IGRO Options History — September 2022 In September 2022, IGRO traded between $50.12 and $56.98. ATM implied volatility averaged 31.6%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 11.8% (HV 20d: 19.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2022-09-06 : Highest Volume — 1 contracts2022-09-14 : Largest IV drop — 59.2% change2022-09-13 : Highest IV Rank — 78.6%2022-09-28 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $53.80 $50.12 $56.98 $54.83 $50.67 ATM IV 31.6% 23.2% 56.9% 26.7% 31.3% Expected Move 7.5% 6.3% 9.3% 7.7% 9.0% HV 20d 19.8% 12.1% 26.3% 13.0% 26.1% HV 60d 16.9% 15.1% 18.8% 17.2% 18.7% IV Rank 31.3% 15.5% 78.6% 22.1% 30.7% IV Percentile 73.1% 36.8% 98.8% 66.1% 83.3% Term Structure -3.3% -9.1% 0.7% -9.1% -5.3% Skew 25d 2.8% 1.5% 5.4% 3.4% 3.3% Skew 10d 2.4% -1.2% 10.6% 10.6% 0.2% Call IV 25d 27.2% 22.3% 34.5% 33.0% 33.0% Put IV 25d 30.0% 23.9% 36.6% 36.4% 36.3% Bid-Ask Spread % 133.78 129.60 136.24 130.69 133.03 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -177 -267 -100 -195 -109 Net DEX 3.7K 2.9K 4.4K 3.6K 4.2K Net VEX -9 -11 -5 -11 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.429 0 1 0 1 Total OI 1 1 1 1 1
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 2022-09-01 $54.83 $0.00 26.7% 7.7% 13.0% 22.1% 0.0% 3.4% -9.1% -195 3.6K -11 0.00 130.69 N/A N/A 0 0 0 1 2022-09-02 $54.54 $0.00 26.5% 7.6% 13.0% 21.7% 0.0% 2.1% -9.0% -173 3.6K -11 0.00 130.33 N/A N/A 0 0 0 1 2022-09-06 $54.30 $0.00 37.3% 6.8% 13.0% 42.0% 0.0% 2.0% -0.9% -191 3.7K -10 0.00 133.38 N/A N/A 0 1 0 1 2022-09-07 $54.97 $0.00 33.0% 6.4% 14.1% 33.9% 0.0% 2.9% -0.3% -205 3.6K -11 0.00 134.66 N/A N/A 0 1 0 1 2022-09-08 $54.98 $0.00 35.0% 6.6% 12.1% 37.7% 0.0% 2.1% -1.2% -202 3.6K -10 0.00 134.71 N/A N/A 0 0 0 1 2022-09-09 $56.28 $0.00 39.0% 6.3% 15.4% 45.1% 0.0% 1.6% 0.7% -244 3.2K -11 0.00 136.24 N/A N/A 0 0 0 1 2022-09-12 $56.98 $0.00 47.7% 6.3% 16.0% 61.5% 0.0% 1.9% -7.3% -248 2.9K -11 0.00 135.81 N/A N/A 0 0 0 1 2022-09-13 $55.24 $0.00 56.9% 6.8% 19.0% 78.6% 0.0% 1.5% 0.1% -212 3.5K -10 0.00 134.96 N/A N/A 0 1 0 1 2022-09-14 $56.14 $0.00 23.2% 6.7% 20.2% 15.5% 0.0% 5.3% -0.0% -267 3.5K -10 0.00 135.34 N/A N/A 0 0 0 1 2022-09-15 $56.01 $0.00 23.4% 6.7% 20.2% 15.9% 0.0% 5.4% 0.3% -209 3.2K -11 0.00 135.68 N/A N/A 0 0 0 1 2022-09-16 $54.50 $0.00 25.0% 7.2% 22.0% 19.0% 0.0% 1.9% -3.6% -203 3.7K -10 0.00 135.20 N/A N/A 0 1 0 1 2022-09-19 $54.82 $0.00 24.6% 7.1% 22.1% 18.2% 0.0% 1.7% -3.7% -191 3.5K -10 0.00 135.65 N/A N/A 0 0 0 1 2022-09-20 $53.99 $0.00 26.3% 7.5% 22.3% 21.4% 0.0% 1.6% -2.7% -171 3.7K -9 0.00 135.37 N/A N/A 0 0 0 1 2022-09-21 $53.36 $0.00 26.3% 7.5% 22.5% 21.4% 0.0% 2.1% -4.2% -159 4.0K -8 0.00 134.78 N/A N/A 0 0 0 1 2022-09-22 $53.23 $0.00 23.8% 6.8% 22.5% 16.7% 0.0% 1.8% -0.5% -159 4.1K -8 0.00 129.60 N/A N/A 0 0 0 1 2022-09-23 $51.73 $0.00 29.1% 8.4% 23.5% 26.7% 0.0% 2.4% -5.1% -126 4.1K -7 0.00 133.19 N/A N/A 0 0 0 1 2022-09-26 $50.74 $0.00 31.5% 9.0% 23.5% 31.1% 0.0% 4.1% -3.9% -111 4.1K -6 0.00 132.09 N/A N/A 0 1 0 1 2022-09-27 $50.12 $0.00 32.2% 9.2% 23.6% 32.4% 0.0% 2.4% -4.2% -100 4.4K -5 0.00 131.93 N/A N/A 0 1 0 1 2022-09-28 $51.44 $0.00 32.4% 9.3% 26.1% 32.8% 0.0% 4.3% -5.4% -126 4.2K -6 0.00 133.84 N/A N/A 0 1 0 1 2022-09-29 $50.84 $0.00 32.1% 9.2% 26.3% 32.2% 0.0% 4.2% -4.5% -113 4.2K -6 0.00 133.00 N/A N/A 0 1 0 1 2022-09-30 $50.67 $0.00 31.3% 9.0% 26.1% 30.7% 0.0% 3.3% -5.3% -109 4.2K -6 0.00 133.03 N/A N/A 0 1 0 1
« Aug 2022 | All History | Oct 2022 » Home IGRO History September 2022