IGRO Options History — November 2024 In November 2024, IGRO traded between $69.43 and $73.54. ATM implied volatility averaged 26.7%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 13.3% (HV 20d: 13.4%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 63.4% change2024-11-12 : Highest IV Rank — 60.8%2024-11-29 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $71.45 $69.43 $73.54 $71.02 $70.90 Max Pain $60.00 $60.00 $60.00 $60.00 $60.00 ATM IV 26.7% 19.0% 51.8% 23.2% 27.4% Expected Move 6.2% 5.2% 7.9% 6.6% 7.9% HV 20d 13.4% 8.9% 17.3% 8.9% 17.1% HV 60d 12.1% 11.0% 13.3% 11.4% 13.3% IV Rank 21.4% 9.0% 60.8% 16.9% 22.4% IV Percentile 79.3% 55.6% 99.2% 75.4% 87.7% Term Structure -2.9% -6.9% 1.2% -6.9% -5.1% Skew 25d 17.3% 2.1% 25.7% 2.1% 13.1% Skew 10d 25.4% -2.4% 34.7% -2.4% 32.5% Call IV 25d 17.9% 14.4% 23.5% 23.5% 22.2% Put IV 25d 35.2% 22.6% 46.0% 25.6% 35.3% Bid-Ask Spread % 158.72 154.93 174.16 174.16 154.93 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 60 0 264 137 0 Net DEX -21.2K -22.1K -19.7K -20.8K -21.3K Net VEX -1 -9 0 -4 0 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 (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 2024-11-01 $71.02 $0.00 23.2% 6.6% 8.9% 16.9% 0.0% 2.1% -6.9% 137 -20.8K -4 0.00 174.16 N/A N/A 0 0 3 0 2024-11-04 $71.19 $60.00 25.6% 6.2% 9.0% 19.5% 0.0% 17.4% -4.3% 132 -21.0K -3 0.00 156.19 N/A N/A 0 0 3 0 2024-11-05 $71.73 $60.00 25.2% 5.9% 9.1% 18.9% 0.0% 17.5% -3.4% 110 -21.3K -2 0.00 155.90 N/A N/A 0 0 3 0 2024-11-06 $72.33 $60.00 28.4% 5.7% 9.7% 23.9% 0.0% 19.6% 1.2% 154 -21.1K -5 0.00 157.93 N/A N/A 0 0 3 0 2024-11-07 $73.54 $60.00 33.2% 5.3% 11.4% 31.5% 0.0% 19.1% -1.3% 0 -22.1K 0 0.00 156.48 N/A N/A 0 0 3 0 2024-11-08 $72.77 $60.00 35.6% 5.2% 11.7% 35.4% 0.0% 8.2% -1.7% 0 -21.8K 0 0.00 155.49 N/A N/A 0 0 3 0 2024-11-11 $71.87 $60.00 37.0% 5.8% 12.4% 37.4% 0.0% 19.4% -2.8% 39 -21.6K 0 0.00 156.33 N/A N/A 0 0 3 0 2024-11-12 $71.73 $60.00 51.8% 5.5% 12.1% 60.8% 0.0% 19.9% -1.3% 0 -21.5K 0 0.00 159.79 N/A N/A 0 0 3 0 2024-11-13 $71.59 $60.00 19.0% 5.4% 12.0% 9.0% 0.0% 20.3% -1.7% 0 -21.5K 0 0.00 158.84 N/A N/A 0 0 3 0 2024-11-14 $71.74 $60.00 19.5% 5.6% 12.1% 9.9% 0.0% 20.6% -2.2% 0 -21.5K 0 0.00 158.52 N/A N/A 0 0 3 0 2024-11-15 $70.88 $60.00 20.3% 5.8% 12.4% 11.2% 0.0% 22.1% -2.6% 264 -19.7K -9 0.00 158.30 N/A N/A 0 0 3 0 2024-11-18 $69.43 $60.00 27.3% 7.8% 13.8% 22.2% 0.0% 22.2% -4.4% 220 -20.5K -2 0.00 159.10 N/A N/A 0 0 3 0 2024-11-19 $71.04 $60.00 21.7% 6.2% 16.4% 13.4% 0.0% 15.8% -2.6% 0 -21.3K 0 0.00 158.78 N/A N/A 0 0 3 0 2024-11-20 $70.66 $60.00 21.6% 6.2% 16.3% 13.3% 0.0% 9.7% -2.5% 0 -21.2K 0 0.00 157.72 N/A N/A 0 0 3 0 2024-11-21 $70.72 $60.00 22.2% 6.4% 16.3% 14.1% 0.0% 11.1% -2.3% 0 -21.2K 0 0.00 159.31 N/A N/A 0 0 3 0 2024-11-22 $71.35 $60.00 22.9% 6.6% 16.6% 15.3% 0.0% 18.8% -2.1% 152 -21.3K -1 0.00 158.17 N/A N/A 0 0 3 0 2024-11-25 $72.02 $60.00 22.7% 6.5% 16.9% 14.9% 0.0% 24.6% -2.8% 0 -21.6K 0 0.00 159.83 N/A N/A 0 0 3 0 2024-11-26 $71.13 $60.00 24.8% 7.1% 17.3% 18.3% 0.0% 18.0% -4.7% 0 -21.3K 0 0.00 159.31 N/A N/A 0 0 3 0 2024-11-27 $71.44 $60.00 25.3% 7.2% 17.2% 19.0% 0.0% 25.7% -3.6% 0 -21.4K 0 0.00 159.42 N/A N/A 0 0 3 0 2024-11-29 $70.90 $60.00 27.4% 7.9% 17.1% 22.4% 0.0% 13.1% -5.1% 0 -21.3K 0 0.00 154.93 N/A N/A 0 0 3 0
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