ILCG Options History — January 2026

In January 2026, ILCG traded between $102.22 and $106.01. ATM implied volatility averaged 19.1%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 5.9% (HV 20d: 13.3%). Max pain ranged from $99.00 to $105.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.35.

Notable Days

  • 2026-01-28: Highest Volume — 21 contracts
  • 2026-01-20: Largest IV spike — 41.1% change
  • 2026-01-12: Highest IV Rank — 24.0%
  • 2026-01-20: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$104.89$102.22$106.01$104.22$104.56
Max Pain$100.05$99.00$105.00$105.00$102.00
ATM IV19.1%13.9%26.2%19.1%18.5%
Expected Move4.8%3.5%5.7%5.5%5.3%
HV 20d13.3%10.9%14.9%11.7%14.8%
HV 60d15.6%15.0%16.2%16.2%15.5%
IV Rank11.0%1.3%24.0%11.0%9.8%
IV Percentile39.1%1.2%81.3%44.4%36.5%
Term Structure1.0%-3.6%7.2%-2.0%-1.1%
VWIV19.2%17.0%21.0%19.5%17.0%
Skew 25d2.9%0.3%5.0%0.3%0.4%
Skew 10d2.4%-1.5%14.0%14.0%3.6%
Call IV 25d15.3%12.1%19.2%19.1%17.1%
Put IV 25d18.2%15.5%21.4%19.4%17.6%
Bid-Ask Spread %125.30119.11152.88152.88124.31
Gamma HHI0.240.180.330.200.19
Net GEX-2.5K-3.5K-1.1K-2.9K-2.9K
Net DEX7.9K-7.2K15.0K12.4K12.7K
Net VEX-161-320-116-128-320
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.000.910.000.91
Total Volume1.4502100
Total OI9.75720820

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$104.22$105.0019.1%5.5%11.7%11.0%0.0%0.3%-2.0%-2.9K12.4K-1280.00152.88N/AN/A0026
2026-01-05$104.92$99.0020.9%4.5%11.9%14.3%0.0%5.0%3.5%-2.7K11.0K-1300.00123.79N/AN/A0026
2026-01-06$105.48$99.0022.0%5.2%11.9%16.2%0.0%3.9%2.1%-2.7K10.6K-1260.00119.11N/AN/A2026
2026-01-07$105.61$99.0018.6%4.9%11.9%10.0%0.0%3.7%0.0%-3.1K10.2K-1340.00121.33N/AN/A0026
2026-01-08$104.64$99.0023.2%5.4%12.4%18.4%0.0%2.7%1.3%-2.7K13.6K-1370.00124.76N/AN/A0026
2026-01-09$105.70$99.0020.9%3.5%12.9%14.2%0.0%3.1%7.2%-3.4K11.5K-1250.00121.51N/AN/A0026
2026-01-12$106.01$99.0026.2%4.2%12.9%24.0%0.0%3.5%3.8%-3.5K9.6K-1190.00123.13N/AN/A0026
2026-01-13$105.52$99.0026.0%3.6%11.4%23.6%0.0%3.6%2.6%-3.4K8.5K-1210.00121.05N/AN/A0026
2026-01-14$104.25$99.0018.1%5.2%12.3%9.1%0.0%2.8%1.6%-3.0K15.0K-1270.00124.34N/AN/A0026
2026-01-15$104.84$99.0015.0%4.3%12.5%3.3%0.0%3.1%-0.5%-3.3K13.0K-1240.00125.54N/AN/A0026
2026-01-16$105.11$99.0014.1%4.1%10.9%1.8%0.0%4.4%0.9%-3.4K12.2K-1190.00125.32N/AN/A0026
2026-01-20$102.22$99.0020.0%5.7%14.4%12.5%0.0%2.2%-0.5%-1.5K14.3K-1220.00123.96N/AN/A0025
2026-01-21$103.59$99.0017.5%5.0%14.9%8.0%0.0%2.1%0.3%-1.6K11.8K-1160.00123.17N/AN/A2025
2026-01-22$104.13$99.0016.5%4.7%14.6%6.2%0.0%0.5%-0.2%-1.1K372-1790.00123.72N/AN/A0045
2026-01-23$104.47$99.0017.9%5.1%14.4%8.8%19.5%2.6%1.1%-1.2K-535-1760.50125.83N/AN/A2145
2026-01-26$105.29$102.0018.2%5.2%14.7%9.2%21.0%3.0%0.0%-1.3K-5.7K-2000.00129.21N/AN/A0156
2026-01-27$105.96$102.0013.9%4.0%14.9%1.3%0.0%4.4%3.9%-2.1K-5.9K-2010.00123.07N/AN/A0057
2026-01-28$105.97$102.0017.9%5.1%14.7%8.7%17.0%2.3%-3.6%-1.9K-7.2K-2000.91127.59N/AN/A111057
2026-01-29$105.29$102.0018.0%5.2%14.9%9.0%0.0%4.3%-0.5%-3.4K10.0K-3160.00122.46N/AN/A00812
2026-01-30$104.56$102.0018.5%5.3%14.8%9.8%0.0%0.4%-1.1%-2.9K12.7K-3200.00124.31N/AN/A00812