IGRO Options History — December 2025

In December 2025, IGRO traded between $81.25 and $83.17. ATM implied volatility averaged 27.9%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 18.9% (HV 20d: 8.9%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2025-12-10: Largest IV drop — 42.8% change
  • 2025-12-09: Highest IV Rank — 28.9%
  • 2025-12-03: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.19$81.25$83.17$81.25$82.87
ATM IV27.9%22.4%39.1%31.0%29.6%
Expected Move7.3%6.2%9.1%8.9%8.5%
HV 20d8.9%6.9%10.3%10.3%7.1%
HV 60d9.3%8.9%9.5%9.4%9.0%
IV Rank17.9%12.5%28.9%20.9%19.5%
IV Percentile73.2%50.8%95.6%87.3%82.5%
Term Structure-7.7%-10.7%-4.8%-10.7%-9.9%
Skew 25d13.6%1.3%26.7%24.6%5.7%
Skew 10d20.7%9.8%34.7%31.6%14.9%
Call IV 25d17.3%7.2%37.1%12.1%31.6%
Put IV 25d30.9%25.5%38.4%36.7%37.3%
Bid-Ask Spread %173.78169.12176.98175.99171.47
Gamma HHI0.500.500.510.500.50
Net GEX810727846800825
Net DEX-9.5K-10.8K-8.1K-8.3K-10.4K
Net VEX-26-30-23-30-23
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI22222

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-12-01$81.25$0.0031.0%8.9%10.3%20.9%0.0%24.6%-10.7%800-8.3K-300.00175.99N/AN/A0020
2025-12-02$81.37$0.0031.1%8.9%10.3%21.1%0.0%26.7%-9.7%765-8.1K-290.00173.91N/AN/A0020
2025-12-03$81.54$0.0031.8%9.1%10.0%21.7%0.0%1.3%-10.4%727-8.4K-290.00176.98N/AN/A0020
2025-12-04$81.81$0.0032.1%6.3%9.9%22.0%0.0%18.0%-5.1%807-8.9K-290.00172.75N/AN/A0020
2025-12-05$82.06$0.0032.8%6.2%9.8%22.7%0.0%18.5%-5.4%807-9.2K-290.00173.39N/AN/A0020
2025-12-08$81.50$0.0037.7%6.5%10.2%27.5%0.0%18.9%-6.7%803-8.5K-280.00175.39N/AN/A0020
2025-12-09$81.34$0.0039.1%6.6%9.9%28.9%0.0%19.4%-7.0%802-8.4K-280.00175.12N/AN/A0020
2025-12-10$82.12$0.0022.4%6.4%9.9%12.5%0.0%20.0%-4.8%764-9.2K-280.00175.30N/AN/A0020
2025-12-11$82.31$0.0022.9%6.6%9.7%13.0%0.0%20.1%-6.3%823-9.4K-280.00174.72N/AN/A0020
2025-12-12$82.14$0.0022.5%6.5%9.3%12.7%0.0%19.8%-5.7%808-9.2K-270.00174.32N/AN/A0020
2025-12-15$82.40$0.0023.4%6.7%9.4%13.5%0.0%4.2%-6.9%833-10.0K-270.00174.51N/AN/A0020
2025-12-16$81.88$0.0023.6%6.8%8.9%13.7%0.0%21.0%-6.5%838-9.4K-260.00175.25N/AN/A0020
2025-12-17$81.42$0.0024.7%7.1%9.1%14.8%0.0%20.9%-8.6%826-8.8K-260.00176.16N/AN/A0020
2025-12-18$81.96$0.0024.1%6.9%9.0%14.2%0.0%22.2%-7.0%826-9.4K-260.00175.79N/AN/A0020
2025-12-19$82.33$0.0023.6%6.8%8.6%13.8%0.0%4.0%-7.0%846-9.9K-260.00175.69N/AN/A0020
2025-12-22$82.42$0.0025.3%7.2%7.9%15.4%0.0%4.4%-7.9%846-9.9K-250.00175.22N/AN/A0020
2025-12-23$83.03$0.0025.3%7.3%8.1%15.4%0.0%5.5%-7.0%796-10.6K-250.00169.12N/AN/A0020
2025-12-24$83.09$0.0025.8%7.4%7.8%15.8%0.0%5.7%-7.3%817-10.7K-240.00170.54N/AN/A0020
2025-12-26$83.17$0.0026.7%7.7%7.1%16.7%0.0%5.8%-8.5%818-10.8K-230.00170.32N/AN/A0020
2025-12-29$83.06$0.0028.5%8.2%7.1%18.5%0.0%5.3%-9.7%818-10.6K-230.00171.44N/AN/A0020
2025-12-30$83.16$0.0029.0%8.3%6.9%19.0%0.0%6.3%-10.2%819-10.7K-230.00169.85N/AN/A0020
2025-12-31$82.87$0.0029.6%8.5%7.1%19.5%0.0%5.7%-9.9%825-10.4K-230.00171.47N/AN/A0020