IGRO Options History — August 2025

In August 2025, IGRO traded between $76.03 and $79.78. ATM implied volatility averaged 33.3%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 13.1% (HV 20d: 20.3%). Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-08-13: Largest IV drop — 63.2% change
  • 2025-08-12: Highest IV Rank — 52.8%
  • 2025-08-01: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$78.26$76.03$79.78$76.03$79.09
ATM IV33.3%23.3%63.7%34.5%28.5%
Expected Move7.2%6.3%9.9%9.9%8.2%
HV 20d20.3%8.6%29.0%29.0%8.8%
HV 60d26.2%24.4%28.5%28.5%24.4%
IV Rank23.2%13.4%52.8%24.4%18.5%
IV Percentile89.2%77.4%99.6%94.8%88.9%
Term Structure-6.8%-13.6%-1.1%-11.7%-4.5%
Skew 25d12.2%1.9%24.4%3.3%24.4%
Skew 10d18.9%4.1%32.9%4.1%30.9%
Call IV 25d18.4%7.4%40.5%40.5%10.1%
Put IV 25d30.7%23.3%43.8%43.8%34.5%
Bid-Ask Spread %172.80161.63179.96179.96164.02
Gamma HHI1.001.001.001.001.00
Net GEX5302920292
Net DEX-568-3.1K00-2.9K
Net VEX-4-2100-21
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI0.190101

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$76.03$0.0034.5%9.9%29.0%24.4%0.0%3.3%-11.7%0000.00179.96N/AN/A0000
2025-08-04$76.78$0.0037.1%6.3%28.5%26.8%0.0%3.5%-8.0%0000.00177.49N/AN/A0000
2025-08-05$76.82$0.0038.4%6.4%26.4%28.1%0.0%19.1%-8.1%0000.00176.78N/AN/A0000
2025-08-06$76.97$0.0040.4%6.4%23.8%30.1%0.0%19.2%-8.2%0000.00178.63N/AN/A0000
2025-08-07$77.39$0.0043.7%6.3%23.9%33.3%0.0%9.5%-13.6%0000.00175.24N/AN/A0000
2025-08-08$77.50$0.0047.3%6.8%23.9%36.8%0.0%21.1%-9.1%0000.00175.78N/AN/A0000
2025-08-11$77.25$0.0059.3%6.8%23.8%48.5%0.0%20.4%-10.0%0000.00177.87N/AN/A0000
2025-08-12$77.91$0.0063.7%6.5%24.0%52.8%0.0%20.2%-7.5%0000.00176.88N/AN/A0000
2025-08-13$78.34$0.0023.5%6.7%23.2%13.6%0.0%20.2%-9.3%0000.00174.87N/AN/A0000
2025-08-14$78.40$0.0023.3%6.7%23.2%13.4%0.0%20.3%-5.6%0000.00175.71N/AN/A0000
2025-08-15$78.97$0.0023.7%6.8%20.0%13.8%0.0%4.9%-4.1%0000.00173.39N/AN/A0000
2025-08-18$78.91$0.0024.7%7.1%18.7%14.8%0.0%6.1%-4.9%0000.00172.25N/AN/A0000
2025-08-19$78.72$0.0024.6%7.1%18.6%14.7%0.0%5.5%-1.1%0000.00170.53N/AN/A0000
2025-08-20$79.27$0.0026.2%7.5%18.2%16.3%0.0%7.4%-3.7%0000.00171.02N/AN/A0000
2025-08-21$78.81$0.0027.1%7.8%18.0%17.1%0.0%6.3%-7.6%0000.00171.52N/AN/A0000
2025-08-22$79.78$0.0024.1%6.9%18.5%14.2%0.0%6.0%-2.7%0000.00171.47N/AN/A0000
2025-08-25$78.97$0.0026.8%7.7%18.8%16.8%0.0%10.2%-4.5%0000.00167.45N/AN/A0000
2025-08-26$78.98$0.0027.3%7.8%18.8%17.3%0.0%1.9%-6.1%283-3.0K-210.00168.19N/AN/A0010
2025-08-27$79.25$0.0027.5%7.9%9.1%17.5%0.0%23.2%-7.1%284-3.1K-210.00168.22N/AN/A0010
2025-08-28$79.28$0.0028.4%8.2%8.6%18.4%0.0%4.0%-4.6%263-2.9K-200.00161.63N/AN/A0010
2025-08-29$79.09$0.0028.5%8.2%8.8%18.5%0.0%24.4%-4.5%292-2.9K-210.00164.02N/AN/A0010