IMCG Options History — October 2023

In October 2023, IMCG traded between $53.18 and $58.17. ATM implied volatility averaged 21.7%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 4.9% (HV 20d: 16.8%). Max pain ranged from $54.00 to $63.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2023-10-30: Highest Volume — 9 contracts
2023-10-03: Largest IV spike — 29.2% change
2023-10-26: Highest IV Rank — 29.4%
2023-10-26: Largest Expected Move — 7.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$55.97	$53.18	$58.17	$56.56	$53.93
Max Pain	$59.68	$54.00	$63.00	$63.00	$54.00
ATM IV	21.7%	16.1%	26.1%	16.1%	22.9%
Expected Move	6.1%	4.6%	7.5%	4.6%	6.6%
HV 20d	16.8%	12.1%	19.4%	12.1%	18.9%
HV 60d	14.1%	13.0%	15.3%	13.0%	15.2%
IV Rank	20.8%	9.6%	29.4%	9.6%	23.1%
IV Percentile	58.7%	14.7%	83.1%	14.7%	67.4%
Term Structure	-1.3%	-7.5%	8.5%	4.2%	4.1%
VWIV	18.8%	15.8%	21.8%	15.8%	21.8%
Skew 25d	3.8%	-1.8%	9.4%	-1.8%	4.9%
Skew 10d	2.2%	-7.2%	10.8%	-0.4%	2.2%
Call IV 25d	19.6%	13.8%	27.4%	18.9%	26.0%
Put IV 25d	23.4%	17.1%	30.8%	17.1%	30.8%
Bid-Ask Spread %	133.32	128.69	138.08	136.69	134.46
Gamma HHI	0.70	0.35	1.00	0.69	0.56
Net GEX	1.9K	98	3.9K	310	3.0K
Net DEX	-12.1K	-31.8K	-315	-1.7K	-28.0K
Net VEX	-17	-101	-1	-8	-101
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	0.864	0	9	0	0
Total OI	6.136	1	13	3	13

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2023-10-02	$56.56	$63.00	16.1%	4.6%	12.1%	9.6%	0.0%	-1.8%	4.2%	310	-1.7K	-8	136.69	N/A	N/A	0	3
2023-10-03	$55.68	$63.00	20.8%	6.0%	12.7%	18.9%	0.0%	1.9%	-4.7%	305	-1.5K	-7	132.77	N/A	N/A	0	3
2023-10-04	$56.33	$63.00	21.2%	6.1%	13.8%	19.7%	0.0%	6.3%	8.5%	213	-1.2K	-6	134.79	N/A	N/A	0	3
2023-10-05	$56.30	$60.00	25.2%	5.3%	13.9%	27.7%	0.0%	5.9%	-3.0%	266	-1.3K	-6	130.17	N/A	N/A	1	3
2023-10-06	$57.19	$60.00	21.6%	6.2%	15.3%	20.5%	0.0%	6.3%	-0.6%	859	-6.0K	-13	130.23	N/A	N/A	0	4
2023-10-09	$57.38	$60.00	24.1%	5.7%	15.3%	25.4%	0.0%	5.2%	-1.2%	849	-6.1K	-9	132.79	N/A	N/A	6	4
2023-10-10	$58.02	$60.00	22.2%	5.9%	15.9%	21.7%	0.0%	4.6%	-4.3%	3.7K	-30.5K	-32	132.47	N/A	N/A	0	10
2023-10-11	$58.17	$60.00	17.6%	5.1%	15.9%	12.7%	0.0%	5.4%	-1.9%	3.7K	-31.8K	-30	131.65	N/A	N/A	0	10
2023-10-12	$57.33	$60.00	19.4%	5.6%	16.3%	16.2%	0.0%	2.5%	-1.0%	3.6K	-25.5K	-31	132.91	N/A	N/A	0	10
2023-10-13	$56.74	$60.00	20.0%	5.7%	16.1%	17.3%	0.0%	5.5%	-1.3%	3.9K	-21.5K	-28	131.17	N/A	N/A	0	10
2023-10-16	$57.69	$60.00	20.6%	5.9%	17.4%	18.5%	0.0%	5.3%	-3.4%	3.9K	-27.8K	-22	131.28	N/A	N/A	0	10
2023-10-17	$57.89	$60.00	18.2%	5.2%	17.5%	13.7%	0.0%	3.6%	2.7%	3.8K	-29.0K	-20	133.89	N/A	N/A	0	10
2023-10-18	$56.63	$60.00	19.4%	5.6%	19.0%	16.2%	0.0%	9.4%	-2.5%	3.8K	-20.3K	-17	128.69	N/A	N/A	0	10
2023-10-19	$55.80	$60.00	21.6%	6.2%	18.2%	20.6%	0.0%	7.6%	-2.7%	3.6K	-14.2K	-12	134.89	N/A	N/A	0	10
2023-10-20	$55.18	$60.00	19.8%	5.7%	18.6%	17.0%	0.0%	2.6%	1.9%	3.3K	-7.5K	-4	135.06	N/A	N/A	0	10
2023-10-23	$54.95	$60.00	23.5%	6.7%	18.6%	24.3%	0.0%	1.3%	-2.3%	155	-608	-3	136.40	N/A	N/A	0	1
2023-10-24	$55.20	$60.00	23.9%	6.8%	18.0%	25.0%	0.0%	1.6%	-3.7%	170	-712	-3	135.65	N/A	N/A	0	1
2023-10-25	$53.97	$60.00	24.9%	7.1%	19.4%	27.2%	0.0%	-0.3%	-2.3%	111	-415	-2	138.08	N/A	N/A	0	1
2023-10-26	$53.76	$60.00	26.1%	7.5%	18.8%	29.4%	15.8%	2.2%	-5.4%	98	-315	-1	132.32	N/A	N/A	3	1
2023-10-27	$53.18	$55.00	25.4%	7.3%	19.0%	28.1%	0.0%	0.9%	-7.5%	1.0K	-5.0K	-14	132.70	N/A	N/A	0	4
2023-10-30	$53.56	$55.00	24.2%	6.9%	19.2%	25.7%	21.8%	2.1%	-2.5%	1.2K	-5.2K	-13	133.94	N/A	N/A	9	4
2023-10-31	$53.93	$54.00	22.9%	6.6%	18.9%	23.1%	0.0%	4.9%	4.1%	3.0K	-28.0K	-101	134.46	N/A	N/A	0	13