IGRO Options History — January 2026

In January 2026, IGRO traded between $83.37 and $86.91. ATM implied volatility averaged 30.4%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 22.4% (HV 20d: 8.1%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2026-01-27: Highest Volume — 2 contracts
  • 2026-01-14: Largest IV drop — 63.2% change
  • 2026-01-13: Highest IV Rank — 47.7%
  • 2026-01-02: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$85.01$83.37$86.91$83.37$85.88
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV30.4%21.5%58.5%31.1%26.4%
Expected Move6.6%5.6%8.9%8.9%7.6%
HV 20d8.1%6.6%10.4%7.3%10.4%
HV 60d8.8%8.4%9.3%8.8%9.3%
IV Rank20.4%11.7%47.7%21.0%16.5%
IV Percentile69.9%42.9%98.4%86.1%68.7%
Term Structure-6.2%-11.8%-2.6%-11.8%-5.5%
VWIV23.8%23.8%23.8%23.8%23.8%
Skew 25d2.9%1.0%7.5%7.5%3.3%
Skew 10d9.6%6.6%17.1%17.1%11.1%
Call IV 25d25.1%18.6%32.0%32.0%29.5%
Put IV 25d28.0%24.1%39.5%39.5%32.7%
Bid-Ask Spread %155.30149.96168.80168.80152.89
Gamma HHI0.510.350.540.510.50
Net GEX8366112.1K8122.1K
Net DEX-13.7K-28.6K-10.9K-10.9K-28.6K
Net VEX-19-52-11-22-52
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.250200
Total OI2.22525

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$83.37$0.0031.1%8.9%7.3%21.0%0.0%7.5%-11.8%812-10.9K-220.00168.80N/AN/A0020
2026-01-05$84.10$80.0032.6%5.6%7.8%22.5%0.0%5.6%-5.8%802-11.8K-200.00153.41N/AN/A0020
2026-01-06$84.25$80.0035.0%5.8%7.7%24.9%0.0%1.4%-7.9%788-11.9K-190.00156.29N/AN/A0020
2026-01-07$83.79$80.0037.5%5.9%7.5%27.3%0.0%1.0%-6.8%811-11.4K-200.00156.14N/AN/A0020
2026-01-08$84.06$80.0038.8%5.9%7.5%28.5%0.0%1.3%-7.8%803-11.7K-200.00157.13N/AN/A0020
2026-01-09$84.73$80.0039.9%5.7%7.3%29.6%0.0%1.7%-6.9%775-12.5K-180.00155.78N/AN/A0020
2026-01-12$85.06$80.0051.3%6.0%7.3%40.7%0.0%2.5%-9.2%747-12.8K-170.00153.69N/AN/A0020
2026-01-13$84.58$80.0058.5%6.0%7.6%47.7%0.0%1.0%-9.1%778-12.3K-180.00155.15N/AN/A0020
2026-01-14$84.93$80.0021.5%6.2%7.7%11.7%0.0%2.2%-8.4%759-12.6K-170.00155.71N/AN/A0020
2026-01-15$84.97$80.0021.6%6.2%7.1%11.8%0.0%1.8%-3.9%758-12.7K-170.00155.20N/AN/A0020
2026-01-16$85.27$80.0021.8%6.3%6.6%12.0%0.0%2.5%-3.9%738-13.0K-160.00154.05N/AN/A0020
2026-01-20$84.22$80.0023.8%6.8%8.2%13.9%0.0%2.0%-5.8%802-11.8K-160.00157.18N/AN/A0020
2026-01-21$84.64$80.0022.7%6.5%8.2%12.8%0.0%2.1%-2.6%786-12.3K-160.00156.38N/AN/A0020
2026-01-22$85.19$80.0024.0%6.9%8.4%14.1%0.0%2.4%-5.6%752-12.9K-140.00156.45N/AN/A0020
2026-01-23$85.53$80.0022.7%6.5%8.2%12.8%0.0%3.1%-2.8%731-13.3K-140.00154.08N/AN/A0020
2026-01-26$85.96$80.0024.8%7.1%8.3%14.9%0.0%3.9%-5.8%694-13.7K-120.00153.26N/AN/A0020
2026-01-27$86.91$80.0024.2%6.9%8.9%14.3%0.0%5.3%-4.4%611-14.6K-110.00151.43N/AN/A2020
2026-01-28$86.11$80.0025.8%7.4%9.7%15.9%0.0%3.8%-5.8%682-13.8K-120.00152.93N/AN/A1020
2026-01-29$86.66$80.0024.7%7.1%9.8%14.8%23.8%4.7%-4.4%1.0K-19.3K-350.00149.96N/AN/A2030
2026-01-30$85.88$80.0026.4%7.6%10.4%16.5%0.0%3.3%-5.5%2.1K-28.6K-520.00152.89N/AN/A0050