IGRO Options History — November 2025

In November 2025, IGRO traded between $79.12 and $81.57. ATM implied volatility averaged 29.0%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 19.7% (HV 20d: 9.3%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2025-11-12: Largest IV drop — 34.8% change
  • 2025-11-11: Highest IV Rank — 25.3%
  • 2025-11-28: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.24$79.12$81.57$79.62$81.57
ATM IV29.0%23.2%35.5%29.3%32.2%
Expected Move7.7%6.5%9.2%8.4%9.2%
HV 20d9.3%7.7%10.8%9.3%10.2%
HV 60d9.0%8.8%9.4%8.9%9.4%
IV Rank19.0%13.3%25.3%19.3%22.1%
IV Percentile80.2%56.0%90.9%84.5%89.3%
Term Structure-8.2%-12.1%-5.0%-5.9%-12.1%
Skew 25d12.7%0.8%34.0%1.0%34.0%
Skew 10d16.5%0.8%41.8%7.4%41.8%
Call IV 25d23.2%7.5%37.1%36.0%10.1%
Put IV 25d35.9%27.3%44.1%37.0%44.1%
Bid-Ask Spread %173.84165.28177.35165.28174.44
Gamma HHI0.500.500.500.500.50
Net GEX711666796666742
Net DEX-7.2K-8.5K-6.2K-7.2K-8.1K
Net VEX-32-33-30-33-30
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI22222

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-11-03$79.62$0.0029.3%8.4%9.3%19.3%0.0%1.0%-5.9%666-7.2K-330.00165.28N/AN/A0020
2025-11-04$79.18$0.0030.1%8.6%9.0%20.0%0.0%0.8%-8.0%671-6.2K-320.00167.37N/AN/A0020
2025-11-05$79.63$0.0030.3%8.7%9.3%20.3%0.0%3.0%-6.6%719-6.3K-320.00168.62N/AN/A0020
2025-11-06$79.38$0.0031.9%6.6%9.2%21.8%0.0%1.5%-7.6%714-6.7K-320.00176.75N/AN/A0020
2025-11-07$79.55$0.0031.6%6.5%7.7%21.5%0.0%2.6%-8.1%676-6.8K-330.00172.32N/AN/A0020
2025-11-10$80.22$0.0035.1%6.7%7.9%24.9%0.0%2.2%-9.5%718-7.4K-330.00174.75N/AN/A0020
2025-11-11$80.99$0.0035.5%6.6%8.5%25.3%0.0%20.2%-5.8%707-7.6K-330.00173.28N/AN/A0020
2025-11-12$81.56$0.0023.2%6.6%8.6%13.3%0.0%19.8%-5.0%705-8.0K-330.00174.94N/AN/A0020
2025-11-13$81.00$0.0024.7%7.1%9.0%14.8%0.0%26.2%-10.5%724-8.4K-330.00175.28N/AN/A0020
2025-11-14$81.09$0.0024.6%7.0%8.9%14.7%0.0%26.5%-8.8%763-7.9K-330.00176.67N/AN/A0020
2025-11-17$80.31$0.0026.5%7.6%9.3%16.5%0.0%21.6%-10.6%705-8.0K-320.00172.39N/AN/A0020
2025-11-18$80.06$0.0027.0%7.7%9.2%17.0%0.0%7.7%-9.4%694-6.7K-310.00177.35N/AN/A0020
2025-11-19$79.59$0.0026.3%7.6%9.4%16.4%0.0%7.6%-9.5%681-6.6K-310.00177.30N/AN/A0020
2025-11-20$79.12$0.0028.2%8.1%9.5%18.2%0.0%8.0%-8.1%667-6.4K-300.00177.01N/AN/A0020
2025-11-21$79.99$0.0027.8%8.0%10.4%17.8%0.0%8.4%-7.7%714-6.9K-300.00173.01N/AN/A0020
2025-11-24$79.88$0.0029.1%8.4%10.4%19.1%0.0%9.0%-8.3%730-6.8K-300.00173.92N/AN/A0020
2025-11-25$80.54$0.0028.1%8.1%10.8%18.1%0.0%9.5%-7.3%796-6.9K-300.00176.36N/AN/A0020
2025-11-26$81.36$0.0028.9%8.3%10.2%18.9%0.0%32.5%-6.7%713-8.5K-310.00175.82N/AN/A0020
2025-11-28$81.57$0.0032.2%9.2%10.2%22.1%0.0%34.0%-12.1%742-8.1K-300.00174.44N/AN/A0020