IGRO Options History — August 2023 In August 2023, IGRO traded between $60.12 and $63.02. ATM implied volatility averaged 31.9%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 21.3% (HV 20d: 10.7%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 42.3% change2023-08-08 : Highest IV Rank — 37.0%2023-08-02 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $61.40 $60.12 $63.02 $63.02 $61.55 ATM IV 31.9% 25.1% 43.8% 33.2% 34.2% Expected Move 8.4% 6.7% 10.2% 9.5% 9.8% HV 20d 10.7% 9.1% 13.3% 12.6% 10.3% HV 60d 12.9% 12.3% 13.2% 13.0% 12.3% IV Rank 20.3% 10.8% 37.0% 22.1% 23.5% IV Percentile 53.9% 16.7% 89.7% 67.9% 69.0% Term Structure -1.5% -5.6% 5.9% -4.3% -4.6% Skew 25d 29.3% 22.1% 38.3% 35.1% 38.3% Skew 10d 33.4% 25.7% 43.0% 39.3% 43.0% Call IV 25d 22.5% 17.8% 28.2% 25.9% 28.2% Put IV 25d 51.8% 40.0% 66.5% 61.0% 66.5% Bid-Ask Spread % 139.41 134.22 144.71 142.04 143.80 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 241 198 285 262 285 Net DEX -2.3K -3.1K -1.7K -3.1K -2.1K Net VEX -13 -15 -11 -15 -12 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 (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 2023-08-01 $63.02 $0.00 33.2% 9.5% 12.6% 22.1% 0.0% 35.1% -4.3% 262 -3.1K -15 0.00 142.04 N/A N/A 0 0 1 0 2023-08-02 $62.05 $0.00 35.5% 10.2% 13.3% 25.3% 0.0% 36.8% -5.0% 244 -2.7K -15 0.00 141.12 N/A N/A 0 0 1 0 2023-08-03 $61.91 $0.00 36.2% 6.7% 12.0% 26.3% 0.0% 22.1% 2.7% 204 -2.5K -14 0.00 134.22 N/A N/A 0 0 1 0 2023-08-04 $62.20 $0.00 37.9% 7.0% 12.0% 28.6% 0.0% 22.2% -0.1% 246 -2.7K -15 0.00 136.44 N/A N/A 0 0 1 0 2023-08-07 $62.41 $0.00 43.2% 7.1% 12.0% 36.0% 0.0% 23.1% -0.1% 259 -2.8K -15 0.00 135.84 N/A N/A 0 0 1 0 2023-08-08 $62.27 $0.00 43.8% 7.1% 12.0% 37.0% 0.0% 23.4% 2.2% 218 -2.6K -14 0.00 135.65 N/A N/A 0 0 1 0 2023-08-09 $62.28 $0.00 25.3% 7.3% 10.3% 11.0% 0.0% 23.7% -0.4% 260 -2.7K -15 0.00 136.13 N/A N/A 0 0 1 0 2023-08-10 $62.33 $0.00 25.6% 7.3% 9.1% 11.4% 0.0% 24.0% 0.1% 257 -2.7K -15 0.00 136.37 N/A N/A 0 0 1 0 2023-08-11 $62.00 $0.00 25.1% 7.2% 9.2% 10.8% 0.0% 24.6% 0.0% 258 -2.6K -14 0.00 137.43 N/A N/A 0 0 1 0 2023-08-14 $61.73 $0.00 25.7% 7.4% 9.3% 11.5% 0.0% 25.9% -1.2% 256 -2.4K -14 0.00 135.82 N/A N/A 0 0 1 0 2023-08-15 $61.01 $0.00 27.2% 7.8% 9.6% 13.6% 0.0% 26.3% -0.7% 241 -2.1K -13 0.00 137.97 N/A N/A 0 0 1 0 2023-08-16 $60.45 $0.00 29.0% 8.3% 9.8% 16.1% 0.0% 27.2% -1.4% 225 -1.9K -13 0.00 137.08 N/A N/A 0 0 1 0 2023-08-17 $60.25 $0.00 28.8% 8.3% 9.7% 15.9% 0.0% 27.6% 5.9% 216 -1.8K -12 0.00 137.49 N/A N/A 0 0 1 0 2023-08-18 $60.23 $0.00 28.9% 8.3% 9.7% 16.1% 0.0% 28.3% -0.9% 222 -1.8K -12 0.00 140.33 N/A N/A 0 0 1 0 2023-08-21 $60.23 $0.00 30.2% 8.7% 9.7% 17.9% 0.0% 30.1% -1.8% 225 -1.7K -12 0.00 141.19 N/A N/A 0 0 1 0 2023-08-22 $60.12 $0.00 30.5% 8.7% 9.6% 18.3% 0.0% 30.7% -1.6% 225 -1.7K -11 0.00 142.87 N/A N/A 0 0 1 0 2023-08-23 $60.84 $0.00 29.9% 8.6% 10.8% 17.5% 0.0% 31.4% -2.9% 198 -2.0K -12 0.00 141.13 N/A N/A 0 0 1 0 2023-08-24 $60.30 $0.00 33.7% 9.7% 11.1% 22.8% 0.0% 32.0% -5.6% 227 -1.7K -12 0.00 144.71 N/A N/A 0 0 1 0 2023-08-25 $60.55 $0.00 30.3% 8.7% 10.6% 18.0% 0.0% 32.9% -3.5% 244 -1.8K -12 0.00 141.00 N/A N/A 0 0 1 0 2023-08-28 $61.00 $0.00 33.6% 9.6% 11.2% 22.6% 0.0% 35.3% -3.9% 256 -2.0K -12 0.00 142.98 N/A N/A 0 0 1 0 2023-08-29 $61.80 $0.00 33.1% 9.5% 11.6% 21.9% 0.0% 35.9% -4.2% 230 -2.2K -12 0.00 141.86 N/A N/A 0 0 1 0 2023-08-30 $61.72 $0.00 33.9% 9.7% 10.2% 23.0% 0.0% 37.0% -4.4% 280 -2.3K -12 0.00 143.07 N/A N/A 0 0 1 0 2023-08-31 $61.55 $0.00 34.2% 9.8% 10.3% 23.5% 0.0% 38.3% -4.6% 285 -2.1K -12 0.00 143.80 N/A N/A 0 0 1 0
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