IGRO Options History — February 2025

In February 2025, IGRO traded between $69.29 and $71.85. ATM implied volatility averaged 19.0%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 8.6% (HV 20d: 10.4%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2025-02-28: Largest IV spike — 107.3% change
  • 2025-02-28: Highest IV Rank — 61.6%
  • 2025-02-28: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$70.78$69.29$71.85$69.29$70.87
ATM IV19.0%15.1%37.0%18.9%37.0%
Expected Move5.1%4.3%10.6%5.4%10.6%
HV 20d10.4%9.0%12.5%11.8%9.8%
HV 60d14.8%13.6%16.0%16.0%13.7%
IV Rank15.1%4.8%61.6%14.7%61.6%
IV Percentile48.5%13.5%96.4%57.9%96.4%
Term Structure-4.2%-13.3%-1.8%-2.9%-13.3%
Skew 25d0.8%-1.3%1.4%-1.3%0.4%
Skew 10d1.0%-1.5%2.0%1.5%-1.5%
Call IV 25d19.2%15.3%51.7%19.2%51.7%
Put IV 25d19.9%16.2%52.1%17.9%52.1%
Bid-Ask Spread %162.11153.43178.36171.48167.95
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$69.29$0.0018.9%5.4%11.8%14.7%0.0%-1.3%-2.9%0000.00171.48N/AN/A0000
2025-02-04$69.93$0.0018.0%5.2%12.1%12.4%0.0%1.2%-3.7%0000.00178.36N/AN/A0000
2025-02-05$70.46$0.0021.6%6.2%12.3%21.7%0.0%1.1%-6.4%0000.00177.26N/AN/A0000
2025-02-06$70.37$0.0021.0%4.7%12.3%20.2%0.0%1.0%-4.5%0000.00164.65N/AN/A0000
2025-02-07$69.95$0.0019.2%4.3%12.5%15.4%0.0%1.2%-3.8%0000.00164.38N/AN/A0000
2025-02-10$70.14$0.0020.8%4.3%10.8%19.6%0.0%0.6%-2.5%0000.00164.59N/AN/A0000
2025-02-11$70.31$0.0025.0%4.3%10.5%30.5%0.0%1.0%-2.9%0000.00164.08N/AN/A0000
2025-02-12$70.22$0.0015.1%4.3%10.5%4.8%0.0%1.4%-2.8%0000.00163.91N/AN/A0000
2025-02-13$71.10$0.0015.1%4.3%10.2%4.8%0.0%1.0%-1.8%0000.00164.72N/AN/A0000
2025-02-14$71.06$0.0015.3%4.4%10.2%5.4%0.0%0.8%-2.3%0000.00166.02N/AN/A0000
2025-02-18$71.41$0.0016.5%4.7%10.3%8.4%0.0%0.9%-4.5%0000.00154.04N/AN/A0000
2025-02-19$71.09$0.0016.1%4.6%9.3%7.3%0.0%1.1%-4.9%0000.00153.43N/AN/A0000
2025-02-20$71.45$0.0016.6%4.7%9.1%8.6%0.0%0.9%-3.3%0000.00154.55N/AN/A0000
2025-02-21$71.31$0.0016.9%4.8%9.1%9.5%0.0%1.2%-3.6%0000.00153.55N/AN/A0000
2025-02-24$71.36$0.0017.5%5.0%9.0%11.1%0.0%-0.0%-4.3%0000.00154.42N/AN/A0000
2025-02-25$71.85$0.0016.7%4.8%9.2%8.9%0.0%0.9%-3.8%0000.00154.34N/AN/A0000
2025-02-26$71.65$0.0017.0%4.9%9.2%9.8%0.0%0.9%-3.5%0000.00154.20N/AN/A0000
2025-02-27$70.91$0.0017.8%5.1%10.1%11.9%0.0%0.2%-4.3%0000.00154.13N/AN/A0000
2025-02-28$70.87$0.0037.0%10.6%9.8%61.6%0.0%0.4%-13.3%0000.00167.95N/AN/A0000