IMCG Options History — August 2025

In August 2025, IMCG traded between $79.99 and $82.49. ATM implied volatility averaged 21.5%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 8.4% (HV 20d: 13.0%). Max pain ranged from $61.00 to $61.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-08-15: Highest Volume — 4 contracts
  • 2025-08-13: Largest IV drop — 48.1% change
  • 2025-08-12: Highest IV Rank — 24.0%
  • 2025-08-01: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$81.08$79.99$82.49$80.13$81.88
Max Pain$61.00$61.00$61.00$61.00$61.00
ATM IV21.5%17.7%34.1%22.9%18.5%
Expected Move5.4%5.0%6.6%6.6%5.3%
HV 20d13.0%11.3%14.4%11.3%12.4%
HV 60d12.3%11.2%14.0%13.6%11.8%
IV Rank8.3%3.6%24.0%10.2%4.2%
IV Percentile41.8%10.7%94.8%67.1%18.7%
Term Structure-0.4%-2.0%1.9%-1.6%-1.1%
Skew 25d0.0%-4.8%8.0%-1.4%8.0%
Skew 10d4.2%-7.3%13.6%-7.3%13.6%
Call IV 25d16.0%11.7%23.4%23.4%13.8%
Put IV 25d16.0%12.3%22.0%22.0%21.8%
Bid-Ask Spread %150.46118.03161.37118.03157.79
Gamma HHI0.480.340.720.720.38
Net GEX5.6K56015.5K15.5K592
Net DEX-278.3K-521.9K-25.9K-483.1K-29.0K
Net VEX-93-184-55-184-76
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.2860410
Total OI40.476771707

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$80.13$61.0022.9%6.6%11.3%10.2%0.0%-1.4%-1.6%15.5K-483.1K-1840.00118.03N/AN/A01682
2025-08-04$81.58$0.0022.6%5.5%12.8%9.8%0.0%3.1%-0.2%12.9K-520.1K-990.00140.81N/AN/A00683
2025-08-05$81.06$0.0023.6%5.7%13.0%11.0%0.0%2.6%-0.4%8.4K-512.5K-1120.00139.74N/AN/A00683
2025-08-06$81.08$0.0023.6%5.5%12.9%11.0%0.0%2.1%-0.3%9.2K-510.3K-1170.00144.83N/AN/A00683
2025-08-07$80.68$0.0023.5%5.5%13.0%10.9%0.0%1.8%-1.8%9.9K-505.1K-1140.00135.00N/AN/A00683
2025-08-08$80.25$0.0026.7%5.4%12.7%14.9%0.0%4.4%-0.8%12.8K-493.5K-1300.00148.30N/AN/A00683
2025-08-11$79.99$0.0034.0%5.5%12.7%23.9%0.0%-2.8%-0.1%14.0K-488.5K-1160.00148.98N/AN/A10683
2025-08-12$80.69$0.0034.1%5.0%12.8%24.0%0.0%-4.8%0.0%7.4K-510.8K-770.00150.96N/AN/A00683
2025-08-13$81.38$0.0017.7%5.1%13.1%3.6%0.0%-3.1%0.7%4.9K-521.9K-640.00150.54N/AN/A00683
2025-08-14$80.90$0.0018.0%5.2%12.8%4.1%0.0%-4.7%0.1%8.3K-510.3K-650.00154.16N/AN/A00683
2025-08-15$80.79$0.0018.2%5.2%12.8%4.3%0.0%-2.0%-0.9%7.6K-511.3K-550.00155.80N/AN/A40683
2025-08-18$81.11$0.0018.4%5.3%12.8%4.6%0.0%-2.6%1.9%578-27.0K-840.00156.25N/AN/A0052
2025-08-19$80.78$0.0017.7%5.1%12.7%3.7%0.0%-1.1%-0.1%599-26.9K-860.00152.31N/AN/A0052
2025-08-20$80.87$0.0019.0%5.5%12.6%5.3%0.0%-0.6%1.2%570-26.3K-850.00153.10N/AN/A0052
2025-08-21$80.41$0.0018.5%5.3%12.7%4.7%0.0%-3.8%0.0%602-25.9K-860.00155.34N/AN/A0052
2025-08-22$81.88$0.0018.8%5.4%14.0%5.0%0.0%1.5%-1.2%580-29.9K-750.00157.97N/AN/A0052
2025-08-25$81.36$0.0018.3%5.2%14.1%3.9%0.0%0.1%-1.4%594-27.3K-820.00158.96N/AN/A0052
2025-08-26$81.47$0.0019.6%5.6%14.1%5.7%0.0%0.2%-2.0%567-27.1K-820.00161.37N/AN/A0052
2025-08-27$81.98$0.0018.4%5.3%14.2%4.2%0.0%0.7%-0.1%566-28.0K-820.00161.26N/AN/A0052
2025-08-28$82.49$0.0018.9%5.4%14.4%4.7%0.0%3.6%-0.8%560-30.0K-720.00158.19N/AN/A0052
2025-08-29$81.88$0.0018.5%5.3%12.4%4.2%0.0%8.0%-1.1%592-29.0K-760.00157.79N/AN/A0052