IGRO Options History — April 2024 In April 2024, IGRO traded between $64.19 and $67.01. ATM implied volatility averaged 18.1%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 8.0% (HV 20d: 10.1%). Max pain ranged from $69.00 to $69.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-16 : Highest Volume — 6 contracts2024-04-10 : Largest IV drop — 31.4% change2024-04-09 : Highest IV Rank — 16.0%2024-04-02 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $65.70 $64.19 $67.01 $67.01 $65.63 Max Pain $69.00 $69.00 $69.00 $69.00 $69.00 ATM IV 18.1% 15.2% 22.6% 17.6% 18.0% Expected Move 4.8% 3.9% 5.8% 5.1% 5.2% HV 20d 10.1% 7.7% 12.0% 9.0% 12.0% HV 60d 10.5% 9.9% 11.1% 10.0% 10.9% IV Rank 9.1% 4.5% 16.0% 8.4% 9.0% IV Percentile 15.5% 4.4% 23.4% 13.1% 20.2% Term Structure -2.4% -5.3% 0.1% -3.9% -3.9% Skew 25d 2.4% 0.2% 12.1% 6.8% 0.2% Skew 10d 0.4% -3.2% 1.7% 0.9% 1.0% Call IV 25d 17.0% 10.2% 22.1% 13.7% 22.1% Put IV 25d 19.4% 15.6% 22.3% 20.5% 22.3% Bid-Ask Spread % 157.02 140.58 166.27 140.58 159.09 Gamma HHI 0.40 0.29 0.54 0.54 0.30 Net GEX 2.1K -208 5.5K -208 5.5K Net DEX -25.9K -73.3K 922 -619 -68.8K Net VEX -124 -290 -12 -14 -278 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 0.818 0 6 0 0 Total OI 8.636 2 18 2 18
Daily Data (22 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 2024-04-01 $67.01 $69.00 17.6% 5.1% 9.0% 8.4% 0.0% 6.8% -3.9% -208 -619 -14 0.00 140.58 N/A N/A 0 0 1 1 2024-04-02 $66.50 $69.00 20.2% 5.8% 9.4% 12.4% 0.0% 9.9% -5.3% -130 -44 -13 0.00 141.74 N/A N/A 0 0 1 1 2024-04-03 $66.80 $69.00 17.8% 5.1% 9.5% 8.7% 0.0% 12.1% -3.9% -171 -314 -14 0.00 140.59 N/A N/A 0 0 1 1 2024-04-04 $66.38 $0.00 21.1% 4.4% 9.0% 13.8% 0.0% 1.0% -2.2% -97 35 -14 0.00 164.07 N/A N/A 0 0 1 1 2024-04-05 $66.54 $0.00 19.3% 3.9% 7.7% 11.0% 0.0% 1.7% 0.1% -115 -37 -13 0.00 164.83 N/A N/A 0 0 1 1 2024-04-08 $66.70 $0.00 22.3% 4.2% 7.8% 15.7% 0.0% 0.8% -1.7% -157 -236 -12 0.00 166.27 N/A N/A 0 0 1 1 2024-04-09 $66.72 $0.00 22.6% 4.2% 7.7% 16.0% 0.0% 1.0% -0.3% -154 -212 -12 0.00 165.85 N/A N/A 0 0 1 1 2024-04-10 $65.75 $0.00 15.5% 4.4% 9.0% 5.0% 0.0% 1.2% -1.5% -13 922 -13 0.00 163.08 N/A N/A 0 0 1 1 2024-04-11 $66.10 $0.00 15.2% 4.4% 9.3% 4.5% 0.0% 1.7% -1.7% -58 602 -12 0.00 162.89 N/A N/A 2 0 1 1 2024-04-12 $65.00 $0.00 16.3% 4.7% 10.5% 6.3% 0.0% 1.5% -2.2% 369 -2.2K -29 0.00 157.76 N/A N/A 0 0 2 1 2024-04-15 $64.71 $0.00 17.1% 4.9% 10.5% 7.5% 0.0% 1.0% -0.6% 391 -1.8K -28 0.00 157.85 N/A N/A 0 0 2 1 2024-04-16 $64.21 $0.00 17.5% 5.0% 10.7% 8.2% 0.0% 0.5% -0.3% 440 -958 -28 0.00 156.37 N/A N/A 6 0 2 1 2024-04-17 $64.23 $0.00 17.1% 4.9% 10.7% 7.6% 0.0% 2.1% -2.4% 2.1K -19.4K -128 0.00 152.89 N/A N/A 5 0 8 1 2024-04-18 $64.19 $0.00 17.4% 5.0% 9.6% 8.0% 0.0% 0.9% -3.0% 3.3K -32.4K -209 0.00 155.17 N/A N/A 0 0 13 1 2024-04-19 $64.46 $0.00 18.2% 5.2% 9.8% 9.2% 0.0% 1.6% -2.5% 3.4K -34.1K -210 0.00 155.06 N/A N/A 5 0 13 1 2024-04-22 $65.18 $0.00 17.6% 5.0% 10.8% 8.3% 0.0% 1.7% -1.9% 5.1K -63.9K -290 0.00 157.33 N/A N/A 0 0 18 0 2024-04-23 $65.97 $0.00 16.3% 4.7% 11.8% 6.2% 0.0% 1.6% -1.5% 5.0K -69.9K -286 0.00 158.64 N/A N/A 0 0 18 0 2024-04-24 $65.63 $0.00 17.2% 4.9% 11.9% 7.7% 0.0% 0.7% -2.9% 5.0K -67.0K -285 0.00 158.51 N/A N/A 0 0 18 0 2024-04-25 $65.58 $0.00 16.8% 4.8% 11.7% 7.1% 0.0% 2.0% -3.0% 5.2K -66.4K -285 0.00 157.74 N/A N/A 0 0 18 0 2024-04-26 $65.93 $0.00 17.6% 5.0% 12.0% 8.3% 0.0% 1.2% -3.7% 5.2K -70.7K -282 0.00 158.90 N/A N/A 0 0 18 0 2024-04-29 $66.18 $0.00 18.9% 5.4% 12.0% 10.4% 0.0% 1.2% -3.9% 5.4K -73.3K -275 0.00 159.22 N/A N/A 0 0 18 0 2024-04-30 $65.63 $0.00 18.0% 5.2% 12.0% 9.0% 0.0% 0.2% -3.9% 5.5K -68.8K -278 0.00 159.09 N/A N/A 0 0 18 0
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