IGRO Options History — September 2025

In September 2025, IGRO traded between $78.33 and $80.24. ATM implied volatility averaged 26.6%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 18.1% (HV 20d: 8.5%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-09-03: Largest IV spike — 30.7% change
  • 2025-09-05: Highest IV Rank — 23.9%
  • 2025-09-03: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$79.41$78.33$80.24$78.46$79.63
ATM IV26.6%22.4%34.0%24.1%28.3%
Expected Move7.2%6.4%9.0%6.9%8.1%
HV 20d8.5%6.5%9.2%8.9%7.7%
HV 60d21.9%17.6%23.6%23.6%17.6%
IV Rank16.6%12.5%23.9%14.2%18.3%
IV Percentile81.1%67.5%92.5%77.4%86.1%
Term Structure-4.9%-9.4%-0.2%-8.8%-8.7%
Skew 25d18.4%1.3%27.9%1.3%27.7%
Skew 10d25.2%3.5%36.3%3.5%36.3%
Call IV 25d12.8%7.2%37.3%37.3%8.9%
Put IV 25d31.2%26.4%38.6%38.6%36.7%
Bid-Ask Spread %170.99161.53180.26163.50176.07
Gamma HHI1.001.001.001.001.00
Net GEX308271355271350
Net DEX-3.0K-3.5K-2.6K-2.8K-2.9K
Net VEX-20-21-18-20-19
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI11111

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$78.46$0.0024.1%6.9%8.9%14.2%0.0%1.3%-8.8%271-2.8K-200.00163.50N/AN/A0010
2025-09-03$78.64$0.0031.5%9.0%8.9%21.4%0.0%27.9%-4.9%278-2.9K-200.00161.53N/AN/A0010
2025-09-04$78.95$0.0032.5%6.5%9.0%22.4%0.0%16.9%-2.7%294-2.9K-210.00163.92N/AN/A0010
2025-09-05$79.18$0.0034.0%6.7%8.9%23.9%0.0%19.8%-2.3%277-2.9K-200.00167.61N/AN/A0010
2025-09-08$79.80$0.0026.6%6.7%9.2%16.7%0.0%20.2%-1.3%318-3.3K-200.00171.29N/AN/A0010
2025-09-09$79.56$0.0027.4%6.5%9.2%17.4%0.0%19.9%-0.2%303-3.1K-200.00165.66N/AN/A0010
2025-09-10$79.59$0.0023.6%6.8%8.8%13.7%0.0%21.0%-3.7%302-3.1K-200.00168.99N/AN/A0010
2025-09-11$80.24$0.0022.4%6.4%9.0%12.5%0.0%18.6%-2.9%313-3.4K-210.00168.73N/AN/A0010
2025-09-12$79.94$0.0024.8%7.1%9.2%14.9%0.0%21.3%-2.8%289-3.1K-200.00162.94N/AN/A0010
2025-09-15$80.20$0.0024.6%7.1%8.9%14.7%0.0%22.3%-0.5%318-3.4K-210.00168.56N/AN/A0010
2025-09-16$79.72$0.0025.3%7.3%9.2%15.4%0.0%21.4%-5.5%306-3.3K-210.00161.54N/AN/A0010
2025-09-17$79.72$0.0024.2%6.9%9.2%14.3%0.0%21.5%-2.7%318-3.1K-200.00174.45N/AN/A0010
2025-09-18$79.75$0.0023.6%6.8%8.9%13.8%0.0%21.6%-5.0%330-3.3K-200.00173.69N/AN/A0010
2025-09-19$79.64$0.0024.1%6.9%8.6%14.2%0.0%21.1%-5.5%312-3.1K-200.00177.79N/AN/A0010
2025-09-22$79.80$0.0024.9%7.1%7.4%14.9%0.0%23.7%-5.3%355-3.5K-200.00172.10N/AN/A0010
2025-09-23$79.58$0.0026.0%7.5%6.5%16.1%0.0%23.6%-6.6%310-3.1K-190.00178.58N/AN/A0010
2025-09-24$78.94$0.0026.6%7.6%7.2%16.6%0.0%24.2%-7.3%316-2.7K-190.00177.06N/AN/A0010
2025-09-25$78.33$0.0027.7%7.9%7.5%17.7%0.0%10.8%-9.0%290-2.6K-180.00180.26N/AN/A0010
2025-09-26$78.81$0.0027.1%7.8%7.9%17.2%0.0%1.3%-7.4%304-2.7K-180.00178.12N/AN/A0010
2025-09-29$79.07$0.0028.9%8.3%8.0%18.9%0.0%1.3%-9.4%324-2.7K-180.00178.29N/AN/A0010
2025-09-30$79.63$0.0028.3%8.1%7.7%18.3%0.0%27.7%-8.7%350-2.9K-190.00176.07N/AN/A0010