IMCG Options History — March 2025

In March 2025, IMCG traded between $69.77 and $75.18. ATM implied volatility averaged 21.5%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 0.7% (HV 20d: 20.8%). Max pain ranged from $73.00 to $79.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-03-17: Highest Volume — 200 contracts
  • 2025-03-19: Largest IV spike — 28.4% change
  • 2025-03-10: Highest IV Rank — 43.7%
  • 2025-03-11: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.66$69.77$75.18$74.83$71.44
Max Pain$76.05$73.00$79.00$79.00$73.00
ATM IV21.5%16.0%27.0%23.5%22.2%
Expected Move6.8%5.0%14.7%6.7%6.2%
HV 20d20.8%13.7%25.8%13.7%25.6%
HV 60d17.5%15.7%19.0%15.7%18.7%
IV Rank28.9%14.3%43.7%34.4%30.7%
IV Percentile60.4%7.9%90.5%76.6%70.2%
Term Structure-1.1%-9.9%4.1%-9.9%2.9%
VWIV24.2%18.7%27.8%27.8%23.7%
Skew 25d1.4%-3.3%5.7%3.4%4.2%
Skew 10d-1.2%-9.6%4.2%-5.0%-2.7%
Call IV 25d20.4%17.0%36.0%20.5%21.9%
Put IV 25d21.8%13.8%33.4%23.9%26.1%
Bid-Ask Spread %134.94117.66157.19145.66128.88
Gamma HHI0.610.280.910.440.89
Net GEX25.1K-22057.2K-21647.3K
Net DEX-297.3K-792.5K38.5K15.6K-493.5K
Net VEX-1.7K-3.7K-54-78-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume9.857020000
Total OI105.42992139207

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$74.83$79.0023.5%6.7%13.7%34.4%0.0%3.4%-9.9%-21615.6K-780.00145.66N/AN/A0045
2025-03-04$74.64$79.0021.9%6.3%13.7%30.1%0.0%5.7%0.8%-22020.5K-700.00144.32N/AN/A1045
2025-03-05$75.18$79.0023.4%6.7%14.0%34.2%0.0%2.1%0.1%-4113.5K-820.00144.57N/AN/A0055
2025-03-06$73.27$79.0026.8%7.7%15.8%43.1%0.0%0.7%-2.9%42317.2K-730.00139.04N/AN/A0055
2025-03-07$73.45$79.0025.0%7.2%15.9%38.4%27.8%1.4%0.7%65120.9K-650.00135.31N/AN/A1055
2025-03-10$71.38$79.0027.0%7.7%18.1%43.7%26.5%-0.2%-2.0%1.6K22.1K-540.00124.82N/AN/A0165
2025-03-11$71.29$79.0022.8%14.7%17.8%32.4%0.0%-2.6%-5.8%1.0K26.5K-580.00157.19N/AN/A0266
2025-03-12$71.26$79.0019.7%8.4%17.9%24.3%0.0%2.7%1.9%46533.1K-690.00136.83N/AN/A0068
2025-03-13$69.77$79.0023.4%8.1%18.7%33.9%0.0%-0.8%-1.2%20438.5K-580.00139.53N/AN/A0068
2025-03-14$71.31$79.0021.0%8.5%20.7%27.5%0.0%2.7%3.2%47233.6K-650.00140.75N/AN/A0068
2025-03-17$72.97$77.0020.7%5.8%23.0%26.8%18.7%2.3%0.4%93924.1K-650.00129.95N/AN/A200068
2025-03-18$71.70$73.0016.6%6.0%23.3%15.9%0.0%3.0%4.1%49.3K-565.5K-3.7K0.00128.97N/AN/A002048
2025-03-19$73.01$73.0021.3%5.8%24.7%28.5%23.7%2.5%0.1%49.8K-628.1K-3.7K0.00117.66N/AN/A102048
2025-03-20$72.59$73.0019.8%5.5%24.5%24.4%0.0%1.0%-0.9%51.4K-642.4K-3.7K0.00130.91N/AN/A002058
2025-03-21$72.37$73.0016.0%5.5%23.2%14.3%0.0%3.4%2.6%50.3K-591.7K-3.6K0.00127.75N/AN/A002058
2025-03-24$74.09$73.0018.8%5.2%25.1%21.6%0.0%0.5%0.5%55.8K-765.4K-3.7K0.00134.82N/AN/A002042
2025-03-25$74.05$73.0019.0%5.0%24.9%22.3%0.0%-3.3%-2.1%56.7K-792.5K-3.7K0.00137.04N/AN/A002042
2025-03-26$73.25$73.0019.9%5.0%25.0%24.6%0.0%0.2%-5.5%57.2K-750.3K-3.7K0.00129.33N/AN/A002042
2025-03-27$72.97$73.0019.8%5.4%24.6%24.5%0.0%0.9%-0.9%52.5K-695.0K-3.6K0.00132.94N/AN/A002042
2025-03-28$71.11$73.0022.4%5.2%25.8%31.3%0.0%-0.6%-9.5%52.5K-584.0K-3.4K0.00127.50N/AN/A012042
2025-03-31$71.44$73.0022.2%6.2%25.6%30.7%0.0%4.2%2.9%47.3K-493.5K-3.2K0.00128.88N/AN/A002043