IGRO Options History — April 2023 In April 2023, IGRO traded between $60.88 and $62.83. ATM implied volatility averaged 31.4%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 21.7% (HV 20d: 9.8%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2023-04-12 : Largest IV drop — 46.7% change2023-04-11 : Highest IV Rank — 39.1%2023-04-05 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $61.98 $60.88 $62.83 $60.94 $62.82 ATM IV 31.4% 24.2% 45.4% 33.4% 30.1% Expected Move 8.2% 6.9% 10.1% 9.6% 8.6% HV 20d 9.8% 6.8% 14.1% 14.1% 8.6% HV 60d 11.6% 11.3% 12.4% 12.4% 11.7% IV Rank 19.6% 9.4% 39.1% 22.3% 17.7% IV Percentile 57.0% 17.1% 91.7% 73.4% 57.9% Term Structure -3.1% -7.4% -0.4% -4.1% -3.8% Skew 25d 27.0% 5.7% 37.5% 35.4% 31.8% Skew 10d 30.7% 8.1% 42.0% 39.6% 35.8% Call IV 25d 23.0% 18.3% 39.7% 26.1% 23.9% Put IV 25d 49.9% 40.3% 65.1% 61.4% 55.7% Bid-Ask Spread % 138.16 135.22 147.46 139.63 135.95 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 2023-04-03 $60.94 $0.00 33.4% 9.6% 14.1% 22.3% 0.0% 35.4% -4.1% 0 0 0 0.00 139.63 N/A N/A 0 0 0 0 2023-04-04 $61.03 $0.00 34.8% 10.0% 12.8% 24.3% 0.0% 36.3% -4.1% 0 0 0 0.00 139.56 N/A N/A 0 0 0 0 2023-04-05 $60.88 $0.00 35.4% 10.1% 12.9% 25.1% 0.0% 37.5% -4.8% 0 0 0 0.00 140.39 N/A N/A 0 0 0 0 2023-04-06 $61.19 $0.00 37.2% 7.0% 12.5% 27.6% 0.0% 22.1% -0.4% 0 0 0 0.00 135.31 N/A N/A 0 0 0 0 2023-04-10 $61.02 $0.00 44.4% 7.5% 12.0% 37.8% 0.0% 21.2% -2.2% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2023-04-11 $61.45 $0.00 45.4% 7.3% 12.1% 39.1% 0.0% 23.8% -1.6% 0 0 0 0.00 136.09 N/A N/A 0 0 0 0 2023-04-12 $61.76 $0.00 24.2% 6.9% 12.0% 9.4% 0.0% 24.0% -0.7% 0 0 0 0.00 137.12 N/A N/A 0 0 0 0 2023-04-13 $62.39 $0.00 32.1% 9.2% 9.8% 20.5% 0.0% 5.7% -7.4% 0 0 0 0.00 147.46 N/A N/A 0 0 0 0 2023-04-14 $62.08 $0.00 24.9% 7.2% 9.5% 10.5% 0.0% 24.2% -1.8% 0 0 0 0.00 137.12 N/A N/A 0 0 0 0 2023-04-17 $62.25 $0.00 26.5% 7.6% 8.2% 12.7% 0.0% 25.6% -2.6% 0 0 0 0.00 136.03 N/A N/A 0 0 0 0 2023-04-18 $62.48 $0.00 27.2% 7.8% 7.8% 13.7% 0.0% 25.9% -2.7% 0 0 0 0.00 136.35 N/A N/A 0 0 0 0 2023-04-19 $62.43 $0.00 27.3% 7.8% 7.7% 13.8% 0.0% 26.6% -2.2% 0 0 0 0.00 136.27 N/A N/A 0 0 0 0 2023-04-20 $62.29 $0.00 27.9% 8.0% 7.9% 14.6% 0.0% 27.1% -2.0% 0 0 0 0.00 137.00 N/A N/A 0 0 0 0 2023-04-21 $62.73 $0.00 26.5% 7.6% 6.8% 12.6% 0.0% 27.6% -2.9% 0 0 0 0.00 135.22 N/A N/A 0 0 0 0 2023-04-24 $62.74 $0.00 28.0% 8.0% 6.9% 14.8% 0.0% 29.0% -3.5% 0 0 0 0.00 139.25 N/A N/A 0 0 0 0 2023-04-25 $62.34 $0.00 32.2% 9.2% 7.4% 20.7% 0.0% 27.0% -4.9% 0 0 0 0.00 143.06 N/A N/A 0 0 0 0 2023-04-26 $62.00 $0.00 30.4% 8.7% 8.0% 18.2% 0.0% 30.3% -3.6% 0 0 0 0.00 137.69 N/A N/A 0 0 0 0 2023-04-27 $62.83 $0.00 29.6% 8.5% 8.7% 17.0% 0.0% 31.1% -4.0% 0 0 0 0.00 135.22 N/A N/A 0 0 0 0 2023-04-28 $62.82 $0.00 30.1% 8.6% 8.6% 17.7% 0.0% 31.8% -3.8% 0 0 0 0.00 135.95 N/A N/A 0 0 0 0
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