IGRO Options History — June 2025

In June 2025, IGRO traded between $77.68 and $82.41. ATM implied volatility averaged 17.0%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded below realized volatility by 8.1% (HV 20d: 25.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2025-06-20: Largest IV drop — 41.8% change
  • 2025-06-16: Highest IV Rank — 14.3%
  • 2025-06-12: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$79.82$77.68$82.41$79.53$79.41
ATM IV17.0%12.0%24.2%12.0%15.3%
Expected Move4.4%3.4%5.8%3.4%4.4%
HV 20d25.0%21.1%29.5%24.1%29.3%
HV 60d30.6%28.7%32.5%28.7%32.5%
IV Rank7.3%2.4%14.3%2.4%5.6%
IV Percentile34.0%4.4%81.7%4.4%21.0%
Term Structure-4.1%-9.6%-1.2%-1.2%-3.7%
Skew 25d0.1%-4.5%2.9%-0.1%-0.0%
Skew 10d4.9%-4.5%11.8%2.6%7.9%
Call IV 25d15.5%11.3%23.0%12.0%15.3%
Put IV 25d15.6%11.3%24.0%12.0%15.3%
Bid-Ask Spread %8.650.5318.9318.934.31
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$79.53$0.0012.0%3.4%24.1%2.4%0.0%-0.1%-1.2%0000.0018.93N/AN/A0000
2025-06-03$82.41$0.0013.4%3.9%26.8%3.8%0.0%-0.0%-2.1%0000.000.53N/AN/A0000
2025-06-04$79.81$0.0015.0%4.3%29.5%5.4%0.0%-0.3%-3.6%0000.0013.70N/AN/A0000
2025-06-05$79.96$0.0015.5%4.4%27.9%5.8%0.0%1.0%-3.7%0000.0014.10N/AN/A0000
2025-06-06$80.03$0.0016.0%4.6%27.2%6.4%0.0%0.0%-4.0%0000.0014.20N/AN/A0000
2025-06-09$80.16$0.0016.6%4.8%26.3%6.9%0.0%-0.1%-4.3%0000.0018.00N/AN/A0000
2025-06-10$79.22$0.0017.7%5.1%24.5%8.0%0.0%-0.2%-5.2%0000.0013.17N/AN/A0000
2025-06-11$80.52$0.0018.8%5.4%21.1%9.1%0.0%0.0%-7.9%0000.009.67N/AN/A0000
2025-06-12$80.63$0.0020.4%5.8%21.1%10.6%0.0%-4.5%-9.6%0000.0010.00N/AN/A0000
2025-06-13$80.12$0.0019.9%5.7%21.3%10.1%0.0%-0.1%-6.6%0000.0014.04N/AN/A0000
2025-06-16$80.21$0.0024.2%3.9%21.3%14.3%0.0%1.5%-3.0%0000.005.78N/AN/A0000
2025-06-17$79.39$0.0023.3%3.9%21.8%13.4%0.0%-0.0%-3.0%0000.004.80N/AN/A0000
2025-06-18$78.79$0.0024.1%3.9%21.7%14.2%0.0%0.5%-3.0%0000.004.21N/AN/A0000
2025-06-20$79.97$0.0014.0%4.0%22.2%4.4%0.0%-0.1%-3.3%0000.005.14N/AN/A0000
2025-06-23$77.68$0.0013.9%4.0%24.6%4.3%0.0%2.9%-3.2%0000.003.49N/AN/A0000
2025-06-24$78.48$0.0014.2%4.1%24.7%4.5%0.0%1.4%-3.3%0000.003.90N/AN/A0000
2025-06-25$81.35$0.0015.1%4.3%26.8%5.4%0.0%-0.9%-4.2%0000.006.40N/AN/A0000
2025-06-26$78.90$0.0014.7%4.2%29.0%5.1%0.0%0.7%-3.5%0000.003.99N/AN/A0000
2025-06-27$79.83$0.0015.1%4.3%29.3%5.4%0.0%0.0%-3.7%0000.004.58N/AN/A0000
2025-06-30$79.41$0.0015.3%4.4%29.3%5.6%0.0%-0.0%-3.7%0000.004.31N/AN/A0000