IGRO Options History — March 2022 In March 2022, IGRO traded between $61.97 and $66.20. ATM implied volatility averaged 28.0%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 8.4% (HV 20d: 19.5%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2022-03-04 : Largest IV spike — 43.0% change2022-03-17 : Highest IV Rank — 41.9%2022-03-11 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $64.50 $61.97 $66.20 $64.58 $65.41 ATM IV 28.0% 19.7% 46.7% 31.1% 23.2% Expected Move 8.1% 4.9% 14.2% 8.9% 5.5% HV 20d 19.5% 15.4% 22.3% 15.9% 20.1% HV 60d 15.0% 13.4% 16.1% 13.4% 16.1% IV Rank 26.8% 15.1% 41.9% 41.9% 26.2% IV Percentile 51.2% 30.7% 73.0% 73.0% 50.7% Term Structure -3.6% -12.3% 0.6% -4.7% -4.4% Skew 25d 7.0% 1.8% 19.1% 5.5% 1.8% Skew 10d 10.5% 2.8% 26.8% 11.0% 2.8% Call IV 25d 25.6% 19.8% 37.5% 27.7% 24.4% Put IV 25d 32.6% 23.2% 50.0% 33.2% 26.2% Bid-Ask Spread % 130.54 106.05 146.52 132.46 130.42 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 (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 2022-03-01 $64.58 $0.00 31.1% 8.9% 15.9% 0.0% 0.0% 5.5% -4.7% 0 0 0 0.00 132.46 N/A N/A 0 0 0 0 2022-03-02 $64.94 $0.00 28.5% 8.2% 15.6% 0.0% 0.0% 10.5% -2.3% 0 0 0 0.00 119.94 N/A N/A 0 0 0 0 2022-03-03 $64.15 $0.00 31.9% 9.1% 15.4% 0.0% 0.0% 13.0% -3.8% 0 0 0 0.00 136.53 N/A N/A 0 0 0 0 2022-03-04 $62.93 $0.00 45.6% 13.1% 16.2% 0.0% 0.0% 6.6% -5.1% 0 0 0 0.00 132.72 N/A N/A 0 0 0 0 2022-03-07 $61.97 $0.00 46.7% 13.4% 16.7% 0.0% 0.0% 6.4% -4.4% 0 0 0 0.00 142.11 N/A N/A 0 0 0 0 2022-03-08 $62.20 $0.00 32.8% 11.9% 16.8% 0.0% 0.0% 6.0% -4.2% 0 0 0 0.00 138.72 N/A N/A 0 0 0 0 2022-03-09 $63.93 $0.00 27.4% 11.6% 20.1% 0.0% 0.0% 7.1% -2.1% 0 0 0 0.00 143.44 N/A N/A 0 0 0 0 2022-03-10 $63.26 $0.00 28.6% 10.4% 19.7% 0.0% 0.0% 7.0% -2.3% 0 0 0 0.00 135.40 N/A N/A 0 0 0 0 2022-03-11 $62.75 $0.00 28.7% 14.2% 19.5% 0.0% 0.0% 5.5% -2.5% 0 0 0 0.00 143.03 N/A N/A 0 0 0 0 2022-03-14 $62.91 $0.00 29.3% 7.6% 19.6% 0.0% 0.0% 8.6% -3.2% 0 0 0 0.00 108.06 N/A N/A 0 0 0 0 2022-03-15 $63.12 $0.00 27.0% 7.5% 19.7% 0.0% 0.0% 19.1% -2.8% 0 0 0 0.00 106.65 N/A N/A 0 0 0 0 2022-03-16 $64.74 $0.00 28.2% 6.2% 21.8% 0.0% 0.0% 17.2% -12.3% 0 0 0 0.00 106.05 N/A N/A 0 0 0 0 2022-03-17 $65.49 $0.00 28.2% 9.3% 21.9% 41.9% 0.0% 14.6% 0.6% 0 0 0 0.00 119.62 N/A N/A 0 0 0 0 2022-03-18 $65.92 $0.00 19.7% 5.8% 21.8% 15.1% 0.0% 3.4% -0.1% 0 0 0 0.00 127.97 N/A N/A 0 0 0 0 2022-03-21 $65.56 $0.00 23.1% 5.4% 21.8% 25.8% 0.0% 3.6% -3.5% 0 0 0 0.00 134.15 N/A N/A 0 0 0 0 2022-03-22 $66.17 $0.00 20.2% 5.3% 21.9% 16.6% 0.0% 3.8% -1.1% 0 0 0 0.00 128.02 N/A N/A 0 0 0 0 2022-03-23 $65.28 $0.00 26.6% 5.9% 22.3% 36.8% 0.0% 4.0% -6.7% 0 0 0 0.00 140.45 N/A N/A 0 0 0 0 2022-03-24 $65.27 $0.00 23.8% 5.6% 21.7% 28.1% 0.0% 4.4% -4.1% 0 0 0 0.00 135.02 N/A N/A 0 0 0 0 2022-03-25 $65.40 $0.00 24.4% 6.8% 20.4% 29.8% 0.0% 4.4% -0.3% 0 0 0 0.00 146.52 N/A N/A 0 0 0 0 2022-03-28 $65.15 $0.00 25.2% 5.7% 20.4% 32.4% 0.0% 3.3% -5.7% 0 0 0 0.00 136.16 N/A N/A 0 0 0 0 2022-03-29 $66.13 $0.00 21.5% 4.9% 20.2% 20.8% 0.0% 2.6% -4.4% 0 0 0 0.00 129.62 N/A N/A 0 0 0 0 2022-03-30 $66.20 $0.00 21.7% 5.1% 20.1% 21.4% 0.0% 2.7% -3.6% 0 0 0 0.00 129.46 N/A N/A 0 0 0 0 2022-03-31 $65.41 $0.00 23.2% 5.5% 20.1% 26.2% 0.0% 1.8% -4.4% 0 0 0 0.00 130.42 N/A N/A 0 0 0 0
« Feb 2022 | All History | Apr 2022 » Home IGRO History March 2022