ILCG Options History — April 2024

Name: ILCG Options Analytics - April 2024
Creator: Options Analysis Suite

In April 2024, ILCG traded between $70.53 and $75.86. ATM implied volatility averaged 18.9%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 4.8% (HV 20d: 14.1%). Max pain ranged from $71.00 to $71.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 13 of 22 days.

Notable Days

2024-04-11: Highest Volume — 1 contracts
2024-04-10: Largest IV drop — 23.6% change
2024-04-08: Highest IV Rank — 40.2%
2024-04-30: Largest Expected Move — 5.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$73.69	$70.53	$75.86	$75.37	$72.88
Max Pain	$71.00	$71.00	$71.00	$71.00	$71.00
ATM IV	18.9%	16.4%	22.8%	18.6%	20.1%
Expected Move	5.2%	4.7%	5.8%	5.3%	5.8%
HV 20d	14.1%	9.5%	18.9%	13.8%	18.9%
HV 60d	16.3%	15.3%	17.6%	15.5%	16.8%
IV Rank	27.6%	19.6%	40.2%	26.8%	31.4%
IV Percentile	37.6%	12.7%	71.0%	36.1%	50.4%
Term Structure	0.2%	-5.7%	21.0%	-3.5%	-4.2%
Skew 25d	1.5%	0.1%	3.2%	0.7%	0.7%
Skew 10d	2.7%	-7.8%	7.1%	3.4%	-7.8%
Call IV 25d	19.3%	15.9%	23.1%	20.8%	23.1%
Put IV 25d	20.8%	17.1%	23.9%	21.5%	23.9%
Bid-Ask Spread %	132.55	123.73	162.88	160.97	127.37
Gamma HHI	0.43	0.41	0.48	0.42	0.45
Net GEX	-6.3K	-10.8K	-3.2K	-3.6K	-7.4K
Net DEX	-15.4K	-31.8K	12.6K	-30.6K	-12.7K
Net VEX	-153	-211	-107	-131	-126
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.045	0	1	0	0
Total OI	51.591	51	52	51	52

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	Put Vol	Call OI	Put OI
2024-04-01	$75.37	$0.00	18.6%	5.3%	13.8%	26.8%	0.0%	0.7%	-3.5%	-3.6K	-30.6K	-131	160.97	N/A	N/A	0	7	44
2024-04-02	$74.88	$0.00	19.1%	5.5%	14.0%	28.4%	0.0%	1.5%	-1.5%	-4.7K	-23.5K	-146	162.88	N/A	N/A	0	7	44
2024-04-03	$75.11	$0.00	19.5%	5.6%	11.6%	29.5%	0.0%	1.0%	-3.8%	-4.0K	-28.2K	-135	161.84	N/A	N/A	0	7	44
2024-04-04	$74.25	$71.00	19.1%	4.8%	12.1%	28.3%	0.0%	0.2%	-2.6%	-5.8K	-16.3K	-197	127.74	N/A	N/A	0	7	44
2024-04-05	$75.11	$71.00	19.6%	4.9%	11.7%	29.8%	0.0%	1.7%	0.7%	-4.2K	-26.6K	-133	125.21	N/A	N/A	0	7	44
2024-04-08	$75.19	$71.00	22.8%	4.8%	11.2%	40.2%	0.0%	1.8%	1.1%	-4.0K	-28.7K	-130	128.63	N/A	N/A	0	7	44
2024-04-09	$74.92	$71.00	21.7%	4.9%	11.1%	36.7%	0.0%	1.3%	1.1%	-4.1K	-28.3K	-123	126.08	N/A	N/A	0	7	44
2024-04-10	$74.69	$71.00	16.6%	4.7%	9.5%	20.1%	0.0%	2.0%	1.1%	-4.8K	-23.4K	-138	129.31	N/A	N/A	0	7	44
2024-04-11	$75.86	$71.00	16.7%	4.8%	11.0%	20.5%	0.0%	3.2%	4.6%	-3.2K	-31.8K	-115	123.73	N/A	N/A	1	7	44
2024-04-12	$74.72	$71.00	16.4%	4.7%	12.3%	19.6%	0.0%	1.1%	1.4%	-4.3K	-27.1K	-133	126.25	N/A	N/A	0	7	45
2024-04-15	$73.37	$71.00	19.8%	5.7%	13.6%	30.6%	0.0%	0.1%	-5.7%	-7.3K	-5.0K	-211	127.29	N/A	N/A	0	7	45
2024-04-16	$73.51	$71.00	18.5%	5.3%	12.9%	26.2%	0.0%	1.9%	1.0%	-6.7K	-13.0K	-177	129.61	N/A	N/A	0	7	45
2024-04-17	$72.73	$71.00	17.8%	5.1%	13.3%	24.2%	0.0%	1.7%	1.2%	-6.9K	-12.3K	-161	125.18	N/A	N/A	0	7	45
2024-04-18	$72.32	$71.00	18.5%	5.3%	12.7%	26.5%	0.0%	0.8%	21.0%	-8.6K	-2.2K	-188	128.56	N/A	N/A	0	7	45
2024-04-19	$70.53	$71.00	18.1%	5.2%	14.9%	25.0%	0.0%	1.5%	1.5%	-10.8K	12.6K	-208	127.85	N/A	N/A	0	7	45
2024-04-22	$71.44	$71.00	19.2%	5.5%	16.0%	28.6%	0.0%	1.7%	1.6%	-10.5K	10.1K	-204	127.70	N/A	N/A	0	7	45
2024-04-23	$72.55	$71.00	18.8%	5.4%	17.3%	27.2%	0.0%	2.5%	0.5%	-8.3K	-5.4K	-165	129.72	N/A	N/A	0	7	45
2024-04-24	$72.50	$71.00	19.2%	5.5%	17.3%	28.6%	0.0%	0.9%	-3.9%	-8.3K	-6.0K	-162	130.19	N/A	N/A	0	7	45
2024-04-25	$72.13	$71.00	19.1%	5.5%	17.3%	28.3%	0.0%	2.5%	1.1%	-9.1K	-1.5K	-159	128.60	N/A	N/A	0	7	45
2024-04-26	$73.50	$71.00	19.1%	5.5%	18.8%	28.3%	0.0%	1.9%	-3.5%	-6.3K	-17.4K	-127	131.40	N/A	N/A	0	7	45
2024-04-29	$73.53	$71.00	17.1%	4.9%	18.8%	21.9%	0.0%	2.1%	-4.2%	-5.7K	-21.7K	-107	129.99	N/A	N/A	0	7	45
2024-04-30	$72.88	$71.00	20.1%	5.8%	18.9%	31.4%	0.0%	0.7%	-4.2%	-7.4K	-12.7K	-126	127.37	N/A	N/A	0	7	45