ILCG Options History — October 2023

In October 2023, ILCG traded between $57.38 and $61.72. ATM implied volatility averaged 23.8%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 7.1% (HV 20d: 16.7%). Max pain ranged from $57.00 to $61.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2023-10-18: Highest Volume — 5 contracts
2023-10-17: Largest IV spike — 29.7% change
2023-10-09: Highest IV Rank — 28.5%
2023-10-31: Largest Expected Move — 7.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.82	$57.38	$61.72	$59.80	$58.54
Max Pain	$57.55	$57.00	$61.00	$61.00	$57.00
ATM IV	23.8%	18.5%	28.1%	24.1%	26.7%
Expected Move	6.7%	5.3%	7.7%	6.9%	7.7%
HV 20d	16.7%	13.8%	19.3%	13.8%	18.5%
HV 60d	15.5%	14.8%	16.2%	14.8%	16.2%
IV Rank	20.5%	10.4%	28.5%	20.9%	25.9%
IV Percentile	51.1%	14.5%	74.9%	54.1%	70.3%
Term Structure	-2.0%	-12.0%	6.0%	-1.3%	0.6%
VWIV	28.1%	28.1%	28.1%	28.1%	28.1%
Skew 25d	4.9%	-1.1%	15.7%	1.0%	0.5%
Skew 10d	7.7%	-0.5%	17.9%	3.5%	-0.5%
Call IV 25d	19.7%	10.9%	27.5%	23.9%	19.2%
Put IV 25d	24.6%	18.5%	30.2%	24.9%	19.7%
Bid-Ask Spread %	127.72	117.19	135.22	135.22	128.17
Gamma HHI	0.68	0.50	1.00	0.51	1.00
Net GEX	2.1K	1.8K	2.4K	1.9K	2.4K
Net DEX	-29.5K	-36.1K	-22.7K	-26.8K	-27.3K
Net VEX	-35	-46	-17	-44	-32
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	0.227	0	5	0	0
Total OI	7.091	7	8	7	7

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2023-10-02	$59.80	$61.00	24.1%	6.9%	13.8%	20.9%	0.0%	1.0%	-1.3%	1.9K	-26.8K	-44	135.22	N/A	N/A	0	7
2023-10-03	$58.82	$61.00	24.2%	6.9%	14.5%	21.2%	0.0%	2.0%	-3.5%	1.9K	-23.9K	-45	131.06	N/A	N/A	0	7
2023-10-04	$59.73	$61.00	25.5%	7.3%	15.6%	23.6%	0.0%	2.0%	1.0%	2.0K	-25.2K	-46	127.82	N/A	N/A	0	7
2023-10-05	$59.80	$57.00	24.2%	7.3%	15.7%	21.2%	0.0%	13.9%	-3.1%	1.8K	-26.0K	-44	117.19	N/A	N/A	0	7
2023-10-06	$60.84	$57.00	22.8%	7.3%	17.1%	18.5%	0.0%	3.0%	-2.0%	2.0K	-30.1K	-39	122.70	N/A	N/A	0	7
2023-10-09	$60.95	$57.00	28.1%	5.6%	16.5%	28.5%	0.0%	0.3%	1.9%	2.0K	-31.8K	-33	124.87	N/A	N/A	0	7
2023-10-10	$61.37	$57.00	23.1%	5.9%	16.4%	19.0%	0.0%	10.2%	-5.8%	2.0K	-33.4K	-30	124.81	N/A	N/A	0	7
2023-10-11	$61.72	$57.00	18.5%	5.3%	16.6%	10.4%	0.0%	15.7%	6.0%	2.3K	-34.0K	-29	122.03	N/A	N/A	0	7
2023-10-12	$61.44	$57.00	19.1%	5.5%	16.4%	11.6%	0.0%	6.2%	-2.4%	2.0K	-33.7K	-29	127.61	N/A	N/A	0	7
2023-10-13	$60.72	$57.00	24.3%	7.0%	15.9%	21.5%	0.0%	5.6%	-1.4%	2.1K	-30.9K	-30	125.66	N/A	N/A	0	7
2023-10-16	$61.57	$57.00	18.5%	5.3%	16.8%	10.4%	0.0%	10.2%	0.6%	1.8K	-36.1K	-17	127.36	N/A	N/A	0	7
2023-10-17	$61.24	$57.00	24.0%	6.9%	16.9%	20.9%	0.0%	8.1%	-5.6%	2.2K	-32.3K	-27	127.78	N/A	N/A	0	7
2023-10-18	$60.23	$57.00	24.4%	7.0%	17.4%	21.5%	28.1%	12.1%	-2.2%	2.3K	-29.6K	-25	126.84	N/A	N/A	5	7
2023-10-19	$59.74	$57.00	22.4%	6.4%	16.3%	17.8%	0.0%	0.9%	-2.9%	2.2K	-34.5K	-37	129.07	N/A	N/A	0	8
2023-10-20	$59.02	$57.00	21.6%	6.2%	16.8%	16.3%	0.0%	-1.1%	-5.1%	2.3K	-30.1K	-40	129.24	N/A	N/A	0	8
2023-10-23	$59.20	$57.00	26.3%	7.5%	16.9%	25.1%	0.0%	5.4%	-4.1%	2.1K	-28.8K	-37	124.76	N/A	N/A	0	7
2023-10-24	$59.64	$57.00	22.6%	6.5%	15.9%	18.2%	0.0%	3.2%	0.6%	1.9K	-32.6K	-33	132.90	N/A	N/A	0	7
2023-10-25	$58.47	$57.00	25.4%	7.3%	17.5%	23.4%	0.0%	1.1%	-5.7%	2.1K	-27.7K	-37	132.80	N/A	N/A	0	7
2023-10-26	$57.38	$57.00	26.5%	7.6%	18.3%	25.6%	0.0%	1.5%	-12.0%	2.0K	-22.7K	-39	128.80	N/A	N/A	0	7
2023-10-27	$57.39	$57.00	25.8%	7.4%	18.2%	24.1%	0.0%	2.0%	1.8%	2.3K	-24.8K	-37	129.60	N/A	N/A	0	7
2023-10-30	$58.35	$57.00	26.1%	7.5%	19.3%	24.7%	0.0%	2.9%	0.1%	2.4K	-27.6K	-33	133.66	N/A	N/A	0	7
2023-10-31	$58.54	$57.00	26.7%	7.7%	18.5%	25.9%	0.0%	0.5%	0.6%	2.4K	-27.3K	-32	128.17	N/A	N/A	0	7