ILCG Options History — August 2024 In August 2024, ILCG traded between $73.80 and $82.47. ATM implied volatility averaged 24.7%, placing in the 43.5% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 4.7% (HV 20d: 29.4%). Max pain ranged from $78.00 to $78.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days.
Notable Days 2024-08-14 : Largest IV drop — 47.4% change2024-08-06 : Highest IV Rank — 100.0%2024-08-02 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $79.45 $73.80 $82.47 $78.29 $81.45 Max Pain $78.00 $78.00 $78.00 $78.00 $78.00 ATM IV 24.7% 17.0% 44.4% 26.0% 17.9% Expected Move 6.1% 4.9% 8.3% 7.4% 5.1% HV 20d 29.4% 24.0% 32.6% 24.7% 24.0% HV 60d 20.7% 16.9% 21.8% 16.9% 21.3% IV Rank 43.5% 19.3% 100.0% 53.5% 22.0% IV Percentile 63.1% 25.8% 100.0% 92.1% 38.5% Term Structure -0.4% -7.5% 22.2% -4.3% 0.5% Skew 25d 2.0% -0.7% 5.4% -0.4% 2.0% Skew 10d 4.3% -4.4% 12.3% 1.1% 5.3% Call IV 25d 19.6% 16.2% 27.9% 23.7% 18.6% Put IV 25d 21.6% 18.3% 29.7% 23.3% 20.6% Bid-Ask Spread % 139.88 116.33 163.60 122.71 148.29 Gamma HHI 0.66 0.60 0.72 0.69 0.67 Net GEX 2.7K 2.1K 3.4K 3.0K 2.7K Net DEX -49.0K -70.0K -21.3K -49.3K -57.7K Net VEX -214 -251 -187 -251 -190 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 15.182 13 17 17 13
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 2024-08-01 $78.29 $78.00 26.0% 7.4% 24.7% 53.5% 0.0% -0.4% -4.3% 3.0K -49.3K -251 0.00 122.71 N/A N/A 0 0 13 4 2024-08-02 $76.48 $78.00 28.9% 8.3% 25.1% 63.7% 0.0% 1.5% -3.6% 2.7K -32.0K -250 0.00 121.91 N/A N/A 0 0 13 4 2024-08-05 $73.80 $0.00 39.0% 7.6% 27.3% 98.1% 0.0% -0.7% -1.6% 2.1K -21.3K -230 0.00 135.70 N/A N/A 0 0 13 4 2024-08-06 $75.74 $0.00 44.4% 7.8% 29.5% 100.0% 0.0% 1.8% -3.7% 2.4K -30.1K -242 0.00 163.60 N/A N/A 0 0 13 4 2024-08-07 $74.61 $0.00 28.7% 7.1% 29.2% 53.8% 0.0% 5.4% -1.8% 2.6K -22.9K -231 0.00 116.33 N/A N/A 0 0 13 4 2024-08-08 $76.47 $0.00 36.5% 7.2% 31.0% 76.8% 0.0% 3.8% -1.4% 2.7K -28.7K -236 0.00 147.63 N/A N/A 0 0 13 4 2024-08-09 $77.05 $0.00 29.0% 7.9% 31.0% 54.8% 0.0% 3.0% -4.6% 3.0K -34.2K -236 0.00 129.39 N/A N/A 0 0 13 4 2024-08-12 $77.17 $0.00 37.2% 6.3% 31.1% 78.8% 0.0% 3.2% -0.4% 3.2K -37.4K -233 0.00 139.27 N/A N/A 0 0 13 4 2024-08-13 $79.04 $0.00 37.5% 6.1% 32.6% 79.8% 0.0% 2.6% -0.5% 3.3K -48.4K -231 0.00 138.53 N/A N/A 0 0 13 4 2024-08-14 $79.27 $0.00 19.7% 5.7% 31.5% 27.5% 0.0% 2.2% 0.2% 3.4K -51.9K -228 0.00 141.20 N/A N/A 0 0 13 4 2024-08-15 $81.11 $0.00 18.2% 5.2% 32.6% 22.8% 0.0% 1.8% 22.2% 3.1K -64.7K -218 0.00 143.52 N/A N/A 0 0 13 4 2024-08-16 $81.21 $0.00 17.6% 5.1% 32.4% 21.3% 0.0% 1.8% -0.5% 3.0K -70.0K -203 0.00 147.10 N/A N/A 0 0 13 4 2024-08-19 $81.98 $0.00 17.4% 5.0% 32.0% 20.5% 0.0% 2.6% 0.5% 2.5K -59.5K -193 0.00 142.86 N/A N/A 0 0 11 2 2024-08-20 $82.22 $0.00 17.0% 4.9% 32.0% 19.3% 0.0% 1.6% -0.6% 2.4K -61.1K -191 0.00 144.22 N/A N/A 0 0 11 2 2024-08-21 $82.47 $0.00 17.3% 5.0% 29.0% 20.3% 0.0% 2.4% 0.3% 2.4K -62.5K -190 0.00 143.34 N/A N/A 0 0 11 2 2024-08-22 $81.31 $0.00 19.4% 5.6% 29.4% 26.6% 0.0% 0.9% -7.5% 2.6K -57.4K -197 0.00 140.03 N/A N/A 0 0 11 2 2024-08-23 $82.18 $0.00 18.3% 5.3% 29.6% 23.4% 0.0% 2.7% 0.0% 2.4K -60.1K -190 0.00 140.65 N/A N/A 0 0 11 2 2024-08-26 $81.69 $0.00 17.9% 5.1% 29.7% 22.0% 0.0% 1.4% -0.3% 2.6K -58.8K -193 0.00 141.44 N/A N/A 0 0 11 2 2024-08-27 $82.01 $0.00 18.2% 5.2% 29.0% 23.0% 0.0% 1.5% 1.1% 2.4K -58.9K -187 0.00 144.95 N/A N/A 0 0 11 2 2024-08-28 $81.25 $0.00 19.0% 5.5% 27.5% 25.4% 0.0% 1.4% -0.0% 2.6K -55.8K -193 0.00 140.95 N/A N/A 0 0 11 2 2024-08-29 $81.06 $0.00 18.1% 5.2% 25.7% 22.8% 0.0% 0.8% -2.1% 2.8K -55.9K -191 0.00 143.80 N/A N/A 0 0 11 2 2024-08-30 $81.45 $0.00 17.9% 5.1% 24.0% 22.0% 0.0% 2.0% 0.5% 2.7K -57.7K -190 0.00 148.29 N/A N/A 0 0 11 2
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