IMCG Options History — February 2025 In February 2025, IMCG traded between $75.44 and $79.98. ATM implied volatility averaged 19.0%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 7.3% (HV 20d: 11.7%). Max pain ranged from $63.00 to $79.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2025-02-21 : Highest Volume — 2 contracts2025-02-28 : Largest IV spike — 54.8% change2025-02-28 : Highest IV Rank — 62.0%2025-02-28 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $78.44 $75.44 $79.98 $79.03 $75.90 Max Pain $76.47 $63.00 $79.00 $63.00 $79.00 ATM IV 19.0% 15.1% 33.8% 18.8% 33.8% Expected Move 5.2% 4.3% 9.7% 5.4% 9.7% HV 20d 11.7% 8.6% 14.3% 14.3% 13.0% HV 60d 15.2% 14.6% 16.6% 16.6% 15.5% IV Rank 22.3% 11.8% 62.0% 21.7% 62.0% IV Percentile 34.3% 3.6% 94.8% 36.5% 94.8% Term Structure -1.6% -10.3% 0.9% 0.8% -8.5% Skew 25d 1.1% -0.1% 2.4% 2.2% 0.7% Skew 10d 3.7% -2.4% 10.5% 8.7% -1.8% Call IV 25d 19.6% 15.9% 45.8% 20.0% 45.8% Put IV 25d 20.7% 17.0% 46.4% 22.2% 46.4% Bid-Ask Spread % 151.59 141.61 170.65 144.26 170.65 Gamma HHI 0.52 0.34 0.68 0.46 0.45 Net GEX -1.1K -2.1K -158 -849 -444 Net DEX -12.1K -25.2K 20.6K -19.9K 11.8K Net VEX -74 -89 -53 -85 -89 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 0.211 0 2 0 0 Total OI 10.368 7 11 11 9
Daily Data (19 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 2025-02-03 $79.03 $63.00 18.8% 5.4% 14.3% 21.7% 0.0% 2.2% 0.8% -849 -19.9K -85 0.00 144.26 N/A N/A 0 0 6 5 2025-02-04 $79.17 $63.00 20.1% 5.8% 13.4% 25.3% 0.0% 1.1% -2.0% -938 -21.1K -84 0.00 149.16 N/A N/A 0 0 6 5 2025-02-05 $79.67 $63.00 19.1% 5.5% 13.5% 22.4% 0.0% 1.7% -1.4% -1.3K -23.4K -81 0.00 143.86 N/A N/A 0 0 6 5 2025-02-06 $79.75 $79.00 18.7% 4.5% 12.3% 21.5% 0.0% 0.9% -0.1% -1.2K -24.7K -78 0.00 152.57 N/A N/A 0 0 6 5 2025-02-07 $79.67 $79.00 18.8% 4.6% 12.2% 21.7% 0.0% 1.2% -0.6% -1.1K -25.2K -77 0.00 153.30 N/A N/A 0 0 6 5 2025-02-10 $79.98 $79.00 20.5% 4.8% 10.4% 26.3% 0.0% 0.7% -0.9% -1.2K -25.2K -73 0.00 158.77 N/A N/A 0 0 6 5 2025-02-11 $79.38 $79.00 21.6% 4.7% 11.1% 29.3% 0.0% 1.0% -0.1% -1.3K -22.2K -74 0.00 160.84 N/A N/A 0 0 6 5 2025-02-12 $78.95 $79.00 15.5% 4.4% 11.1% 12.9% 0.0% 1.3% 0.8% -1.1K -19.8K -74 0.00 159.30 N/A N/A 0 0 6 5 2025-02-13 $79.57 $79.00 15.1% 4.3% 10.3% 11.8% 0.0% 0.8% 0.4% -1.7K -23.0K -70 0.00 161.03 N/A N/A 0 0 6 5 2025-02-14 $79.62 $79.00 16.5% 4.7% 9.8% 15.6% 0.0% 0.4% -1.4% -1.4K -23.7K -69 0.00 161.72 N/A N/A 0 0 6 5 2025-02-18 $79.84 $79.00 16.7% 4.8% 9.8% 16.0% 0.0% -0.1% -0.9% -1.7K -25.0K -62 0.00 152.78 N/A N/A 0 0 6 5 2025-02-19 $79.67 $79.00 16.0% 4.6% 8.6% 14.3% 0.0% 1.2% -0.1% -1.4K -25.2K -61 0.00 151.42 N/A N/A 0 0 6 5 2025-02-20 $78.72 $79.00 15.8% 4.5% 9.6% 13.6% 0.0% 1.5% 0.0% -1.5K -20.0K -61 0.00 144.76 N/A N/A 0 0 6 5 2025-02-21 $76.76 $79.00 17.1% 4.9% 13.0% 17.3% 0.0% -0.1% -3.2% -158 -7.1K -53 0.00 144.32 N/A N/A 2 0 6 5 2025-02-24 $76.65 $79.00 18.1% 5.2% 13.0% 20.0% 0.0% 2.0% 0.9% -2.1K 20.6K -68 0.00 141.80 N/A N/A 2 0 2 5 2025-02-25 $76.01 $79.00 18.5% 5.3% 12.6% 21.0% 0.0% 2.4% -1.2% -783 16.1K -84 0.00 141.61 N/A N/A 0 0 4 5 2025-02-26 $76.53 $79.00 18.5% 5.3% 12.3% 21.0% 0.0% 0.8% -1.9% -1.2K 13.8K -87 0.00 143.77 N/A N/A 0 0 4 5 2025-02-27 $75.44 $79.00 21.9% 6.3% 13.0% 29.9% 0.0% 0.4% -10.3% -289 13.7K -85 0.00 144.37 N/A N/A 0 0 4 5 2025-02-28 $75.90 $79.00 33.8% 9.7% 13.0% 62.0% 0.0% 0.7% -8.5% -444 11.8K -89 0.00 170.65 N/A N/A 0 0 4 5
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