IGRO Options History — April 2022 In April 2022, IGRO traded between $61.36 and $66.27. ATM implied volatility averaged 28.7%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 14.1% (HV 20d: 14.6%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days.
Notable Days 2022-04-26 : Largest IV spike — 87.4% change2022-04-11 : Highest IV Rank — 100.0%2022-04-26 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $64.11 $61.36 $66.27 $65.57 $62.07 ATM IV 28.7% 18.6% 59.1% 22.4% 26.1% Expected Move 6.4% 4.8% 11.6% 4.8% 7.5% HV 20d 14.6% 12.2% 18.6% 18.6% 14.5% HV 60d 16.4% 16.1% 17.0% 16.1% 16.8% IV Rank 36.3% 8.5% 100.0% 23.5% 25.4% IV Percentile 63.2% 19.6% 100.0% 47.4% 65.4% Term Structure -1.4% -13.1% 2.6% -5.2% -2.6% Skew 25d 3.3% 1.4% 4.1% 2.8% 3.9% Skew 10d 4.4% 3.0% 5.9% 3.0% 4.7% Call IV 25d 22.9% 16.8% 55.2% 24.3% 26.6% Put IV 25d 26.2% 20.4% 56.6% 27.2% 30.5% Bid-Ask Spread % 136.60 130.48 146.11 130.48 139.65 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 (20 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 2022-04-01 $65.57 $0.00 22.4% 4.8% 18.6% 23.5% 0.0% 2.8% -5.2% 0 0 0 0.00 130.48 N/A N/A 0 0 0 0 2022-04-04 $66.27 $0.00 28.0% 5.4% 17.7% 41.2% 0.0% 3.2% -0.2% 0 0 0 0.00 139.79 N/A N/A 0 0 0 0 2022-04-05 $65.73 $0.00 29.9% 5.5% 18.1% 47.2% 0.0% 3.0% -0.1% 0 0 0 0.00 136.10 N/A N/A 0 0 0 0 2022-04-06 $65.42 $0.00 33.3% 5.9% 15.8% 57.9% 0.0% 3.2% 0.7% 0 0 0 0.00 136.38 N/A N/A 0 0 0 0 2022-04-07 $65.29 $0.00 34.6% 5.9% 15.2% 62.1% 0.0% 3.8% 0.9% 0 0 0 0.00 137.08 N/A N/A 0 0 0 0 2022-04-08 $65.64 $0.00 29.9% 5.0% 14.8% 47.3% 0.0% 3.5% 2.6% 0 0 0 0.00 130.65 N/A N/A 0 0 0 0 2022-04-11 $64.98 $0.00 48.9% 6.0% 15.5% 100.0% 0.0% 3.2% 0.0% 0 0 0 0.00 138.40 N/A N/A 0 0 0 0 2022-04-12 $64.28 $0.00 59.1% 6.3% 16.1% 100.0% 0.0% 4.1% 0.1% 0 0 0 0.00 138.10 N/A N/A 0 0 0 0 2022-04-13 $64.76 $0.00 20.3% 5.8% 13.5% 12.2% 0.0% 4.1% -0.2% 0 0 0 0.00 138.83 N/A N/A 0 0 0 0 2022-04-14 $64.58 $0.00 20.3% 5.8% 12.8% 12.2% 0.0% 3.3% -2.2% 0 0 0 0.00 139.24 N/A N/A 0 0 0 0 2022-04-18 $64.05 $0.00 21.8% 6.3% 12.8% 15.7% 0.0% 2.9% -1.6% 0 0 0 0.00 139.64 N/A N/A 0 0 0 0 2022-04-19 $64.01 $0.00 18.6% 5.3% 12.7% 8.5% 0.0% 3.2% 0.8% 0 0 0 0.00 133.48 N/A N/A 0 0 0 0 2022-04-20 $64.50 $0.00 19.3% 5.5% 12.5% 10.0% 0.0% 3.1% -0.1% 0 0 0 0.00 133.81 N/A N/A 0 0 0 0 2022-04-21 $63.81 $0.00 19.9% 5.7% 12.2% 11.3% 0.0% 3.0% -0.4% 0 0 0 0.00 132.99 N/A N/A 0 0 0 0 2022-04-22 $62.97 $0.00 26.9% 7.7% 12.9% 27.2% 0.0% 3.5% -1.4% 0 0 0 0.00 135.88 N/A N/A 0 0 0 0 2022-04-25 $62.77 $0.00 21.6% 6.2% 12.9% 15.3% 0.0% 2.6% -0.1% 0 0 0 0.00 131.87 N/A N/A 0 0 0 0 2022-04-26 $61.36 $0.00 40.6% 11.6% 14.8% 58.1% 0.0% 1.4% -13.1% 0 0 0 0.00 146.11 N/A N/A 0 0 0 0 2022-04-27 $61.59 $0.00 26.2% 7.5% 13.5% 25.6% 0.0% 3.7% -3.7% 0 0 0 0.00 138.37 N/A N/A 0 0 0 0 2022-04-28 $62.47 $0.00 26.1% 7.5% 14.8% 25.4% 0.0% 3.5% -2.3% 0 0 0 0.00 135.08 N/A N/A 0 0 0 0 2022-04-29 $62.07 $0.00 26.1% 7.5% 14.5% 25.4% 0.0% 3.9% -2.6% 0 0 0 0.00 139.65 N/A N/A 0 0 0 0
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