IGRO Options History — June 2023 In June 2023, IGRO traded between $60.70 and $62.53. ATM implied volatility averaged 37.0%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 22.5% (HV 20d: 14.4%). Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-20 : Highest Volume — 1 contracts2023-06-14 : Largest IV drop — 67.9% change2023-06-13 : Highest IV Rank — 80.3%2023-06-02 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $61.58 $60.70 $62.53 $61.14 $62.10 ATM IV 37.0% 22.9% 74.7% 36.0% 30.5% Expected Move 7.7% 6.3% 10.4% 10.3% 8.8% HV 20d 14.4% 11.9% 15.5% 11.9% 14.7% HV 60d 11.8% 11.4% 12.6% 11.4% 12.1% IV Rank 27.3% 7.6% 80.3% 26.0% 18.3% IV Percentile 58.5% 7.9% 98.8% 79.4% 54.4% Term Structure -2.6% -6.9% 2.0% -6.8% -3.3% Skew 25d 27.3% 21.8% 38.9% 38.8% 31.9% Skew 10d 30.9% 25.6% 42.7% 42.0% 35.2% Call IV 25d 20.7% 16.7% 29.6% 29.1% 22.4% Put IV 25d 48.0% 38.7% 68.5% 67.9% 54.3% Bid-Ask Spread % 139.63 129.00 143.98 130.54 142.45 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 85 0 245 0 245 Net DEX -972 -2.8K 0 0 -2.8K Net VEX -6 -17 0 0 -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 0.048 0 1 0 0 Total OI 0.381 0 1 0 1
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-06-01 $61.14 $0.00 36.0% 10.3% 11.9% 26.0% 0.0% 38.8% -6.8% 0 0 0 0.00 130.54 N/A N/A 0 0 0 0 2023-06-02 $61.99 $0.00 36.2% 10.4% 13.0% 26.3% 0.0% 38.9% -6.9% 0 0 0 0.00 129.00 N/A N/A 0 0 0 0 2023-06-05 $61.49 $0.00 42.4% 6.6% 12.3% 35.0% 0.0% 21.8% -1.9% 0 0 0 0.00 141.10 N/A N/A 0 0 0 0 2023-06-06 $62.12 $0.00 42.1% 6.3% 13.0% 34.6% 0.0% 22.1% -2.1% 0 0 0 0.00 141.30 N/A N/A 0 0 0 0 2023-06-07 $60.87 $0.00 45.5% 6.5% 14.7% 39.3% 0.0% 22.4% -2.2% 0 0 0 0.00 140.24 N/A N/A 0 0 0 0 2023-06-08 $61.41 $0.00 49.7% 6.8% 15.1% 45.2% 0.0% 22.5% 2.0% 0 0 0 0.00 139.09 N/A N/A 0 0 0 0 2023-06-09 $61.35 $0.00 52.8% 6.8% 15.1% 49.6% 0.0% 22.8% -2.3% 0 0 0 0.00 140.00 N/A N/A 0 0 0 0 2023-06-12 $61.40 $0.00 68.8% 7.0% 15.0% 72.0% 0.0% 23.5% -1.9% 0 0 0 0.00 140.17 N/A N/A 0 0 0 0 2023-06-13 $61.84 $0.00 74.7% 6.7% 14.5% 80.3% 0.0% 23.6% -2.2% 0 0 0 0.00 142.59 N/A N/A 0 0 0 0 2023-06-14 $61.86 $0.00 24.0% 6.9% 14.3% 9.1% 0.0% 24.0% -2.5% 0 0 0 0.00 140.81 N/A N/A 0 0 0 0 2023-06-15 $62.52 $0.00 22.9% 6.6% 14.8% 7.6% 0.0% 24.4% -1.1% 0 0 0 0.00 138.47 N/A N/A 0 0 0 0 2023-06-16 $62.53 $0.00 23.7% 6.8% 14.7% 8.7% 0.0% 24.4% -1.7% 0 0 0 0.00 139.95 N/A N/A 0 0 0 0 2023-06-20 $61.66 $0.00 25.2% 7.2% 15.5% 10.8% 0.0% 26.3% -1.7% 0 0 0 0.00 139.67 N/A N/A 1 0 0 0 2023-06-21 $61.77 $0.00 25.8% 7.4% 15.4% 11.7% 0.0% 27.1% -2.1% 230 -2.7K -17 0.00 139.68 N/A N/A 0 0 1 0 2023-06-22 $61.45 $0.00 27.9% 8.0% 15.3% 14.6% 0.0% 27.5% -1.9% 225 -2.6K -17 0.00 140.70 N/A N/A 0 0 1 0 2023-06-23 $60.70 $0.00 27.3% 7.8% 15.1% 13.8% 0.0% 28.3% -3.2% 206 -2.3K -16 0.00 143.98 N/A N/A 0 0 1 0 2023-06-26 $60.92 $0.00 28.7% 8.2% 14.9% 15.7% 0.0% 30.0% -2.9% 188 -2.4K -16 0.00 140.82 N/A N/A 0 0 1 0 2023-06-27 $61.38 $0.00 30.1% 8.6% 15.0% 17.7% 0.0% 30.4% -3.0% 224 -2.6K -17 0.00 140.39 N/A N/A 0 0 1 0 2023-06-28 $61.44 $0.00 30.9% 8.9% 14.7% 18.9% 0.0% 31.0% -3.5% 230 -2.6K -17 0.00 140.57 N/A N/A 0 0 1 0 2023-06-29 $61.28 $0.00 31.1% 8.9% 14.6% 19.1% 0.0% 31.8% -3.3% 230 -2.5K -16 0.00 140.76 N/A N/A 0 0 1 0 2023-06-30 $62.10 $0.00 30.5% 8.8% 14.7% 18.3% 0.0% 31.9% -3.3% 245 -2.8K -16 0.00 142.45 N/A N/A 0 0 1 0
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