IGRO Options History — June 2022 In June 2022, IGRO traded between $56.28 and $62.35. ATM implied volatility averaged 25.8%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 4.9% (HV 20d: 20.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2022-06-08 : Largest IV drop — 31.5% change2022-06-30 : Highest IV Rank — 34.8%2022-06-30 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $58.60 $56.28 $62.35 $61.63 $57.20 ATM IV 25.8% 18.3% 30.3% 23.3% 30.3% Expected Move 7.0% 5.2% 8.7% 6.7% 8.7% HV 20d 20.9% 16.3% 23.6% 21.0% 22.8% HV 60d 18.7% 17.3% 19.8% 18.1% 19.5% IV Rank 24.7% 7.8% 34.8% 18.9% 34.8% IV Percentile 60.7% 14.8% 85.4% 46.1% 85.4% Term Structure -1.6% -8.0% 23.2% -6.4% -5.1% Skew 25d 5.0% 1.5% 13.3% 5.0% 13.3% Skew 10d 3.3% 0.8% 4.7% 0.8% 4.7% Call IV 25d 22.6% 18.0% 29.7% 21.7% 22.0% Put IV 25d 27.6% 20.7% 35.3% 26.7% 35.3% Bid-Ask Spread % 136.07 128.49 143.91 134.20 134.53 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 2022-06-01 $61.63 $0.00 23.3% 6.7% 21.0% 18.9% 0.0% 5.0% -6.4% 0 0 0 0.00 134.20 N/A N/A 0 0 0 0 2022-06-02 $62.35 $0.00 26.5% 5.6% 20.9% 26.3% 0.0% 3.1% -0.3% 0 0 0 0.00 137.04 N/A N/A 0 0 0 0 2022-06-03 $61.60 $0.00 27.2% 5.9% 17.9% 27.8% 0.0% 2.7% -2.0% 0 0 0 0.00 138.42 N/A N/A 0 0 0 0 2022-06-06 $61.75 $0.00 30.1% 5.8% 17.1% 34.5% 0.0% 2.3% -1.7% 0 0 0 0.00 137.00 N/A N/A 0 0 0 0 2022-06-07 $62.01 $0.00 26.7% 5.2% 16.3% 26.8% 0.0% 2.7% 1.3% 0 0 0 0.00 130.72 N/A N/A 0 0 0 0 2022-06-08 $61.25 $0.00 18.3% 5.3% 17.1% 7.8% 0.0% 2.8% 1.3% 0 0 0 0.00 131.01 N/A N/A 0 0 0 0 2022-06-09 $59.64 $0.00 21.9% 6.3% 19.7% 15.8% 0.0% 2.2% -3.0% 0 0 0 0.00 138.17 N/A N/A 0 0 0 0 2022-06-10 $58.59 $0.00 25.1% 7.2% 20.5% 23.1% 0.0% 3.6% -3.8% 0 0 0 0.00 143.91 N/A N/A 0 0 0 0 2022-06-13 $56.91 $0.00 25.0% 7.2% 21.1% 22.9% 0.0% 2.9% -1.2% 0 0 0 0.00 128.49 N/A N/A 0 0 0 0 2022-06-14 $56.33 $0.00 26.4% 7.6% 21.2% 26.0% 0.0% 3.4% -2.7% 0 0 0 0.00 136.33 N/A N/A 0 0 0 0 2022-06-15 $57.55 $0.00 27.1% 7.8% 22.0% 27.6% 0.0% 1.5% -8.0% 0 0 0 0.00 141.29 N/A N/A 0 0 0 0 2022-06-16 $56.41 $0.00 29.2% 8.4% 22.1% 32.4% 0.0% 3.7% 23.2% 0 0 0 0.00 142.48 N/A N/A 0 0 0 0 2022-06-17 $56.28 $0.00 26.6% 7.6% 21.8% 26.4% 0.0% 3.9% -1.1% 0 0 0 0.00 137.07 N/A N/A 0 0 0 0 2022-06-21 $56.85 $0.00 26.2% 7.5% 22.0% 25.5% 0.0% 11.8% -3.6% 0 0 0 0.00 138.21 N/A N/A 0 0 0 0 2022-06-22 $56.52 $0.00 23.5% 6.7% 21.0% 19.4% 0.0% 3.6% -1.5% 0 0 0 0.00 131.62 N/A N/A 0 0 0 0 2022-06-23 $56.50 $0.00 27.1% 7.8% 21.0% 27.7% 0.0% 7.7% -5.7% 0 0 0 0.00 138.38 N/A N/A 0 0 0 0 2022-06-24 $58.00 $0.00 25.9% 7.4% 23.6% 24.9% 0.0% 4.4% -4.8% 0 0 0 0.00 139.06 N/A N/A 0 0 0 0 2022-06-27 $57.95 $0.00 24.3% 7.0% 23.3% 21.3% 0.0% 7.3% -3.0% 0 0 0 0.00 132.86 N/A N/A 0 0 0 0 2022-06-28 $57.79 $0.00 25.6% 7.3% 23.1% 24.1% 0.0% 7.8% -3.0% 0 0 0 0.00 133.20 N/A N/A 0 0 0 0 2022-06-29 $57.58 $0.00 25.6% 7.3% 22.9% 24.1% 0.0% 9.3% -3.4% 0 0 0 0.00 133.56 N/A N/A 0 0 0 0 2022-06-30 $57.20 $0.00 30.3% 8.7% 22.8% 34.8% 0.0% 13.3% -5.1% 0 0 0 0.00 134.53 N/A N/A 0 0 0 0
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