IGRO Options History — May 2025

In May 2025, IGRO traded between $75.94 and $79.66. ATM implied volatility averaged 16.4%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 3.2%. IV traded below realized volatility by 17.7% (HV 20d: 34.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.

Notable Days

  • 2025-05-14: Largest IV drop — 58.4% change
  • 2025-05-13: Highest IV Rank — 15.5%
  • 2025-05-02: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.76$75.94$79.66$79.30$79.23
ATM IV16.4%9.5%28.5%21.3%11.7%
Expected Move3.2%2.0%6.3%6.1%3.3%
HV 20d34.1%28.3%42.8%40.0%28.3%
HV 60d27.6%24.3%28.8%24.3%28.7%
IV Rank5.0%0.0%15.5%8.2%2.1%
IV Percentile34.9%0.0%89.3%70.2%3.6%
Term Structure-1.6%-12.7%1.2%1.2%-1.0%
Skew 25d3.0%-0.1%6.8%0.0%-0.1%
Skew 10d7.4%-0.1%14.0%0.5%0.8%
Call IV 25d10.3%6.9%21.5%21.2%11.7%
Put IV 25d13.3%6.9%23.5%21.2%11.6%
Bid-Ask Spread %11.444.2118.924.2114.34
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
2025-05-01$79.30$0.0021.3%6.1%40.0%8.2%0.0%0.0%1.2%0000.004.21N/AN/A0000
2025-05-02$76.23$0.0021.8%6.3%42.8%8.7%0.0%2.0%-12.7%0000.0010.40N/AN/A0000
2025-05-05$75.94$0.0022.4%2.8%40.4%9.2%0.0%5.3%-2.3%0000.0010.99N/AN/A0000
2025-05-06$76.86$0.0022.6%2.4%38.3%9.4%0.0%4.4%-0.9%0000.0012.68N/AN/A0000
2025-05-07$79.00$0.0023.4%2.0%35.6%10.3%0.0%-0.1%0.9%0000.009.85N/AN/A0000
2025-05-08$77.80$0.0024.0%2.1%30.2%10.9%0.0%3.3%0.8%0000.0013.26N/AN/A0000
2025-05-09$76.47$0.0025.3%3.1%30.4%12.2%0.0%6.0%-2.7%0000.008.52N/AN/A0000
2025-05-12$78.88$0.0026.0%2.2%30.5%12.9%0.0%-0.0%0.6%0000.0018.37N/AN/A0000
2025-05-13$76.12$0.0028.5%3.3%33.5%15.5%0.0%6.8%-3.2%0000.007.57N/AN/A0000
2025-05-14$76.25$0.0011.9%3.4%33.5%0.0%0.0%6.7%-3.3%0000.007.52N/AN/A0000
2025-05-15$76.46$0.0012.1%3.5%33.4%0.3%0.0%6.3%-3.4%0000.007.57N/AN/A0000
2025-05-16$76.81$0.0010.7%3.1%33.3%0.0%0.0%5.7%-2.0%0000.007.94N/AN/A0000
2025-05-19$77.01$0.0011.0%3.1%33.2%0.3%0.0%5.3%-2.1%0000.008.87N/AN/A0000
2025-05-20$77.88$0.009.5%2.7%32.9%0.0%0.0%3.2%-0.5%0000.0010.98N/AN/A0000
2025-05-21$78.38$0.009.7%2.8%32.9%0.2%0.0%2.0%-0.4%0000.0012.30N/AN/A0000
2025-05-22$78.23$0.0010.0%2.9%32.8%0.5%0.0%2.5%-0.6%0000.0011.09N/AN/A0000
2025-05-23$77.56$0.0010.5%3.0%33.0%1.0%0.0%4.5%-0.9%0000.008.69N/AN/A0000
2025-05-27$79.25$0.0010.4%3.0%33.7%0.9%0.0%-0.1%-0.5%0000.0018.30N/AN/A0000
2025-05-28$79.55$0.0010.7%3.1%33.7%1.2%0.0%0.0%-0.5%0000.0018.92N/AN/A0000
2025-05-29$79.66$0.0011.2%3.2%33.7%1.6%0.0%-0.1%-0.8%0000.0017.85N/AN/A0000
2025-05-30$79.23$0.0011.7%3.3%28.3%2.1%0.0%-0.1%-1.0%0000.0014.34N/AN/A0000