IGRO Options History — November 2023 In November 2023, IGRO traded between $58.10 and $61.77. ATM implied volatility averaged 30.5%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 15.8% (HV 20d: 14.7%). Max pain ranged from $58.00 to $64.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2023-11-17 : Highest Volume — 1 contracts2023-11-02 : Largest IV spike — 213.1% change2023-11-06 : Highest IV Rank — 45.2%2023-11-30 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $60.36 $58.10 $61.77 $58.10 $61.77 Max Pain $63.71 $58.00 $64.00 $58.00 $64.00 ATM IV 30.5% 12.3% 46.8% 12.3% 34.7% Expected Move 7.8% 3.5% 10.0% 3.5% 10.0% HV 20d 14.7% 13.3% 16.4% 13.4% 13.3% HV 60d 13.3% 12.1% 13.8% 12.1% 13.4% IV Rank 23.9% 0.0% 45.2% 0.0% 29.3% IV Percentile 43.1% 0.0% 91.7% 0.0% 67.9% Term Structure -0.8% -5.9% 9.8% 6.0% -5.9% Skew 25d 32.1% 23.3% 42.3% 30.8% 38.2% Skew 10d 36.5% 27.6% 47.3% 38.6% 42.7% Call IV 25d 18.5% 14.2% 28.0% 22.5% 28.0% Put IV 25d 50.6% 41.6% 66.1% 53.2% 66.1% Bid-Ask Spread % 144.41 139.70 147.04 139.70 146.95 Gamma HHI 0.73 0.50 1.00 0.72 1.00 Net GEX 46 -623 296 -623 285 Net DEX -525 -2.2K 1.5K 1.5K -2.2K Net VEX -8 -11 -5 -10 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.048 0 1 0 0 Total OI 1.619 1 2 2 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 2023-11-01 $58.10 $58.00 12.3% 3.5% 13.4% 0.0% 0.0% 30.8% 6.0% -623 1.5K -10 0.00 139.70 N/A N/A 0 0 1 1 2023-11-02 $59.23 $64.00 38.4% 7.0% 14.6% 34.1% 0.0% 23.4% 3.9% -92 804 -11 0.00 142.47 N/A N/A 0 0 1 1 2023-11-03 $59.94 $64.00 37.9% 6.8% 14.9% 33.5% 0.0% 23.3% 2.2% -53 263 -11 0.00 144.30 N/A N/A 0 0 1 1 2023-11-06 $59.50 $64.00 46.8% 7.9% 15.2% 45.2% 0.0% 24.0% -4.8% -85 654 -10 0.00 146.86 N/A N/A 0 0 1 1 2023-11-07 $59.23 $64.00 45.8% 7.3% 14.7% 43.8% 0.0% 24.8% -0.6% -102 852 -10 0.00 143.99 N/A N/A 0 0 1 1 2023-11-08 $58.86 $64.00 25.6% 7.3% 14.7% 17.4% 0.0% 25.4% 1.3% -128 1.2K -9 0.00 145.13 N/A N/A 0 0 1 1 2023-11-09 $58.92 $64.00 25.7% 7.4% 14.2% 17.6% 0.0% 25.4% -0.5% -130 1.1K -9 0.00 142.63 N/A N/A 0 0 1 1 2023-11-10 $59.13 $64.00 25.3% 7.3% 14.2% 17.1% 0.0% 30.1% -0.9% -140 1.0K -8 0.00 144.07 N/A N/A 0 0 1 1 2023-11-13 $59.32 $64.00 28.6% 8.2% 14.1% 21.3% 0.0% 32.4% -4.4% -134 803 -8 0.00 143.49 N/A N/A 0 0 1 1 2023-11-14 $60.74 $64.00 25.3% 7.2% 16.4% 17.0% 0.0% 32.0% -1.4% -13 -301 -8 0.00 143.66 N/A N/A 0 0 1 1 2023-11-15 $60.50 $64.00 29.7% 8.5% 15.6% 22.8% 0.0% 32.6% -5.6% -32 -104 -7 0.00 145.64 N/A N/A 0 0 1 1 2023-11-16 $60.33 $64.00 29.0% 8.3% 15.1% 21.8% 0.0% 33.3% 5.1% -47 45 -7 0.00 144.93 N/A N/A 0 0 1 1 2023-11-17 $61.13 $64.00 26.5% 7.6% 15.2% 18.6% 0.0% 33.4% 9.8% 272 -1.9K -6 0.00 145.28 N/A N/A 0 1 1 1 2023-11-20 $61.52 $64.00 27.1% 7.8% 15.2% 19.4% 0.0% 35.2% -5.5% 269 -2.2K -6 0.00 140.17 N/A N/A 0 0 1 0 2023-11-21 $61.20 $64.00 29.8% 8.5% 15.5% 22.9% 0.0% 35.9% -3.5% 276 -1.9K -6 0.00 144.21 N/A N/A 0 0 1 0 2023-11-22 $61.34 $64.00 30.1% 8.6% 15.4% 23.4% 0.0% 36.6% -3.7% 281 -2.0K -6 0.00 145.78 N/A N/A 0 0 1 0 2023-11-24 $61.75 $64.00 27.8% 8.0% 15.2% 20.3% 0.0% 37.9% -0.0% 296 -2.2K -6 0.00 145.90 N/A N/A 0 0 1 0 2023-11-27 $61.67 $64.00 30.6% 8.8% 14.1% 23.9% 0.0% 41.1% -2.1% 294 -2.1K -5 0.00 145.80 N/A N/A 0 0 1 0 2023-11-28 $61.72 $64.00 30.7% 8.8% 13.5% 24.2% 0.0% 42.3% -1.0% 290 -2.2K -5 0.00 144.62 N/A N/A 0 0 1 0 2023-11-29 $61.67 $64.00 33.6% 9.6% 13.6% 27.9% 0.0% 37.0% -5.6% 281 -2.2K -5 0.00 147.04 N/A N/A 0 0 1 0 2023-11-30 $61.77 $64.00 34.7% 10.0% 13.3% 29.3% 0.0% 38.2% -5.9% 285 -2.2K -5 0.00 146.95 N/A N/A 0 0 1 0
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