IMCG Options History — November 2022

Name: IMCG Options Analytics - November 2022
Creator: Options Analysis Suite

In November 2022, IMCG traded between $54.90 and $57.07. ATM implied volatility averaged 30.4%. The 30-day expected move averaged 8.7%. Max pain ranged from $60.00 to $60.00. Net GEX was positive for 0 of 10 trading days. Term structure was in contango for 1 of 10 days.

Notable Days

2022-11-16: Highest Volume — 1 contracts
2022-11-29: Largest IV spike — 34.9% change
2022-11-21: Largest Expected Move — 10.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$55.81	$54.90	$57.07	$55.79	$57.07
Max Pain	$60.00	$60.00	$60.00	$60.00	$60.00
ATM IV	30.4%	24.2%	36.1%	27.8%	31.9%
Expected Move	8.7%	6.9%	10.4%	8.0%	9.1%
Term Structure	-4.9%	-9.5%	3.0%	-3.4%	-3.1%
VWIV	32.6%	27.5%	41.2%	41.2%	27.5%
Skew 25d	4.3%	-1.6%	11.9%	6.9%	5.0%
Skew 10d	17.3%	5.4%	26.4%	20.1%	26.4%
Call IV 25d	31.1%	21.7%	42.5%	29.8%	21.7%
Put IV 25d	35.4%	26.6%	44.4%	36.6%	26.6%
Bid-Ask Spread %	142.64	128.33	157.22	148.28	145.86
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-171	-258	0	0	-258
Net DEX	4.1K	0	5.2K	0	4.2K
Net VEX	-3	-5	0	0	-4
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.6	0	1	1	0
Total OI	0.9	0	1	0	1

Daily Data (10 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Put OI
2022-11-16	$55.79	$0.00	27.8%	8.0%	0.0%	0.0%	41.2%	6.9%	-3.4%	0	0	0	148.28	N/A	N/A	1	0
2022-11-17	$54.90	$60.00	33.3%	9.6%	0.0%	0.0%	31.6%	-1.6%	-4.1%	-159	4.3K	-5	136.44	N/A	N/A	1	1
2022-11-18	$55.49	$60.00	33.6%	9.6%	0.0%	0.0%	32.5%	4.9%	-6.1%	-171	4.3K	-4	140.86	N/A	N/A	1	1
2022-11-21	$55.24	$60.00	36.1%	10.4%	0.0%	0.0%	33.0%	-0.7%	-6.1%	-172	4.4K	-4	138.81	N/A	N/A	1	1
2022-11-22	$55.99	$60.00	24.2%	6.9%	0.0%	0.0%	29.7%	11.9%	3.0%	-208	4.8K	-3	131.41	N/A	N/A	1	1
2022-11-23	$56.39	$60.00	29.3%	8.4%	0.0%	0.0%	27.5%	4.0%	-7.7%	-192	5.0K	-3	128.33	N/A	N/A	1	1
2022-11-25	$56.47	$60.00	30.0%	8.6%	0.0%	0.0%	0.0%	3.9%	-6.6%	-235	4.5K	-4	154.95	N/A	N/A	0	1
2022-11-28	$55.36	$60.00	24.7%	7.1%	0.0%	0.0%	0.0%	4.9%	-5.2%	-138	5.2K	-2	144.20	N/A	N/A	0	1
2022-11-29	$55.37	$60.00	33.3%	9.6%	0.0%	0.0%	0.0%	3.8%	-9.5%	-176	4.7K	-3	157.22	N/A	N/A	0	1
2022-11-30	$57.07	$60.00	31.9%	9.1%	0.0%	0.0%	0.0%	5.0%	-3.1%	-258	4.2K	-4	145.86	N/A	N/A	0	1