IMCG Options History — June 2024 In June 2024, IMCG traded between $66.90 and $68.33. ATM implied volatility averaged 18.4%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 7.5% (HV 20d: 10.9%). Max pain ranged from $68.00 to $68.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-11 : Largest IV spike — 94.7% change2024-06-11 : Highest IV Rank — 42.6%2024-06-04 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $67.69 $66.90 $68.33 $66.91 $67.69 Max Pain $68.00 $68.00 $68.00 $68.00 $68.00 ATM IV 18.4% 12.7% 24.6% 19.4% 17.7% Expected Move 5.0% 4.4% 6.3% 5.6% 5.1% HV 20d 10.9% 9.4% 11.8% 11.3% 9.4% HV 60d 12.5% 12.4% 12.6% 12.4% 12.4% IV Rank 23.5% 6.0% 42.6% 26.6% 21.3% IV Percentile 36.5% 2.8% 85.7% 46.8% 28.6% Term Structure -2.2% -5.0% -1.0% -4.6% -1.9% Skew 25d 1.6% 0.4% 6.8% 6.8% 1.1% Skew 10d 7.7% -0.7% 14.3% 1.7% 7.1% Call IV 25d 18.9% 14.9% 22.3% 14.9% 20.5% Put IV 25d 20.5% 17.6% 24.3% 21.8% 21.6% Bid-Ask Spread % 164.67 154.66 169.70 155.10 163.59 Gamma HHI 0.66 0.50 1.00 0.52 1.00 Net GEX 11.3K 6.3K 40.1K 8.4K 6.3K Net DEX -41.7K -54.0K -28.5K -37.6K -30.8K Net VEX -155 -188 -123 -172 -123 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 17.684 14 19 19 14
Daily Data (19 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 2024-06-03 $66.91 $68.00 19.4% 5.6% 11.3% 26.6% 0.0% 6.8% -4.6% 8.4K -37.6K -172 0.00 155.10 N/A N/A 0 0 19 0 2024-06-04 $66.90 $68.00 21.9% 6.3% 10.5% 34.3% 0.0% 2.8% -5.0% 7.9K -38.6K -174 0.00 164.62 N/A N/A 0 0 19 0 2024-06-05 $67.69 $68.00 15.4% 4.4% 11.4% 14.3% 0.0% 1.0% -1.3% 10.2K -47.1K -188 0.00 154.66 N/A N/A 0 0 19 0 2024-06-06 $67.35 $0.00 22.8% 4.7% 11.5% 36.8% 0.0% 1.0% -1.8% 9.9K -40.1K -171 0.00 166.33 N/A N/A 0 0 19 0 2024-06-07 $67.22 $0.00 22.4% 4.9% 11.1% 35.8% 0.0% 1.3% -1.9% 10.0K -36.9K -160 0.00 165.64 N/A N/A 0 0 19 0 2024-06-10 $67.67 $0.00 12.7% 4.8% 11.3% 6.0% 0.0% 1.8% -1.7% 11.0K -43.2K -164 0.00 165.26 N/A N/A 0 0 19 0 2024-06-11 $67.43 $0.00 24.6% 4.8% 11.4% 42.6% 0.0% 2.3% -1.4% 10.7K -42.2K -163 0.00 161.64 N/A N/A 0 0 19 0 2024-06-12 $68.06 $0.00 16.3% 4.7% 11.8% 17.0% 0.0% 0.4% -2.7% 12.2K -53.2K -175 0.00 165.11 N/A N/A 0 0 19 0 2024-06-13 $67.92 $0.00 16.1% 4.6% 10.4% 16.5% 0.0% 1.6% -1.0% 13.3K -48.9K -166 0.00 166.03 N/A N/A 0 0 19 0 2024-06-14 $67.33 $0.00 17.1% 4.9% 10.8% 19.4% 0.0% 1.3% -1.3% 8.9K -41.8K -151 0.00 164.93 N/A N/A 0 0 19 0 2024-06-17 $68.00 $0.00 16.3% 4.7% 11.5% 17.1% 0.0% 2.1% -1.2% 13.4K -52.7K -162 0.00 161.37 N/A N/A 0 0 19 0 2024-06-18 $68.20 $0.00 17.3% 5.0% 11.5% 20.1% 0.0% 1.3% -1.1% 11.0K -54.0K -159 0.00 167.57 N/A N/A 0 0 19 0 2024-06-20 $68.04 $0.00 17.6% 5.0% 11.5% 21.1% 0.0% 0.9% -2.2% 14.5K -49.3K -146 0.00 165.37 N/A N/A 0 0 19 0 2024-06-21 $67.96 $0.00 17.8% 5.1% 11.5% 21.6% 0.0% 1.1% -1.9% 40.1K -45.4K -141 0.00 167.65 N/A N/A 0 0 19 0 2024-06-24 $68.33 $0.00 18.3% 5.3% 10.8% 23.3% 0.0% 1.4% -3.0% 7.1K -37.1K -141 0.00 166.55 N/A N/A 0 0 14 0 2024-06-25 $67.95 $0.00 18.7% 5.3% 10.3% 24.3% 0.0% 1.2% -2.6% 6.8K -32.8K -135 0.00 168.38 N/A N/A 0 0 14 0 2024-06-26 $67.52 $0.00 18.5% 5.3% 10.1% 24.0% 0.0% 0.7% -2.3% 6.3K -28.5K -127 0.00 169.70 N/A N/A 0 0 14 0 2024-06-27 $67.94 $0.00 18.7% 5.4% 9.6% 24.6% 0.0% 1.1% -2.8% 6.8K -32.3K -132 0.00 169.14 N/A N/A 0 0 14 0 2024-06-28 $67.69 $0.00 17.7% 5.1% 9.4% 21.3% 0.0% 1.1% -1.9% 6.3K -30.8K -123 0.00 163.59 N/A N/A 0 0 14 0
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