IGRO Options History — July 2022 In July 2022, IGRO traded between $55.14 and $58.69. ATM implied volatility averaged 32.4%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 14.3% (HV 20d: 18.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2022-07-11 : Largest IV spike — 74.6% change2022-07-11 : Highest IV Rank — 100.0%2022-07-18 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $57.02 $55.14 $58.69 $57.50 $58.69 ATM IV 32.4% 23.2% 68.3% 30.6% 23.9% Expected Move 7.4% 6.5% 9.6% 8.8% 6.9% HV 20d 18.2% 14.1% 22.5% 22.3% 14.9% HV 60d 19.8% 19.5% 20.4% 19.5% 19.8% IV Rank 34.9% 15.6% 100.0% 35.6% 16.9% IV Percentile 69.7% 40.3% 100.0% 85.4% 44.0% Term Structure -3.2% -7.1% 0.3% -7.1% -5.1% Skew 25d 6.3% 2.3% 11.7% 10.9% 2.3% Skew 10d 4.4% 2.3% 6.3% 3.3% 2.3% Call IV 25d 22.9% 19.0% 30.7% 24.1% 25.3% Put IV 25d 29.1% 24.2% 37.9% 35.0% 27.6% Bid-Ask Spread % 136.57 127.55 145.63 136.00 138.52 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 2022-07-01 $57.50 $0.00 30.6% 8.8% 22.3% 35.6% 0.0% 10.9% -7.1% 0 0 0 0.00 136.00 N/A N/A 0 0 0 0 2022-07-05 $56.67 $0.00 35.9% 6.7% 22.4% 47.5% 0.0% 3.7% -0.4% 0 0 0 0.00 133.49 N/A N/A 0 0 0 0 2022-07-06 $56.78 $0.00 36.4% 6.8% 22.4% 48.7% 0.0% 3.6% -1.8% 0 0 0 0.00 132.75 N/A N/A 0 0 0 0 2022-07-07 $57.14 $0.00 37.4% 6.7% 22.5% 50.9% 0.0% 3.4% -1.2% 0 0 0 0.00 134.24 N/A N/A 0 0 0 0 2022-07-08 $57.24 $0.00 39.1% 6.5% 22.4% 54.8% 0.0% 3.9% 0.2% 0 0 0 0.00 135.04 N/A N/A 0 0 0 0 2022-07-11 $56.59 $0.00 68.3% 7.8% 20.9% 100.0% 0.0% 11.7% -2.0% 0 0 0 0.00 139.59 N/A N/A 0 0 0 0 2022-07-12 $56.42 $0.00 65.5% 8.0% 20.1% 94.7% 0.0% 10.5% -3.6% 0 0 0 0.00 138.99 N/A N/A 0 0 0 0 2022-07-13 $56.26 $0.00 23.2% 6.7% 17.4% 15.6% 0.0% 3.9% 0.3% 0 0 0 0.00 127.55 N/A N/A 0 0 0 0 2022-07-14 $55.14 $0.00 25.8% 7.4% 18.5% 20.5% 0.0% 3.4% -2.4% 0 0 0 0.00 134.66 N/A N/A 0 0 0 0 2022-07-15 $55.73 $0.00 27.2% 7.8% 17.1% 23.0% 0.0% 7.6% -4.5% 0 0 0 0.00 140.85 N/A N/A 0 0 0 0 2022-07-18 $56.35 $0.00 33.5% 9.6% 16.1% 34.9% 0.0% 7.2% -6.9% 0 0 0 0.00 145.63 N/A N/A 0 0 0 0 2022-07-19 $57.26 $0.00 24.8% 7.1% 17.1% 18.6% 0.0% 7.1% -2.0% 0 0 0 0.00 136.44 N/A N/A 0 0 0 0 2022-07-20 $56.91 $0.00 25.3% 7.3% 16.9% 19.5% 0.0% 9.3% -2.8% 0 0 0 0.00 135.93 N/A N/A 0 0 0 0 2022-07-21 $57.26 $0.00 24.9% 7.1% 16.9% 18.7% 0.0% 8.1% -3.2% 0 0 0 0.00 136.26 N/A N/A 0 0 0 0 2022-07-22 $57.18 $0.00 25.3% 7.3% 16.9% 19.6% 0.0% 7.7% -4.3% 0 0 0 0.00 137.32 N/A N/A 0 0 0 0 2022-07-25 $57.46 $0.00 25.4% 7.3% 14.1% 19.7% 0.0% 7.3% -3.6% 0 0 0 0.00 136.11 N/A N/A 0 0 0 0 2022-07-26 $57.24 $0.00 26.1% 7.5% 14.1% 20.9% 0.0% 8.2% -4.6% 0 0 0 0.00 136.47 N/A N/A 0 0 0 0 2022-07-27 $58.03 $0.00 24.7% 7.1% 15.0% 18.4% 0.0% 2.9% -3.8% 0 0 0 0.00 137.36 N/A N/A 0 0 0 0 2022-07-28 $58.49 $0.00 24.9% 7.1% 15.1% 18.7% 0.0% 2.4% -4.5% 0 0 0 0.00 138.17 N/A N/A 0 0 0 0 2022-07-29 $58.69 $0.00 23.9% 6.9% 14.9% 16.9% 0.0% 2.3% -5.1% 0 0 0 0.00 138.52 N/A N/A 0 0 0 0
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