IGRO Options History — November 2022

In November 2022, IGRO traded between $51.58 and $58.55. ATM implied volatility averaged 27.4%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 5.5% (HV 20d: 21.9%). Max pain ranged from $57.00 to $57.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-11-30: Highest Volume — 3 contracts
2022-11-29: Largest IV spike — 102.5% change
2022-11-30: Highest IV Rank — 42.9%
2022-11-30: Largest Expected Move — 10.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$55.68	$51.58	$58.55	$52.40	$58.55
Max Pain	$57.00	$57.00	$57.00	$57.00	$57.00
ATM IV	27.4%	17.5%	37.9%	32.1%	37.9%
Expected Move	7.3%	5.0%	10.9%	9.2%	10.9%
HV 20d	21.9%	19.4%	24.8%	20.4%	22.4%
HV 60d	23.7%	21.5%	24.8%	21.8%	24.6%
IV Rank	23.2%	4.6%	42.9%	32.1%	42.9%
IV Percentile	51.1%	3.6%	94.0%	84.9%	94.0%
Term Structure	-2.2%	-9.2%	3.9%	-7.0%	-9.2%
VWIV	19.5%	16.8%	24.7%	18.3%	18.6%
Skew 25d	10.6%	-4.7%	28.7%	1.8%	3.4%
Skew 10d	14.1%	2.2%	34.2%	3.0%	34.2%
Call IV 25d	25.5%	20.1%	34.7%	34.3%	28.7%
Put IV 25d	36.0%	21.9%	56.9%	36.2%	32.1%
Bid-Ask Spread %	128.29	120.40	135.86	135.21	128.16
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-371	-856	-125	-153	-479
Net DEX	3.2K	1.6K	4.5K	4.3K	1.6K
Net VEX	-6	-7	-4	-5	-4
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.952	0	3	1	3
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	Call Vol	Put Vol	Put OI
2022-11-01	$52.40	$0.00	32.1%	9.2%	20.4%	32.1%	0.0%	1.8%	-7.0%	-153	4.3K	-5	135.21	N/A	N/A	0	1	1
2022-11-02	$51.91	$0.00	32.2%	9.2%	20.5%	32.2%	0.0%	2.8%	-7.5%	-138	4.5K	-4	135.86	N/A	N/A	0	1	1
2022-11-03	$51.58	$57.00	32.4%	7.1%	19.4%	32.6%	18.3%	3.0%	-1.7%	-125	4.5K	-4	125.42	N/A	N/A	0	1	1
2022-11-04	$53.02	$57.00	32.6%	6.9%	20.3%	32.9%	17.3%	4.7%	-1.1%	-175	4.2K	-5	126.44	N/A	N/A	0	1	1
2022-11-07	$53.41	$57.00	36.2%	7.4%	20.2%	39.7%	16.8%	6.2%	-2.6%	-190	4.1K	-5	126.43	N/A	N/A	0	1	1
2022-11-08	$53.86	$57.00	36.8%	7.3%	19.4%	40.9%	17.9%	7.6%	-2.9%	-206	4.0K	-6	126.79	N/A	N/A	0	1	1
2022-11-09	$53.34	$57.00	26.0%	7.5%	19.8%	20.6%	18.5%	4.6%	-3.5%	-193	4.3K	-5	126.19	N/A	N/A	0	1	1
2022-11-10	$55.87	$57.00	24.3%	7.0%	24.8%	17.5%	24.7%	3.1%	-1.6%	-277	3.3K	-7	127.48	N/A	N/A	0	1	1
2022-11-11	$56.84	$57.00	19.8%	5.7%	24.4%	9.0%	19.7%	2.1%	1.8%	-375	3.0K	-7	120.40	N/A	N/A	0	1	1
2022-11-14	$56.77	$57.00	21.0%	6.0%	23.8%	11.1%	21.0%	2.1%	0.9%	-368	3.0K	-7	125.74	N/A	N/A	0	1	1
2022-11-15	$57.06	$57.00	21.1%	6.1%	23.8%	11.5%	21.1%	3.1%	0.3%	-374	2.8K	-7	126.59	N/A	N/A	0	1	1
2022-11-16	$56.81	$57.00	20.4%	5.9%	22.9%	10.1%	20.4%	2.3%	1.5%	-392	3.0K	-6	125.61	N/A	N/A	0	1	1
2022-11-17	$56.57	$57.00	20.1%	5.8%	23.0%	9.5%	23.1%	23.4%	3.9%	-350	3.1K	-6	129.66	N/A	N/A	0	1	1
2022-11-18	$56.87	$57.00	20.3%	5.8%	22.5%	9.9%	20.3%	23.3%	2.6%	-413	3.0K	-6	128.13	N/A	N/A	0	1	1
2022-11-21	$56.51	$57.00	20.3%	5.8%	22.4%	10.0%	20.3%	25.7%	0.1%	-421	3.2K	-6	128.63	N/A	N/A	0	1	1
2022-11-22	$57.21	$57.00	17.5%	5.0%	21.9%	4.6%	17.5%	28.4%	-0.0%	-527	2.7K	-6	131.55	N/A	N/A	0	1	1
2022-11-23	$57.64	$57.00	33.0%	9.5%	21.8%	33.8%	17.2%	22.3%	-5.9%	-585	2.3K	-6	128.57	N/A	N/A	0	1	1
2022-11-25	$58.09	$57.00	35.2%	10.1%	21.4%	37.9%	0.0%	-4.7%	-8.0%	-856	1.7K	-4	130.66	N/A	N/A	0	0	1
2022-11-28	$57.41	$57.00	18.5%	5.3%	22.3%	6.5%	0.0%	28.2%	2.9%	-590	2.6K	-5	131.06	N/A	N/A	0	0	1
2022-11-29	$57.51	$57.00	37.4%	10.7%	22.0%	42.0%	0.0%	28.7%	-8.8%	-613	2.5K	-5	129.40	N/A	N/A	0	0	1
2022-11-30	$58.55	$57.00	37.9%	10.9%	22.4%	42.9%	18.6%	3.4%	-9.2%	-479	1.6K	-4	128.16	N/A	N/A	3	0	1