IMCG Options History — August 2024 In August 2024, IMCG traded between $65.11 and $70.82. ATM implied volatility averaged 25.3%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 4.3% (HV 20d: 21.0%). Max pain ranged from $66.00 to $66.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-19 : Highest Volume — 2 contracts2024-08-14 : Largest IV drop — 55.5% change2024-08-06 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $68.69 $65.11 $70.82 $68.09 $70.82 Max Pain $66.00 $66.00 $66.00 $66.00 $66.00 ATM IV 25.3% 14.7% 48.0% 23.6% 19.5% Expected Move 5.8% 4.2% 7.5% 6.8% 5.6% HV 20d 21.0% 17.1% 22.8% 17.5% 17.1% HV 60d 15.4% 12.9% 16.0% 12.9% 15.6% IV Rank 40.1% 10.8% 100.0% 39.5% 23.5% IV Percentile 56.4% 3.6% 100.0% 82.5% 45.6% Term Structure -0.5% -7.2% 4.7% -7.2% -1.2% Skew 25d 1.0% -12.7% 8.3% 0.3% 1.9% Skew 10d 0.4% -17.9% 9.1% 0.5% -4.9% Call IV 25d 20.9% 17.9% 30.7% 25.2% 21.1% Put IV 25d 21.9% 18.0% 30.0% 25.5% 23.0% Bid-Ask Spread % 148.50 130.78 158.88 131.14 154.38 Gamma HHI 0.71 0.50 0.96 0.89 0.50 Net GEX 3.6K 0 12.5K 6.8K 485 Net DEX -15.8K -40.9K 0 -30.7K -6.4K Net VEX -39 -78 0 -78 -39 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 0.091 0 2 0 0 Total OI 9.545 0 16 16 2
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 2024-08-01 $68.09 $66.00 23.6% 6.8% 17.5% 39.5% 0.0% 0.3% -7.2% 6.8K -30.7K -78 0.00 131.14 N/A N/A 0 0 15 1 2024-08-02 $66.64 $66.00 26.0% 7.5% 19.1% 46.9% 0.0% 8.3% -2.2% 4.7K -18.4K -63 0.00 130.78 N/A N/A 0 0 15 1 2024-08-05 $65.11 $0.00 40.5% 7.5% 20.6% 91.1% 0.0% -2.3% -2.0% 3.1K -14.5K -50 0.00 147.74 N/A N/A 0 0 15 1 2024-08-06 $66.38 $0.00 48.0% 7.4% 21.9% 100.0% 0.0% -12.7% 1.9% 3.7K -25.3K -60 0.00 158.88 N/A N/A 0 0 15 1 2024-08-07 $65.72 $0.00 29.3% 6.5% 22.0% 49.9% 0.0% -0.5% -0.6% 3.4K -9.6K -38 0.00 132.80 N/A N/A 0 0 15 1 2024-08-08 $67.08 $0.00 41.0% 7.0% 22.8% 81.3% 0.0% 3.8% -0.5% 4.7K -25.5K -54 0.00 154.20 N/A N/A 0 0 15 1 2024-08-09 $67.19 $0.00 31.6% 6.5% 22.3% 56.1% 0.0% 2.9% -1.3% 5.5K -19.2K -44 0.00 138.50 N/A N/A 0 0 15 1 2024-08-12 $66.87 $0.00 40.2% 5.7% 22.3% 79.0% 0.0% 1.8% 0.2% 5.0K -16.1K -30 0.00 148.34 N/A N/A 0 0 15 1 2024-08-13 $67.94 $0.00 42.1% 5.7% 22.3% 84.3% 0.0% 2.3% 0.1% 7.0K -24.9K -33 0.00 147.74 N/A N/A 0 0 15 1 2024-08-14 $68.14 $0.00 18.7% 5.4% 21.8% 21.5% 0.0% 1.8% -0.1% 7.5K -26.5K -27 0.00 151.94 N/A N/A 0 0 15 1 2024-08-15 $69.27 $0.00 17.6% 5.1% 22.2% 18.6% 0.0% 1.5% 1.9% 11.1K -40.0K -22 0.00 154.86 N/A N/A 0 0 15 1 2024-08-16 $69.39 $0.00 18.0% 5.2% 22.2% 19.6% 0.0% 1.9% -1.8% 12.5K -40.9K -5 0.00 154.41 N/A N/A 0 0 15 1 2024-08-19 $69.77 $0.00 15.1% 4.3% 21.9% 11.8% 0.0% 1.1% 4.7% 0 0 0 0.00 157.07 N/A N/A 2 0 0 0 2024-08-20 $69.57 $0.00 14.7% 4.2% 21.9% 10.8% 0.0% 0.8% 3.8% 455 -5.7K -38 0.00 155.91 N/A N/A 0 0 2 0 2024-08-21 $70.23 $0.00 17.7% 5.1% 20.7% 18.7% 0.0% 2.2% 1.1% 476 -5.8K -38 0.00 149.03 N/A N/A 0 0 2 0 2024-08-22 $69.92 $0.00 18.4% 5.3% 20.8% 20.5% 0.0% 1.2% -1.2% 462 -6.1K -39 0.00 148.20 N/A N/A 0 0 2 0 2024-08-23 $70.80 $0.00 18.0% 5.2% 21.1% 19.5% 0.0% 2.3% -0.0% 461 -6.4K -39 0.00 149.14 N/A N/A 0 0 2 0 2024-08-26 $70.69 $0.00 18.9% 5.4% 21.1% 21.9% 0.0% 0.4% -1.7% 464 -6.6K -39 0.00 149.99 N/A N/A 0 0 2 0 2024-08-27 $70.66 $0.00 19.4% 5.6% 21.1% 23.4% 0.0% 1.5% -1.8% 498 -6.2K -38 0.00 151.45 N/A N/A 0 0 2 0 2024-08-28 $70.21 $0.00 18.4% 5.3% 20.9% 20.7% 0.0% 1.5% 0.1% 477 -6.2K -38 0.00 149.97 N/A N/A 0 0 2 0 2024-08-29 $70.59 $0.00 19.2% 5.5% 19.2% 22.9% 0.0% 0.7% -2.3% 477 -6.7K -38 0.00 150.45 N/A N/A 0 0 2 0 2024-08-30 $70.82 $0.00 19.5% 5.6% 17.1% 23.5% 0.0% 1.9% -1.2% 485 -6.4K -39 0.00 154.38 N/A N/A 0 0 2 0
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