IMCG Options History — March 2024 In March 2024, IMCG traded between $68.39 and $70.70. ATM implied volatility averaged 21.2%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 7.0% (HV 20d: 14.1%). Max pain ranged from $65.00 to $71.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-03-19 : Highest Volume — 2 contracts2024-03-13 : Largest IV drop — 54.0% change2024-03-11 : Highest IV Rank — 50.2%2024-03-01 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $69.61 $68.39 $70.70 $69.10 $70.70 Max Pain $69.65 $65.00 $71.00 $65.00 $68.00 ATM IV 21.2% 16.3% 36.5% 21.1% 17.2% Expected Move 4.9% 4.6% 6.0% 6.0% 4.9% HV 20d 14.1% 11.8% 16.4% 14.6% 12.1% HV 60d 14.4% 13.5% 15.0% 14.4% 13.5% IV Rank 23.0% 10.9% 50.2% 19.5% 18.6% IV Percentile 45.9% 13.9% 97.2% 63.9% 22.6% Term Structure -1.5% -4.7% 1.6% -4.7% -1.9% VWIV 13.7% 13.7% 13.7% 13.7% 13.7% Skew 25d 1.0% -0.4% 2.0% 1.6% 0.8% Skew 10d 0.5% -16.8% 6.1% -16.8% 1.0% Call IV 25d 18.4% 15.6% 24.7% 24.7% 20.4% Put IV 25d 19.3% 16.7% 26.3% 26.3% 21.2% Bid-Ask Spread % 138.22 112.01 143.75 135.53 143.06 Gamma HHI 0.51 0.36 0.71 0.37 0.60 Net GEX 3.9K -46 8.9K 1.4K 5.3K Net DEX -33.7K -45.6K -19.1K -25.1K -45.6K Net VEX -152 -192 -124 -192 -131 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.1 0 2 0 0 Total OI 37.25 25 46 46 27
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 2024-03-01 $69.10 $65.00 21.1% 6.0% 14.6% 19.5% 0.0% 1.6% -4.7% 1.4K -25.1K -192 0.00 135.53 N/A N/A 0 0 13 33 2024-03-04 $69.45 $71.00 24.7% 4.6% 14.6% 26.6% 0.0% 1.2% -1.5% 2.0K -32.1K -180 0.00 139.07 N/A N/A 0 0 13 33 2024-03-05 $68.39 $71.00 24.9% 4.7% 15.6% 27.1% 0.0% 0.8% -1.3% -46 -19.3K -188 0.00 136.36 N/A N/A 0 0 13 33 2024-03-06 $69.29 $71.00 26.8% 4.8% 15.9% 30.9% 0.0% 1.2% -1.4% 1.7K -29.9K -180 0.00 138.95 N/A N/A 0 0 13 33 2024-03-07 $70.09 $71.00 20.2% 4.6% 16.0% 17.8% 0.0% 2.0% 0.1% 3.5K -40.0K -165 0.00 140.55 N/A N/A 0 0 13 33 2024-03-08 $69.66 $71.00 26.2% 4.6% 16.3% 29.7% 0.0% 0.1% -1.7% 3.4K -35.9K -163 0.00 134.99 N/A N/A 0 0 13 33 2024-03-11 $69.44 $71.00 36.5% 4.9% 16.4% 50.2% 0.0% 1.4% -2.1% 2.4K -32.6K -158 0.00 138.56 N/A N/A 0 0 13 33 2024-03-12 $69.83 $71.00 36.5% 4.7% 16.4% 50.1% 0.0% 1.3% 1.6% 3.6K -36.9K -156 0.00 138.28 N/A N/A 0 0 13 33 2024-03-13 $69.78 $71.00 16.8% 4.8% 14.5% 10.9% 0.0% 0.9% -1.0% 3.4K -37.5K -151 0.00 140.98 N/A N/A 0 0 13 33 2024-03-14 $68.93 $71.00 17.1% 4.9% 14.3% 11.6% 0.0% 1.1% -2.5% 1.7K -31.8K -149 0.00 112.01 N/A N/A 0 0 13 33 2024-03-15 $68.78 $71.00 17.5% 5.0% 14.0% 19.4% 0.0% 1.2% -1.8% 24 -19.1K -146 0.00 143.75 N/A N/A 0 0 13 33 2024-03-18 $69.06 $71.00 17.6% 5.1% 13.8% 19.9% 0.0% 1.7% -1.8% 4.7K -33.6K -138 0.00 142.65 N/A N/A 0 0 13 12 2024-03-19 $69.13 $71.00 17.2% 4.9% 13.2% 18.4% 13.7% -0.4% -0.2% 6.0K -25.8K -124 0.00 138.64 N/A N/A 0 2 13 12 2024-03-20 $69.83 $68.00 16.3% 4.7% 13.3% 15.6% 0.0% 1.7% -0.7% 4.7K -35.2K -145 0.00 139.07 N/A N/A 0 0 13 14 2024-03-21 $70.45 $68.00 16.8% 4.8% 11.8% 17.2% 0.0% 1.1% -2.2% 5.1K -43.4K -145 0.00 140.85 N/A N/A 0 0 13 14 2024-03-22 $69.93 $68.00 16.8% 4.8% 12.2% 17.1% 0.0% -0.2% -1.4% 8.9K -34.4K -136 0.00 139.65 N/A N/A 0 0 13 14 2024-03-25 $69.92 $68.00 17.9% 5.1% 12.2% 20.7% 0.0% -0.2% -2.6% 8.9K -33.5K -131 0.00 138.26 N/A N/A 0 0 13 14 2024-03-26 $69.97 $68.00 17.8% 5.1% 12.2% 20.2% 0.0% 0.8% -2.3% 5.0K -38.2K -137 0.00 141.82 N/A N/A 0 0 13 14 2024-03-27 $70.48 $68.00 17.3% 4.9% 12.4% 18.7% 0.0% 1.3% -1.5% 5.4K -43.1K -134 0.00 141.27 N/A N/A 0 0 13 14 2024-03-28 $70.70 $68.00 17.2% 4.9% 12.1% 18.6% 0.0% 0.8% -1.9% 5.3K -45.6K -131 0.00 143.06 N/A N/A 0 0 13 14
« Feb 2024 | All History | Apr 2024 » Home IMCG History March 2024