ILCG Options History — July 2024

In July 2024, ILCG traded between $78.05 and $84.97. ATM implied volatility averaged 18.1%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 3.6% (HV 20d: 14.5%). Max pain ranged from $70.00 to $78.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-07-08: Highest Volume — 1 contracts
  • 2024-07-10: Largest IV drop — 27.0% change
  • 2024-07-25: Highest IV Rank — 44.7%
  • 2024-07-25: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.00$78.05$84.97$81.88$80.32
Max Pain$71.68$70.00$78.00$70.00$78.00
ATM IV18.1%13.8%23.4%16.3%21.1%
Expected Move5.0%4.0%6.7%4.7%6.0%
HV 20d14.5%9.9%23.4%10.4%23.4%
HV 60d14.1%13.1%16.1%14.2%16.1%
IV Rank26.5%11.7%44.7%20.3%36.6%
IV Percentile36.1%2.4%83.3%16.7%62.7%
Term Structure-0.2%-7.2%3.4%0.1%-1.1%
VWIV23.3%23.3%23.3%23.3%23.3%
Skew 25d1.3%-0.2%2.8%1.3%0.9%
Skew 10d3.0%0.6%7.4%4.5%0.8%
Call IV 25d18.1%13.9%23.3%18.9%22.3%
Put IV 25d19.4%15.7%23.8%20.1%23.1%
Bid-Ask Spread %128.04120.58155.41153.70125.50
Gamma HHI0.810.681.000.990.71
Net GEX2.6K1.8K3.3K3.2K3.1K
Net DEX-69.5K-85.7K-45.5K-75.0K-57.8K
Net VEX-196-257-132-174-248
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.1820100
Total OI14.81813171317

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$81.88$0.0016.3%4.7%10.4%20.3%0.0%1.3%0.1%3.2K-75.0K-1740.00153.70N/AN/A00121
2024-07-02$82.53$0.0016.6%4.8%10.4%21.3%0.0%1.9%-2.9%2.9K-78.9K-1600.00155.41N/AN/A00121
2024-07-03$83.16$0.0016.8%4.8%10.5%22.0%0.0%2.5%-2.6%2.8K-82.4K-1470.00154.69N/AN/A00121
2024-07-05$84.14$70.0017.6%4.1%9.9%24.8%0.0%1.8%2.8%2.4K-85.7K-1320.00123.16N/AN/A00121
2024-07-08$84.10$70.0019.9%4.2%9.9%32.7%0.0%1.9%2.1%2.4K-85.3K-1330.00125.18N/AN/A01121
2024-07-09$84.19$70.0020.4%4.2%9.9%34.4%0.0%1.2%2.5%2.2K-83.0K-1550.00124.02N/AN/A01122
2024-07-10$84.97$70.0014.9%4.3%10.1%15.4%0.0%1.9%2.2%1.8K-83.2K-1660.00123.18N/AN/A00123
2024-07-11$83.64$70.0013.8%4.0%12.2%11.7%0.0%0.9%2.8%2.0K-78.4K-1870.00123.70N/AN/A00123
2024-07-12$84.17$70.0014.2%4.1%11.4%13.2%0.0%1.2%3.4%2.0K-80.5K-1770.00121.60N/AN/A00123
2024-07-15$84.05$70.0015.3%4.4%11.4%16.8%0.0%0.1%0.9%2.0K-79.7K-1770.00122.11N/AN/A00123
2024-07-16$84.17$70.0015.6%4.5%11.4%18.0%0.0%1.0%2.0%2.0K-79.6K-1760.00124.29N/AN/A00123
2024-07-17$81.99$70.0016.5%4.7%14.4%21.0%0.0%0.4%0.1%2.7K-69.1K-2110.00123.89N/AN/A00123
2024-07-18$81.28$70.0017.5%5.0%14.7%24.5%0.0%2.8%0.8%2.9K-64.1K-2220.00122.78N/AN/A00123
2024-07-19$80.70$70.0017.9%5.1%14.8%25.7%0.0%1.2%0.2%3.0K-62.0K-2210.00123.24N/AN/A00123
2024-07-22$82.16$70.0017.9%5.1%16.2%25.6%0.0%0.7%1.1%2.8K-68.7K-2070.00124.41N/AN/A00123
2024-07-23$82.16$70.0018.1%5.2%15.8%26.4%0.0%0.9%-1.9%2.7K-69.5K-2050.00125.22N/AN/A00123
2024-07-24$79.24$70.0020.6%5.9%20.2%35.1%0.0%-0.2%-7.2%3.2K-53.8K-2280.00125.27N/AN/A00123
2024-07-25$78.72$70.0023.4%6.7%20.2%44.7%23.3%1.5%-3.8%3.3K-48.4K-2330.00120.58N/AN/A01123
2024-07-26$78.98$78.0021.0%6.0%20.2%36.5%0.0%1.9%-0.1%2.8K-47.0K-2360.00125.48N/AN/A10124
2024-07-29$79.33$78.0021.3%6.1%20.3%37.4%0.0%1.6%-1.5%3.0K-52.4K-2550.00125.42N/AN/A00134
2024-07-30$78.05$78.0021.8%6.2%20.9%39.1%0.0%0.3%-4.6%3.0K-45.5K-2570.00123.99N/AN/A00134
2024-07-31$80.32$78.0021.1%6.0%23.4%36.6%0.0%0.9%-1.1%3.1K-57.8K-2480.00125.50N/AN/A00134