IGRO Options History — April 2025

In April 2025, IGRO traded between $65.29 and $75.28. ATM implied volatility averaged 28.3%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 1.2% (HV 20d: 29.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.

Notable Days

  • 2025-04-07: Largest IV spike — 202.9% change
  • 2025-04-07: Highest IV Rank — 100.0%
  • 2025-04-07: Largest Expected Move — 16.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.90$65.29$75.28$72.45$75.28
ATM IV28.3%18.0%112.2%20.4%19.8%
Expected Move6.7%4.4%16.3%4.4%5.7%
HV 20d29.5%11.5%35.8%12.2%35.8%
HV 60d19.3%10.9%22.2%10.9%22.1%
IV Rank19.3%4.9%100.0%18.6%6.7%
IV Percentile73.2%48.0%100.0%67.9%62.3%
Term Structure-3.2%-15.5%0.7%-4.6%-3.5%
Skew 25d4.9%-1.2%55.6%2.4%2.5%
Skew 10d15.0%-6.5%55.6%4.9%7.0%
Call IV 25d21.6%14.2%40.1%21.4%20.0%
Put IV 25d26.5%16.7%69.7%23.8%22.5%
Bid-Ask Spread %151.80140.20181.75148.19147.42
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$72.45$0.0020.4%4.4%12.2%18.6%0.0%2.4%-4.6%0000.00148.19N/AN/A0000
2025-04-02$72.63$0.0020.1%4.5%11.6%17.9%0.0%1.7%-0.4%0000.00149.86N/AN/A0000
2025-04-03$72.34$0.0029.6%5.9%11.5%42.5%0.0%1.9%-2.3%0000.00166.74N/AN/A0000
2025-04-04$69.75$0.0037.0%6.7%16.7%61.8%0.0%0.5%-2.1%0000.00152.89N/AN/A0000
2025-04-07$67.64$0.00112.2%16.3%19.1%100.0%0.0%55.6%-15.5%0000.00181.75N/AN/A0000
2025-04-08$65.29$0.0049.2%8.7%22.2%36.4%0.0%-1.2%-9.1%0000.00143.07N/AN/A0000
2025-04-09$69.60$0.0025.9%7.4%32.9%12.8%0.0%4.3%-3.2%0000.00161.04N/AN/A0000
2025-04-10$68.53$0.0029.8%8.5%33.2%16.7%0.0%4.5%-4.8%0000.00146.70N/AN/A0000
2025-04-11$70.61$0.0028.6%8.2%34.8%15.5%0.0%1.0%-7.2%0000.00160.83N/AN/A0000
2025-04-14$71.73$0.0023.5%6.7%34.9%10.4%0.0%3.4%-2.3%0000.00158.38N/AN/A0000
2025-04-15$71.98$0.0019.5%5.6%35.0%6.4%0.0%1.9%0.7%0000.00141.42N/AN/A0000
2025-04-16$71.73$0.0022.8%6.5%34.9%9.7%0.0%2.4%-5.0%0000.00157.77N/AN/A0000
2025-04-17$72.53$0.0021.6%6.2%35.2%8.5%0.0%3.0%-2.3%0000.00155.05N/AN/A0000
2025-04-21$72.27$0.0021.3%6.1%35.2%8.1%0.0%2.3%-0.7%0000.00140.20N/AN/A0000
2025-04-22$73.56$0.0018.6%5.3%35.8%5.4%0.0%2.2%0.3%0000.00141.84N/AN/A0000
2025-04-23$73.38$0.0019.3%5.5%35.8%6.2%0.0%1.1%-1.8%0000.00145.07N/AN/A0000
2025-04-24$74.27$0.0018.7%5.4%35.8%5.5%0.0%4.0%0.3%0000.00145.95N/AN/A0000
2025-04-25$74.28$0.0018.4%5.3%35.8%5.2%0.0%2.9%-0.5%0000.00148.43N/AN/A0000
2025-04-28$74.84$0.0018.0%5.2%35.8%4.9%0.0%5.1%-0.6%0000.00147.83N/AN/A0000
2025-04-29$75.23$0.0019.3%5.5%35.8%6.1%0.0%2.4%-3.3%0000.00147.47N/AN/A0000
2025-04-30$75.28$0.0019.8%5.7%35.8%6.7%0.0%2.5%-3.5%0000.00147.42N/AN/A0000