IGRO Options History — March 2023 In March 2023, IGRO traded between $57.50 and $60.67. ATM implied volatility averaged 39.2%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 26.0% (HV 20d: 13.2%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days.
Notable Days 2023-03-15 : Largest IV drop — 67.5% change2023-03-14 : Highest IV Rank — 100.0%2023-03-02 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $59.16 $57.50 $60.67 $59.71 $60.52 ATM IV 39.2% 27.3% 88.8% 35.8% 30.7% Expected Move 8.3% 6.5% 10.7% 10.3% 8.8% HV 20d 13.2% 10.9% 15.2% 11.5% 13.9% HV 60d 13.2% 12.6% 13.7% 13.1% 12.6% IV Rank 31.5% 13.8% 100.0% 27.4% 18.6% IV Percentile 72.4% 45.2% 100.0% 82.5% 62.3% Term Structure -2.3% -7.4% 5.2% -7.4% -3.5% Skew 25d 27.8% 20.5% 40.4% 38.3% 32.8% Skew 10d 32.2% 23.9% 45.5% 43.3% 37.3% Call IV 25d 22.4% 16.4% 30.0% 28.7% 24.9% Put IV 25d 50.2% 36.9% 70.4% 67.0% 57.7% Bid-Ask Spread % 137.34 134.25 141.53 136.94 138.16 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 (23 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 2023-03-01 $59.71 $0.00 35.8% 10.3% 11.5% 27.4% 0.0% 38.3% -7.4% 0 0 0 0.00 136.94 N/A N/A 0 0 0 0 2023-03-02 $59.94 $0.00 37.2% 10.7% 10.9% 29.4% 0.0% 39.5% -7.2% 0 0 0 0.00 136.26 N/A N/A 0 0 0 0 2023-03-03 $60.67 $0.00 36.6% 10.5% 11.5% 28.6% 0.0% 40.4% -6.8% 0 0 0 0.00 136.71 N/A N/A 0 0 0 0 2023-03-06 $60.39 $0.00 44.4% 6.7% 11.1% 40.2% 0.0% 21.7% -2.4% 0 0 0 0.00 137.38 N/A N/A 0 0 0 0 2023-03-07 $59.49 $0.00 47.3% 6.9% 12.1% 44.5% 0.0% 20.5% -1.7% 0 0 0 0.00 137.25 N/A N/A 0 0 0 0 2023-03-08 $59.51 $0.00 45.8% 6.5% 11.8% 42.3% 0.0% 22.6% -0.5% 0 0 0 0.00 137.16 N/A N/A 0 0 0 0 2023-03-09 $59.06 $0.00 52.5% 7.1% 12.0% 52.3% 0.0% 22.6% -1.6% 0 0 0 0.00 137.96 N/A N/A 0 0 0 0 2023-03-10 $58.51 $0.00 54.0% 7.1% 12.3% 54.5% 0.0% 21.3% -0.2% 0 0 0 0.00 136.68 N/A N/A 0 0 0 0 2023-03-13 $58.58 $0.00 73.7% 7.6% 12.3% 83.9% 0.0% 20.6% 3.2% 0 0 0 0.00 136.63 N/A N/A 0 0 0 0 2023-03-14 $58.48 $0.00 88.8% 8.0% 11.5% 100.0% 0.0% 22.1% -3.9% 0 0 0 0.00 141.53 N/A N/A 0 0 0 0 2023-03-15 $57.50 $0.00 28.8% 8.3% 12.6% 15.9% 0.0% 23.0% -1.0% 0 0 0 0.00 135.53 N/A N/A 0 0 0 0 2023-03-16 $58.34 $0.00 27.4% 7.9% 14.0% 14.0% 0.0% 25.5% 5.2% 0 0 0 0.00 134.25 N/A N/A 0 0 0 0 2023-03-17 $57.80 $0.00 27.3% 7.8% 14.2% 13.8% 0.0% 26.2% 0.4% 0 0 0 0.00 135.73 N/A N/A 0 0 0 0 2023-03-20 $58.45 $0.00 29.4% 8.4% 14.9% 16.7% 0.0% 26.9% -2.8% 0 0 0 0.00 136.79 N/A N/A 0 0 0 0 2023-03-21 $58.93 $0.00 27.6% 7.9% 15.2% 14.2% 0.0% 27.2% -1.6% 0 0 0 0.00 138.18 N/A N/A 0 0 0 0 2023-03-22 $59.03 $0.00 28.6% 8.2% 15.1% 15.5% 0.0% 27.9% -2.7% 0 0 0 0.00 140.14 N/A N/A 0 0 0 0 2023-03-23 $58.54 $0.00 29.1% 8.3% 15.2% 16.3% 0.0% 26.3% -1.6% 0 0 0 0.00 137.25 N/A N/A 0 0 0 0 2023-03-24 $58.72 $0.00 29.6% 8.5% 14.5% 17.0% 0.0% 28.7% -2.0% 0 0 0 0.00 135.53 N/A N/A 0 0 0 0 2023-03-27 $59.24 $0.00 31.6% 9.1% 14.4% 19.8% 0.0% 30.5% -3.9% 0 0 0 0.00 137.81 N/A N/A 0 0 0 0 2023-03-28 $59.33 $0.00 32.4% 9.3% 14.1% 20.9% 0.0% 31.3% -3.4% 0 0 0 0.00 138.35 N/A N/A 0 0 0 0 2023-03-29 $59.76 $0.00 30.9% 8.8% 14.3% 18.8% 0.0% 31.5% -4.0% 0 0 0 0.00 138.09 N/A N/A 0 0 0 0 2023-03-30 $60.21 $0.00 32.3% 9.2% 14.5% 20.7% 0.0% 32.1% -3.0% 0 0 0 0.00 138.60 N/A N/A 0 0 0 0 2023-03-31 $60.52 $0.00 30.7% 8.8% 13.9% 18.6% 0.0% 32.8% -3.5% 0 0 0 0.00 138.16 N/A N/A 0 0 0 0
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