IMCG Options History — April 2025

In April 2025, IMCG traded between $62.67 and $72.81. ATM implied volatility averaged 36.3%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 11.1% (HV 20d: 47.4%). Max pain ranged from $66.00 to $73.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-04-15: Highest Volume — 159 contracts
  • 2025-04-04: Largest IV spike — 122.0% change
  • 2025-04-04: Highest IV Rank — 100.0%
  • 2025-04-07: Largest Expected Move — 18.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.75$62.67$72.81$71.73$71.41
Max Pain$68.14$66.00$73.00$73.00$66.00
ATM IV36.3%18.4%95.3%18.4%27.3%
Expected Move9.3%5.8%18.5%6.2%7.8%
HV 20d47.4%25.7%55.5%25.7%54.8%
HV 60d30.6%18.7%35.3%18.8%35.3%
IV Rank35.4%19.0%100.0%20.7%19.6%
IV Percentile88.0%27.8%100.0%27.8%85.3%
Term Structure-7.1%-35.5%3.6%1.3%2.2%
VWIV28.5%23.3%42.3%23.3%24.8%
Skew 25d1.3%-11.9%17.8%2.8%2.5%
Skew 10d0.4%-23.0%14.1%3.7%2.5%
Call IV 25d31.0%17.4%49.4%22.8%26.4%
Put IV 25d32.3%19.7%56.0%25.6%28.9%
Bid-Ask Spread %133.37118.13167.26124.65123.81
Gamma HHI0.790.630.930.890.64
Net GEX24.5K10.2K52.0K50.0K14.7K
Net DEX-317.4K-636.7K-92.9K-534.0K-219.8K
Net VEX-2.0K-3.5K-752-3.3K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume10.619015911
Total OI145.4297021420778

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$71.73$73.0018.4%6.2%25.7%20.7%0.0%2.8%1.3%50.0K-534.0K-3.3K0.00124.65N/AN/A102043
2025-04-02$72.81$73.0022.6%5.8%26.2%32.0%0.0%2.3%-1.1%52.0K-636.7K-3.5K0.00128.03N/AN/A102043
2025-04-03$68.89$73.0033.4%7.0%31.4%60.9%23.3%-1.1%-6.3%39.8K-448.8K-3.1K0.00133.35N/AN/A022053
2025-04-04$65.49$70.0074.2%12.0%35.6%100.0%0.0%17.8%3.6%26.2K-360.0K-2.7K0.00152.26N/AN/A202055
2025-04-07$64.14$70.0056.8%18.5%35.0%72.6%0.0%-1.4%-32.2%20.7K-296.4K-2.3K0.00155.86N/AN/A002073
2025-04-08$62.67$70.0095.3%13.9%35.5%100.0%0.0%-10.3%-35.5%28.1K-390.9K-2.6K0.00161.21N/AN/A002073
2025-04-09$69.16$70.0027.2%7.8%51.5%19.4%0.0%-4.8%-17.0%32.0K-556.8K-3.3K0.00139.00N/AN/A002073
2025-04-10$66.34$70.0048.5%13.9%53.0%44.7%0.0%0.0%-34.8%27.8K-471.6K-3.1K0.00167.26N/AN/A002073
2025-04-11$68.02$70.0035.8%10.2%53.2%29.6%42.3%-0.3%-0.7%29.1K-363.6K-2.6K0.00134.10N/AN/A4302073
2025-04-14$69.05$66.0030.1%8.6%52.8%22.9%0.0%-11.9%-2.9%38.9K-507.8K-3.2K0.00138.50N/AN/A002113
2025-04-15$68.75$66.0028.7%8.2%52.5%21.3%0.0%3.4%-3.4%41.5K-384.2K-2.8K0.00125.26N/AN/A15902113
2025-04-16$67.50$66.0031.5%9.0%52.3%24.6%0.0%1.9%-7.6%11.0K-129.1K-8770.00130.91N/AN/A10703
2025-04-17$68.34$66.0029.5%8.5%52.6%22.2%23.5%4.4%-6.2%11.9K-113.7K-8330.00122.69N/AN/A20703
2025-04-21$66.23$66.0030.3%8.7%53.5%23.2%0.0%2.7%2.5%10.2K-92.9K-7520.00118.13N/AN/A00673
2025-04-22$68.48$66.0030.5%8.7%54.3%23.4%0.0%2.7%-2.0%11.6K-121.9K-8080.00122.00N/AN/A20673
2025-04-23$69.35$66.0030.5%8.8%54.6%23.4%24.8%3.2%-2.4%12.7K-166.7K-9030.00124.16N/AN/A80693
2025-04-24$71.16$66.0029.3%8.4%55.5%22.0%0.0%5.5%-2.0%14.0K-207.2K-1.0K0.00123.58N/AN/A00743
2025-04-25$71.12$66.0027.9%8.0%55.5%20.3%0.0%3.0%-1.6%14.2K-215.2K-1.0K0.00126.12N/AN/A00743
2025-04-28$71.35$66.0028.3%8.1%54.7%20.8%0.0%2.9%-2.6%14.4K-218.4K-1.0K0.00123.94N/AN/A00743
2025-04-29$71.83$66.0026.8%7.7%54.8%19.0%0.0%2.6%-1.1%14.7K-229.7K-1.0K0.00125.96N/AN/A10743
2025-04-30$71.41$66.0027.3%7.8%54.8%19.6%0.0%2.5%2.2%14.7K-219.8K-1.0K0.00123.81N/AN/A10753