ILCG Options History — July 2025

In July 2025, ILCG traded between $95.87 and $100.69. ATM implied volatility averaged 18.4%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 6.8% (HV 20d: 11.6%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days.

Notable Days

  • 2025-07-09: Largest IV drop — 27.8% change
  • 2025-07-07: Highest IV Rank — 17.2%
  • 2025-07-02: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$98.37$95.87$100.69$95.87$100.69
ATM IV18.4%16.3%23.1%19.3%18.2%
Expected Move5.1%4.6%6.1%5.5%5.2%
HV 20d11.6%7.8%14.1%13.4%8.1%
HV 60d20.1%13.6%35.6%35.6%13.6%
IV Rank8.1%4.6%17.2%10.3%7.2%
IV Percentile26.0%7.5%66.7%38.5%24.6%
Term Structure-0.5%-5.2%3.1%-1.9%-4.2%
Skew 25d2.6%1.1%3.7%1.6%1.4%
Skew 10d6.4%5.2%7.4%5.2%6.5%
Call IV 25d17.9%15.2%21.7%21.5%20.4%
Put IV 25d20.4%18.7%23.7%23.1%21.8%
Bid-Ask Spread %130.79123.77155.40152.10123.77
Gamma HHI0.250.230.290.230.29
Net GEX2.2K2.1K2.3K2.2K2.1K
Net DEX-88.2K-102.9K-75.6K-75.6K-102.9K
Net VEX-232-293-156-293-156
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI1717171717

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-07-01$95.87$0.0019.3%5.5%13.4%10.3%0.0%1.6%-1.9%2.2K-75.6K-2930.00152.10N/AN/A00125
2025-07-02$96.27$0.0021.4%6.1%13.3%14.2%0.0%2.1%-5.2%2.2K-76.3K-2840.00155.40N/AN/A00125
2025-07-03$97.50$0.0020.5%4.6%13.8%12.4%0.0%3.6%3.1%2.2K-82.8K-2630.00127.41N/AN/A00125
2025-07-07$96.78$0.0023.1%4.9%14.0%17.2%0.0%2.6%1.3%2.2K-79.4K-2740.00127.32N/AN/A00125
2025-07-08$96.75$0.0022.8%4.8%13.8%16.8%0.0%2.5%2.2%2.3K-80.5K-2680.00129.04N/AN/A00125
2025-07-09$97.63$0.0016.5%4.7%14.0%4.9%0.0%2.8%2.0%2.2K-84.0K-2560.00128.22N/AN/A00125
2025-07-10$97.73$0.0016.3%4.7%14.0%4.6%0.0%3.3%2.9%2.2K-83.6K-2560.00127.75N/AN/A00125
2025-07-11$97.36$0.0017.0%4.9%14.1%5.9%0.0%2.5%1.2%2.3K-83.2K-2570.00129.86N/AN/A00125
2025-07-14$97.61$0.0016.8%4.8%14.1%5.6%0.0%3.3%2.0%2.3K-84.0K-2510.00128.23N/AN/A00125
2025-07-15$98.00$0.0017.5%5.0%12.8%6.9%0.0%2.5%0.7%2.2K-87.4K-2350.00129.60N/AN/A00125
2025-07-16$98.19$0.0017.3%5.0%12.1%5.8%0.0%3.7%2.5%2.2K-84.2K-2460.00127.02N/AN/A00125
2025-07-17$98.79$0.0016.8%4.8%11.6%4.6%0.0%3.3%0.4%2.1K-89.2K-2320.00128.41N/AN/A00125
2025-07-18$98.79$0.0017.1%4.9%11.6%5.2%0.0%2.6%-0.6%2.1K-89.4K-2290.00129.97N/AN/A00125
2025-07-21$98.97$0.0017.9%5.1%10.8%6.6%0.0%2.0%-2.0%2.2K-91.6K-2150.00130.06N/AN/A00125
2025-07-22$98.42$0.0018.1%5.2%10.8%7.0%0.0%2.4%-0.7%2.2K-89.1K-2180.00128.90N/AN/A00125
2025-07-23$99.06$0.0017.6%5.0%9.3%6.1%0.0%2.8%-1.0%2.2K-91.8K-2150.00129.50N/AN/A00125
2025-07-24$99.56$0.0017.6%5.0%9.4%6.1%0.0%2.8%-1.9%2.2K-95.0K-1950.00129.90N/AN/A00125
2025-07-25$100.17$0.0017.4%5.0%9.1%5.8%0.0%3.4%-1.9%2.1K-97.6K-1930.00128.78N/AN/A00125
2025-07-28$100.28$0.0018.8%5.4%9.1%8.4%0.0%2.7%-3.9%2.1K-98.5K-1850.00130.43N/AN/A00125
2025-07-29$99.95$0.0018.0%5.2%9.0%6.8%0.0%1.3%-2.5%2.2K-97.9K-1880.00127.61N/AN/A00125
2025-07-30$99.85$0.0019.1%5.5%7.8%9.0%0.0%1.1%-4.4%2.2K-96.6K-1900.00128.03N/AN/A00125
2025-07-31$100.69$0.0018.2%5.2%8.1%7.2%0.0%1.4%-4.2%2.1K-102.9K-1560.00123.77N/AN/A00125