IGRO Options History — May 2023 In May 2023, IGRO traded between $60.41 and $63.25. ATM implied volatility averaged 30.9%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 20.5% (HV 20d: 10.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days.
Notable Days 2023-05-10 : Largest IV drop — 44.4% change2023-05-09 : Highest IV Rank — 34.8%2023-05-31 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $62.24 $60.41 $63.25 $62.85 $60.41 ATM IV 30.9% 23.5% 42.3% 32.1% 36.6% Expected Move 8.0% 6.6% 10.5% 9.2% 10.5% HV 20d 10.4% 8.5% 12.0% 8.5% 11.1% HV 60d 11.6% 11.4% 11.9% 11.5% 11.6% IV Rank 18.8% 8.5% 34.8% 20.5% 26.8% IV Percentile 53.0% 12.3% 90.5% 66.7% 81.3% Term Structure -2.3% -6.3% 2.4% -4.2% -6.3% Skew 25d 28.4% 21.1% 37.8% 34.2% 37.8% Skew 10d 32.4% 25.3% 41.1% 38.3% 40.4% Call IV 25d 22.4% 18.6% 27.9% 25.1% 27.9% Put IV 25d 50.8% 40.0% 65.7% 59.3% 65.7% Bid-Ask Spread % 128.73 124.02 139.24 139.24 131.62 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 (22 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 2023-05-01 $62.85 $0.00 32.1% 9.2% 8.5% 20.5% 0.0% 34.2% -4.2% 0 0 0 0.00 139.24 N/A N/A 0 0 0 0 2023-05-02 $62.16 $0.00 34.4% 9.9% 9.4% 23.7% 0.0% 35.7% -4.5% 0 0 0 0.00 137.71 N/A N/A 0 0 0 0 2023-05-03 $62.48 $0.00 36.5% 10.5% 9.5% 26.6% 0.0% 36.6% -5.8% 0 0 0 0.00 137.88 N/A N/A 0 0 0 0 2023-05-04 $62.45 $0.00 37.4% 7.0% 9.5% 28.0% 0.0% 21.1% -0.8% 0 0 0 0.00 125.14 N/A N/A 0 0 0 0 2023-05-05 $63.25 $0.00 37.0% 6.6% 10.2% 27.3% 0.0% 21.4% -0.3% 0 0 0 0.00 124.02 N/A N/A 0 0 0 0 2023-05-08 $63.25 $0.00 41.4% 6.9% 10.1% 33.6% 0.0% 22.1% -0.7% 0 0 0 0.00 124.62 N/A N/A 0 0 0 0 2023-05-09 $63.14 $0.00 42.3% 6.8% 10.0% 34.8% 0.0% 22.6% -0.2% 0 0 0 0.00 124.90 N/A N/A 0 0 0 0 2023-05-10 $62.94 $0.00 23.5% 6.7% 10.0% 8.5% 0.0% 23.4% -0.2% 0 0 0 0.00 124.81 N/A N/A 0 0 0 0 2023-05-11 $62.71 $0.00 23.6% 6.8% 9.5% 8.5% 0.0% 23.7% -0.1% 0 0 0 0.00 125.05 N/A N/A 0 0 0 0 2023-05-12 $62.31 $0.00 25.1% 7.2% 9.6% 10.8% 0.0% 24.2% 0.0% 0 0 0 0.00 126.75 N/A N/A 0 0 0 0 2023-05-15 $63.09 $0.00 25.1% 7.2% 10.6% 10.7% 0.0% 24.9% -0.7% 0 0 0 0.00 125.31 N/A N/A 0 0 0 0 2023-05-16 $62.58 $0.00 24.7% 7.1% 10.9% 10.2% 0.0% 25.6% 2.4% 0 0 0 0.00 126.00 N/A N/A 0 0 0 0 2023-05-17 $62.54 $0.00 24.6% 7.1% 10.9% 10.0% 0.0% 26.2% -0.0% 0 0 0 0.00 126.64 N/A N/A 0 0 0 0 2023-05-18 $62.20 $0.00 26.6% 7.6% 11.1% 12.8% 0.0% 27.0% 0.2% 0 0 0 0.00 127.73 N/A N/A 0 0 0 0 2023-05-19 $62.39 $0.00 27.7% 7.9% 10.8% 14.4% 0.0% 27.3% -3.6% 0 0 0 0.00 127.07 N/A N/A 0 0 0 0 2023-05-22 $62.56 $0.00 26.9% 7.7% 10.9% 13.3% 0.0% 28.8% -4.1% 0 0 0 0.00 126.67 N/A N/A 0 0 0 0 2023-05-23 $62.03 $0.00 28.9% 8.3% 11.1% 16.0% 0.0% 29.6% -2.8% 0 0 0 0.00 128.82 N/A N/A 0 0 0 0 2023-05-24 $61.17 $0.00 30.6% 8.8% 12.0% 18.3% 0.0% 31.4% -4.6% 0 0 0 0.00 130.43 N/A N/A 0 0 0 0 2023-05-25 $60.76 $0.00 30.1% 8.6% 10.9% 17.7% 0.0% 32.0% -4.3% 0 0 0 0.00 130.71 N/A N/A 0 0 0 0 2023-05-26 $61.18 $0.00 31.3% 9.0% 11.3% 19.4% 0.0% 32.9% -3.9% 0 0 0 0.00 129.74 N/A N/A 0 0 0 0 2023-05-30 $60.72 $0.00 33.2% 9.5% 11.5% 22.1% 0.0% 36.4% -5.5% 0 0 0 0.00 131.29 N/A N/A 0 0 0 0 2023-05-31 $60.41 $0.00 36.6% 10.5% 11.1% 26.8% 0.0% 37.8% -6.3% 0 0 0 0.00 131.62 N/A N/A 0 0 0 0
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