IGRO Options History — February 2023 In February 2023, IGRO traded between $59.50 and $62.34. ATM implied volatility averaged 31.9%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 21.6% (HV 20d: 10.3%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days.
Notable Days 2023-02-08 : Largest IV drop — 43.1% change2023-02-07 : Highest IV Rank — 40.9%2023-02-01 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $60.81 $59.50 $62.34 $62.34 $59.52 ATM IV 31.9% 24.9% 43.8% 35.8% 34.5% Expected Move 8.2% 6.6% 10.3% 10.3% 9.9% HV 20d 10.3% 8.8% 12.2% 12.2% 11.5% HV 60d 14.3% 13.2% 17.1% 17.1% 13.2% IV Rank 22.4% 11.9% 40.9% 29.3% 25.4% IV Percentile 64.7% 27.4% 92.9% 83.7% 79.4% Term Structure -2.5% -11.8% 6.9% -5.3% -7.3% Skew 25d 28.3% 21.9% 37.4% 36.8% 37.4% Skew 10d 31.3% 18.3% 41.5% 41.5% 18.3% Call IV 25d 22.0% 18.1% 28.4% 27.7% 28.4% Put IV 25d 50.3% 40.0% 65.8% 64.5% 65.8% Bid-Ask Spread % 136.37 134.64 138.04 136.03 137.68 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (19 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 2023-02-01 $62.34 $0.00 35.8% 10.3% 12.2% 29.3% 0.0% 36.8% -5.3% 0 0 0 0.00 136.03 N/A N/A 0 0 0 0 2023-02-02 $61.71 $0.00 35.5% 6.6% 12.2% 28.8% 0.0% 21.9% -1.8% 0 0 0 0.00 134.73 N/A N/A 0 0 0 0 2023-02-03 $61.07 $0.00 38.0% 6.8% 12.0% 32.5% 0.0% 22.5% -1.4% 0 0 0 0.00 136.19 N/A N/A 0 0 0 0 2023-02-06 $60.70 $0.00 40.9% 6.8% 10.3% 36.7% 0.0% 24.0% -2.2% 0 0 0 0.00 135.17 N/A N/A 0 0 0 0 2023-02-07 $61.06 $0.00 43.8% 7.0% 10.5% 40.9% 0.0% 23.9% 3.1% 0 0 0 0.00 134.64 N/A N/A 0 0 0 0 2023-02-08 $60.91 $0.00 24.9% 7.1% 10.5% 13.4% 0.0% 24.2% -2.8% 0 0 0 0.00 136.39 N/A N/A 0 0 0 0 2023-02-09 $60.89 $0.00 29.5% 8.5% 10.2% 20.2% 0.0% 24.6% -11.8% 0 0 0 0.00 136.22 N/A N/A 0 0 0 0 2023-02-10 $60.92 $0.00 25.6% 7.3% 8.8% 14.5% 0.0% 24.8% -3.3% 0 0 0 0.00 137.36 N/A N/A 0 0 0 0 2023-02-13 $61.52 $0.00 25.4% 7.3% 9.1% 11.9% 0.0% 26.0% 1.3% 0 0 0 0.00 135.07 N/A N/A 0 0 0 0 2023-02-14 $61.50 $0.00 27.7% 7.9% 9.1% 15.4% 0.0% 26.4% -5.0% 0 0 0 0.00 135.94 N/A N/A 0 0 0 0 2023-02-15 $61.12 $0.00 27.2% 7.8% 9.2% 14.7% 0.0% 27.1% 0.9% 0 0 0 0.00 136.59 N/A N/A 0 0 0 0 2023-02-16 $60.76 $0.00 26.9% 7.7% 9.4% 14.1% 0.0% 27.7% 6.9% 0 0 0 0.00 135.58 N/A N/A 0 0 0 0 2023-02-17 $60.91 $0.00 27.9% 8.0% 9.3% 15.7% 0.0% 28.0% 5.8% 0 0 0 0.00 136.60 N/A N/A 0 0 0 0 2023-02-21 $60.51 $0.00 29.4% 8.4% 9.4% 17.8% 0.0% 30.5% -4.9% 0 0 0 0.00 136.63 N/A N/A 0 0 0 0 2023-02-22 $60.09 $0.00 31.4% 9.0% 9.6% 20.8% 0.0% 31.3% -4.7% 0 0 0 0.00 138.04 N/A N/A 0 0 0 0 2023-02-23 $60.35 $0.00 32.4% 9.3% 9.7% 22.4% 0.0% 32.1% -4.9% 0 0 0 0.00 137.23 N/A N/A 0 0 0 0 2023-02-24 $59.50 $0.00 34.1% 9.8% 10.7% 24.9% 0.0% 33.4% -4.9% 0 0 0 0.00 137.19 N/A N/A 0 0 0 0 2023-02-27 $60.06 $0.00 34.6% 9.9% 11.4% 25.6% 0.0% 35.9% -5.9% 0 0 0 0.00 137.79 N/A N/A 0 0 0 0 2023-02-28 $59.52 $0.00 34.5% 9.9% 11.5% 25.4% 0.0% 37.4% -7.3% 0 0 0 0.00 137.68 N/A N/A 0 0 0 0
« Jan 2023 | All History | Mar 2023 » Home IGRO History February 2023