IGRO Options History — March 2026

In March 2026, IGRO traded between $80.68 and $88.42. ATM implied volatility averaged 31.4%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 15.5% (HV 20d: 15.9%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2026-03-04: Highest Volume — 1 contracts
  • 2026-03-11: Largest IV drop — 39.6% change
  • 2026-03-10: Highest IV Rank — 31.8%
  • 2026-03-30: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.92$80.68$88.42$88.42$83.56
ATM IV31.4%24.2%42.2%29.5%31.4%
Expected Move8.2%6.2%10.4%8.4%9.0%
HV 20d15.9%12.2%22.0%12.8%22.0%
HV 60d12.7%10.2%16.0%10.2%16.0%
IV Rank21.3%14.3%31.8%19.4%21.3%
IV Percentile78.5%48.8%95.6%78.6%79.8%
Term Structure-7.0%-11.0%-2.5%-11.0%-7.4%
Skew 25d1.9%-1.7%5.2%2.3%5.2%
Skew 10d-0.0%-8.6%7.5%6.1%7.5%
Call IV 25d31.7%26.2%38.7%33.3%36.2%
Put IV 25d33.6%24.5%42.1%35.6%41.4%
Bid-Ask Spread %124.9281.80166.36166.3681.80
Gamma HHI0.570.501.001.000.50
Net GEX649438777514658
Net DEX-6.5K-8.5K-5.0K-5.8K-6.0K
Net VEX-31-38-19-19-30
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0450100
Total OI1.8641212

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$88.42$0.0029.5%8.4%12.8%19.4%0.0%2.3%-11.0%514-5.8K-190.00166.36N/AN/A0010
2026-03-03$87.42$0.0031.5%9.0%13.4%21.4%0.0%5.2%-7.3%558-5.3K-200.00165.39N/AN/A0010
2026-03-04$87.06$0.0032.0%9.2%13.5%22.0%0.0%3.3%-9.3%438-5.1K-220.00165.07N/AN/A1010
2026-03-05$85.33$0.0034.2%6.2%14.9%24.0%0.0%-1.7%-5.5%752-8.5K-380.00160.93N/AN/A0020
2026-03-06$84.71$0.0035.5%6.7%14.8%25.3%0.0%2.0%-8.0%748-7.3K-360.00158.38N/AN/A0020
2026-03-09$85.17$0.0038.2%6.7%13.1%27.9%0.0%-0.5%-6.5%747-7.7K-360.00151.70N/AN/A0020
2026-03-10$85.40$0.0042.2%6.8%12.4%31.8%0.0%2.8%-5.2%706-8.2K-370.00159.32N/AN/A0020
2026-03-11$85.03$0.0025.5%7.3%12.2%15.6%0.0%1.5%-9.7%752-7.7K-360.00154.85N/AN/A0020
2026-03-12$83.92$0.0024.2%0.0%12.5%14.3%0.0%-0.4%-5.8%697-6.9K-350.00125.51N/AN/A0020
2026-03-13$83.09$0.0026.7%0.0%12.8%16.8%0.0%-1.6%-7.9%691-6.6K-340.00112.27N/AN/A0020
2026-03-16$84.33$0.0028.2%7.7%14.3%18.2%0.0%-0.4%-8.1%723-7.0K-350.00123.47N/AN/A0020
2026-03-17$84.56$0.0025.9%7.5%14.4%16.0%0.0%2.6%-7.0%777-7.7K-350.00120.30N/AN/A0020
2026-03-18$82.94$0.0027.7%7.0%15.6%17.7%0.0%1.7%-2.5%679-6.7K-340.00121.07N/AN/A0020
2026-03-19$82.88$0.0027.9%7.6%15.6%17.9%0.0%1.7%-5.4%665-5.9K-310.00100.43N/AN/A0020
2026-03-20$80.68$0.0031.7%9.3%17.1%21.6%0.0%-1.6%-4.0%547-5.2K-300.00113.54N/AN/A0020
2026-03-23$82.47$0.0030.2%7.8%19.6%20.1%0.0%2.8%-3.7%652-5.5K-300.0088.04N/AN/A0020
2026-03-24$82.14$0.0031.8%9.4%19.3%21.7%0.0%1.9%-10.2%618-5.6K-310.0093.70N/AN/A0020
2026-03-25$82.97$0.0031.2%8.8%19.7%21.1%0.0%3.7%-6.8%639-6.7K-320.0095.33N/AN/A0020
2026-03-26$81.84$0.0033.8%9.7%19.8%23.7%0.0%3.9%-7.4%592-5.9K-300.0098.73N/AN/A0020
2026-03-27$80.91$0.0034.3%9.8%19.8%24.1%0.0%3.7%-7.0%518-5.5K-290.0094.66N/AN/A0020
2026-03-30$81.40$0.0036.4%10.4%19.5%26.2%0.0%3.4%-7.7%609-5.0K-280.0097.40N/AN/A0020
2026-03-31$83.56$0.0031.4%9.0%22.0%21.3%0.0%5.2%-7.4%658-6.0K-300.0081.80N/AN/A0020