IGRO Options History — July 2023 In July 2023, IGRO traded between $60.63 and $63.91. ATM implied volatility averaged 30.6%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 17.4% (HV 20d: 13.2%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-07-12 : Largest IV drop — 44.0% change2023-07-11 : Highest IV Rank — 37.9%2023-07-05 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $62.71 $60.63 $63.91 $62.22 $63.88 ATM IV 30.6% 24.1% 44.5% 33.3% 31.8% Expected Move 7.9% 6.6% 9.6% 9.5% 9.1% HV 20d 13.2% 11.5% 14.6% 13.9% 11.5% HV 60d 12.8% 12.1% 13.2% 12.1% 12.7% IV Rank 18.4% 9.4% 37.9% 22.1% 20.1% IV Percentile 47.1% 11.9% 90.5% 67.9% 60.7% Term Structure -2.6% -4.5% -1.3% -3.8% -4.3% Skew 25d 27.5% 22.4% 37.0% 34.5% 33.7% Skew 10d 31.2% 26.1% 41.3% 38.8% 37.7% Call IV 25d 21.0% 18.0% 26.9% 25.7% 24.8% Put IV 25d 48.5% 40.5% 63.9% 60.2% 58.5% Bid-Ask Spread % 140.43 138.10 144.96 141.39 141.41 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 247 192 275 210 275 Net DEX -3.0K -3.5K -2.2K -2.7K -3.5K Net VEX -16 -16 -15 -16 -15 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
Daily Data (20 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 2023-07-03 $62.22 $0.00 33.3% 9.5% 13.9% 22.1% 0.0% 34.5% -3.8% 210 -2.7K -16 0.00 141.39 N/A N/A 0 0 1 0 2023-07-05 $61.57 $0.00 33.4% 9.6% 14.1% 22.3% 0.0% 37.0% -4.5% 231 -2.6K -16 0.00 144.96 N/A N/A 0 0 1 0 2023-07-06 $60.63 $0.00 35.6% 6.6% 14.6% 25.4% 0.0% 22.4% -1.5% 214 -2.2K -15 0.00 138.19 N/A N/A 0 0 1 0 2023-07-07 $60.93 $0.00 37.3% 6.8% 12.9% 27.8% 0.0% 22.5% -1.7% 224 -2.3K -16 0.00 142.01 N/A N/A 0 0 1 0 2023-07-10 $60.97 $0.00 41.8% 7.0% 12.5% 34.1% 0.0% 23.4% -2.1% 222 -2.3K -15 0.00 140.76 N/A N/A 0 0 1 0 2023-07-11 $61.33 $0.00 44.5% 7.1% 12.6% 37.9% 0.0% 23.8% -1.8% 192 -2.3K -15 0.00 138.31 N/A N/A 0 0 1 0 2023-07-12 $62.38 $0.00 24.9% 7.1% 14.0% 10.5% 0.0% 23.8% -2.2% 260 -2.9K -16 0.00 139.39 N/A N/A 0 0 1 0 2023-07-13 $63.20 $0.00 24.1% 6.9% 14.5% 9.4% 0.0% 23.7% -1.3% 219 -3.0K -16 0.00 138.10 N/A N/A 0 0 1 0 2023-07-14 $63.08 $0.00 24.9% 7.1% 14.6% 10.4% 0.0% 24.1% -2.2% 256 -3.2K -16 0.00 141.64 N/A N/A 0 0 1 0 2023-07-17 $63.00 $0.00 25.5% 7.3% 14.1% 11.3% 0.0% 25.3% -2.1% 264 -3.1K -16 0.00 141.79 N/A N/A 0 0 1 0 2023-07-18 $63.38 $0.00 26.3% 7.5% 14.3% 12.4% 0.0% 25.8% -2.4% 260 -3.3K -16 0.00 139.06 N/A N/A 0 0 1 0 2023-07-19 $63.60 $0.00 25.0% 7.2% 13.2% 10.5% 0.0% 25.9% -2.5% 261 -3.4K -16 0.00 138.98 N/A N/A 0 0 1 0 2023-07-20 $63.30 $0.00 27.1% 7.8% 13.4% 13.4% 0.0% 26.6% -2.0% 252 -3.3K -16 0.00 139.61 N/A N/A 0 0 1 0 2023-07-21 $63.36 $0.00 27.5% 7.9% 13.1% 14.1% 0.0% 27.1% -3.1% 262 -3.3K -16 0.00 139.96 N/A N/A 0 0 1 0 2023-07-24 $63.25 $0.00 29.0% 8.3% 12.2% 16.1% 0.0% 28.9% -3.5% 259 -3.2K -16 0.00 140.06 N/A N/A 0 0 1 0 2023-07-25 $63.39 $0.00 29.3% 8.4% 12.2% 16.6% 0.0% 29.4% -2.7% 261 -3.3K -16 0.00 139.90 N/A N/A 0 0 1 0 2023-07-26 $63.45 $0.00 30.1% 8.6% 12.0% 17.7% 0.0% 30.0% -3.3% 269 -3.3K -16 0.00 140.17 N/A N/A 0 0 1 0 2023-07-27 $63.36 $0.00 30.4% 8.7% 12.0% 18.2% 0.0% 30.8% -2.8% 266 -3.3K -15 0.00 140.17 N/A N/A 0 0 1 0 2023-07-28 $63.91 $0.00 29.4% 8.4% 12.2% 16.8% 0.0% 31.1% -3.0% 274 -3.5K -15 0.00 142.77 N/A N/A 0 0 1 0 2023-07-31 $63.88 $0.00 31.8% 9.1% 11.5% 20.1% 0.0% 33.7% -4.3% 275 -3.5K -15 0.00 141.41 N/A N/A 0 0 1 0
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