IGV Options History — March 2026 In March 2026, IGV traded between $76.97 and $87.95. ATM implied volatility averaged 35.9%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 2.1% (HV 20d: 33.8%). Max pain ranged from $80.00 to $83.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.66.
Notable Days 2026-03-04 : Highest Volume — 203,161 contracts2026-03-27 : Largest IV spike — 9.2% change2026-03-11 : Highest IV Rank — 52.2%2026-03-03 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $83.59 $76.97 $87.95 $82.63 $80.03 Max Pain $82.41 $80.00 $83.00 $82.00 $80.00 ATM IV 35.9% 32.4% 39.9% 37.3% 35.0% Expected Move 10.2% 9.0% 11.5% 11.1% 10.0% HV 20d 33.8% 26.3% 45.2% 44.5% 31.1% HV 60d 33.2% 32.2% 35.1% 32.2% 35.1% IV Rank 42.8% 34.7% 52.2% 46.1% 40.8% IV Percentile 87.8% 81.7% 95.2% 92.5% 83.7% Term Structure -0.3% -7.4% 1.9% 0.5% -0.1% VWIV 35.9% 32.1% 40.3% 38.6% 34.6% Skew 25d 6.7% -2.3% 11.6% 8.3% 6.5% Skew 10d 15.0% 6.6% 26.6% 18.1% 26.6% Call IV 25d 33.4% 28.7% 42.0% 35.0% 33.0% Put IV 25d 40.1% 36.1% 45.0% 43.3% 39.4% Bid-Ask Spread % 35.03 19.09 61.74 57.27 21.66 Gamma HHI 0.09 0.08 0.10 0.08 0.08 Net GEX 80.3M -17.6M 160.4M 103.1M 17.6M Net DEX -630.6M -2.25B 919.7M -933.8M 325.7M Net VEX -14.3M -15.7M -12.4M -12.9M -13.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.17 1.97 0.17 1.85 Total Volume 90,156.727 17,901 203,161 93,171 95,092 Total OI 1,187,007.182 978,364 1,337,577 1,168,707 1,075,107
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 Vol Put Vol Call OI Put OI 2026-03-02 $82.63 $82.00 37.3% 11.1% 44.5% 46.1% 38.6% 8.3% 0.5% 103.1M -933.8M -12.9M 0.17 57.27 79,720 13,451 800,048 368,659 2026-03-03 $84.13 $82.00 37.9% 11.5% 45.2% 47.5% 40.3% 7.5% 0.2% 128.8M -1.33B -13.8M 0.35 56.58 115,879 40,601 831,377 380,405 2026-03-04 $85.93 $82.00 36.1% 10.5% 42.5% 43.3% 36.1% 7.5% -0.1% 159.3M -1.83B -14.7M 0.76 55.42 115,645 87,516 854,235 396,437 2026-03-05 $87.57 $82.00 37.5% 10.3% 42.5% 46.6% 37.0% 6.5% 0.7% 160.4M -2.25B -15.5M 0.30 49.64 137,536 41,782 854,973 423,018 2026-03-06 $87.95 $82.00 38.1% 10.7% 37.0% 47.9% 37.7% 11.0% -0.6% 153.9M -2.25B -15.7M 0.32 49.51 71,762 23,090 853,321 436,603 2026-03-09 $87.81 $82.00 38.1% 11.3% 35.6% 48.0% 36.8% 3.4% -0.5% 141.4M -1.91B -15.2M 0.27 57.26 63,207 17,007 797,866 429,561 2026-03-10 $85.87 $82.00 36.9% 10.4% 34.8% 45.2% 37.9% 11.6% -2.0% 120.9M -1.27B -14.5M 1.97 61.74 47,157 93,107 772,813 432,183 2026-03-11 $85.63 $83.00 39.9% 10.2% 34.8% 52.2% 36.3% -2.3% -7.4% 105.7M -986.9M -15.2M 1.08 57.78 38,992 41,954 775,633 500,885 2026-03-12 $85.07 $83.00 37.1% 9.9% 33.1% 45.7% 34.8% 4.0% -1.7% 99.3M -864.9M -14.9M 0.93 30.29 60,172 56,077 773,415 494,489 2026-03-13 $83.94 $83.00 35.2% 9.8% 32.2% 41.1% 33.7% 7.4% -0.9% 56.4M -486.0M -15.5M 0.17 20.14 142,048 23,441 802,391 535,186 2026-03-16 $84.87 $83.00 33.5% 9.4% 31.9% 37.2% 32.1% 7.1% 0.1% 89.5M -582.4M -14.7M 0.69 22.27 29,143 20,084 731,869 520,227 2026-03-17 $85.43 $83.00 32.4% 9.2% 30.9% 34.7% 34.9% 6.3% 1.2% 115.7M -825.1M -14.8M 0.37 23.88 33,516 12,316 746,850 525,269 2026-03-18 $84.60 $83.00 32.7% 9.0% 30.8% 35.4% 32.5% 6.5% -1.7% 98.0M -597.5M -14.7M 1.03 28.56 10,408 10,722 762,453 528,072 2026-03-19 $84.41 $83.00 33.3% 9.7% 30.7% 36.9% 35.2% 6.3% -0.4% 80.9M -475.0M -14.4M 0.77 28.59 17,871 13,782 762,690 534,146 2026-03-20 $82.64 $83.00 34.7% 9.9% 31.5% 40.1% 34.2% 6.9% 0.1% 31.8M 9.7M -14.1M 0.61 20.85 45,601 27,980 763,468 532,261 2026-03-23 $84.75 $83.00 33.7% 9.7% 26.3% 37.7% 34.4% 7.3% 0.7% 59.3M -404.1M -14.1M 0.70 19.09 10,550 7,351 531,739 446,625 2026-03-24 $81.10 $83.00 35.8% 10.0% 31.0% 42.5% 36.4% 7.4% 0.6% 32.6M 252.3M -13.5M 0.53 20.22 57,971 30,978 533,748 450,078 2026-03-25 $80.39 $83.00 34.1% 9.6% 29.1% 38.7% 33.9% 6.8% 0.7% 20.5M 406.9M -13.3M 0.28 19.48 40,805 11,221 546,196 459,367 2026-03-26 $79.82 $83.00 34.4% 9.7% 27.9% 39.3% 37.1% 7.0% 0.5% 9.5M 501.8M -13.1M 0.72 24.32 25,744 18,630 568,207 461,935 2026-03-27 $76.97 $83.00 37.6% 10.4% 30.1% 46.7% 36.4% 6.9% 1.0% -17.6M 919.7M -12.4M 0.28 23.07 95,061 26,482 583,638 469,240 2026-03-30 $77.45 $80.00 38.2% 10.9% 29.2% 48.2% 38.8% 6.9% 1.9% -888.1K 694.4M -12.9M 0.28 22.98 25,031 6,965 597,428 470,047 2026-03-31 $80.03 $80.00 35.0% 10.0% 31.1% 40.8% 34.6% 6.5% -0.1% 17.6M 325.7M -13.4M 1.85 21.66 33,341 61,751 602,838 472,269
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