ILCG Options History — June 2023 In June 2023, ILCG traded between $58.78 and $62.34. ATM implied volatility averaged 23.5%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 9.0% (HV 20d: 14.5%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days.
Notable Days 2023-06-14 : Largest IV drop — 45.5% change2023-06-12 : Highest IV Rank — 53.3%2023-06-20 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $60.54 $58.78 $62.34 $58.86 $62.34 ATM IV 23.5% 15.7% 41.1% 23.6% 15.7% Expected Move 5.6% 4.5% 7.3% 6.8% 4.5% HV 20d 14.5% 13.5% 15.8% 15.0% 14.5% HV 60d 14.7% 14.1% 16.3% 16.1% 14.3% IV Rank 19.9% 5.1% 53.3% 20.1% 5.1% IV Percentile 36.9% 7.1% 95.0% 32.8% 7.1% Term Structure 1.0% -4.3% 7.8% -1.2% 7.2% Skew 25d 1.6% -3.9% 9.8% 9.8% 3.7% Skew 10d 4.3% -4.6% 9.9% 9.9% 1.0% Call IV 25d 19.0% 15.5% 23.7% 19.7% 15.5% Put IV 25d 20.6% 13.7% 29.4% 29.4% 19.3% Bid-Ask Spread % 124.39 117.80 130.47 130.47 118.00 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 863 765 963 847 817 Net DEX -25.8K -29.0K -21.9K -21.9K -29.0K Net VEX -74 -85 -62 -85 -62 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6 6 6 6 6
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 2023-06-01 $58.86 $0.00 23.6% 6.8% 15.0% 20.1% 0.0% 9.8% -1.2% 847 -21.9K -85 0.00 130.47 N/A N/A 0 0 6 0 2023-06-02 $59.70 $0.00 21.9% 6.3% 15.1% 16.8% 0.0% 4.3% -4.3% 835 -23.8K -83 0.00 130.08 N/A N/A 0 0 6 0 2023-06-05 $59.64 $0.00 27.7% 5.2% 13.5% 27.8% 0.0% 2.7% 0.1% 871 -25.4K -77 0.00 125.86 N/A N/A 0 0 6 0 2023-06-06 $59.64 $0.00 25.2% 5.1% 13.6% 23.2% 0.0% 0.2% 1.6% 854 -23.5K -82 0.00 128.96 N/A N/A 0 0 6 0 2023-06-07 $58.78 $0.00 28.1% 5.0% 14.7% 28.6% 0.0% -2.0% -1.6% 923 -23.8K -80 0.00 124.65 N/A N/A 0 0 6 0 2023-06-08 $59.38 $0.00 22.4% 4.8% 14.8% 17.7% 0.0% -3.9% -4.3% 898 -23.2K -81 0.00 121.22 N/A N/A 0 0 6 0 2023-06-09 $59.63 $0.00 29.0% 4.5% 14.7% 30.3% 0.0% 0.8% 7.6% 923 -24.4K -77 0.00 129.37 N/A N/A 0 0 6 0 2023-06-12 $60.28 $0.00 41.1% 5.6% 14.7% 53.3% 0.0% 2.7% 2.3% 963 -27.0K -71 0.00 129.76 N/A N/A 0 0 6 0 2023-06-13 $60.72 $0.00 39.0% 7.0% 14.8% 49.2% 0.0% 1.7% -1.5% 842 -25.8K -74 0.00 117.80 N/A N/A 0 0 6 0 2023-06-14 $60.83 $0.00 21.3% 6.1% 14.7% 15.6% 0.0% 0.3% 2.0% 835 -25.8K -74 0.00 123.21 N/A N/A 0 0 6 0 2023-06-15 $61.84 $0.00 17.1% 4.9% 15.3% 7.7% 0.0% 0.6% 2.1% 765 -27.5K -73 0.00 124.22 N/A N/A 0 0 6 0 2023-06-16 $61.52 $0.00 17.7% 5.1% 15.2% 8.8% 0.0% 0.5% -1.0% 799 -28.8K -66 0.00 120.33 N/A N/A 0 0 6 0 2023-06-20 $61.34 $0.00 25.6% 7.3% 15.3% 23.9% 0.0% -1.5% -0.4% 829 -26.5K -73 0.00 118.54 N/A N/A 0 0 6 0 2023-06-21 $60.85 $0.00 18.5% 5.3% 15.8% 10.4% 0.0% 0.0% 5.0% 853 -26.6K -71 0.00 120.60 N/A N/A 0 0 6 0 2023-06-22 $61.23 $0.00 16.6% 4.8% 14.6% 6.8% 0.0% 1.1% 7.8% 880 -26.3K -73 0.00 126.86 N/A N/A 0 0 6 0 2023-06-23 $60.89 $0.00 19.4% 5.6% 14.4% 12.1% 0.0% 2.7% 2.0% 846 -25.8K -72 0.00 124.40 N/A N/A 0 0 6 0 2023-06-26 $60.34 $0.00 23.3% 6.7% 13.8% 19.4% 0.0% 0.4% -1.0% 889 -25.8K -72 0.00 129.77 N/A N/A 0 0 6 0 2023-06-27 $61.18 $0.00 18.7% 5.4% 13.6% 10.8% 0.0% 4.6% 1.9% 902 -26.4K -71 0.00 124.45 N/A N/A 0 0 6 0 2023-06-28 $61.15 $0.00 17.9% 5.1% 13.6% 9.3% 0.0% 4.5% 1.3% 852 -26.9K -69 0.00 121.44 N/A N/A 0 0 6 0 2023-06-29 $61.24 $0.00 24.3% 7.0% 13.5% 21.4% 0.0% -0.4% -4.1% 890 -27.4K -66 0.00 122.12 N/A N/A 0 0 6 0 2023-06-30 $62.34 $0.00 15.7% 4.5% 14.5% 5.1% 0.0% 3.7% 7.2% 817 -29.0K -62 0.00 118.00 N/A N/A 0 0 6 0
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