IGRO Options History — October 2025

In October 2025, IGRO traded between $78.80 and $81.08. ATM implied volatility averaged 31.4%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 22.0% (HV 20d: 9.4%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-10-30: Highest Volume — 1 contracts
  • 2025-10-15: Largest IV drop — 63.2% change
  • 2025-10-14: Highest IV Rank — 51.3%
  • 2025-10-03: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.29$78.80$81.08$80.31$79.63
ATM IV31.4%22.9%62.2%29.8%27.1%
Expected Move7.0%5.8%8.8%8.5%7.8%
HV 20d9.4%8.2%10.5%8.2%9.4%
HV 60d12.6%8.5%16.5%16.5%8.9%
IV Rank21.3%13.0%51.3%19.8%17.1%
IV Percentile79.9%61.1%99.2%89.3%78.2%
Term Structure-6.4%-10.3%-3.5%-10.3%-4.4%
Skew 25d5.0%0.7%20.9%4.7%0.8%
Skew 10d11.9%6.3%27.3%14.0%6.8%
Call IV 25d25.0%8.0%34.6%33.4%33.1%
Put IV 25d30.0%24.6%39.5%38.1%33.9%
Bid-Ask Spread %165.69161.72173.26173.26168.15
Gamma HHI0.980.501.001.000.50
Net GEX356291684357684
Net DEX-3.4K-7.2K-2.7K-3.4K-7.2K
Net VEX-19-34-17-20-34
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0430100
Total OI1.0431212

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-10-01$80.31$0.0029.8%8.5%8.2%19.8%0.0%4.7%-10.3%357-3.4K-200.00173.26N/AN/A0010
2025-10-02$80.28$0.0030.0%8.6%8.2%20.0%0.0%3.9%-9.6%349-3.6K-200.00173.17N/AN/A0010
2025-10-03$80.97$0.0030.8%8.8%8.6%20.7%0.0%6.0%-10.2%356-3.8K-200.00171.24N/AN/A0010
2025-10-06$81.08$0.0034.3%5.8%8.2%24.1%0.0%2.6%-5.5%338-3.3K-190.00164.32N/AN/A0010
2025-10-07$80.38$0.0037.7%6.0%8.8%27.4%0.0%1.2%-6.8%350-3.4K-190.00165.67N/AN/A0010
2025-10-08$80.32$0.0038.8%6.1%8.8%28.5%0.0%1.2%-7.9%335-3.4K-190.00163.04N/AN/A0010
2025-10-09$79.93$0.0038.6%6.1%8.5%28.3%0.0%1.2%-8.2%341-3.4K-190.00164.87N/AN/A0010
2025-10-10$78.80$0.0045.3%6.5%9.8%34.8%0.0%1.7%-8.9%291-2.7K-170.00165.84N/AN/A0010
2025-10-13$79.33$0.0055.8%6.5%10.1%45.1%0.0%1.7%-6.9%321-2.8K-180.00163.50N/AN/A0010
2025-10-14$79.53$0.0062.2%6.4%9.9%51.3%0.0%2.3%-4.3%311-3.0K-180.00164.50N/AN/A0010
2025-10-15$79.97$0.0022.9%6.6%10.1%13.0%0.0%1.3%-8.2%351-3.5K-180.00163.42N/AN/A0010
2025-10-16$80.26$0.0023.4%6.7%10.2%13.5%0.0%16.8%-9.5%295-3.1K-180.00162.96N/AN/A0010
2025-10-17$80.50$0.0023.6%6.8%10.2%13.7%0.0%19.7%-5.1%348-3.3K-180.00166.19N/AN/A0010
2025-10-20$81.05$0.0023.5%6.7%10.4%13.6%0.0%20.4%-4.8%345-3.8K-190.00163.13N/AN/A0010
2025-10-21$80.69$0.0023.9%6.9%10.5%14.0%0.0%20.9%-4.2%351-3.4K-180.00166.19N/AN/A0010
2025-10-22$80.57$0.0024.0%6.9%10.0%14.2%0.0%1.5%-3.5%304-3.0K-170.00161.72N/AN/A0010
2025-10-23$80.77$0.0023.6%6.8%9.5%13.7%0.0%1.6%-3.6%374-3.1K-170.00167.08N/AN/A0010
2025-10-24$80.87$0.0024.3%7.0%9.3%14.4%0.0%1.2%-4.3%357-3.4K-180.00165.61N/AN/A0010
2025-10-27$81.03$0.0025.4%7.3%9.3%15.5%0.0%1.9%-5.0%405-3.4K-180.00163.12N/AN/A0010
2025-10-28$80.87$0.0025.0%7.2%9.1%15.1%0.0%1.4%-4.3%355-3.3K-180.00163.00N/AN/A0010
2025-10-29$79.79$0.0025.9%7.4%9.9%16.0%0.0%0.7%-5.4%321-3.0K-170.00165.24N/AN/A0010
2025-10-30$79.73$0.0026.8%7.7%9.9%16.8%0.0%1.0%-5.2%355-2.8K-170.00165.67N/AN/A1010
2025-10-31$79.63$0.0027.1%7.8%9.4%17.1%0.0%0.8%-4.4%684-7.2K-340.00168.15N/AN/A0020