IGRO Options History — May 2024

In May 2024, IGRO traded between $65.75 and $68.71. ATM implied volatility averaged 19.3%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 9.7% (HV 20d: 9.6%). Max pain ranged from $64.00 to $64.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-05-14: Highest Volume — 3 contracts
  • 2024-05-15: Largest IV drop — 59.9% change
  • 2024-05-14: Highest IV Rank — 35.3%
  • 2024-05-02: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.62$65.75$68.71$65.75$68.02
Max Pain$64.00$64.00$64.00$64.00$64.00
ATM IV19.3%14.0%35.0%18.4%17.7%
Expected Move4.5%4.0%5.6%5.3%5.1%
HV 20d9.6%7.3%12.3%11.9%9.7%
HV 60d10.2%9.8%11.0%10.9%10.2%
IV Rank11.0%2.8%35.3%9.5%8.5%
IV Percentile23.1%0.8%81.0%21.0%22.6%
Term Structure-2.7%-5.1%3.6%-4.4%-4.4%
Skew 25d1.2%0.5%2.1%0.9%1.0%
Skew 10d4.0%1.0%5.8%1.4%4.3%
Call IV 25d17.1%14.6%22.8%22.2%19.4%
Put IV 25d18.3%16.2%23.5%23.1%20.5%
Bid-Ask Spread %140.50134.50159.73158.65138.28
Gamma HHI0.290.270.300.290.28
Net GEX5.5K4.9K6.5K4.9K6.0K
Net DEX-96.5K-116.7K-67.9K-67.9K-108.0K
Net VEX-245-277-220-277-232
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.1360300
Total OI19.63618211821

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$65.75$0.0018.4%5.3%11.9%9.5%0.0%0.9%-4.4%4.9K-67.9K-2770.00158.65N/AN/A00180
2024-05-02$66.19$0.0019.6%5.6%12.0%11.4%0.0%0.9%-4.9%5.4K-73.5K-2710.00159.73N/AN/A00180
2024-05-03$66.56$0.0019.1%5.5%12.2%10.6%0.0%0.5%-5.1%5.3K-76.7K-2670.00159.35N/AN/A00180
2024-05-06$66.95$64.0021.3%4.2%12.3%14.0%0.0%1.7%-1.3%5.4K-79.9K-2600.00138.41N/AN/A00180
2024-05-07$66.92$64.0021.2%4.1%12.3%13.8%0.0%1.1%-2.1%5.6K-81.1K-2550.00138.78N/AN/A00180
2024-05-08$67.00$64.0022.6%4.1%11.0%16.1%0.0%1.5%-1.2%5.5K-80.3K-2570.00138.63N/AN/A00180
2024-05-09$67.70$64.0022.4%4.0%11.4%15.7%0.0%1.7%-0.5%5.2K-85.2K-2420.00137.08N/AN/A00180
2024-05-10$67.89$64.0023.9%4.0%9.2%18.1%0.0%1.3%-3.0%5.3K-89.7K-2340.00134.59N/AN/A00180
2024-05-13$67.90$64.0030.8%4.1%8.9%28.8%0.0%0.8%-3.1%5.2K-89.5K-2320.00137.55N/AN/A00180
2024-05-14$67.93$64.0035.0%4.2%8.1%35.3%0.0%1.5%-3.4%5.2K-89.3K-2320.00137.17N/AN/A30180
2024-05-15$68.51$64.0014.0%4.0%8.3%2.8%0.0%1.9%0.3%5.1K-104.0K-2680.00136.49N/AN/A00210
2024-05-16$68.39$64.0015.8%4.5%8.4%5.5%0.0%0.9%3.6%5.4K-113.5K-2390.00137.00N/AN/A00210
2024-05-17$68.66$64.0014.4%4.1%8.4%3.4%0.0%2.1%-2.2%5.2K-114.9K-2300.00136.04N/AN/A00210
2024-05-20$68.71$64.0014.8%4.2%7.9%3.9%0.0%1.4%-2.4%5.2K-116.7K-2200.00136.27N/AN/A00210
2024-05-21$68.47$64.0015.9%4.6%7.3%5.7%0.0%1.1%-4.4%5.4K-114.7K-2240.00134.50N/AN/A00210
2024-05-22$67.97$64.0015.7%4.5%7.6%5.3%0.0%0.7%-2.9%5.8K-109.6K-2370.00137.99N/AN/A00210
2024-05-23$67.53$64.0015.6%4.5%8.1%5.2%0.0%0.5%-2.9%6.3K-104.5K-2530.00139.63N/AN/A00210
2024-05-24$68.08$64.0015.7%4.5%8.4%5.3%0.0%1.0%-2.9%5.8K-111.1K-2340.00138.03N/AN/A00210
2024-05-28$67.90$64.0016.4%4.7%8.5%6.4%0.0%0.8%-3.3%6.0K-108.8K-2340.00138.48N/AN/A00210
2024-05-29$67.00$64.0017.6%5.0%9.4%8.3%0.0%0.8%-3.9%6.5K-98.6K-2610.00139.76N/AN/A00210
2024-05-30$67.56$64.0017.1%4.9%9.7%7.5%0.0%1.0%-3.9%6.0K-106.3K-2360.00138.56N/AN/A00210
2024-05-31$68.02$64.0017.7%5.1%9.7%8.5%0.0%1.0%-4.4%6.0K-108.0K-2320.00138.28N/AN/A00210