IGRO Options History — October 2024 In October 2024, IGRO traded between $70.90 and $74.36. ATM implied volatility averaged 18.6%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 7.5% (HV 20d: 11.1%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 27.2% change2024-10-28 : Highest IV Rank — 16.5%2024-10-28 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $73.00 $70.90 $74.36 $74.36 $70.90 ATM IV 18.6% 15.4% 22.9% 19.1% 22.5% Expected Move 5.1% 4.4% 6.6% 5.5% 6.5% HV 20d 11.1% 8.5% 12.8% 12.3% 9.2% HV 60d 13.3% 11.4% 13.8% 13.7% 11.7% IV Rank 9.8% 4.9% 16.5% 10.6% 16.0% IV Percentile 46.6% 17.5% 73.8% 52.0% 73.4% Term Structure -2.2% -6.6% 1.1% -2.4% -5.6% Skew 25d 1.5% -2.2% 3.1% 1.6% 3.1% Skew 10d 4.3% 0.8% 10.6% 4.0% 1.1% Call IV 25d 17.9% 15.1% 22.2% 19.5% 22.2% Put IV 25d 19.3% 16.9% 25.3% 21.2% 25.3% Bid-Ask Spread % 165.09 150.64 176.43 156.94 170.12 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 56 12 114 54 91 Net DEX -21.6K -22.0K -21.0K -22.0K -21.0K Net VEX -2 -4 0 -3 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3 3 3 3 3
Daily Data (23 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 2024-10-01 $74.36 $0.00 19.1% 5.5% 12.3% 10.6% 0.0% 1.6% -2.4% 54 -22.0K -3 0.00 156.94 N/A N/A 0 0 3 0 2024-10-02 $74.29 $0.00 19.1% 5.5% 12.3% 10.6% 0.0% 1.1% -2.0% 51 -22.0K -2 0.00 156.79 N/A N/A 0 0 3 0 2024-10-03 $73.66 $0.00 19.4% 4.6% 12.8% 11.1% 0.0% 2.0% -0.0% 52 -21.8K -2 0.00 150.64 N/A N/A 0 0 3 0 2024-10-04 $74.05 $0.00 19.4% 4.5% 11.9% 11.1% 0.0% 1.7% 1.1% 44 -22.0K -2 0.00 155.03 N/A N/A 0 0 3 0 2024-10-07 $73.91 $0.00 21.9% 4.9% 11.8% 15.0% 0.0% 2.5% -1.0% 34 -22.0K -1 0.00 152.83 N/A N/A 0 0 3 0 2024-10-08 $73.18 $0.00 22.5% 4.7% 12.3% 15.9% 0.0% 1.6% -0.0% 41 -21.7K -2 0.00 156.93 N/A N/A 0 0 3 0 2024-10-09 $73.21 $0.00 16.3% 4.7% 12.3% 6.4% 0.0% 2.1% -0.4% 33 -21.8K -1 0.00 159.40 N/A N/A 0 0 3 0 2024-10-10 $73.03 $0.00 16.3% 4.7% 11.9% 6.4% 0.0% 1.8% -1.3% 27 -21.7K -1 0.00 158.87 N/A N/A 0 0 3 0 2024-10-11 $73.56 $0.00 15.4% 4.4% 12.2% 4.9% 0.0% 2.0% -1.3% 15 -21.9K -1 0.00 162.88 N/A N/A 0 0 3 0 2024-10-14 $73.62 $0.00 15.8% 4.5% 11.9% 5.6% 0.0% 1.6% -1.4% 14 -21.9K 0 0.00 164.32 N/A N/A 0 0 3 0 2024-10-15 $73.00 $0.00 16.2% 4.6% 12.1% 6.1% 0.0% 1.1% -2.7% 16 -21.7K -1 0.00 162.48 N/A N/A 0 0 3 0 2024-10-16 $73.29 $0.00 16.8% 4.8% 12.1% 7.0% 0.0% 1.9% -0.5% 34 -21.8K -1 0.00 163.78 N/A N/A 0 0 3 0 2024-10-17 $73.33 $0.00 16.3% 4.7% 11.0% 6.3% 0.0% 1.7% -0.5% 29 -21.8K -1 0.00 164.28 N/A N/A 0 0 3 0 2024-10-18 $73.73 $0.00 16.0% 4.6% 11.2% 5.9% 0.0% 1.6% -2.4% 12 -22.0K 0 0.00 167.59 N/A N/A 0 0 3 0 2024-10-21 $72.95 $0.00 16.7% 4.8% 11.7% 6.9% 0.0% 1.0% -2.7% 70 -21.5K -2 0.00 174.79 N/A N/A 0 0 3 0 2024-10-22 $72.53 $0.00 16.9% 4.8% 11.3% 7.2% 0.0% 1.1% -2.3% 81 -21.4K -3 0.00 172.24 N/A N/A 0 0 3 0 2024-10-23 $72.03 $0.00 18.7% 5.4% 10.6% 10.0% 0.0% -0.2% -3.1% 100 -21.1K -4 0.00 173.17 N/A N/A 0 0 3 0 2024-10-24 $72.23 $0.00 19.0% 5.5% 8.5% 10.5% 0.0% 1.5% -3.8% 95 -21.2K -4 0.00 174.41 N/A N/A 0 0 3 0 2024-10-25 $72.12 $0.00 18.4% 5.3% 8.5% 9.6% 0.0% 1.7% -2.8% 102 -21.2K -4 0.00 175.21 N/A N/A 0 0 3 0 2024-10-28 $72.50 $0.00 22.9% 6.6% 8.8% 16.5% 0.0% 2.1% -6.6% 88 -21.4K -3 0.00 176.16 N/A N/A 0 0 3 0 2024-10-29 $72.06 $0.00 20.5% 5.9% 8.9% 12.8% 0.0% 1.3% -4.9% 94 -21.3K -3 0.00 176.43 N/A N/A 0 0 3 0 2024-10-30 $71.53 $0.00 21.1% 6.1% 9.1% 13.8% 0.0% -2.2% -4.6% 114 -21.0K -4 0.00 171.90 N/A N/A 0 0 3 0 2024-10-31 $70.90 $0.00 22.5% 6.5% 9.2% 16.0% 0.0% 3.1% -5.6% 91 -21.0K -2 0.00 170.12 N/A N/A 0 0 3 0
« Sep 2024 | All History | Nov 2024 » Home IGRO History October 2024