ILCG Options History — December 2023 In December 2023, ILCG traded between $64.88 and $68.13. ATM implied volatility averaged 22.0%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 11.8% (HV 20d: 10.2%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-20 : Highest Volume — 10 contracts2023-12-13 : Largest IV drop — 58.4% change2023-12-12 : Highest IV Rank — 50.4%2023-12-01 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $66.75 $64.88 $68.13 $65.44 $67.81 Max Pain $60.00 $60.00 $60.00 $60.00 $60.00 ATM IV 22.0% 15.9% 39.5% 21.9% 19.0% Expected Move 5.0% 4.6% 6.3% 6.3% 5.4% HV 20d 10.2% 8.1% 13.1% 12.7% 9.2% HV 60d 15.7% 14.4% 16.6% 16.5% 14.4% IV Rank 17.8% 6.4% 50.4% 17.3% 12.6% IV Percentile 37.9% 6.3% 97.6% 37.7% 23.8% Term Structure -0.7% -5.4% 2.9% -5.4% -2.4% Skew 25d 1.1% -0.1% 2.2% 1.3% 0.8% Skew 10d 0.6% -7.5% 4.1% 1.6% 1.1% Call IV 25d 19.2% 16.9% 25.6% 25.6% 21.8% Put IV 25d 20.3% 16.9% 26.9% 26.9% 22.6% Bid-Ask Spread % 140.31 135.04 143.97 139.11 143.97 Gamma HHI 0.79 0.50 1.00 1.00 0.76 Net GEX 1.4K -323 4.5K -241 4.5K Net DEX -37.0K -62.1K -21.7K -22.8K -59.3K Net VEX -98 -161 -60 -86 -146 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 0.55 0 10 0 0 Total OI 14.7 11 22 11 22
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 2023-12-01 $65.44 $0.00 21.9% 6.3% 12.7% 17.3% 0.0% 1.3% -5.4% -241 -22.8K -86 0.00 139.11 N/A N/A 0 0 5 6 2023-12-04 $64.88 $60.00 24.7% 4.8% 13.1% 22.5% 0.0% 2.2% 1.1% -323 -21.7K -85 0.00 139.32 N/A N/A 0 0 5 6 2023-12-05 $65.09 $60.00 23.2% 4.7% 13.1% 19.8% 0.0% 0.0% 1.2% -287 -22.2K -84 0.00 138.36 N/A N/A 0 0 5 6 2023-12-06 $64.88 $60.00 26.1% 4.9% 12.7% 25.1% 0.0% -0.0% -1.1% -290 -22.3K -83 0.00 138.70 N/A N/A 0 0 5 6 2023-12-07 $65.44 $60.00 28.1% 5.0% 12.9% 28.9% 0.0% 1.6% -1.3% -244 -22.8K -81 0.00 141.30 N/A N/A 0 0 5 6 2023-12-08 $65.81 $60.00 28.8% 4.8% 12.1% 30.2% 0.0% 2.2% 2.9% -168 -23.9K -74 0.00 140.55 N/A N/A 1 0 5 6 2023-12-11 $65.81 $60.00 36.7% 4.8% 10.6% 45.1% 0.0% 1.0% -2.3% -17 -29.0K -72 0.00 142.07 N/A N/A 0 0 6 6 2023-12-12 $66.30 $60.00 39.5% 4.7% 10.8% 50.4% 0.0% 1.5% 1.5% 287 -28.8K -81 0.00 141.17 N/A N/A 0 0 6 6 2023-12-13 $67.07 $60.00 16.4% 4.7% 8.7% 7.0% 0.0% 1.7% -1.7% 408 -31.7K -66 0.00 139.18 N/A N/A 0 0 6 6 2023-12-14 $67.03 $60.00 15.9% 4.6% 8.6% 6.4% 0.0% 1.1% -0.1% 459 -31.8K -66 0.00 138.23 N/A N/A 0 0 6 6 2023-12-15 $67.22 $60.00 16.7% 4.8% 8.6% 8.0% 0.0% 1.1% -1.4% 429 -31.7K -71 0.00 142.91 N/A N/A 0 0 6 6 2023-12-18 $67.80 $60.00 17.0% 4.9% 8.9% 8.6% 0.0% 1.3% 1.2% 421 -32.5K -64 0.00 141.86 N/A N/A 0 0 6 6 2023-12-19 $67.97 $60.00 17.3% 4.9% 8.1% 9.1% 0.0% 1.6% 2.4% 465 -32.8K -62 0.00 142.04 N/A N/A 0 0 6 6 2023-12-20 $67.23 $60.00 16.8% 4.8% 9.1% 8.3% 0.0% -0.1% -1.1% 512 -32.6K -60 0.00 135.04 N/A N/A 10 0 6 6 2023-12-21 $67.63 $60.00 17.5% 5.0% 9.1% 9.6% 0.0% 1.1% 0.2% 4.2K -55.5K -161 0.00 140.06 N/A N/A 0 0 16 6 2023-12-22 $67.66 $60.00 17.6% 5.1% 9.0% 9.9% 0.0% 1.2% -0.5% 4.3K -57.1K -157 0.00 135.99 N/A N/A 0 0 16 6 2023-12-26 $67.93 $60.00 19.0% 5.5% 9.1% 12.7% 0.0% 0.9% -2.3% 4.4K -59.3K -156 0.00 141.21 N/A N/A 0 0 16 6 2023-12-27 $67.89 $60.00 18.5% 5.3% 9.0% 11.6% 0.0% 1.1% -1.9% 4.5K -59.6K -153 0.00 141.18 N/A N/A 0 0 16 6 2023-12-28 $68.13 $60.00 18.9% 5.4% 9.0% 12.4% 0.0% 1.0% -2.2% 4.5K -62.1K -142 0.00 143.89 N/A N/A 0 0 16 6 2023-12-29 $67.81 $60.00 19.0% 5.4% 9.2% 12.6% 0.0% 0.8% -2.4% 4.5K -59.3K -146 0.00 143.97 N/A N/A 0 0 16 6
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