IGRO Options History — June 2024 In June 2024, IGRO traded between $66.31 and $69.00. ATM implied volatility averaged 17.6%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 6.0% (HV 20d: 11.6%). Max pain ranged from $64.00 to $64.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 29.7% change2024-06-11 : Highest IV Rank — 14.7%2024-06-05 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $67.48 $66.31 $69.00 $68.41 $67.27 Max Pain $64.00 $64.00 $64.00 $64.00 $64.00 ATM IV 17.6% 14.5% 21.7% 18.8% 17.4% Expected Move 4.7% 4.0% 5.6% 5.4% 5.0% HV 20d 11.6% 9.6% 13.2% 9.7% 11.9% HV 60d 10.7% 9.9% 11.3% 10.0% 11.1% IV Rank 8.3% 3.6% 14.7% 10.2% 8.0% IV Percentile 21.1% 2.4% 36.5% 28.2% 23.4% Term Structure -2.8% -5.7% -0.5% -5.5% -4.1% Skew 25d 1.1% 0.7% 1.6% 0.7% 1.3% Skew 10d 2.5% -0.7% 7.3% 4.9% 1.0% Call IV 25d 17.4% 14.8% 21.4% 20.7% 18.9% Put IV 25d 18.5% 15.7% 22.7% 21.4% 20.2% Bid-Ask Spread % 161.53 136.85 168.87 138.10 168.64 Gamma HHI 0.30 0.28 0.31 0.28 0.31 Net GEX 6.0K 4.9K 6.6K 5.7K 6.3K Net DEX -97.6K -115.9K -82.3K -115.1K -93.8K Net VEX -208 -239 -179 -207 -196 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 19.474 19 21 21 19
Daily Data (19 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 2024-06-03 $68.41 $64.00 18.8% 5.4% 9.7% 10.2% 0.0% 0.7% -5.5% 5.7K -115.1K -207 0.00 138.10 N/A N/A 0 0 21 0 2024-06-04 $68.48 $64.00 18.9% 5.4% 9.6% 10.3% 0.0% 1.2% -4.9% 5.6K -115.9K -206 0.00 137.32 N/A N/A 0 0 21 0 2024-06-05 $68.72 $64.00 19.5% 5.6% 9.6% 11.3% 0.0% 1.2% -5.7% 5.3K -115.7K -206 0.00 136.85 N/A N/A 0 0 21 0 2024-06-06 $69.00 $0.00 19.7% 4.4% 9.6% 11.6% 0.0% 1.3% -1.7% 4.9K -114.0K -179 0.00 164.32 N/A N/A 0 0 20 0 2024-06-07 $68.35 $0.00 20.4% 4.6% 9.8% 12.6% 0.0% 1.0% -1.6% 5.5K -108.4K -196 0.00 163.61 N/A N/A 0 0 20 0 2024-06-10 $68.34 $0.00 21.4% 4.0% 9.7% 14.2% 0.0% 1.6% -0.6% 5.4K -107.4K -196 0.00 168.87 N/A N/A 0 0 20 0 2024-06-11 $67.06 $0.00 21.7% 4.0% 11.9% 14.7% 0.0% 1.5% -0.5% 6.5K -93.5K -216 0.00 159.82 N/A N/A 0 0 19 0 2024-06-12 $67.59 $0.00 15.3% 4.4% 12.3% 4.7% 0.0% 0.7% -1.2% 5.8K -97.5K -205 0.00 161.50 N/A N/A 0 0 19 0 2024-06-13 $66.86 $0.00 14.5% 4.2% 12.4% 3.6% 0.0% 1.1% -2.3% 5.9K -89.2K -218 0.00 167.31 N/A N/A 0 0 19 0 2024-06-14 $66.31 $0.00 15.0% 4.3% 12.6% 4.3% 0.0% 1.1% -0.9% 6.3K -82.6K -239 0.00 163.12 N/A N/A 0 0 19 0 2024-06-17 $66.40 $0.00 16.0% 4.6% 12.5% 5.8% 0.0% 1.3% -1.8% 6.2K -82.3K -234 0.00 165.49 N/A N/A 0 0 19 0 2024-06-18 $66.71 $0.00 15.2% 4.4% 12.7% 4.6% 0.0% 1.1% -3.3% 6.6K -88.4K -219 0.00 167.15 N/A N/A 0 0 19 0 2024-06-20 $66.80 $0.00 15.6% 4.5% 12.7% 5.1% 0.0% 1.1% -2.4% 6.5K -89.5K -212 0.00 167.60 N/A N/A 0 0 19 0 2024-06-21 $66.55 $0.00 15.7% 4.5% 12.5% 5.4% 0.0% 1.1% -2.4% 6.2K -84.9K -224 0.00 167.15 N/A N/A 0 0 19 0 2024-06-24 $67.33 $0.00 18.1% 5.2% 13.1% 9.0% 0.0% 0.8% -3.8% 6.1K -94.5K -200 0.00 167.48 N/A N/A 0 0 19 0 2024-06-25 $67.59 $0.00 16.3% 4.7% 12.9% 6.4% 0.0% 1.2% -3.0% 6.1K -96.0K -194 0.00 168.52 N/A N/A 0 0 19 0 2024-06-26 $67.02 $0.00 17.1% 4.9% 13.2% 7.5% 0.0% 0.9% -3.1% 6.3K -91.3K -203 0.00 168.43 N/A N/A 0 0 19 0 2024-06-27 $67.25 $0.00 17.6% 5.0% 12.3% 8.3% 0.0% 0.9% -3.7% 6.4K -93.8K -200 0.00 167.73 N/A N/A 0 0 19 0 2024-06-28 $67.27 $0.00 17.4% 5.0% 11.9% 8.0% 0.0% 1.3% -4.1% 6.3K -93.8K -196 0.00 168.64 N/A N/A 0 0 19 0
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