IGRO Options History — August 2022 In August 2022, IGRO traded between $55.49 and $59.19. ATM implied volatility averaged 25.2%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 12.7% (HV 20d: 12.5%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days.
Notable Days 2022-08-30 : Highest Volume — 1 contracts2022-08-10 : Largest IV drop — 34.9% change2022-08-09 : Highest IV Rank — 32.6%2022-08-29 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $57.88 $55.49 $59.19 $58.70 $55.49 ATM IV 25.2% 20.1% 32.3% 25.4% 27.5% Expected Move 6.8% 5.8% 8.4% 7.3% 7.9% HV 20d 12.5% 10.3% 14.8% 14.8% 12.7% HV 60d 17.6% 16.8% 19.6% 19.6% 17.1% IV Rank 19.3% 9.7% 32.6% 19.6% 23.6% IV Percentile 53.3% 21.0% 87.1% 56.2% 71.4% Term Structure -2.6% -7.8% 6.5% -4.9% -7.3% Skew 25d 3.5% 1.9% 6.9% 3.3% 1.9% Skew 10d 3.1% 2.4% 4.5% 3.4% 4.5% Call IV 25d 23.7% 18.9% 32.4% 27.1% 32.4% Put IV 25d 27.2% 22.8% 34.4% 30.4% 34.4% Bid-Ask Spread % 131.49 125.65 143.34 138.16 130.89 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -10 -240 0 0 -240 Net DEX 157 0 3.6K 0 3.6K Net VEX -0 -11 0 0 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.087 0 1 0 1 Total OI 0.043 0 1 0 1
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 2022-08-01 $58.70 $0.00 25.4% 7.3% 14.8% 19.6% 0.0% 3.3% -4.9% 0 0 0 0.00 138.16 N/A N/A 0 0 0 0 2022-08-02 $58.14 $0.00 27.5% 7.9% 14.2% 23.6% 0.0% 3.4% -5.7% 0 0 0 0.00 138.48 N/A N/A 0 0 0 0 2022-08-03 $58.28 $0.00 27.0% 7.7% 14.2% 22.6% 0.0% 2.2% -5.7% 0 0 0 0.00 143.34 N/A N/A 0 0 0 0 2022-08-04 $58.43 $0.00 27.8% 6.0% 14.1% 24.1% 0.0% 2.8% 0.3% 0 0 0 0.00 130.26 N/A N/A 0 0 0 0 2022-08-05 $58.14 $0.00 27.8% 6.0% 14.3% 24.1% 0.0% 3.7% -0.2% 0 0 0 0.00 130.32 N/A N/A 0 0 0 0 2022-08-08 $58.13 $0.00 31.1% 6.2% 13.6% 30.2% 0.0% 2.7% -1.5% 0 0 0 0.00 130.12 N/A N/A 0 0 0 0 2022-08-09 $57.88 $0.00 32.3% 6.1% 13.6% 32.6% 0.0% 3.0% -1.9% 0 0 0 0.00 130.02 N/A N/A 0 0 0 0 2022-08-10 $58.87 $0.00 21.0% 6.0% 14.6% 11.5% 0.0% 2.9% -1.2% 0 0 0 0.00 131.28 N/A N/A 0 0 0 0 2022-08-11 $58.80 $0.00 21.3% 6.1% 12.1% 12.0% 0.0% 2.6% -1.9% 0 0 0 0.00 131.00 N/A N/A 0 0 0 0 2022-08-12 $59.19 $0.00 20.3% 5.8% 11.8% 10.2% 0.0% 2.8% -1.3% 0 0 0 0.00 130.81 N/A N/A 0 0 0 0 2022-08-15 $58.97 $0.00 21.7% 6.2% 11.7% 12.8% 0.0% 2.8% -2.6% 0 0 0 0.00 131.16 N/A N/A 0 0 0 0 2022-08-16 $59.07 $0.00 21.7% 6.2% 10.5% 12.7% 0.0% 2.5% -2.8% 0 0 0 0.00 130.44 N/A N/A 0 0 0 0 2022-08-17 $58.85 $0.00 21.5% 6.2% 10.3% 12.4% 0.0% 2.7% -1.8% 0 0 0 0.00 131.23 N/A N/A 0 0 0 0 2022-08-18 $58.50 $0.00 22.8% 6.5% 10.5% 14.8% 0.0% 2.4% 2.5% 0 0 0 0.00 131.99 N/A N/A 0 0 0 0 2022-08-19 $57.92 $0.00 20.1% 5.8% 11.2% 9.7% 0.0% 3.9% 6.5% 0 0 0 0.00 125.76 N/A N/A 0 0 0 0 2022-08-22 $57.19 $0.00 25.4% 7.3% 12.0% 19.6% 0.0% 5.7% -5.0% 0 0 0 0.00 130.10 N/A N/A 0 0 0 0 2022-08-23 $57.09 $0.00 25.7% 7.4% 11.9% 20.2% 0.0% 6.9% -0.0% 0 0 0 0.00 130.25 N/A N/A 0 0 0 0 2022-08-24 $57.10 $0.00 22.5% 6.5% 10.7% 14.3% 0.0% 4.9% -2.9% 0 0 0 0.00 125.65 N/A N/A 0 0 0 0 2022-08-25 $57.69 $0.00 24.9% 7.1% 11.0% 18.7% 0.0% 4.4% -4.1% 0 0 0 0.00 131.26 N/A N/A 0 0 0 0 2022-08-26 $56.58 $0.00 26.4% 7.6% 12.8% 21.5% 0.0% 5.2% -5.2% 0 0 0 0.00 130.03 N/A N/A 0 0 0 0 2022-08-29 $56.36 $0.00 29.3% 8.4% 12.7% 27.0% 0.0% 4.6% -7.8% 0 0 0 0.00 131.02 N/A N/A 0 0 0 0 2022-08-30 $55.80 $0.00 28.8% 8.3% 12.8% 26.0% 0.0% 3.0% -6.1% 0 0 0 0.00 130.66 N/A N/A 0 1 0 0 2022-08-31 $55.49 $0.00 27.5% 7.9% 12.7% 23.6% 0.0% 1.9% -7.3% -240 3.6K -11 0.00 130.89 N/A N/A 0 1 0 1
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