notable Days

  • 2023-04-25: Largest IV spike — 61.6% change
  • 2023-04-04: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.08$54.19$55.76$55.38$55.76
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV21.2%14.6%37.6%20.8%14.9%
Expected Move5.9%4.2%7.6%6.0%4.3%
HV 20d15.1%12.3%20.0%20.0%14.1%
HV 60d18.2%17.2%19.0%19.0%17.2%
Term Structure2.4%-7.4%11.2%-1.3%-0.9%
Skew 25d4.6%-1.5%13.4%2.5%2.7%
Skew 10d9.0%1.9%14.9%10.3%4.4%
Call IV 25d16.9%13.1%29.7%14.5%15.2%
Put IV 25d21.5%14.5%31.8%17.0%18.0%
Bid-Ask Spread %132.54126.40147.26127.86130.80
Gamma HHI0.620.500.730.660.56
Net GEX667345942685637
Net DEX-28.0K-30.0K-25.6K-27.6K-29.0K
Net VEX-23-35-14-31-19
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI66666

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$55.38$0.0020.8%6.0%20.0%0.0%0.0%2.5%-1.3%685-27.6K-310.00127.86N/AN/A0060
2023-04-04$54.96$0.0026.7%7.6%19.5%0.0%0.0%1.7%-2.5%774-26.8K-330.00134.51N/AN/A0060
2023-04-05$54.65$0.0022.3%6.4%19.7%0.0%0.0%13.4%7.6%942-25.7K-350.00127.57N/AN/A0060
2023-04-06$54.91$50.0025.3%7.1%18.2%0.0%0.0%9.3%3.0%797-25.6K-350.00128.01N/AN/A0060
2023-04-10$54.86$50.0037.6%6.0%15.6%0.0%0.0%8.0%5.6%726-27.4K-270.00134.50N/AN/A0060
2023-04-11$54.89$50.0018.2%5.6%15.5%0.0%0.0%1.3%11.2%626-28.4K-220.00130.80N/AN/A0060
2023-04-12$54.64$50.0020.1%5.8%15.5%0.0%0.0%5.3%4.3%797-27.1K-270.00126.40N/AN/A0060
2023-04-13$55.56$50.0025.0%7.2%16.2%0.0%0.0%7.6%3.7%698-27.6K-270.00147.26N/AN/A0060
2023-04-14$55.32$50.0022.1%6.3%14.1%0.0%0.0%8.0%2.4%591-28.6K-210.00132.07N/AN/A0060
2023-04-17$55.38$50.0015.0%4.3%13.5%0.0%0.0%1.8%6.1%345-30.0K-150.00132.12N/AN/A0060
2023-04-18$55.55$50.0020.8%6.0%13.5%0.0%0.0%-1.5%4.8%785-29.6K-170.00127.77N/AN/A0060
2023-04-19$55.53$50.0014.6%4.2%12.3%0.0%0.0%2.7%3.8%505-29.6K-170.00129.76N/AN/A0060
2023-04-20$55.03$50.0018.9%5.4%12.5%0.0%0.0%1.2%2.4%833-26.4K-290.00130.03N/AN/A0060
2023-04-21$55.11$50.0023.0%6.6%12.3%0.0%0.0%2.4%-3.4%718-28.1K-240.00139.35N/AN/A0060
2023-04-24$55.13$50.0015.4%4.4%12.3%0.0%0.0%0.8%3.4%360-29.4K-140.00133.96N/AN/A0060
2023-04-25$54.19$50.0024.9%7.1%14.0%0.0%0.0%10.4%0.1%797-27.2K-200.00138.36N/AN/A0060
2023-04-26$54.23$50.0016.3%4.7%13.5%0.0%0.0%3.1%2.9%643-28.3K-170.00134.31N/AN/A0060
2023-04-27$55.39$50.0021.6%6.2%14.1%0.0%0.0%5.8%-7.4%418-29.5K-140.00132.80N/AN/A0060
2023-04-28$55.76$50.0014.9%4.3%14.1%0.0%0.0%2.7%-0.9%637-29.0K-190.00130.80N/AN/A0060