IMCG Options History — January 2025 In January 2025, IMCG traded between $75.27 and $79.59. ATM implied volatility averaged 20.2%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 2.7% (HV 20d: 17.4%). Max pain ranged from $63.00 to $76.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2025-01-21 : Highest Volume — 5 contracts2025-01-15 : Largest IV drop — 57.6% change2025-01-14 : Highest IV Rank — 74.8%2025-01-02 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $77.73 $75.27 $79.59 $75.45 $79.38 Max Pain $64.30 $63.00 $76.00 $76.00 $63.00 ATM IV 20.2% 15.6% 38.6% 19.6% 17.5% Expected Move 4.9% 4.5% 5.6% 5.6% 5.0% HV 20d 17.4% 14.1% 20.9% 17.9% 14.1% HV 60d 16.3% 15.6% 16.8% 15.6% 16.6% IV Rank 25.4% 13.0% 74.8% 23.9% 18.4% IV Percentile 34.1% 4.0% 97.6% 44.4% 19.4% Term Structure -0.7% -4.6% 3.6% -4.6% -3.0% VWIV 15.8% 15.8% 15.8% 15.8% 15.8% Skew 25d 1.0% -0.3% 2.3% 0.1% -0.3% Skew 10d 5.7% -2.0% 13.3% -2.0% 9.0% Call IV 25d 18.2% 15.9% 23.2% 23.2% 20.0% Put IV 25d 19.2% 17.2% 24.5% 23.2% 19.7% Bid-Ask Spread % 147.10 141.63 165.13 162.99 143.40 Gamma HHI 0.32 0.19 0.51 0.21 0.48 Net GEX 938 -1.1K 2.6K 2.1K -931 Net DEX -29.8K -43.0K -17.8K -30.2K -24.7K Net VEX -64 -95 -35 -54 -86 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 0.35 0 5 0 0 Total OI 8.15 6 11 6 11
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 2025-01-02 $75.45 $76.00 19.6% 5.6% 17.9% 23.9% 0.0% 0.1% -4.6% 2.1K -30.2K -54 0.00 162.99 N/A N/A 0 0 6 0 2025-01-03 $76.65 $76.00 19.3% 5.5% 18.8% 23.1% 0.0% 1.8% -2.3% 2.1K -33.4K -50 0.00 165.13 N/A N/A 0 0 6 0 2025-01-06 $76.88 $63.00 21.8% 4.7% 19.0% 29.7% 0.0% 1.3% -1.2% 2.0K -34.8K -47 0.00 144.78 N/A N/A 0 0 6 0 2025-01-07 $75.88 $63.00 17.9% 4.7% 19.1% 19.3% 0.0% 0.3% -4.1% 2.1K -31.5K -50 0.00 146.74 N/A N/A 0 0 6 0 2025-01-08 $76.41 $63.00 25.0% 5.0% 19.2% 38.4% 0.0% 1.4% 0.8% 2.1K -32.6K -48 0.00 141.95 N/A N/A 1 0 6 0 2025-01-10 $75.27 $63.00 28.2% 5.1% 19.5% 47.0% 0.0% 1.0% -0.5% 2.2K -29.5K -49 0.00 142.84 N/A N/A 0 0 6 0 2025-01-13 $75.32 $63.00 34.1% 5.3% 19.1% 62.7% 0.0% 1.6% 0.3% 2.3K -28.9K -47 0.00 142.19 N/A N/A 0 0 6 0 2025-01-14 $76.00 $63.00 38.6% 5.0% 19.6% 74.8% 15.8% 2.3% 0.9% 2.3K -32.2K -43 0.00 141.63 N/A N/A 1 0 6 0 2025-01-15 $77.12 $63.00 16.4% 4.7% 20.5% 15.2% 0.0% 0.9% -0.2% 2.6K -38.9K -47 0.00 144.42 N/A N/A 0 0 7 0 2025-01-16 $77.90 $63.00 15.6% 4.5% 20.9% 13.0% 0.0% 1.7% 3.6% 2.5K -41.8K -44 0.00 144.53 N/A N/A 0 0 7 0 2025-01-17 $78.25 $63.00 15.8% 4.5% 20.7% 13.8% 0.0% 1.4% 1.0% 2.3K -43.0K -42 0.00 148.34 N/A N/A 0 0 7 0 2025-01-21 $79.32 $63.00 16.6% 4.8% 15.4% 15.9% 0.0% 0.9% -0.1% 1.5K -39.7K -35 0.00 148.75 N/A N/A 0 5 6 0 2025-01-22 $79.59 $63.00 15.8% 4.5% 15.4% 13.8% 0.0% 0.8% 0.1% -899 -24.0K -95 0.00 148.25 N/A N/A 0 0 6 5 2025-01-23 $79.58 $63.00 15.6% 4.5% 14.7% 13.0% 0.0% 1.5% 0.1% -1.1K -23.5K -94 0.00 146.05 N/A N/A 0 0 6 5 2025-01-24 $79.47 $63.00 16.6% 4.8% 14.7% 15.8% 0.0% 0.9% -1.9% -957 -24.0K -93 0.00 147.27 N/A N/A 0 0 6 5 2025-01-27 $78.48 $63.00 17.5% 5.0% 15.3% 18.2% 0.0% 0.9% -1.0% -748 -17.8K -94 0.00 145.10 N/A N/A 0 0 6 5 2025-01-28 $79.25 $63.00 16.4% 4.7% 15.6% 15.4% 0.0% 1.5% 1.5% -979 -21.3K -90 0.00 144.07 N/A N/A 0 0 6 5 2025-01-29 $78.98 $63.00 17.5% 5.0% 14.6% 18.3% 0.0% 0.7% -0.8% -915 -20.4K -91 0.00 147.61 N/A N/A 0 0 6 5 2025-01-30 $79.50 $63.00 17.6% 5.0% 14.4% 18.5% 0.0% -0.3% -2.7% -991 -24.7K -86 0.00 146.01 N/A N/A 0 0 6 5 2025-01-31 $79.38 $63.00 17.5% 5.0% 14.1% 18.4% 0.0% -0.3% -3.0% -931 -24.7K -86 0.00 143.40 N/A N/A 0 0 6 5
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