IMCG Options History — May 2023 In May 2023, IMCG traded between $55.19 and $57.29. ATM implied volatility averaged 18.6%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 3.7% (HV 20d: 15.0%). Max pain ranged from $56.00 to $60.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-05-22 : Highest Volume — 3 contracts2023-05-02 : Largest IV spike — 42.4% change2023-05-30 : Highest IV Rank — 14.9%2023-05-02 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $56.30 $55.19 $57.29 $56.51 $56.63 Max Pain $58.67 $56.00 $60.00 $56.00 $60.00 ATM IV 18.6% 14.1% 21.8% 15.3% 21.0% Expected Move 5.2% 4.0% 6.2% 4.4% 6.0% HV 20d 15.0% 13.9% 16.6% 14.1% 13.9% HV 60d 18.3% 17.9% 18.7% 18.5% 18.0% IV Rank 12.4% 10.0% 14.9% 13.4% 14.6% IV Percentile 37.9% 32.3% 48.5% 36.5% 45.9% Term Structure 1.2% -5.9% 8.3% -2.2% 3.5% VWIV 11.8% 11.8% 11.8% 11.8% 11.8% Skew 25d 4.9% 0.3% 14.8% 2.9% 3.2% Skew 10d 6.3% 0.2% 14.4% 3.3% 9.5% Call IV 25d 14.4% 12.0% 25.8% 15.4% 15.4% Put IV 25d 19.3% 14.9% 29.9% 18.3% 18.6% Bid-Ask Spread % 127.45 123.39 130.51 127.36 130.12 Gamma HHI 0.57 0.33 1.00 0.40 1.00 Net GEX 1.5K 547 2.6K 1.8K 1.6K Net DEX -7.4K -12.2K -3.0K -7.2K -9.3K Net VEX -51 -62 -42 -52 -48 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 0.182 0 3 0 0 Total OI 9.409 4 11 10 7
Daily Data (22 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 2023-05-01 $56.51 $56.00 15.3% 4.4% 14.1% 0.0% 0.0% 2.9% -2.2% 1.8K -7.2K -52 0.00 127.36 N/A N/A 0 0 9 1 2023-05-02 $55.59 $56.00 21.8% 6.2% 15.1% 0.0% 0.0% 0.7% 1.0% 1.5K -6.3K -50 0.00 127.75 N/A N/A 0 0 9 1 2023-05-03 $55.58 $56.00 20.8% 6.0% 14.3% 0.0% 0.0% 2.1% -5.4% 1.3K -5.3K -49 0.00 127.12 N/A N/A 0 0 9 1 2023-05-04 $55.19 $0.00 21.2% 6.1% 14.0% 0.0% 0.0% 3.0% -2.3% 1.1K -3.8K -43 0.00 127.41 N/A N/A 1 0 9 1 2023-05-05 $56.08 $0.00 18.7% 4.0% 15.2% 0.0% 0.0% 4.5% 8.3% 1.7K -7.5K -62 0.00 126.00 N/A N/A 0 0 10 1 2023-05-08 $56.10 $0.00 17.3% 4.3% 15.0% 0.0% 0.0% 2.2% 4.2% 1.3K -6.0K -57 0.00 127.08 N/A N/A 0 0 10 1 2023-05-09 $56.02 $0.00 17.5% 4.3% 14.7% 0.0% 0.0% 4.1% 5.6% 1.2K -7.2K -57 0.00 124.29 N/A N/A 0 0 10 1 2023-05-10 $56.30 $0.00 18.4% 5.3% 14.8% 0.0% 0.0% 8.9% 4.3% 1.9K -8.6K -58 0.00 129.59 N/A N/A 0 0 10 1 2023-05-11 $56.02 $0.00 14.1% 4.0% 14.4% 0.0% 0.0% 3.0% 5.2% 983 -5.5K -52 0.00 129.35 N/A N/A 0 0 10 1 2023-05-12 $55.96 $0.00 18.3% 5.2% 14.3% 0.0% 0.0% 1.7% 2.8% 1.5K -5.5K -51 0.00 129.13 N/A N/A 0 0 10 1 2023-05-15 $56.48 $0.00 20.6% 5.9% 14.7% 0.0% 0.0% 4.2% -5.9% 1.7K -8.0K -53 0.00 125.38 N/A N/A 0 0 10 1 2023-05-16 $55.78 $0.00 14.4% 4.1% 15.2% 0.0% 0.0% 2.1% -0.4% 547 -3.0K -42 0.00 127.66 N/A N/A 0 0 10 1 2023-05-17 $56.38 $0.00 14.3% 4.1% 15.8% 0.0% 0.0% 4.4% 4.2% 1.5K -5.6K -45 0.00 128.22 N/A N/A 0 0 10 1 2023-05-18 $57.11 $0.00 17.5% 5.0% 16.3% 0.0% 0.0% 5.7% 6.6% 2.6K -12.2K -54 0.00 125.98 N/A N/A 0 0 10 1 2023-05-19 $56.90 $0.00 20.4% 5.9% 16.4% 13.4% 0.0% 0.3% -4.8% 2.4K -8.7K -46 0.00 126.05 N/A N/A 0 0 10 1 2023-05-22 $57.29 $0.00 18.8% 5.4% 16.6% 10.0% 11.8% 4.4% -5.1% 898 -8.9K -47 0.00 127.69 N/A N/A 3 0 4 0 2023-05-23 $56.53 $60.00 19.1% 5.5% 15.3% 10.6% 0.0% 10.7% 1.0% 1.6K -8.9K -51 0.00 127.75 N/A N/A 0 0 7 0 2023-05-24 $55.98 $60.00 19.7% 5.6% 15.3% 11.7% 0.0% 9.2% 2.8% 1.4K -7.8K -48 0.00 127.48 N/A N/A 0 0 7 0 2023-05-25 $56.19 $60.00 20.3% 5.8% 14.3% 13.0% 0.0% 13.1% 2.0% 1.4K -7.0K -45 0.00 128.57 N/A N/A 0 0 7 0 2023-05-26 $56.98 $60.00 19.4% 5.6% 15.0% 11.2% 0.0% 2.7% -2.2% 1.6K -10.1K -54 0.00 123.39 N/A N/A 0 0 7 0 2023-05-30 $57.02 $60.00 21.2% 6.1% 15.0% 14.9% 0.0% 14.8% 2.9% 1.7K -10.7K -53 0.00 130.51 N/A N/A 0 0 7 0 2023-05-31 $56.63 $60.00 21.0% 6.0% 13.9% 14.6% 0.0% 3.2% 3.5% 1.6K -9.3K -48 0.00 130.12 N/A N/A 0 0 7 0
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