IGRO Options History — May 2022 In May 2022, IGRO traded between $58.45 and $62.82. ATM implied volatility averaged 28.1%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 8.4% (HV 20d: 19.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-05-09 : Largest IV spike — 38.3% change2022-05-09 : Highest IV Rank — 78.0%2022-05-09 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $60.65 $58.45 $62.82 $61.55 $62.28 ATM IV 28.1% 22.3% 49.4% 25.5% 26.3% Expected Move 7.6% 6.4% 10.4% 7.3% 7.5% HV 20d 19.7% 14.1% 23.0% 14.5% 20.8% HV 60d 18.4% 16.7% 19.3% 16.7% 18.2% IV Rank 29.8% 16.8% 78.0% 24.0% 25.9% IV Percentile 65.6% 41.6% 99.4% 61.8% 66.7% Term Structure -3.3% -6.8% -0.5% -1.2% -6.2% Skew 25d 4.6% 2.6% 8.9% 5.0% 4.5% Skew 10d 3.6% 0.2% 6.1% 6.1% 1.2% Call IV 25d 24.4% 19.6% 32.6% 25.1% 25.4% Put IV 25d 29.0% 24.4% 37.5% 30.1% 29.9% Bid-Ask Spread % 133.91 125.64 145.42 132.89 139.77 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 2022-05-02 $61.55 $0.00 25.5% 7.3% 14.5% 24.0% 0.0% 5.0% -1.2% 0 0 0 0.00 132.89 N/A N/A 0 0 0 0 2022-05-03 $61.99 $0.00 25.3% 7.3% 14.1% 23.5% 0.0% 3.9% -2.1% 0 0 0 0.00 134.69 N/A N/A 0 0 0 0 2022-05-04 $62.82 $0.00 30.9% 8.9% 15.2% 36.2% 0.0% 4.3% -6.6% 0 0 0 0.00 145.42 N/A N/A 0 0 0 0 2022-05-05 $60.84 $0.00 36.1% 8.4% 18.5% 47.9% 0.0% 3.7% -4.4% 0 0 0 0.00 128.98 N/A N/A 0 0 0 0 2022-05-06 $60.05 $0.00 35.7% 8.2% 18.8% 47.1% 0.0% 5.5% -2.7% 0 0 0 0.00 129.68 N/A N/A 0 0 0 0 2022-05-09 $59.29 $0.00 49.4% 10.4% 18.7% 78.0% 0.0% 5.2% -6.8% 0 0 0 0.00 131.66 N/A N/A 0 0 0 0 2022-05-10 $59.34 $0.00 37.0% 8.3% 18.7% 50.1% 0.0% 4.7% -3.3% 0 0 0 0.00 126.96 N/A N/A 0 0 0 0 2022-05-11 $59.00 $0.00 30.9% 8.8% 18.5% 36.1% 0.0% 4.1% -3.7% 0 0 0 0.00 129.41 N/A N/A 0 0 0 0 2022-05-12 $58.45 $0.00 30.9% 8.9% 18.1% 36.3% 0.0% 5.2% -4.0% 0 0 0 0.00 125.64 N/A N/A 0 0 0 0 2022-05-13 $59.81 $0.00 22.4% 6.4% 20.6% 17.0% 0.0% 3.8% -0.5% 0 0 0 0.00 127.45 N/A N/A 0 0 0 0 2022-05-16 $59.85 $0.00 23.6% 6.8% 20.6% 19.7% 0.0% 3.6% -1.9% 0 0 0 0.00 136.53 N/A N/A 0 0 0 0 2022-05-17 $60.78 $0.00 23.6% 6.8% 21.7% 19.7% 0.0% 4.1% -2.0% 0 0 0 0.00 137.65 N/A N/A 0 0 0 0 2022-05-18 $59.61 $0.00 24.8% 7.1% 22.1% 22.3% 0.0% 3.3% -2.6% 0 0 0 0.00 135.59 N/A N/A 0 0 0 0 2022-05-19 $59.99 $0.00 25.6% 7.3% 22.2% 24.1% 0.0% 2.6% -3.3% 0 0 0 0.00 135.62 N/A N/A 0 0 0 0 2022-05-20 $60.48 $0.00 22.7% 6.5% 22.2% 17.6% 0.0% 3.5% -1.0% 0 0 0 0.00 130.56 N/A N/A 0 0 0 0 2022-05-23 $61.34 $0.00 22.5% 6.4% 23.0% 17.1% 0.0% 3.0% -1.3% 0 0 0 0.00 132.08 N/A N/A 0 0 0 0 2022-05-24 $61.22 $0.00 22.3% 6.4% 21.5% 16.8% 0.0% 5.8% -1.4% 0 0 0 0.00 132.03 N/A N/A 0 0 0 0 2022-05-25 $61.18 $0.00 25.3% 7.3% 21.5% 23.5% 0.0% 8.9% -5.8% 0 0 0 0.00 138.43 N/A N/A 0 0 0 0 2022-05-26 $61.69 $0.00 24.6% 7.1% 21.0% 22.0% 0.0% 7.6% -4.0% 0 0 0 0.00 139.13 N/A N/A 0 0 0 0 2022-05-27 $62.02 $0.00 23.8% 6.8% 21.0% 20.0% 0.0% 4.8% -3.9% 0 0 0 0.00 142.04 N/A N/A 0 0 0 0 2022-05-31 $62.28 $0.00 26.3% 7.5% 20.8% 25.9% 0.0% 4.5% -6.2% 0 0 0 0.00 139.77 N/A N/A 0 0 0 0
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