ILCG Options History — October 2024 In October 2024, ILCG traded between $82.79 and $86.99. ATM implied volatility averaged 20.0%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 6.7% (HV 20d: 13.3%). Max pain ranged from $78.00 to $78.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 12 of 23 days.
Notable Days 2024-10-08 : Highest Volume — 1 contracts2024-10-31 : Largest IV spike — 13.0% change2024-10-31 : Highest IV Rank — 37.4%2024-10-31 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $85.10 $82.79 $86.99 $82.96 $84.29 Max Pain $78.00 $78.00 $78.00 $78.00 $78.00 ATM IV 20.0% 18.1% 23.1% 19.0% 23.1% Expected Move 5.7% 5.2% 6.6% 5.4% 6.6% HV 20d 13.3% 11.8% 16.3% 14.9% 16.3% HV 60d 21.1% 16.3% 23.1% 22.9% 17.0% IV Rank 28.3% 22.6% 37.4% 25.2% 37.4% IV Percentile 62.9% 42.1% 85.3% 51.6% 85.3% Term Structure 0.3% -1.4% 2.7% 1.6% -0.5% Skew 25d 2.6% 1.0% 5.3% 1.0% 2.1% Skew 10d 7.0% 2.9% 15.3% 13.5% 2.9% Call IV 25d 18.3% 15.6% 22.9% 20.2% 22.9% Put IV 25d 20.8% 19.2% 24.9% 21.2% 24.9% Bid-Ask Spread % 134.11 126.08 150.17 144.53 135.77 Gamma HHI 0.45 0.31 0.65 0.64 0.43 Net GEX 1.0K -446 2.6K 2.6K 1.3K Net DEX -78.5K -88.2K -67.2K -67.5K -78.1K Net VEX -83 -133 -37 -133 -64 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.043 0 1 0 0 Total OI 13.348 13 14 13 13
Daily Data (23 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 2024-10-01 $82.96 $0.00 19.0% 5.4% 14.9% 25.2% 0.0% 1.0% 1.6% 2.6K -67.5K -133 0.00 144.53 N/A N/A 0 0 11 2 2024-10-02 $83.11 $0.00 19.9% 5.7% 14.9% 28.0% 0.0% 2.6% 2.7% 2.5K -67.3K -132 0.00 150.17 N/A N/A 0 0 11 2 2024-10-03 $82.79 $78.00 19.7% 5.9% 15.0% 27.4% 0.0% 2.6% -0.9% 2.6K -67.2K -129 0.00 128.47 N/A N/A 0 0 11 2 2024-10-04 $83.84 $78.00 19.4% 5.7% 13.2% 26.5% 0.0% 3.6% -0.3% 2.3K -69.9K -124 0.00 129.12 N/A N/A 0 0 11 2 2024-10-07 $83.06 $78.00 21.7% 6.0% 13.8% 33.3% 0.0% 2.6% -1.4% 2.6K -68.5K -126 0.00 129.13 N/A N/A 0 0 11 2 2024-10-08 $84.47 $78.00 21.7% 5.9% 14.4% 33.1% 0.0% 2.9% -0.7% 2.2K -73.8K -110 0.00 129.53 N/A N/A 0 1 11 2 2024-10-09 $84.91 $78.00 20.2% 5.8% 13.2% 28.7% 0.0% 2.9% -0.9% 1.2K -74.3K -106 0.00 129.34 N/A N/A 0 0 11 3 2024-10-10 $84.89 $78.00 19.4% 5.6% 12.3% 26.5% 0.0% 2.8% -0.8% 962 -76.2K -97 0.00 129.56 N/A N/A 0 0 11 3 2024-10-11 $85.40 $78.00 20.0% 5.7% 12.4% 28.2% 0.0% 2.7% -0.4% 1.0K -77.5K -97 0.00 130.20 N/A N/A 0 0 11 3 2024-10-14 $86.16 $78.00 19.4% 5.6% 12.5% 26.5% 0.0% 3.1% -0.7% 540 -82.3K -76 0.00 130.73 N/A N/A 0 0 11 3 2024-10-15 $84.94 $78.00 18.5% 5.3% 13.8% 23.8% 0.0% 2.3% 0.9% 299 -80.2K -75 0.00 126.08 N/A N/A 0 0 11 3 2024-10-16 $85.35 $78.00 20.1% 5.7% 13.8% 28.4% 0.0% 2.1% -0.5% 819 -78.6K -87 0.00 130.96 N/A N/A 0 0 11 3 2024-10-17 $85.58 $78.00 18.1% 5.2% 11.8% 22.6% 0.0% 2.7% 0.2% 312 -82.2K -72 0.00 132.19 N/A N/A 0 0 11 3 2024-10-18 $86.02 $78.00 18.4% 5.3% 11.8% 23.5% 0.0% 1.8% 0.1% 215 -84.1K -64 0.00 133.74 N/A N/A 0 0 11 3 2024-10-21 $86.11 $78.00 19.1% 5.5% 11.8% 25.6% 0.0% 2.3% 1.5% 95 -84.8K -57 0.00 132.28 N/A N/A 0 0 11 2 2024-10-22 $86.42 $78.00 19.1% 5.5% 11.8% 25.6% 0.0% 2.7% 0.4% 472 -84.2K -55 0.00 137.34 N/A N/A 0 0 11 2 2024-10-23 $85.16 $78.00 20.4% 5.8% 13.1% 29.4% 0.0% 5.3% 0.1% 985 -81.3K -62 0.00 135.20 N/A N/A 0 0 11 2 2024-10-24 $85.73 $78.00 20.5% 5.9% 13.3% 29.8% 0.0% 2.2% 2.4% 567 -82.2K -64 0.00 139.39 N/A N/A 0 0 11 2 2024-10-25 $86.14 $78.00 20.0% 5.7% 13.1% 28.2% 0.0% 2.6% 2.5% 320 -84.6K -51 0.00 136.16 N/A N/A 0 0 11 2 2024-10-28 $86.34 $78.00 21.4% 6.1% 13.1% 32.3% 0.0% 2.3% 0.6% 263 -85.8K -47 0.00 140.79 N/A N/A 0 0 11 2 2024-10-29 $86.99 $78.00 21.1% 6.0% 12.6% 31.4% 0.0% 1.9% 1.3% -446 -88.2K -37 0.00 136.23 N/A N/A 0 0 11 2 2024-10-30 $86.55 $78.00 20.4% 5.9% 12.9% 29.5% 0.0% 2.1% -0.4% 124 -87.2K -41 0.00 137.74 N/A N/A 0 0 11 2 2024-10-31 $84.29 $78.00 23.1% 6.6% 16.3% 37.4% 0.0% 2.1% -0.5% 1.3K -78.1K -64 0.00 135.77 N/A N/A 0 0 11 2
« Sep 2024 | All History | Nov 2024 » Home ILCG History October 2024