IGRO Options History — March 2024 In March 2024, IGRO traded between $66.29 and $67.84. ATM implied volatility averaged 21.2%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 10.7% (HV 20d: 10.4%). Max pain ranged from $69.00 to $69.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-03-15 : Highest Volume — 1 contracts2024-03-27 : Largest IV spike — 130.0% change2024-03-27 : Highest IV Rank — 38.7%2024-03-27 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $67.20 $66.29 $67.84 $66.47 $67.34 Max Pain $69.00 $69.00 $69.00 $69.00 $69.00 ATM IV 21.2% 14.1% 37.5% 20.9% 17.5% Expected Move 4.8% 4.0% 10.7% 6.0% 5.0% HV 20d 10.4% 8.9% 12.4% 12.3% 9.2% HV 60d 10.6% 9.9% 11.3% 10.9% 9.9% IV Rank 12.3% 2.4% 38.7% 11.3% 8.2% IV Percentile 21.3% 0.8% 84.1% 14.7% 12.7% Term Structure -2.6% -12.2% 1.2% -7.9% -3.7% VWIV 18.6% 18.6% 18.6% 18.6% 18.6% Skew 25d 1.9% 0.5% 5.3% 0.9% 1.7% Skew 10d 1.4% 0.7% 4.6% 0.9% 0.9% Call IV 25d 17.2% 12.5% 51.3% 22.6% 17.3% Put IV 25d 19.2% 15.6% 51.8% 23.4% 19.0% Bid-Ask Spread % 142.12 140.26 151.28 141.70 141.22 Gamma HHI 0.79 0.51 1.00 1.00 0.55 Net GEX 59 -246 282 280 -246 Net DEX -3.2K -5.6K -276 -4.8K -1.1K Net VEX -13 -18 -9 -12 -14 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.05 0 1 0 0 Total OI 1.45 1 2 1 2
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 2024-03-01 $66.47 $0.00 20.9% 6.0% 12.3% 11.3% 0.0% 0.9% -7.9% 280 -4.8K -12 0.00 141.70 N/A N/A 0 0 1 0 2024-03-04 $66.40 $0.00 23.6% 4.1% 11.4% 14.9% 0.0% 1.0% 0.8% 282 -4.6K -13 0.00 142.86 N/A N/A 0 0 1 0 2024-03-05 $66.29 $0.00 24.6% 4.0% 11.3% 16.1% 0.0% 0.8% 1.2% 268 -4.5K -13 0.00 142.32 N/A N/A 0 0 1 0 2024-03-06 $66.98 $0.00 23.3% 4.0% 11.7% 14.4% 0.0% 1.3% -0.5% 259 -5.1K -11 0.00 142.18 N/A N/A 0 0 1 0 2024-03-07 $67.84 $0.00 24.0% 4.0% 12.4% 15.4% 0.0% 1.6% -0.5% 241 -5.5K -10 0.00 142.25 N/A N/A 0 0 1 0 2024-03-08 $67.78 $0.00 24.7% 4.0% 11.9% 16.2% 0.0% 0.7% -0.2% 239 -5.4K -10 0.00 142.03 N/A N/A 0 0 1 0 2024-03-11 $67.47 $0.00 36.3% 5.3% 12.2% 31.4% 0.0% 1.3% -7.4% 258 -5.2K -10 0.00 142.09 N/A N/A 0 0 1 0 2024-03-12 $67.70 $0.00 37.5% 4.0% 12.2% 33.0% 0.0% 1.0% -0.9% 258 -5.5K -9 0.00 142.44 N/A N/A 0 0 1 0 2024-03-13 $67.73 $0.00 14.1% 4.0% 9.7% 2.4% 0.0% 1.1% -0.8% 241 -5.6K -9 0.00 142.20 N/A N/A 0 0 1 0 2024-03-14 $67.16 $0.00 14.9% 4.3% 9.8% 3.5% 0.0% 1.5% -1.1% 266 -4.9K -12 0.00 143.59 N/A N/A 0 0 1 0 2024-03-15 $67.28 $0.00 15.0% 4.3% 8.9% 4.2% 18.6% 2.4% -1.7% 270 -5.0K -11 0.00 140.26 N/A N/A 0 1 1 0 2024-03-18 $67.13 $69.00 15.5% 4.4% 8.9% 5.1% 0.0% 4.2% -2.5% -159 -276 -17 0.00 140.60 N/A N/A 0 0 1 1 2024-03-19 $67.02 $69.00 15.8% 4.5% 8.9% 5.5% 0.0% 5.3% -2.6% -148 -431 -17 0.00 141.50 N/A N/A 0 0 1 1 2024-03-20 $67.75 $69.00 15.1% 4.3% 9.5% 4.5% 0.0% 1.6% -2.2% -244 -1.2K -16 0.00 140.38 N/A N/A 0 0 1 1 2024-03-21 $67.28 $69.00 16.3% 4.7% 9.7% 6.3% 0.0% 1.0% -2.6% -225 -1.1K -16 0.00 140.64 N/A N/A 0 0 1 1 2024-03-22 $67.00 $69.00 15.3% 4.4% 9.8% 4.8% 0.0% 2.9% -2.3% -197 -788 -16 0.00 140.52 N/A N/A 0 0 1 1 2024-03-25 $66.98 $69.00 15.5% 4.4% 9.8% 5.0% 0.0% 4.3% -2.4% -195 -765 -15 0.00 141.56 N/A N/A 0 0 1 1 2024-03-26 $67.09 $69.00 16.2% 4.6% 9.8% 6.1% 0.0% 3.6% -2.9% -209 -910 -15 0.00 140.80 N/A N/A 0 0 1 1 2024-03-27 $67.34 $69.00 37.1% 10.7% 9.3% 38.7% 0.0% 0.5% -12.2% -67 -1.1K -18 0.00 151.28 N/A N/A 0 0 1 1 2024-03-28 $67.34 $69.00 17.5% 5.0% 9.2% 8.2% 0.0% 1.7% -3.7% -246 -1.1K -14 0.00 141.22 N/A N/A 0 0 1 1
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