IGRO Options History — September 2023 In September 2023, IGRO traded between $59.33 and $62.42. ATM implied volatility averaged 36.6%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 26.0% (HV 20d: 10.5%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-09-13 : Largest IV drop — 68.4% change2023-09-12 : Highest IV Rank — 79.5%2023-09-01 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $61.19 $59.33 $62.42 $61.66 $59.38 ATM IV 36.6% 23.4% 74.2% 35.9% 35.0% Expected Move 7.7% 6.6% 10.3% 10.3% 10.0% HV 20d 10.5% 9.9% 12.0% 10.1% 11.2% HV 60d 11.4% 11.0% 11.7% 11.6% 11.1% IV Rank 26.8% 8.4% 79.5% 25.9% 24.6% IV Percentile 52.1% 5.6% 98.4% 75.0% 70.6% Term Structure -2.5% -5.9% -0.5% -5.9% -5.7% Skew 25d 26.6% 21.4% 39.6% 39.6% 33.6% Skew 10d 29.5% 24.3% 44.4% 44.4% 38.0% Call IV 25d 20.9% 17.7% 29.1% 29.1% 25.1% Put IV 25d 47.5% 39.1% 68.7% 68.7% 58.8% Bid-Ask Spread % 143.15 141.30 145.00 144.38 141.89 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 277 183 333 282 232 Net DEX -1.9K -2.4K -1.1K -2.2K -1.1K Net VEX -11 -12 -8 -12 -8 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 2023-09-01 $61.66 $0.00 35.9% 10.3% 10.1% 25.9% 0.0% 39.6% -5.9% 282 -2.2K -12 0.00 144.38 N/A N/A 0 0 1 0 2023-09-05 $61.31 $0.00 46.7% 6.7% 10.2% 41.0% 0.0% 21.4% -0.8% 266 -2.0K -11 0.00 143.13 N/A N/A 0 0 1 0 2023-09-06 $61.19 $0.00 46.0% 6.6% 10.2% 40.0% 0.0% 21.9% -0.6% 266 -2.0K -11 0.00 142.71 N/A N/A 0 0 1 0 2023-09-07 $61.15 $0.00 48.9% 6.7% 10.2% 44.0% 0.0% 22.1% -0.5% 268 -1.9K -11 0.00 141.30 N/A N/A 0 0 1 0 2023-09-08 $61.06 $0.00 51.5% 6.7% 10.2% 47.8% 0.0% 22.3% -0.6% 267 -1.9K -11 0.00 143.28 N/A N/A 0 0 1 0 2023-09-11 $61.77 $0.00 65.2% 6.6% 10.9% 67.0% 0.0% 23.0% -1.6% 297 -2.2K -12 0.00 142.84 N/A N/A 0 0 1 0 2023-09-12 $61.74 $0.00 74.2% 6.6% 10.8% 79.5% 0.0% 23.3% -1.7% 304 -2.1K -12 0.00 143.44 N/A N/A 0 0 1 0 2023-09-13 $61.64 $0.00 23.4% 6.7% 9.9% 8.4% 0.0% 23.5% -1.8% 294 -2.1K -12 0.00 143.89 N/A N/A 0 0 1 0 2023-09-14 $62.42 $0.00 24.8% 7.1% 10.1% 10.3% 0.0% 23.8% -2.3% 333 -2.4K -12 0.00 141.66 N/A N/A 0 0 1 0 2023-09-15 $62.18 $0.00 24.7% 7.1% 10.2% 10.2% 0.0% 23.9% -2.2% 319 -2.3K -12 0.00 144.47 N/A N/A 0 0 1 0 2023-09-18 $62.06 $0.00 25.4% 7.3% 10.2% 11.0% 0.0% 25.2% -2.4% 323 -2.2K -11 0.00 143.17 N/A N/A 0 0 1 0 2023-09-19 $62.20 $0.00 25.7% 7.4% 10.2% 11.6% 0.0% 25.4% -1.7% 312 -2.3K -12 0.00 142.28 N/A N/A 0 0 1 0 2023-09-20 $62.14 $0.00 26.3% 7.5% 10.2% 12.4% 0.0% 25.7% -2.8% 319 -2.3K -11 0.00 145.00 N/A N/A 0 0 1 0 2023-09-21 $61.22 $0.00 27.7% 8.0% 11.0% 14.4% 0.0% 26.6% -3.5% 262 -1.9K -10 0.00 144.03 N/A N/A 0 0 1 0 2023-09-22 $61.25 $0.00 27.8% 8.0% 10.4% 14.5% 0.0% 26.9% -2.9% 268 -1.9K -10 0.00 144.30 N/A N/A 0 0 1 0 2023-09-25 $60.81 $0.00 28.3% 8.1% 10.7% 15.2% 0.0% 28.8% -3.4% 261 -1.6K -10 0.00 143.20 N/A N/A 0 0 1 0 2023-09-26 $59.77 $0.00 30.2% 8.7% 12.0% 17.9% 0.0% 30.8% -3.7% 254 -1.3K -9 0.00 142.36 N/A N/A 0 0 1 0 2023-09-27 $59.33 $0.00 32.5% 9.3% 11.0% 21.0% 0.0% 31.9% -2.9% 227 -1.2K -8 0.00 144.14 N/A N/A 0 0 1 0 2023-09-28 $59.53 $0.00 30.7% 8.8% 11.2% 18.6% 0.0% 32.6% -4.0% 183 -1.3K -8 0.00 141.42 N/A N/A 0 0 1 0 2023-09-29 $59.38 $0.00 35.0% 10.0% 11.2% 24.6% 0.0% 33.6% -5.7% 232 -1.1K -8 0.00 141.89 N/A N/A 0 0 1 0
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