IMCG Options History — October 2024 In October 2024, IMCG traded between $72.08 and $74.90. ATM implied volatility averaged 21.3%, placing in the 28.5% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 10.7% (HV 20d: 10.6%). Max pain ranged from $72.00 to $72.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days.
Notable Days 2024-10-07 : Largest IV spike — 15.1% change2024-10-31 : Highest IV Rank — 39.2%2024-10-31 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $73.61 $72.08 $74.90 $72.40 $72.94 Max Pain $72.00 $72.00 $72.00 $72.00 $72.00 ATM IV 21.3% 18.9% 25.3% 21.0% 25.3% Expected Move 6.0% 5.4% 7.3% 6.0% 7.3% HV 20d 10.6% 10.1% 11.3% 11.0% 11.2% HV 60d 15.3% 12.2% 16.6% 16.6% 12.3% IV Rank 28.5% 22.1% 39.2% 27.6% 39.2% IV Percentile 62.3% 36.5% 89.3% 62.3% 89.3% Term Structure -2.8% -7.3% 1.3% 0.3% -7.3% Skew 25d 2.0% -1.6% 7.9% 1.4% -0.3% Skew 10d 6.5% 1.9% 11.7% 2.0% 4.9% Call IV 25d 20.2% 14.3% 25.3% 23.2% 25.3% Put IV 25d 22.2% 20.7% 25.3% 24.6% 25.0% Bid-Ask Spread % 141.44 134.25 151.42 149.85 144.24 Gamma HHI 0.62 0.58 0.72 0.58 0.72 Net GEX 2.9K 2.4K 4.2K 2.4K 4.2K Net DEX -42.0K -49.7K -32.9K -33.9K -41.5K Net VEX -89 -101 -72 -101 -81 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 8.609 8 9 8 9
Daily Data (23 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 2024-10-01 $72.40 $0.00 21.0% 6.0% 11.0% 27.6% 0.0% 1.4% 0.3% 2.4K -33.9K -101 0.00 149.85 N/A N/A 0 0 8 0 2024-10-02 $72.48 $0.00 21.4% 6.1% 10.9% 28.7% 0.0% 2.4% 1.3% 2.4K -33.4K -101 0.00 151.42 N/A N/A 0 0 8 0 2024-10-03 $72.08 $72.00 22.7% 5.9% 10.8% 32.2% 0.0% 2.3% -0.8% 2.5K -32.9K -101 0.00 136.28 N/A N/A 0 0 8 0 2024-10-04 $72.81 $72.00 21.5% 6.0% 10.1% 28.9% 0.0% 3.0% -1.5% 2.4K -34.9K -100 0.00 138.96 N/A N/A 0 0 8 0 2024-10-07 $72.23 $72.00 24.7% 6.2% 10.5% 37.5% 0.0% 2.9% -2.1% 2.5K -33.6K -98 0.00 141.23 N/A N/A 0 0 8 0 2024-10-08 $72.80 $72.00 24.1% 6.0% 10.7% 35.9% 0.0% 3.0% -1.8% 2.5K -34.6K -96 0.00 141.27 N/A N/A 0 0 8 0 2024-10-09 $73.31 $72.00 20.7% 5.9% 10.7% 26.7% 0.0% 3.1% -1.9% 2.6K -36.9K -94 0.00 139.74 N/A N/A 0 0 8 0 2024-10-10 $73.17 $72.00 20.8% 6.0% 10.5% 27.1% 0.0% 3.4% -2.0% 2.5K -37.3K -93 0.00 140.57 N/A N/A 0 0 8 0 2024-10-11 $74.19 $72.00 19.3% 5.5% 11.0% 23.1% 0.0% 3.6% -1.0% 2.6K -40.8K -88 0.00 135.82 N/A N/A 0 0 8 0 2024-10-14 $74.75 $72.00 20.1% 5.8% 11.1% 25.3% 0.0% 3.3% -1.6% 2.8K -48.4K -91 0.00 134.25 N/A N/A 0 0 9 0 2024-10-15 $74.38 $72.00 19.0% 5.5% 11.3% 22.3% 0.0% 2.5% -2.3% 2.8K -47.9K -89 0.00 134.46 N/A N/A 0 0 9 0 2024-10-16 $74.69 $72.00 18.9% 5.4% 11.3% 22.1% 0.0% 7.9% -1.3% 2.8K -48.5K -90 0.00 137.48 N/A N/A 0 0 9 0 2024-10-17 $74.56 $72.00 19.9% 5.7% 10.3% 24.7% 0.0% 2.0% -1.8% 2.8K -48.7K -88 0.00 138.06 N/A N/A 0 0 9 0 2024-10-18 $74.90 $72.00 19.3% 5.5% 10.2% 23.1% 0.0% 2.1% -0.8% 2.8K -49.7K -85 0.00 137.95 N/A N/A 0 0 9 0 2024-10-21 $74.40 $72.00 20.2% 5.8% 10.5% 25.6% 0.0% 1.9% -3.9% 3.1K -46.4K -88 0.00 136.91 N/A N/A 0 0 9 0 2024-10-22 $74.11 $72.00 20.4% 5.9% 10.7% 26.1% 0.0% 2.1% -4.2% 3.1K -45.6K -86 0.00 145.72 N/A N/A 0 0 9 0 2024-10-23 $73.54 $72.00 20.6% 5.9% 10.5% 26.5% 0.0% 1.0% -4.6% 3.5K -43.6K -85 0.00 141.54 N/A N/A 0 0 9 0 2024-10-24 $73.66 $72.00 21.2% 6.1% 10.1% 28.1% 0.0% 0.5% -3.7% 3.5K -44.4K -84 0.00 144.31 N/A N/A 0 0 9 0 2024-10-25 $73.59 $72.00 20.9% 6.0% 10.1% 27.3% 0.0% 0.4% -5.0% 3.5K -44.2K -86 0.00 142.86 N/A N/A 0 0 9 0 2024-10-28 $74.10 $72.00 22.6% 6.5% 10.3% 31.9% 0.0% -0.5% -5.6% 3.4K -46.9K -79 0.00 148.41 N/A N/A 0 0 9 0 2024-10-29 $74.13 $72.00 22.9% 6.6% 10.1% 32.6% 0.0% -1.2% -5.3% 3.4K -46.9K -72 0.00 145.55 N/A N/A 0 0 9 0 2024-10-30 $73.92 $72.00 23.4% 6.7% 10.2% 34.1% 0.0% -1.6% -6.4% 3.5K -45.9K -77 0.00 146.13 N/A N/A 0 0 9 0 2024-10-31 $72.94 $72.00 25.3% 7.3% 11.2% 39.2% 0.0% -0.3% -7.3% 4.2K -41.5K -81 0.00 144.24 N/A N/A 0 0 9 0
« Sep 2024 | All History | Nov 2024 » Home IMCG History October 2024