ILCG Options History — March 2025

In March 2025, ILCG traded between $80.68 and $86.98. ATM implied volatility averaged 24.4%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 1.8% (HV 20d: 26.2%). Max pain ranged from $91.00 to $92.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-03-11: Highest Volume — 1 contracts
  • 2025-03-10: Largest IV spike — 28.1% change
  • 2025-03-10: Highest IV Rank — 67.7%
  • 2025-03-11: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.35$80.68$86.98$85.71$81.03
Max Pain$91.48$91.00$92.00$92.00$91.00
ATM IV24.4%21.2%34.5%27.3%23.6%
Expected Move7.2%5.1%10.6%7.8%6.6%
HV 20d26.2%17.7%32.0%17.7%31.4%
HV 60d22.7%20.1%24.6%20.3%24.5%
IV Rank34.8%24.5%67.7%44.3%32.3%
IV Percentile79.3%66.7%95.6%87.3%79.4%
Term Structure-2.5%-11.2%0.9%-6.4%-1.8%
VWIV35.6%35.6%35.6%35.6%35.6%
Skew 25d3.4%-3.1%9.8%-3.1%-1.3%
Skew 10d1.3%-6.4%10.0%-6.4%-4.1%
Call IV 25d21.7%15.8%27.2%23.5%27.2%
Put IV 25d25.1%20.3%30.9%20.3%25.9%
Bid-Ask Spread %133.03119.74148.87130.58127.59
Gamma HHI0.660.391.000.611.00
Net GEX246-655986-655136
Net DEX19.2K-1.8K30.7K24.4K-471
Net VEX-15-38-4-38-4
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0480100
Total OI4.9521761

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$85.71$92.0027.3%7.8%17.7%44.3%0.0%-3.1%-6.4%-65524.4K-380.00130.58N/AN/A0024
2025-03-04$86.13$92.0023.3%6.7%17.9%31.3%0.0%9.8%-5.0%-56026.6K-330.00130.27N/AN/A0024
2025-03-05$86.98$92.0023.8%6.8%18.1%33.1%0.0%5.9%-0.2%-62226.2K-340.00132.04N/AN/A0024
2025-03-06$84.15$92.0027.7%7.9%20.9%45.7%0.0%5.5%-0.9%-45627.8K-250.00125.37N/AN/A0024
2025-03-07$84.28$92.0026.9%7.7%20.6%43.1%0.0%9.4%-0.8%-20629.5K-200.00129.87N/AN/A0024
2025-03-10$81.02$92.0034.5%9.9%24.0%67.7%0.0%7.5%-2.7%-2930.6K-100.00119.74N/AN/A0024
2025-03-11$81.70$92.0027.0%10.6%23.9%43.4%35.6%9.0%-1.6%-330.7K-120.00129.07N/AN/A1024
2025-03-12$82.44$92.0025.8%9.7%24.5%39.6%0.0%2.8%-1.4%61626.4K-170.00138.53N/AN/A0034
2025-03-13$80.68$92.0025.2%9.9%25.1%37.6%0.0%2.6%-0.9%70528.1K-120.00136.41N/AN/A0034
2025-03-14$82.79$92.0023.2%10.2%27.0%30.8%0.0%3.3%-0.6%62026.3K-150.00148.87N/AN/A0034
2025-03-17$83.69$91.0022.1%6.1%27.5%27.3%0.0%3.9%0.9%62125.5K-150.00135.27N/AN/A0034
2025-03-18$81.72$91.0022.4%6.4%28.2%28.4%0.0%2.9%-0.7%82727.5K-100.00130.78N/AN/A0034
2025-03-19$83.40$91.0022.2%6.1%29.6%27.6%0.0%2.6%-0.4%81126.0K-110.00129.88N/AN/A0034
2025-03-20$82.90$91.0021.7%5.8%29.6%26.0%0.0%2.0%-2.5%92126.7K-90.00133.29N/AN/A0034
2025-03-21$82.81$91.0022.0%6.0%28.8%27.2%0.0%3.0%0.1%98627.0K-70.00134.45N/AN/A0034
2025-03-24$85.22$91.0021.2%5.6%31.1%24.5%0.0%3.3%-0.4%327-1.6K-90.00140.28N/AN/A0010
2025-03-25$85.55$91.0021.6%5.2%30.8%25.7%0.0%-1.1%-5.7%372-1.8K-90.00143.40N/AN/A0010
2025-03-26$83.63$91.0022.1%5.1%31.5%27.4%0.0%0.9%-7.8%312-1.3K-70.00131.24N/AN/A0010
2025-03-27$83.58$91.0022.4%5.8%30.4%28.4%0.0%2.4%-2.1%256-1.1K-60.00136.74N/AN/A0010
2025-03-28$80.95$91.0026.0%6.0%32.0%40.2%0.0%-0.4%-11.2%177-647-40.00130.06N/AN/A0010
2025-03-31$81.03$91.0023.6%6.6%31.4%32.3%0.0%-1.3%-1.8%136-471-40.00127.59N/AN/A0010