IMCG Options History — July 2025

Name: IMCG Options Analytics - July 2025
Creator: Options Analysis Suite

In July 2025, IMCG traded between $80.14 and $82.84. ATM implied volatility averaged 19.6%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 8.7% (HV 20d: 10.9%). Max pain ranged from $61.00 to $76.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days.

Notable Days

2025-07-10: Highest Volume — 2 contracts
2025-07-09: Largest IV drop — 19.1% change
2025-07-08: Highest IV Rank — 13.9%
2025-07-02: Largest Expected Move — 6.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$81.26	$80.14	$82.84	$80.28	$81.82
Max Pain	$62.36	$61.00	$76.00	$76.00	$61.00
ATM IV	19.6%	18.1%	23.4%	19.5%	19.8%
Expected Move	5.5%	5.2%	6.1%	5.6%	5.7%
HV 20d	10.9%	8.7%	12.8%	12.1%	9.1%
HV 60d	17.9%	12.9%	31.3%	31.3%	12.9%
IV Rank	7.8%	4.2%	13.9%	9.3%	6.3%
IV Percentile	34.4%	15.1%	67.5%	35.7%	39.7%
Term Structure	-1.3%	-4.1%	1.7%	-1.4%	-3.1%
VWIV	25.8%	25.8%	25.8%	25.8%	25.8%
Skew 25d	2.6%	-3.7%	7.2%	2.3%	-3.7%
Skew 10d	0.5%	-7.2%	7.8%	-7.2%	-6.8%
Call IV 25d	17.0%	13.1%	21.4%	20.2%	19.3%
Put IV 25d	19.6%	15.5%	24.4%	22.5%	15.6%
Bid-Ask Spread %	123.94	117.08	143.23	143.23	117.79
Gamma HHI	0.64	0.36	0.77	0.76	0.53
Net GEX	12.3K	4.0K	17.9K	17.4K	9.1K
Net DEX	-475.0K	-541.8K	-419.3K	-425.3K	-519.4K
Net VEX	-304	-546	-66	-520	-122
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.136	0	2	0	0
Total OI	69.818	69	70	70	70

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2025-07-01	$80.28	$76.00	19.5%	5.6%	12.1%	9.3%	0.0%	2.3%	-1.4%	17.4K	-425.3K	-520	143.23	N/A	N/A	0	67	3
2025-07-02	$80.44	$76.00	21.1%	6.1%	11.7%	11.3%	0.0%	1.2%	-2.7%	17.1K	-419.3K	-546	139.12	N/A	N/A	0	67	3
2025-07-03	$81.28	$61.00	19.5%	5.5%	12.0%	9.3%	0.0%	7.2%	-0.4%	15.7K	-434.6K	-502	117.08	N/A	N/A	0	67	3
2025-07-07	$80.70	$61.00	22.1%	5.7%	12.4%	12.4%	0.0%	2.5%	-0.6%	15.4K	-444.0K	-438	120.29	N/A	N/A	0	67	3
2025-07-08	$80.71	$61.00	23.4%	5.6%	12.4%	13.9%	0.0%	2.4%	-1.1%	15.5K	-443.2K	-433	122.55	N/A	N/A	0	67	3
2025-07-09	$81.03	$61.00	18.9%	5.4%	12.3%	8.6%	0.0%	2.0%	-0.2%	15.5K	-445.6K	-438	123.36	N/A	N/A	0	67	3
2025-07-10	$81.09	$61.00	18.9%	5.4%	12.2%	8.6%	25.8%	1.9%	-0.5%	15.0K	-447.0K	-426	123.17	N/A	N/A	2	67	3
2025-07-11	$80.33	$61.00	18.8%	5.4%	12.7%	8.5%	0.0%	1.2%	-2.7%	17.5K	-426.5K	-467	125.23	N/A	N/A	0	67	3
2025-07-14	$80.72	$61.00	20.3%	5.8%	12.8%	10.2%	0.0%	3.1%	-3.1%	15.6K	-438.3K	-440	123.32	N/A	N/A	0	67	3
2025-07-15	$80.14	$61.00	19.1%	5.5%	11.7%	8.8%	0.0%	-0.8%	-3.4%	17.6K	-428.1K	-441	124.56	N/A	N/A	1	67	3
2025-07-16	$80.38	$61.00	18.9%	5.4%	11.1%	8.5%	0.0%	1.1%	1.7%	17.9K	-428.3K	-433	121.89	N/A	N/A	0	67	3
2025-07-17	$81.17	$61.00	18.9%	5.4%	10.8%	7.6%	0.0%	4.2%	-0.6%	15.7K	-457.9K	-364	122.53	N/A	N/A	0	67	3
2025-07-18	$81.42	$61.00	18.1%	5.2%	10.8%	4.2%	0.0%	4.9%	0.5%	10.1K	-507.0K	-180	124.90	N/A	N/A	0	67	3
2025-07-21	$81.18	$61.00	19.4%	5.6%	10.8%	5.8%	0.0%	4.8%	-2.5%	13.0K	-491.3K	-242	124.73	N/A	N/A	0	67	2
2025-07-22	$81.60	$61.00	19.4%	5.6%	10.6%	5.8%	0.0%	4.9%	0.8%	11.7K	-500.3K	-214	124.26	N/A	N/A	0	67	2
2025-07-23	$81.99	$61.00	18.9%	5.4%	9.5%	5.1%	0.0%	7.0%	-1.0%	5.8K	-525.5K	-97	127.58	N/A	N/A	0	67	2
2025-07-24	$82.13	$61.00	18.5%	5.3%	8.7%	4.6%	0.0%	5.5%	-0.7%	4.2K	-530.2K	-75	122.37	N/A	N/A	0	67	2
2025-07-25	$82.84	$61.00	18.4%	5.3%	8.8%	4.6%	0.0%	2.8%	0.3%	4.0K	-541.8K	-69	120.47	N/A	N/A	0	68	2
2025-07-28	$82.52	$61.00	19.2%	5.5%	9.0%	5.6%	0.0%	0.4%	-1.9%	5.8K	-535.3K	-82	119.20	N/A	N/A	0	68	2
2025-07-29	$82.20	$61.00	19.4%	5.6%	8.9%	5.8%	0.0%	4.0%	-1.6%	4.2K	-534.7K	-66	120.57	N/A	N/A	0	68	2
2025-07-30	$81.85	$61.00	20.2%	5.8%	9.1%	6.8%	0.0%	-2.8%	-4.1%	6.8K	-526.3K	-95	118.57	N/A	N/A	0	68	2
2025-07-31	$81.82	$61.00	19.8%	5.7%	9.1%	6.3%	0.0%	-3.7%	-3.1%	9.1K	-519.4K	-122	117.79	N/A	N/A	0	68	2