ILCG Options History — November 2025

In November 2025, ILCG traded between $99.78 and $107.55. ATM implied volatility averaged 26.5%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 7.7% (HV 20d: 18.8%). Max pain ranged from $85.00 to $85.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 10 of 19 days.

Notable Days

  • 2025-11-03: Highest Volume — 1 contracts
  • 2025-11-14: Largest IV spike — 41.3% change
  • 2025-11-26: Highest IV Rank — 40.2%
  • 2025-11-26: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$103.72$99.78$107.55$107.55$103.98
Max Pain$85.00$85.00$85.00$85.00$85.00
ATM IV26.5%16.4%35.8%19.3%32.7%
Expected Move7.5%4.7%10.2%5.5%9.4%
HV 20d18.8%16.3%20.5%17.0%19.8%
HV 60d14.7%12.7%15.9%12.7%15.8%
IV Rank22.8%3.8%40.2%9.3%34.4%
IV Percentile70.3%12.3%95.6%42.5%92.5%
Term Structure1.7%-8.8%14.7%-0.7%10.9%
Skew 25d9.2%-4.4%24.9%3.1%16.6%
Skew 10d8.6%-3.1%25.1%-0.1%16.6%
Call IV 25d19.7%13.7%24.9%16.6%24.1%
Put IV 25d28.9%14.2%48.4%19.7%40.7%
Bid-Ask Spread %148.52117.09178.84119.91173.65
Gamma HHI0.190.150.230.220.23
Net GEX-1.6K-2.2K-383-1.1K-1.8K
Net DEX-67.9K-117.4K24.5K-117.4K18.7K
Net VEX-120-143-71-71-127
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.1580110
Total OI19.368624216

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-11-03$107.55$85.0019.3%5.5%17.0%9.3%0.0%3.1%-0.7%-1.1K-117.4K-710.00119.91N/AN/A01129
2025-11-04$105.97$85.0016.4%4.7%17.8%3.8%0.0%-2.1%4.1%-1.4K-105.3K-1060.00117.09N/AN/A001210
2025-11-05$106.17$85.0019.7%5.7%17.5%10.0%0.0%-4.4%-0.1%-2.1K-106.6K-960.00118.50N/AN/A001210
2025-11-06$104.00$0.0018.7%5.3%19.0%8.2%0.0%0.4%2.5%-1.4K-98.8K-1080.00134.12N/AN/A001210
2025-11-07$103.63$0.0023.1%6.1%16.3%16.4%0.0%5.6%0.3%-1.2K-95.7K-1060.00126.28N/AN/A011210
2025-11-10$106.22$0.0021.7%5.1%18.0%13.8%0.0%2.4%0.5%-2.2K-103.8K-1210.00126.45N/AN/A001211
2025-11-11$105.83$0.0021.4%5.3%17.7%13.2%0.0%4.6%-1.2%-2.2K-102.8K-1200.00134.17N/AN/A001211
2025-11-12$105.69$0.0019.3%5.5%17.6%9.3%0.0%2.7%1.2%-2.2K-101.2K-1210.00142.13N/AN/A001211
2025-11-13$103.44$0.0020.7%5.9%19.1%12.0%0.0%7.7%0.5%-1.9K-91.0K-1290.00158.29N/AN/A011211
2025-11-14$103.76$0.0029.3%8.4%19.0%28.0%0.0%1.1%-8.8%-2.1K-85.0K-1430.00159.51N/AN/A001212
2025-11-17$102.16$0.0031.7%9.1%19.4%32.5%0.0%15.0%-5.8%-2.1K-77.9K-1430.00164.43N/AN/A001212
2025-11-18$101.45$0.0031.0%8.9%19.4%31.3%0.0%18.0%-6.1%-1.6K-74.2K-1360.00163.15N/AN/A001212
2025-11-19$101.78$0.0031.1%8.9%19.4%31.4%0.0%19.1%-4.0%-2.1K-75.8K-1320.00163.68N/AN/A001212
2025-11-20$99.78$0.0034.6%9.9%20.0%38.1%0.0%23.3%-1.9%-383-64.2K-1340.00159.55N/AN/A001212
2025-11-21$100.38$0.0033.4%9.6%19.8%35.8%0.0%24.9%14.7%-531-76.7K-1230.00160.19N/AN/A001211
2025-11-24$102.07$0.0031.7%9.1%20.3%32.6%0.0%7.6%12.1%-1.3K24.5K-1230.00165.27N/AN/A0015
2025-11-25$102.78$0.0032.0%9.2%19.9%33.2%0.0%12.7%-0.4%-1.4K22.3K-1230.00156.75N/AN/A0015
2025-11-26$103.98$0.0035.8%10.2%20.5%40.2%0.0%16.0%14.0%-1.9K20.0K-1230.00178.84N/AN/A0015
2025-11-28$103.98$0.0032.7%9.4%19.8%34.4%0.0%16.6%10.9%-1.8K18.7K-1270.00173.65N/AN/A0015