IGRO Options History — January 2024 In January 2024, IGRO traded between $63.36 and $64.94. ATM implied volatility averaged 18.6%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 7.6% (HV 20d: 10.9%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-30 : Highest Volume — 1 contracts2024-01-03 : Largest IV drop — 39.2% change2024-01-02 : Highest IV Rank — 26.1%2024-01-02 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $64.18 $63.36 $64.94 $63.80 $64.72 ATM IV 18.6% 14.3% 32.3% 32.3% 18.6% Expected Move 5.0% 4.1% 9.2% 9.2% 5.3% HV 20d 10.9% 8.5% 12.4% 11.9% 8.5% HV 60d 12.2% 10.9% 12.8% 12.8% 10.9% IV Rank 8.2% 2.7% 26.1% 26.1% 8.3% IV Percentile 5.4% 0.8% 58.7% 58.7% 5.6% Term Structure -2.4% -4.6% 1.3% -4.2% -4.5% VWIV 54.6% 54.6% 54.6% 54.6% 54.6% Skew 25d 2.5% -4.6% 34.7% 34.7% 0.4% Skew 10d 3.3% 0.9% 38.8% 38.8% 0.9% Call IV 25d 20.3% 15.6% 52.2% 25.5% 22.5% Put IV 25d 22.8% 13.3% 60.3% 60.3% 22.9% Bid-Ask Spread % 142.04 139.97 145.57 145.57 143.28 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 253 223 275 223 262 Net DEX -3.7K -4.1K -3.4K -3.5K -3.9K Net VEX -16 -17 -15 -17 -15 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 0.048 0 1 0 0 Total OI 1 1 1 1 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 2024-01-02 $63.80 $0.00 32.3% 9.2% 11.9% 26.1% 0.0% 34.7% -4.2% 223 -3.5K -17 0.00 145.57 N/A N/A 0 0 1 0 2024-01-03 $63.80 $0.00 19.6% 5.6% 11.8% 9.6% 0.0% 1.9% -4.3% 234 -3.6K -17 0.00 142.34 N/A N/A 0 0 1 0 2024-01-04 $63.95 $0.00 19.5% 4.2% 11.5% 9.5% 0.0% 1.1% -0.5% 239 -3.7K -17 0.00 139.97 N/A N/A 0 0 1 0 2024-01-05 $64.05 $0.00 19.4% 4.2% 11.5% 9.4% 0.0% 1.2% -1.1% 237 -3.7K -17 0.00 140.33 N/A N/A 0 0 1 0 2024-01-08 $64.53 $0.00 23.0% 4.1% 11.7% 14.1% 0.0% 1.7% -1.1% 242 -3.9K -17 0.00 140.81 N/A N/A 0 0 1 0 2024-01-09 $63.93 $0.00 22.2% 4.3% 12.3% 12.9% 0.0% 1.1% -2.0% 243 -3.6K -17 0.00 141.04 N/A N/A 0 0 1 0 2024-01-10 $64.26 $0.00 15.4% 4.4% 12.4% 4.1% 0.0% 1.5% 0.3% 249 -3.8K -16 0.00 141.48 N/A N/A 0 0 1 0 2024-01-11 $64.24 $0.00 14.8% 4.2% 12.4% 3.4% 0.0% 1.2% 1.3% 250 -3.7K -16 0.00 140.87 N/A N/A 0 0 1 0 2024-01-12 $64.59 $0.00 14.3% 4.1% 11.5% 2.7% 0.0% 0.4% -2.5% 251 -4.0K -16 0.00 141.04 N/A N/A 0 0 1 0 2024-01-16 $63.90 $0.00 15.8% 4.5% 11.9% 4.6% 0.0% 1.3% -2.2% 254 -3.6K -16 0.00 141.97 N/A N/A 0 0 1 0 2024-01-17 $63.36 $0.00 17.2% 4.9% 11.6% 6.4% 0.0% 1.3% -0.4% 248 -3.4K -16 0.00 141.58 N/A N/A 0 0 1 0 2024-01-18 $63.56 $0.00 16.3% 4.7% 11.7% 5.3% 0.0% 1.5% -2.2% 263 -3.4K -16 0.00 142.08 N/A N/A 0 0 1 0 2024-01-19 $63.95 $0.00 15.9% 4.5% 11.6% 4.7% 0.0% -4.6% -2.0% 252 -3.6K -16 0.00 142.30 N/A N/A 0 0 1 0 2024-01-22 $64.04 $0.00 17.0% 4.9% 10.3% 6.2% 0.0% 1.3% -3.1% 264 -3.7K -16 0.00 141.64 N/A N/A 0 0 1 0 2024-01-23 $63.85 $0.00 17.2% 4.9% 9.5% 6.4% 0.0% 1.5% -3.2% 271 -3.5K -16 0.00 143.18 N/A N/A 0 0 1 0 2024-01-24 $64.34 $0.00 18.8% 5.4% 9.7% 8.5% 0.0% 0.6% -4.6% 271 -3.9K -16 0.00 143.08 N/A N/A 0 0 1 0 2024-01-25 $64.45 $0.00 17.9% 5.1% 9.4% 7.4% 0.0% 1.0% -2.1% 275 -3.8K -16 0.00 142.47 N/A N/A 0 0 1 0 2024-01-26 $64.60 $0.00 17.9% 5.1% 9.4% 7.4% 0.0% 0.8% -4.0% 253 -4.1K -15 0.00 142.59 N/A N/A 0 0 1 0 2024-01-29 $64.94 $0.00 18.0% 5.2% 9.6% 7.5% 0.0% 1.0% -4.2% 270 -4.1K -15 0.00 142.28 N/A N/A 0 0 1 0 2024-01-30 $64.90 $0.00 18.7% 5.4% 9.6% 8.5% 54.6% 1.0% -4.5% 263 -4.0K -15 0.00 142.86 N/A N/A 1 0 1 0 2024-01-31 $64.72 $0.00 18.6% 5.3% 8.5% 8.3% 0.0% 0.4% -4.5% 262 -3.9K -15 0.00 143.28 N/A N/A 0 0 1 0
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