IGRO Options History — October 2022

Name: IGRO Options Analytics - October 2022
Creator: Options Analysis Suite

In October 2022, IGRO traded between $49.72 and $53.21. ATM implied volatility averaged 30.7%, placing in the 29.5% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 4.3% (HV 20d: 26.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.

Notable Days

2022-10-03: Highest Volume — 1 contracts
2022-10-12: Largest IV drop — 29.8% change
2022-10-11: Highest IV Rank — 48.7%
2022-10-03: Largest Expected Move — 9.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.28	$49.72	$53.21	$51.60	$52.01
ATM IV	30.7%	25.2%	40.9%	31.8%	30.9%
Expected Move	8.3%	7.2%	9.1%	9.1%	8.9%
HV 20d	26.4%	23.1%	30.0%	27.2%	23.1%
HV 60d	20.8%	19.2%	21.7%	19.2%	21.7%
IV Rank	29.5%	19.1%	48.7%	31.7%	29.8%
IV Percentile	77.8%	46.4%	96.4%	84.1%	80.6%
Term Structure	-2.2%	-5.6%	1.1%	-5.6%	-5.6%
Skew 25d	3.0%	1.9%	3.5%	3.4%	3.3%
Skew 10d	4.1%	2.8%	4.9%	4.5%	3.9%
Call IV 25d	29.2%	25.5%	33.5%	33.5%	33.3%
Put IV 25d	32.2%	28.8%	36.9%	36.9%	36.6%
Bid-Ask Spread %	132.23	128.89	135.75	134.70	135.75
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-126	-179	-92	-129	-143
Net DEX	4.3K	4.0K	4.5K	4.2K	4.3K
Net VEX	-5	-7	-4	-6	-4
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	1	1	1	1	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	Spread %	Call Wall	Put Wall	Put Vol	Put OI
2022-10-03	$51.60	$0.00	31.8%	9.1%	27.2%	31.7%	0.0%	3.4%	-5.6%	-129	4.2K	-6	134.70	N/A	N/A	1	1
2022-10-04	$53.21	$0.00	28.4%	8.1%	29.7%	25.2%	0.0%	3.1%	-2.1%	-179	4.0K	-7	130.51	N/A	N/A	1	1
2022-10-05	$52.89	$0.00	28.5%	8.2%	29.3%	25.5%	0.0%	3.1%	-3.1%	-171	4.1K	-7	129.79	N/A	N/A	1	1
2022-10-06	$51.85	$0.00	33.6%	7.4%	30.0%	35.0%	0.0%	3.3%	0.7%	-134	4.1K	-7	131.68	N/A	N/A	1	1
2022-10-07	$50.82	$0.00	35.5%	7.8%	28.9%	38.5%	0.0%	2.9%	-0.8%	-117	4.2K	-6	130.49	N/A	N/A	1	1
2022-10-10	$50.59	$0.00	38.6%	7.8%	28.1%	44.4%	0.0%	3.3%	1.1%	-110	4.2K	-5	130.99	N/A	N/A	1	1
2022-10-11	$49.95	$0.00	40.9%	8.2%	26.7%	48.7%	0.0%	2.9%	-0.3%	-98	4.2K	-5	130.88	N/A	N/A	1	1
2022-10-12	$49.72	$0.00	28.7%	8.2%	25.5%	25.8%	0.0%	3.5%	-1.6%	-92	4.4K	-4	131.19	N/A	N/A	1	1
2022-10-13	$50.40	$0.00	28.7%	8.2%	26.4%	25.9%	0.0%	1.9%	-1.4%	-101	4.4K	-5	131.17	N/A	N/A	1	1
2022-10-14	$49.85	$0.00	28.4%	8.1%	25.2%	25.2%	0.0%	3.3%	-1.4%	-93	4.4K	-4	130.86	N/A	N/A	1	1
2022-10-17	$50.95	$0.00	28.2%	8.1%	26.7%	25.0%	0.0%	2.7%	-1.7%	-119	4.3K	-5	132.22	N/A	N/A	1	1
2022-10-18	$51.19	$0.00	28.6%	8.2%	26.5%	25.4%	0.0%	3.2%	-1.3%	-122	4.3K	-5	132.51	N/A	N/A	1	1
2022-10-19	$50.41	$0.00	29.5%	8.5%	26.7%	27.2%	0.0%	2.6%	-1.6%	-102	4.4K	-4	132.38	N/A	N/A	1	1
2022-10-20	$50.32	$0.00	29.6%	8.5%	26.7%	27.4%	0.0%	2.7%	-3.6%	-99	4.5K	-4	132.28	N/A	N/A	1	1
2022-10-21	$51.28	$0.00	29.5%	8.5%	25.9%	27.2%	0.0%	3.0%	-1.4%	-121	4.4K	-5	133.46	N/A	N/A	1	1
2022-10-24	$50.89	$0.00	31.0%	8.9%	25.1%	30.0%	0.0%	3.1%	-3.3%	-112	4.4K	-4	133.07	N/A	N/A	1	1
2022-10-25	$51.90	$0.00	29.6%	8.5%	25.5%	27.4%	0.0%	3.2%	-3.6%	-139	4.3K	-5	134.26	N/A	N/A	1	1
2022-10-26	$52.51	$0.00	25.2%	7.2%	24.2%	19.1%	0.0%	3.1%	-0.4%	-158	4.3K	-5	128.89	N/A	N/A	1	1
2022-10-27	$52.20	$0.00	29.8%	8.6%	23.9%	27.7%	0.0%	2.5%	-4.6%	-150	4.3K	-5	134.32	N/A	N/A	1	1
2022-10-28	$52.29	$0.00	29.5%	8.4%	23.8%	27.1%	0.0%	2.1%	-5.5%	-155	4.3K	-5	135.37	N/A	N/A	1	1
2022-10-31	$52.01	$0.00	30.9%	8.9%	23.1%	29.8%	0.0%	3.3%	-5.6%	-143	4.3K	-4	135.75	N/A	N/A	1	1