IGRO Options History — January 2025

Name: IGRO Options Analytics - January 2025
Creator: Options Analysis Suite

In January 2025, IGRO traded between $66.78 and $70.36. ATM implied volatility averaged 19.9%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 7.6% (HV 20d: 12.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days.

Notable Days

2025-01-15: Largest IV drop — 62.0% change
2025-01-14: Highest IV Rank — 63.2%
2025-01-03: Largest Expected Move — 5.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.65	$66.78	$70.36	$67.82	$70.03
ATM IV	19.9%	14.3%	37.6%	19.3%	16.6%
Expected Move	4.5%	4.1%	5.6%	5.5%	4.7%
HV 20d	12.2%	10.4%	15.7%	15.7%	11.0%
HV 60d	15.6%	15.2%	16.0%	15.3%	15.9%
IV Rank	17.2%	2.7%	63.2%	15.8%	8.7%
IV Percentile	43.7%	4.8%	97.6%	62.3%	36.9%
Term Structure	-1.2%	-5.4%	1.3%	-5.2%	-2.2%
Skew 25d	0.8%	0.2%	1.5%	0.2%	1.2%
Skew 10d	-0.6%	-2.9%	1.4%	-2.9%	1.0%
Call IV 25d	17.2%	15.0%	22.8%	22.8%	18.7%
Put IV 25d	18.0%	16.1%	23.6%	22.9%	19.9%
Bid-Ask Spread %	173.04	164.12	178.13	174.63	178.13
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2025-01-02	$67.82	$0.00	19.3%	5.5%	15.7%	15.8%	0.0%	0.2%	-5.2%	174.63	N/A	N/A
2025-01-03	$68.06	$0.00	19.5%	5.6%	14.1%	16.2%	0.0%	1.1%	-5.4%	175.92	N/A	N/A
2025-01-06	$68.34	$0.00	24.8%	4.5%	14.1%	30.0%	0.0%	1.0%	-1.4%	167.48	N/A	N/A
2025-01-07	$68.29	$0.00	30.8%	5.2%	14.1%	45.4%	0.0%	0.6%	-1.1%	176.51	N/A	N/A
2025-01-08	$68.16	$0.00	24.0%	4.1%	13.2%	27.9%	0.0%	1.1%	1.2%	167.17	N/A	N/A
2025-01-10	$67.08	$0.00	26.6%	4.2%	13.0%	34.7%	0.0%	0.5%	1.1%	164.12	N/A	N/A
2025-01-13	$66.78	$0.00	32.1%	4.4%	12.8%	49.0%	0.0%	0.9%	-2.2%	168.23	N/A	N/A
2025-01-14	$66.96	$0.00	37.6%	4.3%	11.8%	63.2%	0.0%	0.6%	-1.1%	168.74	N/A	N/A
2025-01-15	$67.96	$0.00	14.3%	4.1%	13.3%	2.7%	0.0%	1.0%	1.1%	173.56	N/A	N/A
2025-01-16	$68.04	$0.00	14.5%	4.1%	13.3%	3.2%	0.0%	0.8%	1.3%	168.66	N/A	N/A
2025-01-17	$68.22	$0.00	14.5%	4.1%	13.1%	3.2%	0.0%	0.7%	1.0%	168.99	N/A	N/A
2025-01-21	$69.27	$0.00	14.7%	4.2%	10.4%	3.8%	0.0%	1.5%	1.2%	175.69	N/A	N/A
2025-01-22	$68.94	$0.00	14.5%	4.2%	10.5%	3.4%	0.0%	0.9%	-1.9%	176.12	N/A	N/A
2025-01-23	$69.31	$0.00	15.5%	4.5%	10.6%	6.0%	0.0%	0.9%	-2.3%	171.58	N/A	N/A
2025-01-24	$69.66	$0.00	14.7%	4.2%	10.7%	3.8%	0.0%	0.6%	-0.4%	177.26	N/A	N/A
2025-01-27	$70.00	$0.00	15.0%	4.3%	10.7%	4.6%	0.0%	1.4%	-1.0%	176.87	N/A	N/A
2025-01-28	$69.93	$0.00	15.5%	4.4%	10.7%	5.9%	0.0%	0.7%	-1.8%	177.25	N/A	N/A
2025-01-29	$69.83	$0.00	16.4%	4.7%	10.6%	8.2%	0.0%	0.6%	-2.3%	177.27	N/A	N/A
2025-01-30	$70.36	$0.00	16.4%	4.7%	10.8%	8.3%	0.0%	0.7%	-1.7%	176.57	N/A	N/A
2025-01-31	$70.03	$0.00	16.6%	4.7%	11.0%	8.7%	0.0%	1.2%	-2.2%	178.13	N/A	N/A