IMCG Options History — January 2023 In January 2023, IMCG traded between $53.42 and $58.59. ATM implied volatility averaged 22.8%. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 2.6% (HV 20d: 20.2%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-01-23 : Highest Volume — 3 contracts2023-01-12 : Largest IV spike — 54.8% change2023-01-04 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $56.28 $53.42 $58.59 $53.47 $58.47 Max Pain $60.00 $60.00 $60.00 $60.00 $60.00 ATM IV 22.8% 15.5% 31.6% 31.0% 18.8% Expected Move 6.2% 4.4% 9.1% 8.9% 5.4% HV 20d 20.2% 17.5% 22.6% 22.0% 17.5% HV 60d 21.2% 21.0% 21.4% 21.4% 21.1% Term Structure -0.8% -7.0% 8.5% -3.9% 8.5% VWIV 15.1% 15.1% 15.1% 15.1% 15.1% Skew 25d 5.3% -1.9% 14.9% 14.2% 3.1% Skew 10d 6.2% -4.3% 16.3% 2.1% 7.2% Call IV 25d 17.0% 11.9% 27.3% 20.3% 17.0% Put IV 25d 22.3% 16.0% 34.5% 34.5% 20.1% Bid-Ask Spread % 138.34 126.03 151.73 136.75 131.48 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 366 0 1.6K 0 1.5K Net DEX -1.2K -5.2K 0 0 -4.9K Net VEX -4 -14 0 0 -13 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.15 0 3 0 0 Total OI 0.9 0 3 0 3
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 2023-01-03 $53.47 $0.00 31.0% 8.9% 22.0% 0.0% 0.0% 14.2% -3.9% 0 0 0 0.00 136.75 N/A N/A 0 0 0 0 2023-01-04 $53.96 $0.00 31.6% 9.1% 20.9% 0.0% 0.0% 14.9% -7.0% 0 0 0 0.00 131.91 N/A N/A 0 0 0 0 2023-01-05 $53.42 $0.00 24.0% 5.4% 20.4% 0.0% 0.0% 3.3% 2.8% 0 0 0 0.00 132.46 N/A N/A 0 0 0 0 2023-01-06 $54.71 $0.00 29.1% 6.7% 22.3% 0.0% 0.0% 3.6% -1.9% 0 0 0 0.00 132.37 N/A N/A 0 0 0 0 2023-01-09 $54.94 $0.00 27.9% 5.7% 22.1% 0.0% 0.0% 4.2% 0.4% 0 0 0 0.00 141.19 N/A N/A 0 0 0 0 2023-01-10 $55.24 $0.00 25.0% 6.8% 22.1% 0.0% 0.0% 5.4% -6.8% 0 0 0 0.00 142.22 N/A N/A 0 0 0 0 2023-01-11 $56.20 $0.00 15.5% 4.4% 22.6% 0.0% 0.0% 5.3% 6.4% 0 0 0 0.00 138.28 N/A N/A 0 0 0 0 2023-01-12 $56.48 $0.00 24.0% 6.9% 22.1% 0.0% 0.0% 2.9% -1.9% 0 0 0 0.00 147.56 N/A N/A 0 0 0 0 2023-01-13 $56.91 $0.00 19.0% 5.4% 21.9% 0.0% 0.0% -1.9% -0.6% 0 0 0 0.00 137.11 N/A N/A 0 0 0 0 2023-01-17 $57.02 $0.00 24.5% 7.0% 19.6% 0.0% 0.0% 2.1% -3.5% 0 0 0 0.00 151.34 N/A N/A 0 0 0 0 2023-01-18 $56.30 $0.00 25.6% 7.3% 19.7% 0.0% 0.0% 1.7% -3.9% 0 0 0 0.00 151.73 N/A N/A 0 0 0 0 2023-01-19 $55.63 $0.00 21.1% 6.0% 19.2% 0.0% 0.0% 2.3% 6.4% 0 0 0 0.00 146.04 N/A N/A 0 0 0 0 2023-01-20 $56.50 $0.00 24.6% 7.1% 19.8% 0.0% 0.0% 14.9% 4.1% 0 0 0 0.00 135.67 N/A N/A 0 0 0 0 2023-01-23 $57.50 $0.00 22.4% 6.4% 20.2% 0.0% 15.1% 6.0% -4.0% 0 0 0 0.00 137.28 N/A N/A 3 0 0 0 2023-01-24 $57.34 $60.00 16.7% 4.8% 18.8% 0.0% 0.0% 0.8% -0.1% 914 -2.6K -10 0.00 136.30 N/A N/A 0 0 3 0 2023-01-25 $57.35 $60.00 21.1% 6.0% 18.8% 0.0% 0.0% 6.8% -4.0% 986 -3.5K -12 0.00 138.35 N/A N/A 0 0 3 0 2023-01-26 $57.93 $60.00 22.2% 6.4% 18.8% 0.0% 0.0% 7.7% -3.3% 1.3K -3.6K -12 0.00 140.83 N/A N/A 0 0 3 0 2023-01-27 $58.59 $60.00 15.5% 4.4% 17.7% 0.0% 0.0% 3.8% -1.1% 1.6K -5.2K -14 0.00 126.03 N/A N/A 0 0 3 0 2023-01-30 $57.72 $60.00 16.3% 4.7% 17.7% 0.0% 0.0% 3.8% -2.2% 1.0K -4.7K -13 0.00 131.81 N/A N/A 0 0 3 0 2023-01-31 $58.47 $60.00 18.8% 5.4% 17.5% 0.0% 0.0% 3.1% 8.5% 1.5K -4.9K -13 0.00 131.48 N/A N/A 0 0 3 0
« Dec 2022 | All History | Feb 2023 » Home IMCG History January 2023