ILCG Options History — May 2024 In May 2024, ILCG traded between $72.66 and $77.99. ATM implied volatility averaged 19.6%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 4.3% (HV 20d: 15.3%). Max pain ranged from $71.00 to $71.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-14 : Highest Volume — 5 contracts2024-05-15 : Largest IV drop — 57.7% change2024-05-14 : Highest IV Rank — 79.9%2024-05-02 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $76.10 $72.66 $77.99 $72.66 $76.33 Max Pain $71.00 $71.00 $71.00 $71.00 $71.00 ATM IV 19.6% 14.1% 34.9% 19.9% 17.1% Expected Move 4.6% 4.0% 6.2% 5.7% 4.9% HV 20d 15.3% 9.7% 19.9% 18.9% 12.2% HV 60d 15.8% 14.5% 17.1% 16.8% 14.5% IV Rank 30.1% 12.1% 79.9% 30.8% 21.8% IV Percentile 37.6% 2.4% 98.4% 49.2% 20.2% Term Structure -0.9% -4.9% 2.6% -2.2% -1.1% Skew 25d 2.3% 0.1% 6.9% 0.7% 0.9% Skew 10d 6.0% -1.4% 15.5% 1.5% 9.2% Call IV 25d 16.4% 11.4% 23.4% 22.7% 19.2% Put IV 25d 18.7% 16.1% 24.7% 23.4% 20.1% Bid-Ask Spread % 151.67 125.35 160.79 125.35 151.72 Gamma HHI 0.59 0.35 0.83 0.45 0.71 Net GEX -1.3K -7.9K 881 -7.9K 665 Net DEX -23.1K -45.4K -5.5K -11.3K -5.5K Net VEX -52 -126 -32 -126 -33 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 31.955 3 52 52 3
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-05-01 $72.66 $71.00 19.9% 5.7% 18.9% 30.8% 0.0% 0.7% -2.2% -7.9K -11.3K -126 0.00 125.35 N/A N/A 0 0 7 45 2024-05-02 $72.94 $71.00 21.6% 6.2% 18.6% 36.3% 0.0% 0.1% -3.6% -7.3K -14.3K -115 0.00 127.09 N/A N/A 0 0 7 45 2024-05-03 $74.38 $71.00 20.8% 6.0% 19.5% 33.8% 0.0% 1.4% -4.9% -4.4K -27.8K -86 0.00 129.43 N/A N/A 0 0 7 45 2024-05-06 $75.16 $0.00 22.3% 4.5% 19.9% 38.7% 0.0% 2.9% 1.3% -2.9K -34.2K -69 0.00 156.37 N/A N/A 0 0 7 45 2024-05-07 $75.27 $0.00 23.1% 4.5% 19.8% 41.3% 0.0% 1.6% 0.3% -2.6K -35.1K -61 0.00 157.32 N/A N/A 0 0 7 45 2024-05-08 $75.19 $0.00 23.3% 4.5% 19.8% 42.0% 0.0% 2.0% 0.9% -2.7K -34.8K -62 0.00 159.03 N/A N/A 0 0 7 45 2024-05-09 $75.39 $0.00 24.1% 4.4% 19.0% 44.4% 0.0% 2.5% 1.3% -2.4K -36.0K -58 0.00 158.60 N/A N/A 0 0 7 45 2024-05-10 $75.43 $0.00 25.4% 4.4% 18.2% 48.8% 0.0% 1.5% -1.6% -2.0K -37.6K -54 0.00 157.68 N/A N/A 0 0 7 45 2024-05-13 $75.50 $0.00 33.2% 4.6% 16.8% 74.1% 0.0% 2.6% -0.0% -1.9K -37.7K -48 0.00 160.79 N/A N/A 0 0 7 45 2024-05-14 $75.95 $0.00 34.9% 4.4% 16.9% 79.9% 0.0% 2.0% 1.5% -1.1K -40.2K -44 0.00 157.92 N/A N/A 5 0 7 45 2024-05-15 $77.07 $0.00 14.8% 4.2% 16.8% 14.3% 0.0% 2.9% 1.6% 183 -44.3K -38 0.00 153.86 N/A N/A 0 0 7 45 2024-05-16 $76.85 $0.00 15.0% 4.3% 16.6% 15.0% 0.0% 0.1% 2.6% 275 -45.4K -36 0.00 150.51 N/A N/A 0 0 7 45 2024-05-17 $76.76 $0.00 15.2% 4.4% 13.1% 15.8% 0.0% 6.1% -0.4% -701 -42.6K -37 0.00 158.31 N/A N/A 0 0 7 45 2024-05-20 $77.23 $0.00 16.1% 4.6% 12.7% 18.7% 0.0% 6.4% -2.6% 756 -7.6K -35 0.00 158.94 N/A N/A 0 0 2 1 2024-05-21 $77.47 $0.00 15.5% 4.4% 12.0% 16.6% 0.0% 1.3% -4.7% 764 -7.0K -34 0.00 153.85 N/A N/A 0 0 2 1 2024-05-22 $77.14 $0.00 15.6% 4.5% 12.2% 16.8% 0.0% 1.0% -2.0% 781 -7.4K -35 0.00 155.75 N/A N/A 0 0 2 1 2024-05-23 $77.06 $0.00 14.1% 4.0% 11.9% 12.1% 0.0% 0.5% -1.4% 729 -8.1K -35 0.00 151.84 N/A N/A 0 0 2 1 2024-05-24 $77.74 $0.00 15.2% 4.4% 10.6% 15.7% 0.0% 2.4% -0.9% 790 -7.9K -34 0.00 154.50 N/A N/A 0 0 2 1 2024-05-28 $77.99 $0.00 14.7% 4.2% 10.6% 14.0% 0.0% 4.4% -4.7% 881 -8.4K -32 0.00 152.07 N/A N/A 0 0 2 1 2024-05-29 $77.95 $0.00 15.0% 4.3% 9.7% 15.1% 0.0% 6.9% -0.5% 842 -8.2K -32 0.00 152.50 N/A N/A 0 0 2 1 2024-05-30 $76.64 $0.00 15.3% 4.4% 11.9% 15.8% 0.0% 0.6% 1.0% 709 -7.2K -34 0.00 153.41 N/A N/A 0 0 2 1 2024-05-31 $76.33 $0.00 17.1% 4.9% 12.2% 21.8% 0.0% 0.9% -1.1% 665 -5.5K -33 0.00 151.72 N/A N/A 0 0 2 1
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