IMCG Options History — May 2024

In May 2024, IMCG traded between $66.57 and $69.67. ATM implied volatility averaged 20.6%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 8.2% (HV 20d: 12.4%). Max pain ranged from $63.00 to $70.00. 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

  • 2024-05-17: Highest Volume — 5 contracts
  • 2024-05-30: Largest IV spike — 67.6% change
  • 2024-05-14: Highest IV Rank — 94.1%
  • 2024-05-03: Largest Expected Move — 6.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.35$66.57$69.67$66.57$67.14
Max Pain$68.23$63.00$70.00$63.00$68.00
ATM IV20.6%10.7%41.5%20.8%18.7%
Expected Move4.8%3.1%6.4%6.0%5.4%
HV 20d12.4%9.3%15.4%15.4%11.7%
HV 60d13.5%12.6%14.4%14.4%12.6%
IV Rank29.4%0.0%94.1%29.6%24.5%
IV Percentile46.4%0.0%99.6%64.7%37.3%
Term Structure-1.8%-6.2%4.4%-4.2%-3.3%
VWIV11.4%10.8%12.3%10.8%12.3%
Skew 25d1.4%-8.4%14.3%1.7%2.0%
Skew 10d4.1%-9.5%15.7%1.1%-7.1%
Call IV 25d17.1%12.1%23.6%23.6%17.4%
Put IV 25d18.5%9.5%26.4%25.3%19.4%
Bid-Ask Spread %157.24131.70166.98132.84155.91
Gamma HHI0.720.521.000.570.52
Net GEX7.6K2.6K10.8K2.6K8.5K
Net DEX-52.7K-87.7K-18.1K-19.1K-39.5K
Net VEX-178-228-84-90-183
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.50503
Total OI23.45519312119

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$66.57$63.0020.8%6.0%15.4%29.6%0.0%1.7%-4.2%2.6K-19.1K-900.00132.84N/AN/A00912
2024-05-02$66.77$63.0021.2%6.1%14.9%31.0%0.0%5.7%-5.3%2.6K-18.1K-840.00131.70N/AN/A00912
2024-05-03$67.39$63.0022.3%6.4%14.8%34.2%0.0%14.3%-6.2%3.2K-22.1K-900.00135.21N/AN/A10912
2024-05-06$68.09$70.0023.8%4.8%15.2%39.1%0.0%5.9%-2.5%3.9K-28.6K-980.00163.24N/AN/A001012
2024-05-07$68.17$70.0024.9%4.8%15.2%42.6%0.0%1.4%-2.6%4.0K-29.3K-970.00164.69N/AN/A001012
2024-05-08$67.88$70.0025.8%4.9%14.7%45.2%0.0%3.4%-3.1%3.8K-28.1K-960.00166.98N/AN/A001012
2024-05-09$68.41$70.0025.6%4.6%14.9%44.6%0.0%1.9%-1.8%7.5K-58.1K-2180.00163.09N/AN/A001912
2024-05-10$68.55$70.0026.5%4.7%13.2%47.5%0.0%1.1%-3.1%8.6K-61.8K-2200.00164.93N/AN/A001912
2024-05-13$68.34$70.0035.8%4.8%11.7%76.4%0.0%0.5%-2.9%7.6K-57.0K-2100.00163.81N/AN/A001912
2024-05-14$68.66$70.0041.5%4.9%11.8%94.1%0.0%0.9%-3.2%8.2K-62.4K-2140.00164.40N/AN/A001912
2024-05-15$69.63$70.0014.4%4.1%11.9%9.6%0.0%1.9%0.0%10.8K-77.0K-2060.00164.08N/AN/A001912
2024-05-16$69.52$70.0016.0%4.6%11.6%14.7%0.0%1.5%4.4%10.1K-71.6K-1990.00165.68N/AN/A001812
2024-05-17$69.44$70.0016.6%4.7%10.7%16.5%10.8%-1.7%-2.1%8.7K-63.1K-2010.00156.69N/AN/A501812
2024-05-20$69.67$68.0016.4%4.7%10.2%15.8%11.2%2.5%-1.4%9.7K-87.7K-2280.00159.91N/AN/A20200
2024-05-21$69.52$68.0016.6%4.8%9.3%16.7%0.0%-0.4%-2.1%9.5K-80.3K-2200.00160.18N/AN/A00190
2024-05-22$69.28$68.0016.4%4.7%9.4%16.0%0.0%-8.4%-1.9%8.7K-72.0K-2230.00157.03N/AN/A00190
2024-05-23$68.39$68.0011.3%3.2%10.8%0.0%0.0%-0.0%2.4%9.0K-60.3K-2180.00153.04N/AN/A00190
2024-05-24$69.03$68.0016.7%4.8%11.0%17.0%0.0%-4.1%-1.9%9.5K-69.4K-2170.00156.56N/AN/A00190
2024-05-28$68.40$68.0010.7%3.1%11.6%0.0%0.0%-1.7%3.9%9.9K-61.0K-2090.00154.76N/AN/A00190
2024-05-29$67.66$68.0011.8%3.4%11.5%3.3%0.0%1.4%1.8%10.5K-51.2K-1990.00161.40N/AN/A00190
2024-05-30$67.25$68.0019.8%5.7%11.7%27.7%0.0%1.8%-3.8%9.4K-40.5K-1850.00163.11N/AN/A00190
2024-05-31$67.14$68.0018.7%5.4%11.7%24.5%12.3%2.0%-3.3%8.5K-39.5K-1830.00155.91N/AN/A30190