ILCG Options History — July 2023 In July 2023, ILCG traded between $61.53 and $64.59. ATM implied volatility averaged 21.7%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 8.3% (HV 20d: 13.4%). Max pain ranged from $57.00 to $57.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-25 : Highest Volume — 1 contracts2023-07-19 : Largest IV spike — 36.5% change2023-07-10 : Highest IV Rank — 26.2%2023-07-11 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $63.11 $61.53 $64.59 $62.24 $63.86 Max Pain $57.00 $57.00 $57.00 $57.00 $57.00 ATM IV 21.7% 16.9% 26.9% 21.0% 21.5% Expected Move 6.2% 4.8% 7.0% 6.0% 6.2% HV 20d 13.4% 12.6% 14.6% 13.9% 13.3% HV 60d 14.3% 13.9% 14.9% 14.2% 14.1% IV Rank 16.5% 7.3% 26.2% 15.0% 16.0% IV Percentile 30.5% 9.1% 59.7% 25.8% 30.5% Term Structure -2.3% -10.8% 3.9% -10.8% -1.1% Skew 25d 4.0% 0.0% 9.1% 5.8% 0.0% Skew 10d 3.9% -1.3% 9.9% 0.5% -0.2% Call IV 25d 18.3% 13.0% 22.7% 19.9% 16.3% Put IV 25d 22.3% 16.1% 28.3% 25.7% 16.4% Bid-Ask Spread % 118.70 111.71 130.62 130.62 118.34 Gamma HHI 0.93 0.65 1.00 1.00 0.66 Net GEX 749 572 857 780 775 Net DEX -32.7K -38.8K -27.5K -32.2K -38.7K Net VEX -50 -65 -41 -49 -47 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 0.1 0 1 0 1 Total OI 6.2 6 7 6 7
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 2023-07-03 $62.24 $0.00 21.0% 6.0% 13.9% 15.0% 0.0% 5.8% -10.8% 780 -32.2K -49 0.00 130.62 N/A N/A 0 0 6 0 2023-07-05 $62.28 $0.00 19.2% 5.5% 13.9% 11.6% 0.0% 4.8% 1.7% 834 -28.5K -62 0.00 119.58 N/A N/A 0 0 6 0 2023-07-06 $61.77 $57.00 24.1% 6.8% 14.3% 21.0% 0.0% 9.1% -6.0% 836 -27.6K -65 0.00 112.06 N/A N/A 0 0 6 0 2023-07-07 $61.75 $57.00 22.5% 6.6% 13.0% 17.9% 0.0% 9.0% -0.0% 820 -27.9K -64 0.00 111.71 N/A N/A 0 0 6 0 2023-07-10 $61.53 $57.00 26.9% 6.9% 12.9% 26.2% 0.0% 7.8% -7.6% 857 -27.5K -64 0.00 112.03 N/A N/A 0 0 6 0 2023-07-11 $61.91 $57.00 26.5% 7.0% 12.9% 25.5% 0.0% 6.5% -4.4% 852 -28.9K -58 0.00 115.52 N/A N/A 0 0 6 0 2023-07-12 $62.65 $57.00 18.4% 5.3% 13.0% 10.3% 0.0% 2.1% 0.6% 746 -31.9K -49 0.00 122.81 N/A N/A 0 0 6 0 2023-07-13 $63.48 $57.00 23.0% 6.6% 13.5% 18.9% 0.0% 3.6% -3.7% 754 -31.2K -53 0.00 114.14 N/A N/A 0 0 6 0 2023-07-14 $63.45 $57.00 20.4% 5.9% 13.5% 14.1% 0.0% 5.9% -0.8% 692 -31.6K -52 0.00 115.40 N/A N/A 0 0 6 0 2023-07-17 $63.97 $57.00 23.7% 6.8% 12.7% 20.2% 0.0% 2.7% -4.2% 687 -32.2K -49 0.00 113.58 N/A N/A 0 0 6 0 2023-07-18 $64.59 $57.00 16.9% 4.8% 12.7% 7.3% 0.0% 3.8% 3.9% 572 -33.8K -43 0.00 120.09 N/A N/A 0 0 6 0 2023-07-19 $64.56 $57.00 23.0% 6.6% 12.6% 19.0% 0.0% 4.0% -4.7% 573 -34.0K -41 0.00 115.35 N/A N/A 0 0 6 0 2023-07-20 $63.38 $57.00 20.9% 6.0% 14.2% 15.0% 0.0% 2.9% -1.6% 643 -33.0K -43 0.00 119.64 N/A N/A 0 0 6 0 2023-07-21 $63.27 $57.00 20.3% 5.8% 14.1% 13.9% 0.0% 1.0% -3.3% 674 -33.3K -43 0.00 128.74 N/A N/A 0 0 6 0 2023-07-24 $63.39 $57.00 23.3% 6.7% 13.9% 19.4% 0.0% 1.8% -0.9% 698 -31.7K -50 0.00 119.19 N/A N/A 0 0 6 0 2023-07-25 $63.84 $57.00 22.1% 6.3% 13.4% 17.2% 0.0% 6.8% 0.3% 688 -33.0K -42 0.00 114.84 N/A N/A 1 0 6 0 2023-07-26 $63.55 $57.00 20.5% 5.9% 12.9% 14.2% 0.0% 1.4% -2.5% 841 -38.8K -45 0.00 126.23 N/A N/A 0 0 7 0 2023-07-27 $62.85 $57.00 19.3% 5.5% 13.7% 11.8% 0.0% 1.5% -3.3% 848 -38.7K -45 0.00 123.75 N/A N/A 0 0 7 0 2023-07-28 $63.82 $57.00 20.7% 5.9% 14.6% 14.6% 0.0% 0.3% 2.5% 817 -38.7K -45 0.00 120.37 N/A N/A 0 0 7 0 2023-07-31 $63.86 $57.00 21.5% 6.2% 13.3% 16.0% 0.0% 0.0% -1.1% 775 -38.7K -47 0.00 118.34 N/A N/A 1 0 7 0
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