IGRO Options History — December 2022

In December 2022, IGRO traded between $56.73 and $59.00. ATM implied volatility averaged 40.6%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 24.1% (HV 20d: 16.4%). Max pain ranged from $57.00 to $57.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-12-21: Highest Volume — 3 contracts
2022-12-29: Largest IV spike — 86.5% change
2022-12-12: Highest IV Rank — 100.0%
2022-12-02: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.94	$56.73	$59.00	$59.00	$57.67
Max Pain	$57.00	$57.00	$57.00	$57.00	$57.00
ATM IV	40.6%	18.6%	84.4%	39.9%	34.3%
Expected Move	8.4%	5.3%	11.7%	11.4%	9.8%
HV 20d	16.4%	12.0%	21.7%	21.7%	14.7%
HV 60d	22.1%	19.7%	24.5%	24.5%	19.7%
IV Rank	42.2%	5.2%	100.0%	46.6%	27.8%
IV Percentile	77.3%	4.4%	100.0%	95.2%	83.3%
Term Structure	-1.5%	-10.1%	5.5%	-10.1%	-3.7%
VWIV	18.2%	18.2%	18.2%	18.2%	18.2%
Skew 25d	21.6%	12.8%	29.6%	12.8%	24.7%
Skew 10d	28.5%	24.8%	36.7%	34.0%	31.7%
Call IV 25d	24.2%	18.8%	32.2%	31.1%	25.7%
Put IV 25d	45.8%	38.1%	57.8%	43.9%	50.4%
Bid-Ask Spread %	137.62	130.59	142.85	133.21	139.85
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	1.1K	0	6.7K	755	1.4K
Net DEX	-8.2K	-11.7K	0	-10.9K	-10.9K
Net VEX	-11	-19	0	-16	-16
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	0.238	0	3	0	0
Total OI	3.476	0	5	4	3

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	Call OI	Put OI
2022-12-01	$59.00	$57.00	39.9%	11.4%	21.7%	46.6%	0.0%	12.8%	-10.1%	755	-10.9K	-16	133.21	N/A	N/A	0	3	1
2022-12-02	$58.88	$57.00	40.7%	11.7%	21.5%	48.2%	0.0%	19.8%	-9.1%	720	-10.5K	-16	130.59	N/A	N/A	0	3	1
2022-12-05	$58.12	$0.00	47.6%	7.4%	21.0%	61.1%	0.0%	19.9%	2.1%	516	-7.8K	-15	139.15	N/A	N/A	0	3	1
2022-12-06	$58.03	$0.00	49.3%	7.4%	21.1%	64.3%	0.0%	20.3%	-0.3%	824	-8.3K	-14	139.63	N/A	N/A	0	3	1
2022-12-07	$57.94	$0.00	49.0%	7.2%	21.1%	63.7%	0.0%	20.8%	1.1%	1.4K	-10.0K	-13	136.39	N/A	N/A	1	3	1
2022-12-08	$58.20	$0.00	54.6%	7.6%	20.5%	74.2%	0.0%	21.0%	-1.5%	884	-8.9K	-13	140.11	N/A	N/A	0	4	1
2022-12-09	$58.22	$0.00	58.8%	7.8%	13.3%	82.1%	0.0%	20.9%	-1.0%	846	-9.0K	-12	140.08	N/A	N/A	0	4	1
2022-12-12	$58.17	$0.00	76.2%	8.0%	12.0%	100.0%	0.0%	21.8%	-1.8%	934	-9.1K	-9	141.16	N/A	N/A	0	4	1
2022-12-13	$58.65	$0.00	84.4%	7.8%	12.3%	100.0%	0.0%	21.7%	-1.6%	538	-9.5K	-8	139.83	N/A	N/A	0	4	1
2022-12-14	$58.77	$0.00	27.1%	7.8%	12.2%	17.4%	0.0%	22.4%	2.1%	536	-9.7K	-6	138.81	N/A	N/A	1	4	1
2022-12-15	$57.34	$0.00	29.6%	8.5%	15.2%	21.0%	0.0%	23.0%	2.9%	771	-6.9K	-5	139.06	N/A	N/A	0	4	1
2022-12-16	$57.12	$0.00	30.2%	8.6%	15.2%	21.8%	0.0%	21.2%	-2.2%	6.7K	-8.7K	-1	142.85	N/A	N/A	0	4	1
2022-12-19	$56.73	$0.00	37.0%	10.6%	15.3%	31.7%	0.0%	0.0%	0.0%	0	0	0	136.30	N/A	N/A	0	0	0
2022-12-20	$57.38	$0.00	27.2%	7.8%	15.6%	17.6%	0.0%	21.6%	5.5%	0	0	0	136.53	N/A	N/A	0	0	0
2022-12-21	$57.95	$0.00	30.0%	8.6%	15.4%	21.6%	18.2%	17.5%	-2.4%	0	0	0	135.43	N/A	N/A	3	0	0
2022-12-22	$57.36	$57.00	19.5%	5.6%	15.7%	6.4%	0.0%	26.0%	-0.7%	1.2K	-9.9K	-19	132.04	N/A	N/A	0	3	0
2022-12-23	$57.69	$57.00	29.4%	8.4%	15.6%	20.6%	0.0%	26.5%	-1.2%	1.3K	-10.6K	-18	131.76	N/A	N/A	0	3	0
2022-12-27	$57.98	$57.00	33.5%	9.6%	15.0%	26.7%	0.0%	13.2%	-3.5%	1.3K	-11.7K	-16	138.04	N/A	N/A	0	3	0
2022-12-28	$57.38	$57.00	18.6%	5.3%	15.5%	5.2%	0.0%	26.7%	-0.1%	1.3K	-10.0K	-17	139.82	N/A	N/A	0	3	0
2022-12-29	$58.11	$57.00	34.8%	10.0%	14.8%	28.4%	0.0%	29.6%	-4.7%	791	-10.8K	-16	139.46	N/A	N/A	0	3	0
2022-12-30	$57.67	$57.00	34.3%	9.8%	14.7%	27.8%	0.0%	24.7%	-3.7%	1.4K	-10.9K	-16	139.85	N/A	N/A	0	3	0