IGRO Options History — September 2024 In September 2024, IGRO traded between $71.63 and $74.61. ATM implied volatility averaged 18.3%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 6.7% (HV 20d: 11.6%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-19 : Highest Volume — 1 contracts2024-09-18 : Largest IV spike — 44.9% change2024-09-05 : Highest IV Rank — 19.8%2024-09-18 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $73.02 $71.63 $74.61 $72.47 $74.19 Max Pain $65.00 $65.00 $65.00 $65.00 $65.00 ATM IV 18.3% 14.5% 25.0% 20.0% 18.6% Expected Move 4.8% 4.2% 6.9% 5.7% 5.3% HV 20d 11.6% 10.1% 12.8% 11.3% 12.8% HV 60d 13.2% 12.8% 13.8% 13.7% 13.7% IV Rank 9.4% 3.5% 19.8% 12.0% 9.8% IV Percentile 35.6% 6.7% 66.3% 50.8% 48.0% Term Structure -2.3% -6.0% -0.0% -5.8% -2.6% Skew 25d 0.9% 0.0% 1.8% 1.1% 1.5% Skew 10d 2.4% -0.8% 8.2% 3.2% 4.6% Call IV 25d 17.9% 15.4% 27.8% 19.9% 19.8% Put IV 25d 18.8% 16.3% 28.8% 21.0% 21.3% Bid-Ask Spread % 154.75 137.79 165.97 137.79 155.01 Gamma HHI 0.56 0.30 1.00 0.33 1.00 Net GEX 889 23 2.7K 1.5K 55 Net DEX -100.6K -139.0K -21.6K -134.9K -21.9K Net VEX -9 -22 -1 -16 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.05 0 1 0 0 Total OI 14.25 3 20 19 3
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 2024-09-03 $72.47 $65.00 20.0% 5.7% 11.3% 12.0% 0.0% 1.1% -5.8% 1.5K -134.9K -16 0.00 137.79 N/A N/A 0 0 19 0 2024-09-04 $72.44 $65.00 20.6% 5.9% 11.4% 13.0% 0.0% 1.8% -6.0% 1.4K -134.4K -16 0.00 137.91 N/A N/A 0 0 19 0 2024-09-05 $72.54 $0.00 25.0% 5.0% 11.5% 19.8% 0.0% 1.1% -3.6% 1.6K -133.4K -22 0.00 155.73 N/A N/A 0 0 19 0 2024-09-06 $71.63 $0.00 20.6% 4.3% 12.2% 13.0% 0.0% 1.0% -0.0% 2.2K -130.8K -22 0.00 154.31 N/A N/A 0 0 19 0 2024-09-09 $72.10 $0.00 22.2% 4.3% 12.3% 15.5% 0.0% 0.8% -1.1% 1.6K -133.3K -15 0.00 151.30 N/A N/A 0 0 19 0 2024-09-10 $71.81 $0.00 22.1% 4.4% 12.5% 15.2% 0.0% 1.5% -1.0% 1.8K -132.2K -18 0.00 153.83 N/A N/A 0 0 19 0 2024-09-11 $71.93 $0.00 15.2% 4.4% 11.0% 4.6% 0.0% 1.4% -0.1% 1.6K -133.1K -16 0.00 155.71 N/A N/A 0 0 19 0 2024-09-12 $72.62 $0.00 14.5% 4.2% 11.4% 3.5% 0.0% 0.9% -0.8% 909 -136.0K -8 0.00 158.06 N/A N/A 0 0 19 0 2024-09-13 $72.72 $0.00 14.8% 4.3% 11.0% 4.0% 0.0% 0.6% -1.3% 812 -136.4K -7 0.00 157.46 N/A N/A 0 0 19 0 2024-09-16 $73.26 $0.00 14.6% 4.2% 11.1% 3.7% 0.0% 1.0% -0.8% 461 -138.2K -4 0.00 157.54 N/A N/A 0 0 19 0 2024-09-17 $72.84 $0.00 16.6% 4.8% 10.8% 6.7% 0.0% 0.2% -1.8% 627 -137.0K -4 0.00 153.21 N/A N/A 0 0 19 0 2024-09-18 $72.54 $0.00 24.0% 6.9% 10.9% 18.3% 0.0% 1.0% -4.9% 2.7K -128.7K -16 0.00 165.97 N/A N/A 0 0 19 0 2024-09-19 $73.55 $0.00 14.6% 4.2% 11.7% 3.7% 0.0% 0.0% -1.4% 261 -139.0K -2 0.00 155.72 N/A N/A 0 1 19 0 2024-09-20 $73.38 $0.00 15.3% 4.4% 11.6% 4.7% 0.0% 0.8% -0.8% 122 -132.1K -2 0.00 157.51 N/A N/A 0 0 19 1 2024-09-23 $73.69 $0.00 15.3% 4.4% 10.1% 4.7% 0.0% 0.1% -2.6% 39 -21.6K -2 0.00 156.76 N/A N/A 0 0 3 0 2024-09-24 $74.34 $0.00 16.4% 4.7% 10.4% 6.5% 0.0% 0.1% -2.4% 32 -21.9K -1 0.00 156.79 N/A N/A 0 0 3 0 2024-09-25 $73.38 $0.00 16.6% 4.8% 11.5% 6.7% 0.0% 0.9% -2.6% 31 -21.8K -1 0.00 155.82 N/A N/A 0 0 3 0 2024-09-26 $74.61 $0.00 21.1% 6.1% 12.8% 13.8% 0.0% 1.5% -3.6% 49 -22.1K -2 0.00 163.73 N/A N/A 0 0 3 0 2024-09-27 $74.41 $0.00 17.3% 5.0% 12.7% 7.8% 0.0% 1.2% -2.6% 23 -22.1K -1 0.00 154.84 N/A N/A 0 0 3 0 2024-09-30 $74.19 $0.00 18.6% 5.3% 12.8% 9.8% 0.0% 1.5% -2.6% 55 -21.9K -3 0.00 155.01 N/A N/A 0 0 3 0
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