IGRO Options History — October 2021 In October 2021, IGRO traded between $64.90 and $67.78. ATM implied volatility averaged 23.0%. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 10.9% (HV 20d: 12.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2021-10-27 : Largest IV spike — 63.5% change2021-10-01 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $66.60 $64.90 $67.78 $65.40 $67.27 ATM IV 23.0% 14.9% 38.6% 29.4% 23.7% Expected Move 5.2% 4.3% 8.4% 8.4% 6.8% HV 20d 12.1% 8.3% 15.7% 15.7% 9.0% Term Structure -3.7% -11.4% 0.4% -9.5% -11.4% Skew 25d 2.6% 1.5% 4.4% 2.7% 2.0% Skew 10d 2.6% 0.5% 4.4% 2.9% 1.4% Call IV 25d 17.6% 15.4% 32.9% 32.9% 19.2% Put IV 25d 20.2% 17.7% 35.6% 35.6% 21.2% Bid-Ask Spread % 141.83 131.53 151.73 151.73 135.67 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (21 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 2021-10-01 $65.40 $0.00 29.4% 8.4% 0.0% 0.0% 0.0% 2.7% -9.5% 0 0 0 0.00 151.73 N/A N/A 0 0 0 0 2021-10-04 $64.90 $0.00 33.3% 5.9% 0.0% 0.0% 0.0% 3.6% -2.7% 0 0 0 0.00 149.77 N/A N/A 0 0 0 0 2021-10-05 $65.29 $0.00 25.2% 4.7% 0.0% 0.0% 0.0% 3.1% 0.4% 0 0 0 0.00 136.87 N/A N/A 0 0 0 0 2021-10-06 $65.08 $0.00 27.0% 4.8% 0.0% 0.0% 0.0% 3.0% -0.3% 0 0 0 0.00 138.85 N/A N/A 0 0 0 0 2021-10-07 $65.72 $0.00 25.9% 4.4% 15.7% 0.0% 0.0% 3.1% -0.1% 0 0 0 0.00 142.56 N/A N/A 0 0 0 0 2021-10-08 $65.96 $0.00 33.9% 5.5% 15.4% 0.0% 0.0% 2.7% -6.6% 0 0 0 0.00 142.33 N/A N/A 0 0 0 0 2021-10-11 $65.58 $0.00 34.4% 4.5% 15.0% 0.0% 0.0% 2.8% -1.9% 0 0 0 0.00 137.93 N/A N/A 0 0 0 0 2021-10-12 $65.63 $0.00 38.6% 4.6% 14.6% 0.0% 0.0% 2.9% -1.2% 0 0 0 0.00 138.09 N/A N/A 0 0 0 0 2021-10-13 $66.23 $0.00 16.0% 4.6% 14.7% 0.0% 0.0% 2.9% -0.3% 0 0 0 0.00 139.64 N/A N/A 0 0 0 0 2021-10-14 $66.87 $0.00 15.2% 4.4% 14.9% 0.0% 0.0% 2.5% -2.0% 0 0 0 0.00 139.80 N/A N/A 0 0 0 0 2021-10-15 $67.22 $0.00 14.9% 4.3% 14.6% 0.0% 0.0% 2.4% -1.2% 0 0 0 0.00 145.11 N/A N/A 0 0 0 0 2021-10-18 $66.89 $0.00 15.6% 4.5% 12.1% 0.0% 0.0% 2.1% -2.2% 0 0 0 0.00 140.06 N/A N/A 0 0 0 0 2021-10-19 $67.24 $0.00 19.2% 5.5% 11.3% 0.0% 0.0% 2.1% -4.6% 0 0 0 0.00 144.23 N/A N/A 0 0 0 0 2021-10-20 $67.71 $0.00 15.1% 4.3% 11.3% 0.0% 0.0% 2.1% -2.3% 0 0 0 0.00 142.59 N/A N/A 0 0 0 0 2021-10-21 $67.47 $0.00 19.4% 5.6% 11.3% 0.0% 0.0% 2.7% -5.2% 0 0 0 0.00 131.53 N/A N/A 0 0 0 0 2021-10-22 $67.65 $0.00 15.1% 4.3% 10.3% 0.0% 0.0% 1.7% -1.5% 0 0 0 0.00 147.37 N/A N/A 0 0 0 0 2021-10-25 $67.62 $0.00 19.0% 5.4% 10.2% 0.0% 0.0% 2.0% -9.3% 0 0 0 0.00 143.50 N/A N/A 0 0 0 0 2021-10-26 $67.69 $0.00 16.0% 4.6% 8.3% 0.0% 0.0% 1.8% -2.5% 0 0 0 0.00 143.86 N/A N/A 0 0 0 0 2021-10-27 $67.50 $0.00 26.1% 7.5% 8.4% 0.0% 0.0% 4.4% -10.0% 0 0 0 0.00 138.64 N/A N/A 0 0 0 0 2021-10-28 $67.78 $0.00 19.3% 5.5% 8.4% 0.0% 0.0% 1.5% -2.5% 0 0 0 0.00 148.25 N/A N/A 0 0 0 0 2021-10-29 $67.27 $0.00 23.7% 6.8% 9.0% 0.0% 0.0% 2.0% -11.4% 0 0 0 0.00 135.67 N/A N/A 0 0 0 0
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