IGRO Options History — September 2021

In September 2021, IGRO traded between $65.41 and $68.05. ATM implied volatility averaged 22.8%. The 30-day expected move averaged 6.5%. Net GEX was positive for 0 of 11 trading days. Term structure was in contango for 1 of 11 days.

Notable Days

  • 2021-09-21: Largest IV spike — 48.2% change
  • 2021-09-21: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$66.57$65.41$68.05$68.05$65.41
ATM IV22.8%15.8%29.6%15.8%29.1%
Expected Move6.5%4.5%8.5%4.5%8.3%
Term Structure-4.5%-9.6%1.4%1.4%-9.1%
Skew 25d3.5%2.2%4.8%3.7%3.4%
Skew 10d3.9%2.6%5.8%5.1%3.4%
Call IV 25d24.0%16.0%32.1%16.0%32.1%
Put IV 25d27.5%19.7%36.3%19.7%35.5%
Bid-Ask Spread %150.23137.49200.00140.30150.55
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (11 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-16$68.05$0.0015.8%4.5%0.0%0.0%0.0%3.7%1.4%0000.00140.30N/AN/A0000
2021-09-17$67.40$0.0016.8%4.8%0.0%0.0%0.0%4.0%-1.3%0000.00138.47N/AN/A0000
2021-09-20$65.87$0.0020.0%5.7%0.0%0.0%0.0%4.8%-0.8%0000.00137.49N/AN/A0000
2021-09-21$66.76$0.0029.6%8.5%0.0%0.0%0.0%4.7%-7.1%0000.00200.00N/AN/A0000
2021-09-22$67.18$0.0018.4%5.3%0.0%0.0%0.0%3.7%-1.8%0000.00139.76N/AN/A0000
2021-09-23$67.51$0.0018.0%5.2%0.0%0.0%0.0%2.7%-2.4%0000.00142.54N/AN/A0000
2021-09-24$66.68$0.0018.7%5.4%0.0%0.0%0.0%2.5%-3.9%0000.00142.52N/AN/A0000
2021-09-27$66.49$0.0025.7%7.4%0.0%0.0%0.0%2.2%-7.4%0000.00155.40N/AN/A0000
2021-09-28$65.49$0.0029.3%8.4%0.0%0.0%0.0%3.5%-9.6%0000.00152.96N/AN/A0000
2021-09-29$65.47$0.0029.1%8.3%0.0%0.0%0.0%3.2%-8.1%0000.00152.58N/AN/A0000
2021-09-30$65.41$0.0029.1%8.3%0.0%0.0%0.0%3.4%-9.1%0000.00150.55N/AN/A0000