IGV Options History — June 2025

In June 2025, IGV traded between $103.81 and $109.47. ATM implied volatility averaged 21.7%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 6.1% (HV 20d: 15.6%). Max pain ranged from $100.00 to $105.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 2.69.

Notable Days

  • 2025-06-11: Highest Volume — 18,217 contracts
  • 2025-06-12: Largest IV spike — 32.2% change
  • 2025-06-24: Highest IV Rank — 22.1%
  • 2025-06-05: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$106.44$103.81$109.47$103.81$109.47
Max Pain$103.95$100.00$105.00$100.00$105.00
ATM IV21.7%17.5%25.2%23.1%20.9%
Expected Move6.2%5.4%6.9%6.7%5.7%
HV 20d15.6%13.0%20.5%20.3%13.3%
HV 60d41.0%39.1%44.3%44.3%39.1%
IV Rank14.3%5.0%22.1%17.5%12.6%
IV Percentile40.9%5.6%69.4%59.5%27.0%
Term Structure0.0%-4.8%3.5%-4.8%0.1%
VWIV22.6%19.5%25.5%24.9%20.0%
Skew 25d2.8%-7.7%15.4%15.4%-7.7%
Skew 10d5.1%-0.4%13.1%4.4%2.9%
Call IV 25d17.1%11.0%22.3%11.8%21.3%
Put IV 25d19.9%13.1%27.2%27.2%13.6%
Bid-Ask Spread %66.8236.3792.8169.6676.10
Gamma HHI0.140.090.200.130.09
Net GEX7.3M871.9K25.4M8.8M6.0M
Net DEX-362.9M-480.6M-239.8M-312.2M-345.5M
Net VEX-1.3M-1.7M-952.1K-1.5M-977.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.690.2519.473.700.66
Total Volume5,279.682818,21712,3561,109
Total OI161,096.898,493201,264177,439102,406

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-06-02$103.81$100.0023.1%6.7%20.3%17.5%24.9%15.4%-4.8%8.8M-312.2M-1.5M3.7069.662,6309,72692,35585,084
2025-06-03$104.82$100.0022.6%6.5%20.5%16.2%23.1%-2.0%1.1%11.1M-338.7M-1.6M1.0474.862,0272,11793,86894,676
2025-06-04$104.92$100.0022.0%6.3%19.5%15.1%23.7%-2.2%0.1%12.9M-355.9M-1.5M9.3271.581,18911,07694,61395,498
2025-06-05$104.91$103.0023.3%6.9%19.5%17.9%25.5%-4.9%0.0%8.2M-305.7M-1.7M0.9236.372,5472,34594,891106,373
2025-06-06$106.05$103.0021.1%6.3%18.9%13.0%24.3%1.3%0.2%6.0M-377.9M-1.6M1.3939.824,7336,56093,534105,611
2025-06-09$106.32$103.0021.6%6.3%18.1%14.1%24.3%7.3%0.0%8.9M-415.6M-1.5M5.9040.601,2077,12391,399101,567
2025-06-10$105.73$105.0020.7%6.3%15.6%12.2%22.1%7.5%0.9%3.3M-359.8M-1.5M1.4147.1053675891,698108,492
2025-06-11$105.66$105.0017.5%6.1%13.0%5.0%23.4%-5.1%2.9%2.1M-353.1M-1.5M19.4755.1289017,32791,856108,859
2025-06-12$106.94$105.0023.1%6.1%13.5%17.5%21.4%0.6%0.7%25.4M-480.6M-1.3M0.2768.605,3501,44093,16198,764
2025-06-13$106.00$105.0022.7%6.6%13.9%16.5%22.6%13.1%0.2%13.5M-406.9M-1.3M0.9568.051,4211,34494,20499,278
2025-06-16$107.38$105.0019.3%5.4%14.4%9.0%20.6%9.3%3.5%9.6M-471.4M-1.2M0.3592.812,37482189,55180,104
2025-06-17$106.65$105.0022.1%6.3%14.7%15.3%23.8%3.4%-0.7%7.1M-447.0M-1.2M0.4478.832,7561,22089,88180,333
2025-06-18$106.11$105.0022.9%6.6%14.8%16.9%24.2%6.0%0.4%871.9K-415.8M-1.2M1.6956.341,0341,74589,81780,565
2025-06-20$105.02$105.0022.2%6.4%13.2%15.5%23.3%4.8%-0.2%2.9M-369.3M-1.1M1.4481.191,3611,95990,23481,909
2025-06-23$106.20$105.0022.4%6.4%13.6%15.9%21.4%0.9%-0.0%1.5M-239.8M-1.1M0.2668.571,68944254,63843,855
2025-06-24$108.09$105.0025.2%6.4%14.2%22.1%20.9%3.9%-3.6%4.2M-312.8M-1.0M0.2591.4266516355,43944,059
2025-06-25$107.78$105.0021.3%5.8%13.7%13.4%19.5%-1.7%-1.6%4.0M-303.1M-1.0M0.3474.541,21540955,77044,111
2025-06-26$108.66$105.0020.1%5.5%13.5%10.8%21.4%-2.4%1.0%5.7M-337.6M-952.1K3.3272.977182,38156,33844,248
2025-06-27$108.25$105.0019.6%5.5%13.1%9.7%22.7%8.1%0.1%4.3M-308.8M-1.0M0.7971.8266252356,43446,463
2025-06-30$109.47$105.0020.9%5.7%13.3%12.6%20.0%-7.7%0.1%6.0M-345.5M-977.9K0.6676.1067043955,97346,433