IGRO Options History — August 2024 In August 2024, IGRO traded between $66.69 and $73.14. ATM implied volatility averaged 21.2%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 4.6% (HV 20d: 16.6%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days.
Notable Days 2024-08-14 : Largest IV drop — 63.1% change2024-08-06 : Highest IV Rank — 45.1%2024-08-06 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $70.30 $66.69 $73.14 $69.23 $73.08 Max Pain $65.00 $65.00 $65.00 $65.00 $65.00 ATM IV 21.2% 13.4% 41.3% 20.5% 16.2% Expected Move 4.7% 3.8% 7.0% 5.9% 4.6% HV 20d 16.6% 13.3% 18.3% 13.3% 13.9% HV 60d 13.2% 11.6% 13.6% 11.6% 13.6% IV Rank 13.9% 1.7% 45.1% 12.8% 6.2% IV Percentile 36.5% 1.6% 92.5% 46.4% 24.2% Term Structure -1.6% -8.4% 6.9% -6.3% -2.4% Skew 25d 1.6% 0.6% 2.5% 1.4% 0.9% Skew 10d 2.9% 1.0% 5.1% 1.0% 5.1% Call IV 25d 17.5% 14.6% 25.2% 22.4% 17.6% Put IV 25d 19.0% 16.2% 27.7% 23.8% 18.6% Bid-Ask Spread % 140.75 134.49 158.00 158.00 137.22 Gamma HHI 0.34 0.29 0.41 0.31 0.38 Net GEX 3.5K 807 6.6K 5.0K 867 Net DEX -116.5K -137.5K -79.9K -110.8K -136.8K Net VEX -79 -176 -9 -118 -12 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 19 19 19 19 19
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 2024-08-01 $69.23 $0.00 20.5% 5.9% 13.3% 12.8% 0.0% 1.4% -6.3% 5.0K -110.8K -118 0.00 158.00 N/A N/A 0 0 19 0 2024-08-02 $68.14 $0.00 22.5% 6.5% 14.5% 15.9% 0.0% 2.1% -3.9% 5.9K -95.2K -157 0.00 157.80 N/A N/A 0 0 19 0 2024-08-05 $66.69 $65.00 33.4% 6.1% 16.3% 32.9% 0.0% 2.0% -1.3% 5.3K -79.9K -176 0.00 147.11 N/A N/A 0 0 19 0 2024-08-06 $66.95 $65.00 41.3% 7.0% 16.4% 45.1% 0.0% 2.5% -8.4% 5.0K -82.2K -171 0.00 148.22 N/A N/A 0 0 19 0 2024-08-07 $67.08 $65.00 26.4% 5.0% 15.7% 22.0% 0.0% 1.4% -1.2% 6.6K -84.9K -167 0.00 134.49 N/A N/A 0 0 19 0 2024-08-08 $68.03 $65.00 33.0% 5.5% 16.4% 32.2% 0.0% 2.3% -3.0% 5.3K -94.1K -147 0.00 147.68 N/A N/A 0 0 19 0 2024-08-09 $68.23 $65.00 25.8% 4.4% 16.0% 21.1% 0.0% 2.2% 0.4% 5.9K -98.8K -139 0.00 136.44 N/A N/A 0 0 19 0 2024-08-12 $68.27 $65.00 32.8% 4.5% 15.9% 31.9% 0.0% 1.7% -0.8% 5.9K -100.1K -131 0.00 135.62 N/A N/A 0 0 19 0 2024-08-13 $69.53 $65.00 38.4% 4.0% 17.1% 40.6% 0.0% 2.3% 0.8% 4.8K -114.1K -95 0.00 139.08 N/A N/A 0 0 19 0 2024-08-14 $69.71 $65.00 14.2% 4.1% 17.2% 3.0% 0.0% 1.8% 0.2% 4.6K -116.0K -89 0.00 139.37 N/A N/A 0 0 19 0 2024-08-15 $70.44 $65.00 13.9% 4.0% 17.4% 2.6% 0.0% 1.7% 6.9% 3.6K -122.8K -63 0.00 138.62 N/A N/A 0 0 19 0 2024-08-16 $70.80 $65.00 13.4% 3.8% 17.4% 1.7% 0.0% 1.7% -0.2% 3.1K -125.6K -54 0.00 138.91 N/A N/A 0 0 19 0 2024-08-19 $71.58 $65.00 13.7% 3.9% 17.7% 2.2% 0.0% 1.3% -1.7% 2.2K -130.3K -34 0.00 138.78 N/A N/A 0 0 19 0 2024-08-20 $71.41 $65.00 14.5% 4.2% 17.6% 3.5% 0.0% 1.1% -0.4% 2.3K -129.5K -39 0.00 137.98 N/A N/A 0 0 19 0 2024-08-21 $71.83 $65.00 14.1% 4.0% 17.4% 2.8% 0.0% 1.2% -1.1% 1.9K -131.6K -28 0.00 138.48 N/A N/A 0 0 19 0 2024-08-22 $71.50 $65.00 16.2% 4.7% 17.5% 6.2% 0.0% 0.6% -2.5% 2.4K -130.3K -32 0.00 137.72 N/A N/A 0 0 19 0 2024-08-23 $72.72 $65.00 14.2% 4.1% 18.2% 3.1% 0.0% 1.5% -1.4% 1.2K -135.4K -17 0.00 137.27 N/A N/A 0 0 19 0 2024-08-26 $72.55 $65.00 15.2% 4.4% 18.2% 4.6% 0.0% 1.0% -1.5% 1.3K -134.6K -21 0.00 136.85 N/A N/A 0 0 19 0 2024-08-27 $72.94 $65.00 15.5% 4.5% 18.3% 5.1% 0.0% 1.3% -1.8% 998 -136.2K -14 0.00 137.44 N/A N/A 0 0 19 0 2024-08-28 $72.73 $65.00 15.7% 4.5% 17.7% 5.4% 0.0% 1.1% -1.7% 1.2K -135.4K -16 0.00 137.18 N/A N/A 0 0 19 0 2024-08-29 $73.14 $65.00 16.2% 4.6% 15.5% 6.1% 0.0% 1.1% -2.8% 807 -137.5K -9 0.00 136.30 N/A N/A 0 0 19 0 2024-08-30 $73.08 $65.00 16.2% 4.6% 13.9% 6.2% 0.0% 0.9% -2.4% 867 -136.8K -12 0.00 137.22 N/A N/A 0 0 19 0
« Jul 2024 | All History | Sep 2024 » Home IGRO History August 2024