IMCG Options History — December 2024 In December 2024, IMCG traded between $75.37 and $81.31. ATM implied volatility averaged 22.2%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 7.2% (HV 20d: 15.0%). Max pain ranged from $76.00 to $77.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-16 : Highest Volume — 2 contracts2024-12-11 : Largest IV drop — 39.3% change2024-12-09 : Highest IV Rank — 63.0%2024-12-03 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $78.55 $75.37 $81.31 $80.40 $75.37 Max Pain $76.60 $76.00 $77.00 $77.00 $76.00 ATM IV 22.2% 16.3% 34.2% 26.6% 19.6% Expected Move 5.7% 4.7% 7.9% 7.6% 5.6% HV 20d 15.0% 11.0% 18.3% 15.6% 18.0% HV 60d 13.9% 12.4% 15.7% 12.5% 15.7% IV Rank 30.8% 15.1% 63.0% 42.6% 23.8% IV Percentile 52.2% 7.9% 95.2% 90.9% 44.0% Term Structure -2.7% -13.1% 1.1% -13.1% -4.5% VWIV 18.1% 18.1% 18.1% 18.1% 18.1% Skew 25d 7.9% -2.5% 24.0% 5.4% -0.2% Skew 10d 12.3% -6.0% 34.6% 20.7% -4.1% Call IV 25d 19.7% 13.6% 28.5% 27.5% 22.3% Put IV 25d 27.5% 17.9% 47.2% 32.9% 22.1% Bid-Ask Spread % 164.97 151.03 172.02 162.83 165.85 Gamma HHI 0.26 0.20 0.49 0.26 0.21 Net GEX 922 211 2.1K 837 2.1K Net DEX -28.8K -33.2K -19.5K -30.7K -28.8K Net VEX -47 -60 -31 -34 -53 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 0.286 0 2 0 2 Total OI 6.81 5 8 7 6
Daily Data (21 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 2024-12-02 $80.40 $77.00 26.6% 7.6% 15.6% 42.6% 0.0% 5.4% -13.1% 837 -30.7K -34 0.00 162.83 N/A N/A 0 0 5 2 2024-12-03 $80.58 $77.00 27.5% 7.9% 15.6% 45.1% 0.0% 24.0% -5.1% 475 -29.8K -44 0.00 163.94 N/A N/A 0 0 5 2 2024-12-04 $81.13 $77.00 25.4% 7.3% 15.0% 39.5% 0.0% 7.7% -12.2% 479 -32.6K -34 0.00 163.02 N/A N/A 0 0 5 2 2024-12-05 $80.89 $0.00 25.7% 5.4% 11.7% 40.1% 0.0% 14.2% -1.6% 1.8K -33.2K -31 0.00 165.35 N/A N/A 0 0 5 2 2024-12-06 $81.31 $0.00 30.1% 5.5% 11.6% 52.0% 0.0% 14.4% -1.6% 297 -29.9K -39 0.00 166.52 N/A N/A 0 0 5 2 2024-12-09 $80.48 $0.00 34.2% 5.8% 12.2% 63.0% 0.0% 14.4% -1.9% 412 -28.5K -40 0.00 168.25 N/A N/A 0 0 5 2 2024-12-10 $79.57 $0.00 33.6% 5.6% 12.5% 61.5% 0.0% 18.6% -1.5% 463 -28.3K -39 0.00 169.70 N/A N/A 0 0 5 2 2024-12-11 $80.20 $0.00 20.4% 5.9% 12.6% 26.1% 0.0% 15.3% -2.4% 427 -27.7K -40 0.00 169.79 N/A N/A 1 0 5 2 2024-12-12 $79.92 $0.00 20.5% 5.9% 12.7% 26.3% 0.0% 15.1% -2.6% 775 -32.6K -58 0.00 169.77 N/A N/A 0 0 6 2 2024-12-13 $79.44 $0.00 20.9% 6.0% 11.9% 27.5% 0.0% 15.4% -1.2% 760 -29.9K -60 0.00 172.02 N/A N/A 0 0 6 2 2024-12-16 $79.53 $0.00 21.1% 6.1% 11.0% 27.9% 0.0% 16.0% -2.2% 761 -30.0K -56 0.00 171.91 N/A N/A 2 0 6 2 2024-12-17 $78.72 $0.00 16.3% 4.7% 11.7% 15.1% 0.0% 0.4% -0.0% 794 -31.7K -49 0.00 165.97 N/A N/A 0 0 6 2 2024-12-18 $75.71 $0.00 16.6% 4.7% 18.3% 15.7% 0.0% -2.5% 1.1% 211 -19.5K -59 0.00 151.03 N/A N/A 0 0 6 2 2024-12-19 $75.86 $0.00 18.9% 5.4% 18.2% 22.1% 0.0% 0.8% -0.4% 301 -20.2K -56 0.00 152.62 N/A N/A 0 0 6 2 2024-12-20 $76.94 $0.00 18.8% 5.4% 18.2% 21.6% 0.0% 0.9% 0.4% 1.2K -27.8K -52 0.00 156.28 N/A N/A 0 0 6 1 2024-12-23 $76.66 $0.00 17.9% 5.1% 17.5% 19.2% 0.0% 1.1% -0.2% 1.3K -27.7K -49 0.00 162.66 N/A N/A 0 0 5 0 2024-12-24 $77.25 $0.00 17.6% 5.1% 17.4% 18.6% 0.0% 1.4% -1.1% 1.3K -29.2K -46 0.00 168.53 N/A N/A 0 0 5 0 2024-12-26 $77.46 $0.00 17.7% 5.1% 17.5% 18.8% 0.0% 1.5% -2.5% 1.3K -29.9K -40 0.00 170.21 N/A N/A 0 0 5 0 2024-12-27 $76.32 $0.00 17.9% 5.1% 18.1% 19.4% 18.1% 0.4% -3.1% 1.4K -27.9K -46 0.00 165.08 N/A N/A 1 0 5 0 2024-12-30 $75.88 $76.00 18.4% 5.3% 17.9% 20.5% 0.0% 0.9% -0.2% 2.1K -29.0K -53 0.00 163.00 N/A N/A 0 0 6 0 2024-12-31 $75.37 $76.00 19.6% 5.6% 18.0% 23.8% 0.0% -0.2% -4.5% 2.1K -28.8K -53 0.00 165.85 N/A N/A 2 0 6 0
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