IMCG Options History — June 2025 In June 2025, IMCG traded between $76.97 and $80.14. ATM implied volatility averaged 20.9%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 7.4% (HV 20d: 13.5%). Max pain ranged from $63.00 to $76.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days.
Notable Days 2025-06-04 : Highest Volume — 1 contracts2025-06-11 : Largest IV drop — 21.8% change2025-06-10 : Highest IV Rank — 16.4%2025-06-04 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $78.26 $76.97 $80.14 $77.24 $80.14 Max Pain $74.05 $63.00 $76.00 $63.00 $76.00 ATM IV 20.9% 18.5% 25.4% 22.1% 19.8% Expected Move 5.8% 5.3% 6.5% 6.3% 5.7% HV 20d 13.5% 11.3% 17.2% 17.0% 12.1% HV 60d 34.3% 33.4% 35.7% 35.6% 33.4% IV Rank 10.9% 8.1% 16.4% 12.4% 9.6% IV Percentile 48.5% 21.4% 78.2% 61.5% 39.3% Term Structure 0.2% -2.7% 2.6% -0.5% -1.7% Skew 25d 3.2% -3.3% 10.5% 2.8% -2.1% Skew 10d 7.6% -5.9% 19.9% -5.7% -5.9% Call IV 25d 18.5% 14.6% 23.8% 22.4% 23.8% Put IV 25d 21.7% 13.9% 28.3% 25.2% 21.7% Bid-Ask Spread % 142.64 133.20 151.55 139.67 142.45 Gamma HHI 0.78 0.74 0.80 0.80 0.75 Net GEX 18.2K 16.9K 20.0K 18.2K 17.4K Net DEX -368.4K -415.6K -340.0K -340.0K -415.6K Net VEX -753 -892 -563 -892 -563 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.15 0 1 0 1 Total OI 72.25 71 74 73 71
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 2025-06-02 $77.24 $63.00 22.1% 6.3% 17.0% 12.4% 0.0% 2.8% -0.5% 18.2K -340.0K -892 0.00 139.67 N/A N/A 0 0 70 3 2025-06-03 $78.06 $63.00 21.0% 6.0% 17.2% 11.1% 0.0% 3.3% 0.5% 17.4K -358.8K -867 0.00 133.20 N/A N/A 0 0 70 3 2025-06-04 $78.41 $63.00 22.6% 6.5% 16.8% 12.9% 0.0% 2.2% -2.7% 17.7K -376.6K -828 0.00 136.52 N/A N/A 0 1 70 3 2025-06-05 $78.34 $76.00 22.5% 5.8% 16.9% 12.9% 0.0% 1.7% 0.8% 17.9K -374.7K -821 0.00 139.68 N/A N/A 0 0 70 3 2025-06-06 $78.75 $76.00 22.1% 5.6% 16.3% 12.4% 0.0% 1.6% 1.0% 17.4K -392.9K -772 0.00 145.57 N/A N/A 0 0 70 3 2025-06-09 $78.52 $76.00 23.8% 5.6% 16.2% 14.4% 0.0% 1.6% 0.7% 17.8K -390.0K -784 0.00 143.33 N/A N/A 0 0 70 3 2025-06-10 $78.27 $76.00 25.4% 5.5% 12.8% 16.4% 0.0% 2.2% -0.0% 17.8K -386.6K -769 0.00 146.91 N/A N/A 0 0 70 3 2025-06-11 $78.09 $76.00 19.9% 5.7% 11.5% 9.7% 0.0% 4.5% -0.7% 18.9K -385.7K -761 0.00 142.10 N/A N/A 0 0 70 3 2025-06-12 $78.13 $76.00 20.4% 5.9% 11.3% 10.4% 0.0% 3.6% -0.1% 18.9K -370.0K -779 0.00 151.55 N/A N/A 0 1 70 3 2025-06-13 $76.97 $76.00 21.5% 6.2% 12.5% 11.7% 0.0% 1.8% 1.1% 19.1K -345.9K -814 0.00 142.03 N/A N/A 0 0 70 4 2025-06-16 $77.92 $76.00 20.2% 5.8% 12.7% 10.1% 0.0% 4.8% 0.0% 17.7K -359.1K -744 0.00 146.70 N/A N/A 0 0 68 4 2025-06-17 $77.29 $76.00 19.5% 5.6% 13.0% 9.3% 0.0% 1.5% 2.6% 19.2K -341.7K -763 0.00 148.46 N/A N/A 0 0 68 4 2025-06-18 $77.61 $76.00 20.8% 6.0% 13.1% 10.8% 0.0% 9.5% -0.4% 18.6K -341.5K -771 0.00 134.29 N/A N/A 0 0 68 4 2025-06-20 $77.35 $76.00 19.8% 5.7% 11.3% 9.7% 0.0% 0.9% 0.6% 19.4K -340.4K -751 0.00 148.65 N/A N/A 0 0 68 4 2025-06-23 $77.94 $76.00 18.6% 5.3% 11.6% 8.2% 0.0% 1.1% 0.6% 20.0K -340.9K -717 0.00 139.51 N/A N/A 0 0 67 4 2025-06-24 $79.16 $76.00 18.5% 5.3% 12.2% 8.1% 0.0% 6.0% 1.2% 18.1K -378.9K -668 0.00 139.38 N/A N/A 0 0 67 4 2025-06-25 $78.50 $76.00 19.0% 5.5% 11.7% 8.7% 0.0% 10.2% 0.9% 17.5K -361.5K -698 0.00 143.63 N/A N/A 0 0 67 4 2025-06-26 $79.09 $76.00 20.0% 5.7% 11.8% 9.9% 0.0% 10.5% 1.3% 18.0K -374.3K -669 0.00 146.74 N/A N/A 0 0 67 4 2025-06-27 $79.44 $76.00 19.9% 5.7% 11.8% 9.8% 0.0% -3.3% -0.1% 16.9K -392.8K -623 0.00 142.38 N/A N/A 0 0 67 4 2025-06-30 $80.14 $76.00 19.8% 5.7% 12.1% 9.6% 0.0% -2.1% -1.7% 17.4K -415.6K -563 0.00 142.45 N/A N/A 0 1 67 4
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