ILCG Options History — March 2026

In March 2026, ILCG traded between $91.47 and $101.61. ATM implied volatility averaged 24.3%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 4.2% (HV 20d: 20.1%). Max pain ranged from $95.00 to $105.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 5 of 21 days.

Notable Days

  • 2026-03-23: Highest Volume — 21 contracts
  • 2026-03-27: Largest IV spike — 24.6% change
  • 2026-03-30: Highest IV Rank — 31.5%
  • 2026-03-30: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$98.25$91.47$101.61$101.24$95.44
Max Pain$98.33$95.00$105.00$105.00$95.00
ATM IV24.3%19.7%30.3%22.5%25.0%
Expected Move7.0%5.7%8.7%6.5%7.2%
HV 20d20.1%16.7%28.3%21.1%28.3%
HV 60d17.7%16.1%21.8%16.1%21.8%
IV Rank20.5%12.1%31.5%17.2%21.8%
IV Percentile74.4%45.2%89.3%68.7%77.8%
Term Structure-2.1%-13.3%4.7%-0.6%-0.3%
VWIV31.5%31.5%31.5%31.5%31.5%
Skew 25d4.4%-2.5%10.2%5.4%4.3%
Skew 10d2.3%-4.7%10.5%0.7%6.5%
Call IV 25d19.6%13.3%25.7%22.1%21.5%
Put IV 25d24.0%20.1%29.2%27.5%25.8%
Bid-Ask Spread %109.1665.31155.58149.3082.55
Gamma HHI0.510.270.930.390.93
Net GEX-3.4K-14.9K630261-14.9K
Net DEX60.8K11.4K156.1K37.7K119.1K
Net VEX-176-279-90-196-235
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume102100
Total OI19.5246271827

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$101.24$105.0022.5%6.5%21.1%17.2%0.0%5.4%-0.6%26137.7K-1960.00149.30N/AN/A00108
2026-03-03$100.30$105.0023.2%6.6%21.2%18.4%0.0%2.3%-0.1%-3045.5K-1730.00146.62N/AN/A00108
2026-03-04$101.61$105.0021.4%6.1%20.8%15.2%0.0%2.5%-4.7%3740.4K-1830.00155.58N/AN/A00108
2026-03-05$100.91$0.0023.2%5.7%20.4%18.5%0.0%6.9%1.2%5441.2K-1790.00124.33N/AN/A00108
2026-03-06$99.49$0.0027.0%7.1%19.6%25.5%0.0%8.5%0.7%10445.0K-1660.00150.47N/AN/A00108
2026-03-09$100.88$0.0023.8%6.5%17.4%19.6%0.0%10.2%-0.6%26133.8K-1780.00130.09N/AN/A00108
2026-03-10$101.05$0.0026.2%6.7%16.8%24.1%0.0%7.1%0.6%9839.8K-1670.00131.23N/AN/A00108
2026-03-11$101.02$0.0024.1%6.9%16.7%20.1%0.0%5.2%-1.8%-10843.0K-1600.00146.29N/AN/A00108
2026-03-12$99.30$0.0024.2%0.0%17.7%20.3%0.0%4.9%-0.8%-4445.9K-1470.00104.24N/AN/A00108
2026-03-13$98.05$0.0025.4%0.0%17.0%22.6%0.0%4.9%-2.4%-11852.8K-1290.00133.16N/AN/A00108
2026-03-16$99.47$0.0022.1%6.3%17.7%16.5%0.0%4.3%-0.7%-39456.0K-1200.0098.65N/AN/A00108
2026-03-17$99.68$0.0019.7%6.0%17.6%12.1%0.0%5.5%-0.2%-52456.5K-1170.0096.02N/AN/A00108
2026-03-18$98.45$0.0023.3%7.1%17.9%18.7%0.0%3.8%-4.2%63011.4K-1050.0085.58N/AN/A00103
2026-03-20$95.78$0.0025.6%7.9%20.1%22.9%0.0%3.1%-8.7%-19815.6K-900.0089.71N/AN/A00103
2026-03-23$97.99$0.0021.8%7.3%21.7%15.9%31.5%3.9%-4.7%-27915.2K-910.0086.86N/AN/A02133
2026-03-24$96.78$95.0024.2%7.1%21.6%20.3%0.0%6.3%0.4%-11.8K89.7K-2790.0089.26N/AN/A00324
2026-03-25$97.28$95.0025.2%7.6%21.1%22.2%0.0%1.1%-2.5%-10.8K86.6K-2750.0085.82N/AN/A00324
2026-03-26$94.59$95.0023.2%6.7%22.2%18.5%0.0%2.8%4.7%-12.6K102.7K-2610.0070.23N/AN/A00324
2026-03-27$92.41$95.0028.9%8.3%23.0%29.0%0.0%-2.5%-6.5%-10.2K142.5K-2340.0071.06N/AN/A00324
2026-03-30$91.47$95.0030.3%8.7%22.9%31.5%0.0%2.0%-13.3%-10.4K156.1K-2010.0065.31N/AN/A00324
2026-03-31$95.44$95.0025.0%7.2%28.3%21.8%0.0%4.3%-0.3%-14.9K119.1K-2350.0082.55N/AN/A00324