ILCG Options History — January 2025 In January 2025, ILCG traded between $88.40 and $93.94. ATM implied volatility averaged 19.5%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 2.3% (HV 20d: 21.8%). Max pain ranged from $82.00 to $87.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 12 of 20 days.
Notable Days 2025-01-21 : Highest Volume — 4 contracts2025-01-15 : Largest IV drop — 52.1% change2025-01-14 : Highest IV Rank — 72.6%2025-01-13 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $91.33 $88.40 $93.94 $89.53 $91.84 Max Pain $82.50 $82.00 $87.00 $87.00 $82.00 ATM IV 19.5% 15.0% 35.1% 20.0% 15.8% Expected Move 4.9% 4.3% 5.8% 5.7% 4.5% HV 20d 21.8% 19.7% 24.7% 20.1% 23.2% HV 60d 18.9% 17.4% 20.8% 17.4% 20.0% IV Rank 26.7% 13.7% 72.6% 28.3% 15.8% IV Percentile 40.9% 8.7% 97.2% 61.5% 14.7% Term Structure 0.9% -3.1% 16.7% -1.8% 0.6% Skew 25d 1.8% 0.2% 3.0% 0.7% 0.8% Skew 10d 4.4% 1.5% 11.2% 1.5% 3.0% Call IV 25d 16.1% 14.0% 20.4% 20.4% 17.0% Put IV 25d 17.9% 16.1% 21.5% 21.0% 17.8% Bid-Ask Spread % 136.14 127.56 163.81 160.11 136.36 Gamma HHI 0.31 0.15 0.58 0.16 0.53 Net GEX -55 -2.0K 1.6K 1.2K -2.0K Net DEX -20.3K -33.7K -1.4K -24.2K -10.8K Net VEX -76 -101 -44 -78 -90 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.2 0 4 0 0 Total OI 9.15 7 11 8 11
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2025-01-02 $89.53 $87.00 20.0% 5.7% 20.1% 28.3% 0.0% 0.7% -1.8% 1.2K -24.2K -78 0.00 160.11 N/A N/A 0 0 5 3 2025-01-03 $91.19 $87.00 18.6% 5.3% 20.1% 24.1% 0.0% 1.8% 0.9% 982 -28.6K -71 0.00 163.81 N/A N/A 0 0 5 3 2025-01-06 $92.12 $82.00 19.6% 4.9% 20.5% 27.0% 0.0% 2.3% 0.8% 783 -33.7K -59 0.00 129.54 N/A N/A 0 0 5 3 2025-01-07 $90.27 $82.00 23.6% 4.5% 21.6% 39.0% 0.0% 0.2% -1.7% 1.0K -25.4K -78 0.00 140.83 N/A N/A 0 0 5 3 2025-01-08 $90.56 $82.00 21.2% 5.2% 21.5% 31.9% 0.0% 2.5% 0.5% 1.1K -27.0K -70 0.00 128.44 N/A N/A 0 0 5 3 2025-01-10 $89.20 $82.00 24.8% 5.7% 22.0% 42.4% 0.0% 2.1% -0.0% 1.3K -22.4K -75 0.00 127.92 N/A N/A 0 0 5 3 2025-01-13 $88.72 $82.00 31.2% 5.8% 20.9% 61.3% 0.0% 3.0% -0.3% 1.3K -19.1K -74 0.00 131.23 N/A N/A 0 0 5 3 2025-01-14 $88.40 $82.00 35.1% 4.9% 20.8% 72.6% 0.0% 1.2% 3.5% 1.6K -21.9K -66 0.00 127.56 N/A N/A 0 0 5 3 2025-01-15 $90.92 $82.00 16.8% 4.8% 23.5% 18.8% 0.0% 1.9% 1.6% 1.1K -28.8K -57 0.00 133.20 N/A N/A 0 0 5 3 2025-01-16 $90.75 $82.00 15.8% 4.5% 23.2% 15.8% 0.0% 1.8% 16.7% 1.2K -30.2K -55 0.00 135.66 N/A N/A 0 0 5 3 2025-01-17 $91.69 $82.00 15.4% 4.4% 23.5% 14.8% 0.0% 1.9% 0.7% 939 -32.6K -51 0.00 135.78 N/A N/A 0 0 5 3 2025-01-21 $92.44 $82.00 16.4% 4.7% 19.7% 17.7% 0.0% 1.5% -1.7% 637 -25.6K -44 0.00 131.96 N/A N/A 0 4 4 3 2025-01-22 $93.94 $82.00 15.7% 4.5% 20.4% 15.6% 0.0% 1.7% 0.2% -1.8K -15.5K -95 0.00 133.79 N/A N/A 0 0 4 7 2025-01-23 $93.91 $82.00 15.2% 4.4% 20.2% 14.1% 0.0% 2.1% 1.2% -1.8K -14.9K -94 0.00 135.35 N/A N/A 0 0 4 7 2025-01-24 $93.69 $82.00 15.0% 4.3% 20.1% 13.7% 0.0% 2.5% 1.3% -2.0K -18.1K -87 0.00 133.15 N/A N/A 0 0 4 7 2025-01-27 $90.64 $82.00 18.1% 5.2% 23.1% 22.8% 0.0% 2.3% -0.0% -1.3K -1.4K -101 0.00 133.66 N/A N/A 0 0 4 7 2025-01-28 $92.77 $82.00 16.1% 4.6% 24.7% 16.6% 0.0% 2.7% 0.9% -1.7K -10.8K -92 0.00 134.61 N/A N/A 0 0 4 7 2025-01-29 $92.04 $82.00 18.4% 5.3% 23.6% 23.7% 0.0% 2.0% -3.1% -1.7K -7.3K -97 0.00 135.44 N/A N/A 0 0 4 7 2025-01-30 $91.89 $82.00 16.4% 4.7% 23.6% 17.7% 0.0% 1.7% -3.0% -1.9K -8.6K -93 0.00 134.41 N/A N/A 0 0 4 7 2025-01-31 $91.84 $82.00 15.8% 4.5% 23.2% 15.8% 0.0% 0.8% 0.6% -2.0K -10.8K -90 0.00 136.36 N/A N/A 0 0 4 7
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