IGRO Options History — December 2024 In December 2024, IGRO traded between $67.54 and $72.68. ATM implied volatility averaged 22.9%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 3.2% (HV 20d: 19.7%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-05 : Highest Volume — 1 contracts2024-12-03 : Largest IV spike — 53.6% change2024-12-09 : Highest IV Rank — 42.5%2024-12-03 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $69.80 $67.54 $72.68 $72.52 $67.92 Max Pain $60.00 $60.00 $60.00 $60.00 $60.00 ATM IV 22.9% 16.0% 40.2% 25.5% 18.1% Expected Move 5.8% 4.6% 11.2% 7.3% 5.2% HV 20d 19.7% 16.3% 21.2% 18.9% 16.3% HV 60d 15.1% 13.9% 16.0% 13.9% 15.3% IV Rank 18.0% 7.2% 42.5% 19.4% 12.7% IV Percentile 61.9% 25.0% 97.2% 85.3% 52.8% Term Structure -2.9% -15.6% -0.1% -3.9% -4.2% Skew 25d 10.6% -0.1% 30.5% 8.7% 0.7% Skew 10d 12.6% -2.4% 29.0% 29.0% -2.4% Call IV 25d 18.8% 14.6% 37.3% 19.4% 21.3% Put IV 25d 29.4% 17.0% 53.7% 28.1% 22.0% Bid-Ask Spread % 172.87 156.97 179.62 156.97 175.41 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -111 -343 0 0 0 Net DEX -8.1K -21.8K 6.7K -21.8K 0 Net VEX -1 -5 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.048 0 1 0 0 Total OI 2.095 0 4 3 0
Daily Data (21 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 2024-12-02 $72.52 $60.00 25.5% 7.3% 18.9% 19.4% 0.0% 8.7% -3.9% 0 -21.8K 0 0.00 156.97 N/A N/A 0 0 3 0 2024-12-03 $71.44 $60.00 39.2% 11.2% 19.7% 41.0% 0.0% 9.3% -15.6% 0 -21.4K 0 0.00 158.50 N/A N/A 0 0 3 0 2024-12-04 $72.68 $60.00 27.3% 7.8% 20.5% 22.2% 0.0% 30.5% -5.2% 0 -21.8K 0 0.00 157.07 N/A N/A 0 0 3 0 2024-12-05 $71.97 $0.00 29.9% 5.4% 20.6% 26.2% 0.0% 19.6% -0.1% 0 -21.6K 0 0.00 175.73 N/A N/A 0 1 3 0 2024-12-06 $71.86 $0.00 30.0% 5.3% 19.6% 26.5% 0.0% 19.7% -0.2% -343 -16.3K -5 0.00 176.80 N/A N/A 0 0 3 1 2024-12-09 $70.72 $0.00 40.2% 6.1% 20.1% 42.5% 0.0% 19.7% -0.1% -277 -15.6K -4 0.00 177.08 N/A N/A 0 0 3 1 2024-12-10 $71.58 $0.00 34.6% 5.4% 20.2% 33.8% 0.0% 20.3% -0.5% -329 -16.0K -4 0.00 177.63 N/A N/A 0 0 3 1 2024-12-11 $71.78 $0.00 19.5% 5.6% 20.2% 9.9% 0.0% 20.9% -0.9% -342 -16.1K -4 0.00 178.74 N/A N/A 0 0 3 1 2024-12-12 $70.53 $0.00 20.6% 5.9% 21.1% 11.7% 0.0% 20.8% -1.8% -269 -15.4K -3 0.00 179.17 N/A N/A 0 0 3 1 2024-12-13 $70.17 $0.00 22.0% 6.3% 21.2% 22.8% 0.0% 21.4% -1.9% -249 -15.1K -2 0.00 179.62 N/A N/A 0 0 3 1 2024-12-16 $69.92 $0.00 22.5% 6.4% 20.8% 24.0% 0.0% 22.0% -1.9% -235 -15.0K -2 0.00 177.25 N/A N/A 0 0 3 1 2024-12-17 $69.36 $0.00 17.0% 4.9% 19.6% 9.8% 0.0% 0.7% -3.4% -155 6.6K -1 0.00 175.90 N/A N/A 0 0 0 1 2024-12-18 $67.54 $0.00 16.5% 4.7% 19.8% 8.6% 0.0% -0.1% -2.4% -49 6.7K 0 0.00 168.16 N/A N/A 0 0 0 1 2024-12-19 $67.80 $0.00 18.1% 5.2% 19.9% 12.7% 0.0% 1.8% -2.5% -42 6.7K 0 0.00 167.53 N/A N/A 0 0 0 1 2024-12-20 $67.66 $0.00 16.5% 4.7% 19.9% 8.4% 0.0% 0.9% -1.4% -31 6.7K 0 0.00 173.11 N/A N/A 0 0 0 1 2024-12-23 $67.88 $0.00 16.0% 4.6% 19.6% 7.2% 0.0% 1.2% -2.6% 0 0 0 0.00 173.98 N/A N/A 0 0 0 0 2024-12-24 $68.04 $0.00 16.1% 4.6% 19.1% 7.4% 0.0% 1.5% -2.4% 0 0 0 0.00 175.20 N/A N/A 0 0 0 0 2024-12-26 $68.28 $0.00 16.6% 4.8% 18.9% 8.7% 0.0% 0.6% -3.4% 0 0 0 0.00 175.87 N/A N/A 0 0 0 0 2024-12-27 $68.04 $0.00 17.1% 4.9% 18.8% 9.9% 0.0% 0.8% -2.8% 0 0 0 0.00 174.88 N/A N/A 0 0 0 0 2024-12-30 $68.04 $0.00 18.2% 5.2% 18.7% 13.0% 0.0% 0.9% -4.0% 0 0 0 0.00 175.62 N/A N/A 0 0 0 0 2024-12-31 $67.92 $0.00 18.1% 5.2% 16.3% 12.7% 0.0% 0.7% -4.2% 0 0 0 0.00 175.41 N/A N/A 0 0 0 0
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