IGRO Options History — December 2023 In December 2023, IGRO traded between $61.78 and $64.58. ATM implied volatility averaged 35.9%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 25.1% (HV 20d: 10.8%). Max pain ranged from $64.00 to $64.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-19 : Highest Volume — 1 contracts2023-12-13 : Largest IV drop — 70.9% change2023-12-12 : Highest IV Rank — 84.1%2023-12-01 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $63.06 $61.78 $64.58 $62.38 $64.58 Max Pain $64.00 $64.00 $64.00 $64.00 $64.00 ATM IV 35.9% 22.3% 76.6% 39.0% 28.4% Expected Move 7.3% 6.3% 11.2% 11.2% 8.1% HV 20d 10.8% 9.0% 12.2% 12.2% 11.2% HV 60d 13.3% 12.6% 13.6% 13.6% 12.6% IV Rank 30.9% 13.1% 84.1% 35.0% 21.1% IV Percentile 47.8% 1.6% 99.2% 81.0% 32.5% Term Structure -2.1% -11.0% 0.2% -11.0% -3.2% Skew 25d 26.0% 21.8% 39.2% 39.2% 30.9% Skew 10d 29.3% 25.0% 43.9% 43.9% 34.7% Call IV 25d 19.8% 16.9% 28.8% 28.8% 22.9% Put IV 25d 45.8% 38.8% 68.0% 68.0% 53.7% Bid-Ask Spread % 144.17 142.53 145.18 144.99 144.16 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 226 0 334 298 217 Net DEX -2.5K -3.7K 0 -2.5K -3.7K Net VEX -8 -18 0 -5 -17 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 0.05 0 1 0 0 Total OI 0.9 0 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 2023-12-01 $62.38 $64.00 39.0% 11.2% 12.2% 35.0% 0.0% 39.2% -11.0% 298 -2.5K -5 0.00 144.99 N/A N/A 0 0 1 0 2023-12-04 $62.14 $0.00 40.7% 6.3% 11.9% 37.2% 0.0% 21.8% -0.6% 295 -2.4K -4 0.00 142.90 N/A N/A 0 0 1 0 2023-12-05 $61.84 $0.00 42.2% 6.3% 11.7% 39.1% 0.0% 22.1% -0.5% 286 -2.2K -4 0.00 144.18 N/A N/A 0 0 1 0 2023-12-06 $61.78 $0.00 44.5% 6.3% 11.5% 42.1% 0.0% 22.0% 0.1% 284 -2.2K -4 0.00 145.18 N/A N/A 0 0 1 0 2023-12-07 $62.02 $0.00 46.1% 6.3% 11.0% 44.2% 0.0% 22.5% -0.4% 293 -2.3K -4 0.00 144.22 N/A N/A 0 0 1 0 2023-12-08 $62.08 $0.00 49.6% 6.4% 11.0% 48.8% 0.0% 22.8% -1.1% 294 -2.3K -3 0.00 144.18 N/A N/A 0 0 1 0 2023-12-11 $62.25 $0.00 65.4% 6.6% 11.0% 69.5% 0.0% 23.5% -0.8% 302 -2.4K -2 0.00 144.07 N/A N/A 0 0 1 0 2023-12-12 $62.27 $0.00 76.6% 6.8% 11.1% 84.1% 0.0% 23.8% -2.9% 302 -2.4K -2 0.00 144.64 N/A N/A 0 0 1 0 2023-12-13 $63.18 $0.00 22.3% 6.4% 9.0% 13.1% 0.0% 24.1% 0.2% 308 -2.9K -2 0.00 142.53 N/A N/A 0 0 1 0 2023-12-14 $63.73 $0.00 22.6% 6.5% 9.0% 13.5% 0.0% 24.0% -1.9% 334 -3.1K -1 0.00 144.52 N/A N/A 0 0 1 0 2023-12-15 $63.04 $0.00 23.9% 6.9% 10.1% 15.2% 0.0% 24.3% -2.1% 0 0 0 0.00 145.15 N/A N/A 0 0 1 0 2023-12-18 $63.17 $0.00 24.9% 7.2% 9.2% 16.6% 0.0% 25.3% -1.9% 0 0 0 0.00 144.63 N/A N/A 0 0 0 0 2023-12-19 $63.61 $0.00 23.6% 6.8% 9.2% 14.9% 0.0% 25.7% -1.8% 0 0 0 0.00 143.60 N/A N/A 1 0 0 0 2023-12-20 $62.72 $0.00 25.2% 7.2% 10.6% 16.9% 0.0% 26.2% -1.8% 215 -3.2K -18 0.00 145.02 N/A N/A 0 0 1 0 2023-12-21 $63.50 $0.00 26.8% 7.7% 11.3% 19.0% 0.0% 26.6% -1.9% 213 -3.2K -18 0.00 143.50 N/A N/A 0 0 1 0 2023-12-22 $63.83 $0.00 25.8% 7.4% 11.2% 17.8% 0.0% 27.0% -2.0% 209 -3.4K -18 0.00 144.23 N/A N/A 0 0 1 0 2023-12-26 $64.22 $0.00 28.2% 8.1% 11.2% 20.8% 0.0% 29.0% -2.4% 210 -3.5K -17 0.00 143.72 N/A N/A 0 0 1 0 2023-12-27 $64.39 $0.00 30.1% 8.6% 11.2% 23.3% 0.0% 29.6% -3.0% 235 -3.7K -17 0.00 144.38 N/A N/A 0 0 1 0 2023-12-28 $64.45 $0.00 31.3% 9.0% 11.2% 24.9% 0.0% 30.2% -3.3% 234 -3.7K -17 0.00 143.59 N/A N/A 0 0 1 0 2023-12-29 $64.58 $0.00 28.4% 8.1% 11.2% 21.1% 0.0% 30.9% -3.2% 217 -3.7K -17 0.00 144.16 N/A N/A 0 0 1 0
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