ILCG Options History — August 2023 In August 2023, ILCG traded between $60.23 and $63.86. ATM implied volatility averaged 21.9%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 7.4% (HV 20d: 14.5%). Max pain ranged from $57.00 to $59.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days.
Notable Days 2023-08-07 : Largest IV spike — 38.0% change2023-08-07 : Highest IV Rank — 32.9%2023-08-04 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $61.91 $60.23 $63.86 $63.86 $63.59 Max Pain $58.83 $57.00 $59.00 $57.00 $59.00 ATM IV 21.9% 17.7% 30.4% 22.0% 17.7% Expected Move 6.2% 5.1% 6.8% 6.3% 5.1% HV 20d 14.5% 12.8% 16.9% 13.3% 15.4% HV 60d 14.3% 13.8% 14.7% 14.0% 14.7% IV Rank 16.8% 8.9% 32.9% 17.0% 8.9% IV Percentile 32.6% 11.2% 80.4% 32.0% 11.2% Term Structure -0.6% -6.1% 3.8% -2.2% -0.7% Skew 25d 3.3% -6.6% 12.8% 0.7% 2.4% Skew 10d 1.0% -2.1% 8.0% 0.4% -0.9% Call IV 25d 18.6% 14.8% 24.2% 23.4% 18.3% Put IV 25d 21.9% 15.6% 29.7% 24.1% 20.7% Bid-Ask Spread % 125.73 114.58 140.15 117.80 135.09 Gamma HHI 0.42 0.38 0.47 0.45 0.47 Net GEX 1.4K 1.0K 1.8K 1.0K 1.2K Net DEX -36.7K -43.1K -29.5K -43.1K -38.4K Net VEX -55 -62 -35 -52 -37 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 7.565 7 8 8 7
Daily Data (23 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 2023-08-01 $63.86 $57.00 22.0% 6.3% 13.3% 17.0% 0.0% 0.7% -2.2% 1.0K -43.1K -52 0.00 117.80 N/A N/A 0 0 8 0 2023-08-02 $62.60 $57.00 22.3% 6.4% 15.3% 17.6% 0.0% -1.3% 2.8% 1.2K -41.5K -58 0.00 120.14 N/A N/A 0 0 8 0 2023-08-03 $62.48 $59.00 21.7% 5.6% 15.0% 16.4% 0.0% 0.6% 2.7% 1.3K -41.0K -58 0.00 122.15 N/A N/A 0 0 8 0 2023-08-04 $62.14 $59.00 22.0% 6.8% 15.1% 17.1% 0.0% 4.9% -4.4% 1.2K -40.3K -58 0.00 118.44 N/A N/A 0 0 8 0 2023-08-07 $62.44 $59.00 30.4% 6.7% 15.2% 32.9% 0.0% 12.8% -2.0% 1.3K -39.4K -61 0.00 116.09 N/A N/A 0 0 8 0 2023-08-08 $62.30 $59.00 24.0% 6.2% 15.0% 20.8% 0.0% 7.2% -1.0% 1.4K -40.0K -59 0.00 114.80 N/A N/A 0 0 8 0 2023-08-09 $61.80 $59.00 20.3% 5.8% 14.7% 13.7% 0.0% 0.2% -1.3% 1.4K -39.1K -60 0.00 124.50 N/A N/A 0 0 8 0 2023-08-10 $61.63 $59.00 20.6% 5.9% 13.7% 14.4% 0.0% 4.5% -0.3% 1.5K -38.7K -60 0.00 123.54 N/A N/A 0 0 8 0 2023-08-11 $61.50 $59.00 22.5% 6.5% 13.7% 18.0% 0.0% 8.0% -1.3% 1.5K -37.5K -62 0.00 114.58 N/A N/A 0 0 8 0 2023-08-14 $62.02 $59.00 21.8% 6.3% 13.8% 16.6% 0.0% 3.0% -3.9% 1.5K -38.4K -61 0.00 120.36 N/A N/A 0 0 8 0 2023-08-15 $61.45 $59.00 22.9% 6.6% 13.3% 18.6% 0.0% 9.6% -1.3% 1.4K -37.6K -62 0.00 119.81 N/A N/A 0 0 8 0 2023-08-16 $61.13 $59.00 23.0% 6.6% 13.4% 18.9% 0.0% 2.0% -1.9% 1.5K -37.7K -58 0.00 119.30 N/A N/A 0 0 8 0 2023-08-17 $60.23 $59.00 20.3% 5.8% 12.8% 13.8% 0.0% -4.0% 0.0% 1.8K -35.3K -60 0.00 126.74 N/A N/A 0 0 8 0 2023-08-18 $60.38 $59.00 20.5% 5.9% 13.0% 14.3% 0.0% 3.2% 2.8% 1.6K -29.5K -62 0.00 129.16 N/A N/A 0 0 7 0 2023-08-21 $61.10 $59.00 22.8% 6.5% 13.9% 18.5% 0.0% 8.6% -6.1% 1.6K -30.1K -61 0.00 126.56 N/A N/A 0 0 7 0 2023-08-22 $60.94 $59.00 22.6% 6.5% 13.4% 18.2% 0.0% 1.6% -2.2% 1.5K -31.3K -55 0.00 140.15 N/A N/A 0 0 7 0 2023-08-23 $61.97 $59.00 20.1% 5.8% 15.0% 13.4% 0.0% 4.8% 3.1% 1.5K -32.2K -57 0.00 133.20 N/A N/A 0 0 7 0 2023-08-24 $60.91 $59.00 23.3% 6.7% 15.7% 19.4% 0.0% -6.6% -3.4% 1.5K -33.0K -48 0.00 132.43 N/A N/A 0 0 7 0 2023-08-25 $61.43 $59.00 19.5% 5.6% 14.9% 12.2% 0.0% 3.4% 1.5% 1.7K -32.0K -55 0.00 133.57 N/A N/A 0 0 7 0 2023-08-28 $61.71 $59.00 20.8% 6.0% 15.0% 14.7% 0.0% 3.1% 3.8% 1.6K -32.8K -50 0.00 132.84 N/A N/A 0 0 7 0 2023-08-29 $62.94 $59.00 20.5% 5.9% 16.9% 14.1% 0.0% 10.0% 2.4% 1.2K -38.1K -35 0.00 134.35 N/A N/A 0 0 7 0 2023-08-30 $63.27 $59.00 21.9% 6.3% 15.4% 16.9% 0.0% -3.0% -2.0% 1.3K -37.8K -38 0.00 136.15 N/A N/A 0 0 7 0 2023-08-31 $63.59 $59.00 17.7% 5.1% 15.4% 8.9% 0.0% 2.4% -0.7% 1.2K -38.4K -37 0.00 135.09 N/A N/A 0 0 7 0
« Jul 2023 | All History | Sep 2023 » Home ILCG History August 2023