IGRO Options History — March 2025

In March 2025, IGRO traded between $71.30 and $73.82. ATM implied volatility averaged 18.7%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 7.3% (HV 20d: 11.4%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-03-05: Highest Volume — 1 contracts
  • 2025-03-14: Largest IV spike — 69.8% change
  • 2025-03-14: Highest IV Rank — 39.0%
  • 2025-03-14: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.72$71.30$73.82$71.30$72.53
Max Pain$75.00$75.00$75.00$75.00$75.00
ATM IV18.7%15.7%28.3%19.8%18.7%
Expected Move5.8%3.9%17.8%5.7%4.3%
HV 20d11.4%8.9%12.8%9.8%12.3%
HV 60d11.6%10.5%12.9%12.9%10.9%
IV Rank14.2%6.5%39.0%17.2%14.2%
IV Percentile50.5%23.0%90.5%64.7%56.7%
Term Structure-2.7%-12.1%-0.1%-4.9%-2.8%
VWIV24.3%24.3%24.3%24.3%24.3%
Skew 25d1.8%-0.0%4.0%-0.0%2.5%
Skew 10d4.5%-0.1%11.3%-0.1%4.5%
Call IV 25d18.4%15.3%35.9%21.8%20.2%
Put IV 25d20.2%16.7%39.9%21.7%22.7%
Bid-Ask Spread %150.13132.73168.80154.03148.58
Gamma HHI1.001.001.001.001.00
Net GEX-307-771000
Net DEX3.1K06.0K00
Net VEX-2-5000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.0480100
Total OI0.5710100

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$71.30$0.0019.8%5.7%9.8%17.2%0.0%-0.0%-4.9%0000.00154.03N/AN/A0000
2025-03-04$71.74$0.0019.6%5.6%8.9%16.4%0.0%1.0%-5.0%0000.00154.59N/AN/A0000
2025-03-05$72.52$0.0020.3%5.8%9.1%18.3%24.3%1.6%-2.1%0000.00153.35N/AN/A0100
2025-03-06$72.14$75.0021.7%6.2%9.2%21.9%0.0%1.4%-1.9%-4205.7K-40.00154.23N/AN/A0001
2025-03-07$72.95$75.0020.4%5.8%9.8%18.6%0.0%1.3%-1.0%-5225.4K-50.00153.85N/AN/A0001
2025-03-10$71.88$75.0025.0%7.2%11.1%30.6%0.0%2.1%-2.2%-3925.9K-30.00153.68N/AN/A0001
2025-03-11$71.77$75.0017.9%7.4%11.2%12.0%0.0%2.0%-3.2%-3806.0K-30.00153.79N/AN/A0001
2025-03-12$72.26$75.0017.9%7.4%11.3%12.0%0.0%2.2%-2.2%-4395.8K-30.00154.04N/AN/A0001
2025-03-13$71.93$75.0016.7%7.7%11.5%8.9%0.0%2.1%-0.1%-3986.0K-30.00153.78N/AN/A0001
2025-03-14$72.82$75.0028.3%17.8%11.5%39.0%0.0%4.0%-12.1%-3084.5K-40.00168.80N/AN/A0001
2025-03-17$73.82$0.0016.2%4.4%12.3%7.7%0.0%2.4%-1.0%-6935.0K-30.00137.94N/AN/A0001
2025-03-18$73.51$0.0015.8%4.4%12.4%6.7%0.0%2.3%-0.4%-6765.1K-20.00132.73N/AN/A0001
2025-03-19$73.78$0.0016.1%4.2%12.2%7.3%0.0%2.5%-1.1%-7715.0K-20.00134.44N/AN/A0001
2025-03-20$73.63$0.0015.7%4.1%12.2%6.5%0.0%2.3%-0.4%-7315.1K-10.00146.54N/AN/A0001
2025-03-21$73.27$0.0016.6%4.2%12.4%8.8%0.0%1.1%-2.7%-7125.6K00.00147.63N/AN/A0001
2025-03-24$73.18$0.0017.0%4.1%12.4%9.8%0.0%1.1%-2.0%0000.00148.74N/AN/A0000
2025-03-25$73.47$0.0017.1%4.2%12.3%10.0%0.0%1.8%-2.0%0000.00152.69N/AN/A0000
2025-03-26$72.79$0.0016.9%3.9%12.8%9.6%0.0%0.7%-3.7%0000.00149.17N/AN/A0000
2025-03-27$73.15$0.0017.1%3.9%12.1%10.0%0.0%1.8%-3.6%0000.00150.99N/AN/A0000
2025-03-28$72.75$0.0017.8%4.2%12.4%11.8%0.0%1.2%-2.7%0000.00149.13N/AN/A0000
2025-03-31$72.53$0.0018.7%4.3%12.3%14.2%0.0%2.5%-2.8%0000.00148.58N/AN/A0000