IGRO Options History — July 2025

In July 2025, IGRO traded between $75.88 and $80.91. ATM implied volatility averaged 17.7%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded below realized volatility by 14.2% (HV 20d: 31.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-07-09: Largest IV spike — 3.6% change
  • 2025-07-29: Highest IV Rank — 10.1%
  • 2025-07-29: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$78.74$75.88$80.91$80.91$75.88
ATM IV17.7%15.6%19.9%15.7%19.7%
Expected Move5.1%4.5%5.7%4.5%5.7%
HV 20d31.9%28.4%35.2%30.0%31.6%
HV 60d30.2%28.5%32.7%32.7%28.5%
IV Rank8.0%5.9%10.1%6.0%10.0%
IV Percentile45.8%23.8%62.3%25.0%61.5%
Term Structure-4.6%-5.8%-3.8%-3.9%-4.6%
Skew 25d2.3%-0.2%10.3%0.0%10.3%
Skew 10d12.6%7.1%25.8%11.0%25.8%
Call IV 25d17.7%15.6%19.9%15.7%19.8%
Put IV 25d20.1%15.7%30.1%15.7%30.1%
Bid-Ask Spread %3.822.475.505.502.47
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
2025-07-01$80.91$0.0015.7%4.5%30.0%6.0%0.0%0.0%-3.9%0000.005.50N/AN/A0000
2025-07-02$77.98$0.0015.6%4.5%30.0%5.9%0.0%3.0%-3.8%0000.003.29N/AN/A0000
2025-07-03$79.38$0.0016.0%4.6%28.7%6.3%0.0%0.1%-4.0%0000.004.04N/AN/A0000
2025-07-08$77.00$0.0015.8%4.5%30.6%6.2%0.0%5.7%-3.9%0000.002.96N/AN/A0000
2025-07-09$79.39$0.0016.4%4.7%32.7%6.7%0.0%-0.0%-4.2%0000.004.24N/AN/A0000
2025-07-10$79.22$0.0016.6%4.8%32.7%6.9%0.0%0.4%-4.3%0000.004.05N/AN/A0000
2025-07-11$79.00$0.0016.8%4.8%32.4%7.1%0.0%1.0%-4.4%0000.003.85N/AN/A0000
2025-07-14$78.51$0.0016.9%4.9%31.9%7.2%0.0%2.1%-4.3%0000.003.65N/AN/A0000
2025-07-15$78.74$0.0017.2%4.9%31.9%7.5%0.0%1.8%-4.5%0000.003.73N/AN/A0000
2025-07-16$77.33$0.0017.2%4.9%32.4%7.5%0.0%5.5%-4.4%0000.002.99N/AN/A0000
2025-07-17$77.30$0.0017.4%5.0%32.4%7.7%0.0%5.8%-4.4%0000.002.96N/AN/A0000
2025-07-18$79.92$0.0018.0%5.2%34.6%8.2%0.0%0.0%-4.8%0000.004.41N/AN/A0000
2025-07-21$78.38$0.0018.0%5.2%35.2%8.3%0.0%2.8%-4.7%0000.003.53N/AN/A0000
2025-07-22$78.71$0.0018.3%5.3%34.8%8.6%0.0%2.1%-4.9%0000.003.68N/AN/A0000
2025-07-23$79.71$0.0018.7%5.3%33.4%8.9%0.0%0.0%-5.1%0000.004.29N/AN/A0000
2025-07-24$80.43$0.0019.0%5.5%33.3%9.3%0.0%-0.1%-5.4%0000.004.79N/AN/A0000
2025-07-25$79.98$0.0019.2%5.5%30.8%9.4%0.0%0.0%-5.4%0000.004.37N/AN/A0000
2025-07-28$79.69$0.0019.5%5.6%28.7%9.8%0.0%-0.1%-5.6%0000.004.34N/AN/A0000
2025-07-29$79.82$0.0019.9%5.7%28.4%10.1%0.0%-0.2%-5.8%0000.004.39N/AN/A0000
2025-07-30$76.34$0.0019.6%5.6%32.5%9.8%0.0%8.9%-4.6%0000.002.61N/AN/A0000
2025-07-31$75.88$0.0019.7%5.7%31.6%10.0%0.0%10.3%-4.6%0000.002.47N/AN/A0000