IMCG Options History — November 2024

In November 2024, IMCG traded between $72.95 and $80.63. ATM implied volatility averaged 24.6%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 9.5% (HV 20d: 15.1%). Max pain ranged from $72.00 to $77.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.00.

Notable Days

2024-11-20: Highest Volume — 2 contracts
2024-11-11: Largest IV spike — 65.3% change
2024-11-12: Highest IV Rank — 64.5%
2024-11-01: Largest Expected Move — 7.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$77.69	$72.95	$80.63	$72.95	$80.63
Max Pain	$76.50	$72.00	$77.00	$72.00	$77.00
ATM IV	24.6%	18.5%	34.8%	25.1%	24.3%
Expected Move	6.5%	5.9%	7.2%	7.2%	7.0%
HV 20d	15.1%	10.2%	16.8%	10.6%	15.4%
HV 60d	12.9%	11.7%	13.6%	11.7%	12.8%
IV Rank	37.3%	21.0%	64.5%	38.6%	36.6%
IV Percentile	78.4%	30.2%	95.6%	88.5%	81.0%
Term Structure	-2.2%	-7.2%	0.5%	-7.2%	-3.4%
VWIV	22.2%	18.8%	25.6%	25.6%	18.8%
Skew 25d	16.9%	-1.2%	26.6%	-1.2%	23.2%
Skew 10d	24.5%	2.8%	39.7%	2.8%	33.0%
Call IV 25d	17.9%	11.9%	25.9%	25.9%	19.3%
Put IV 25d	34.8%	24.8%	45.4%	24.8%	42.5%
Bid-Ask Spread %	164.60	144.82	170.04	144.82	162.95
Gamma HHI	0.39	0.22	0.72	0.72	0.23
Net GEX	1.7K	561	4.3K	4.2K	793
Net DEX	-43.1K	-64.8K	-20.0K	-41.9K	-31.2K
Net VEX	-47	-79	-36	-79	-36
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	1.00	1.00	1.00	1.00
Total Volume	0.15	0	2	0	0
Total OI	7.8	5	9	9	7

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
2024-11-01	$72.95	$72.00	25.1%	7.2%	10.6%	38.6%	0.0%	-1.2%	-7.2%	4.2K	-41.9K	-79	0.00	144.82	N/A	N/A	0	0	9	0
2024-11-04	$73.06	$0.00	28.3%	6.6%	10.2%	47.3%	0.0%	11.7%	-0.9%	4.3K	-42.2K	-74	0.00	164.95	N/A	N/A	0	0	9	0
2024-11-05	$74.22	$0.00	28.3%	6.7%	11.3%	47.1%	0.0%	21.8%	0.5%	3.4K	-46.4K	-65	0.00	166.70	N/A	N/A	0	0	9	0
2024-11-06	$76.50	$0.00	25.2%	6.1%	15.2%	39.0%	0.0%	19.0%	0.2%	2.3K	-57.8K	-52	0.00	168.66	N/A	N/A	0	0	9	0
2024-11-07	$77.19	$0.00	26.0%	6.0%	15.3%	41.1%	0.0%	16.2%	-1.0%	1.9K	-59.9K	-49	0.00	168.05	N/A	N/A	0	0	9	0
2024-11-08	$77.85	$0.00	18.5%	6.0%	14.9%	21.0%	0.0%	17.7%	0.5%	1.8K	-63.2K	-38	0.00	168.40	N/A	N/A	0	0	9	0
2024-11-11	$78.69	$0.00	30.6%	5.9%	15.1%	53.5%	0.0%	16.6%	-0.7%	1.5K	-64.8K	-36	0.00	164.85	N/A	N/A	0	0	9	0
2024-11-12	$78.31	$0.00	34.8%	5.9%	15.1%	64.5%	0.0%	16.1%	-0.6%	1.5K	-63.1K	-41	0.00	165.06	N/A	N/A	0	0	9	0
2024-11-13	$78.40	$0.00	21.1%	6.1%	15.1%	28.0%	0.0%	15.6%	-0.9%	1.4K	-63.9K	-37	0.00	164.81	N/A	N/A	0	0	9	0
2024-11-14	$77.40	$0.00	21.7%	6.2%	16.0%	29.5%	0.0%	15.4%	-2.5%	1.6K	-61.7K	-41	0.00	166.97	N/A	N/A	0	0	9	0
2024-11-15	$76.55	$0.00	21.6%	6.2%	16.6%	29.3%	25.6%	16.2%	-2.6%	2.2K	-58.7K	-42	0.00	168.17	N/A	N/A	0	1	9	0
2024-11-18	$77.01	$77.00	22.6%	6.5%	16.4%	31.8%	0.0%	22.3%	-2.2%	764	-20.0K	-47	0.00	168.96	N/A	N/A	0	0	4	1
2024-11-19	$77.42	$77.00	21.7%	6.2%	16.3%	29.6%	0.0%	17.5%	-1.5%	1.0K	-21.7K	-40	0.00	170.04	N/A	N/A	0	0	4	1
2024-11-20	$77.74	$77.00	23.3%	6.7%	15.9%	33.8%	18.8%	6.7%	-1.8%	840	-22.0K	-41	1.00	163.56	N/A	N/A	1	1	4	1
2024-11-21	$78.87	$77.00	23.5%	6.7%	16.4%	34.3%	0.0%	23.8%	-2.6%	926	-26.0K	-51	0.00	166.30	N/A	N/A	0	0	5	2
2024-11-22	$79.81	$77.00	21.3%	6.1%	16.6%	28.4%	0.0%	12.5%	-6.7%	561	-27.9K	-43	0.00	165.57	N/A	N/A	0	0	5	2
2024-11-25	$80.56	$77.00	23.9%	6.8%	16.7%	35.4%	0.0%	26.6%	-3.4%	662	-29.0K	-44	0.00	160.82	N/A	N/A	0	0	5	2
2024-11-26	$80.41	$77.00	25.0%	7.2%	16.8%	38.3%	0.0%	19.3%	-4.3%	837	-30.9K	-40	0.00	160.11	N/A	N/A	0	0	5	2
2024-11-27	$80.25	$77.00	24.9%	7.2%	16.7%	38.2%	0.0%	20.9%	-3.9%	659	-29.4K	-45	0.00	162.34	N/A	N/A	0	0	5	2
2024-11-29	$80.63	$77.00	24.3%	7.0%	15.4%	36.6%	0.0%	23.2%	-3.4%	793	-31.2K	-36	0.00	162.95	N/A	N/A	0	0	5	2