IGRO Options History — February 2024 In February 2024, IGRO traded between $63.36 and $66.32. ATM implied volatility averaged 17.8%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 7.0% (HV 20d: 10.8%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 42.3% change2024-02-06 : Highest IV Rank — 17.2%2024-02-29 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $65.08 $63.36 $66.32 $65.21 $65.89 ATM IV 17.8% 14.7% 25.4% 19.1% 19.0% Expected Move 4.7% 4.0% 5.4% 4.0% 5.4% HV 20d 10.8% 8.8% 12.2% 8.8% 12.2% HV 60d 10.8% 9.9% 10.9% 10.7% 10.8% IV Rank 7.3% 3.2% 17.2% 9.0% 8.8% IV Percentile 7.3% 1.2% 22.6% 6.7% 12.7% Term Structure -1.7% -5.9% 7.5% 1.2% -5.4% Skew 25d 1.2% 0.6% 1.9% 1.8% 1.0% Skew 10d 1.4% 0.9% 2.3% 2.3% 0.9% Call IV 25d 18.0% 14.9% 22.2% 14.9% 22.2% Put IV 25d 19.2% 16.7% 23.2% 16.7% 23.2% Bid-Ask Spread % 141.38 139.94 142.21 139.94 141.59 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 285 262 307 262 298 Net DEX -4.1K -4.6K -3.2K -4.1K -4.5K Net VEX -14 -15 -12 -15 -13 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 2024-02-01 $65.21 $0.00 19.1% 4.0% 8.8% 9.0% 0.0% 1.8% 1.2% 262 -4.1K -15 0.00 139.94 N/A N/A 0 0 1 0 2024-02-02 $64.47 $0.00 22.3% 4.7% 9.9% 13.1% 0.0% 1.4% -4.2% 272 -3.8K -15 0.00 140.75 N/A N/A 0 0 1 0 2024-02-05 $64.26 $0.00 22.1% 4.5% 9.9% 12.9% 0.0% 1.5% -1.1% 276 -3.7K -15 0.00 140.48 N/A N/A 0 0 1 0 2024-02-06 $64.50 $0.00 25.4% 4.8% 9.7% 17.2% 0.0% 1.9% -3.6% 287 -3.8K -15 0.00 140.44 N/A N/A 0 0 1 0 2024-02-07 $64.62 $0.00 14.7% 4.2% 9.0% 3.2% 0.0% 1.1% -0.2% 277 -3.9K -15 0.00 140.94 N/A N/A 0 0 1 0 2024-02-08 $64.16 $0.00 14.9% 4.3% 9.2% 3.4% 0.0% 0.9% 0.2% 282 -3.6K -15 0.00 141.40 N/A N/A 0 0 1 0 2024-02-09 $64.35 $0.00 15.2% 4.3% 9.3% 3.8% 0.0% 1.7% -0.8% 299 -3.7K -15 0.00 141.33 N/A N/A 0 0 1 0 2024-02-12 $64.47 $0.00 16.2% 4.6% 9.1% 5.1% 0.0% 1.1% -1.6% 296 -3.6K -15 0.00 141.24 N/A N/A 0 0 1 0 2024-02-13 $63.36 $0.00 15.7% 4.5% 10.4% 4.5% 0.0% 0.7% -1.5% 291 -3.2K -15 0.00 141.72 N/A N/A 0 0 1 0 2024-02-14 $64.22 $0.00 16.1% 4.6% 11.0% 5.0% 0.0% 1.6% -1.4% 299 -3.6K -15 0.00 141.54 N/A N/A 0 0 1 0 2024-02-15 $65.10 $0.00 15.5% 4.4% 11.9% 4.2% 0.0% 1.4% 7.5% 290 -4.1K -14 0.00 141.69 N/A N/A 0 0 1 0 2024-02-16 $65.28 $0.00 16.2% 4.6% 11.8% 5.2% 0.0% 0.7% 5.9% 285 -4.2K -14 0.00 141.72 N/A N/A 0 0 1 0 2024-02-20 $65.65 $0.00 16.7% 4.8% 11.9% 5.8% 0.0% 0.9% -2.9% 276 -4.3K -14 0.00 141.19 N/A N/A 0 0 1 0 2024-02-21 $65.70 $0.00 17.0% 4.9% 11.8% 6.2% 0.0% 1.4% -3.4% 277 -4.3K -13 0.00 142.04 N/A N/A 0 0 1 0 2024-02-22 $66.21 $0.00 16.5% 4.7% 11.8% 5.6% 0.0% 1.1% -3.1% 280 -4.6K -13 0.00 141.66 N/A N/A 0 0 1 0 2024-02-23 $66.32 $0.00 18.5% 5.3% 11.8% 8.1% 0.0% 1.1% -5.9% 268 -4.5K -13 0.00 142.00 N/A N/A 0 0 1 0 2024-02-26 $66.16 $0.00 17.9% 5.1% 11.9% 7.4% 0.0% 0.6% -4.0% 288 -4.6K -12 0.00 142.06 N/A N/A 0 0 1 0 2024-02-27 $66.08 $0.00 18.4% 5.3% 11.8% 8.1% 0.0% 0.8% -4.9% 293 -4.5K -13 0.00 141.62 N/A N/A 0 0 1 0 2024-02-28 $65.59 $0.00 18.8% 5.4% 12.2% 8.6% 0.0% 1.0% -5.4% 307 -4.4K -13 0.00 142.21 N/A N/A 0 0 1 0 2024-02-29 $65.89 $0.00 19.0% 5.4% 12.2% 8.8% 0.0% 1.0% -5.4% 298 -4.5K -13 0.00 141.59 N/A N/A 0 0 1 0
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