IMCG Options History — September 2025 In September 2025, IMCG traded between $81.08 and $83.21. ATM implied volatility averaged 19.3%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 8.3% (HV 20d: 10.9%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2025-09-29 : Highest Volume — 9 contracts2025-09-10 : Largest IV drop — 25.7% change2025-09-09 : Highest IV Rank — 11.0%2025-09-03 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $82.20 $81.08 $83.21 $81.30 $82.56 ATM IV 19.3% 17.2% 23.9% 20.9% 18.9% Expected Move 5.3% 4.9% 6.0% 6.0% 5.4% HV 20d 10.9% 9.7% 11.9% 11.0% 10.4% HV 60d 11.6% 11.1% 12.0% 11.9% 11.2% IV Rank 5.2% 2.6% 11.0% 7.3% 4.7% IV Percentile 30.7% 7.5% 74.6% 52.0% 27.8% Term Structure -0.5% -5.7% 3.2% 0.1% -0.4% Skew 25d 0.6% -7.1% 8.2% 3.2% -4.1% Skew 10d 3.0% -7.6% 14.2% 14.2% 2.1% Call IV 25d 17.7% 12.1% 22.5% 21.3% 19.9% Put IV 25d 18.2% 13.1% 24.5% 24.5% 15.8% Bid-Ask Spread % 149.79 136.74 160.44 158.68 159.60 Gamma HHI 0.31 0.20 0.60 0.38 0.60 Net GEX 1.2K 568 5.8K 574 5.8K Net DEX -36.8K -76.0K -26.7K -27.0K -76.0K Net VEX -83 -230 -62 -79 -230 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.667 0 9 0 1 Total OI 8.476 7 19 7 19
Daily Data (21 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 2025-09-02 $81.30 $0.00 20.9% 6.0% 11.0% 7.3% 0.0% 3.2% 0.1% 574 -27.0K -79 0.00 158.68 N/A N/A 0 0 5 2 2025-09-03 $81.08 $0.00 21.1% 6.0% 10.8% 7.4% 0.0% 2.0% -2.3% 614 -26.7K -81 0.00 159.86 N/A N/A 0 1 5 2 2025-09-04 $81.84 $0.00 20.9% 5.0% 11.3% 7.3% 0.0% 0.8% -0.5% 568 -28.5K -75 0.00 140.16 N/A N/A 0 0 5 2 2025-09-05 $81.78 $0.00 19.5% 5.2% 11.1% 5.5% 0.0% 1.9% 0.2% 620 -30.4K -65 0.00 138.02 N/A N/A 0 0 5 2 2025-09-08 $82.25 $0.00 22.4% 5.1% 11.0% 9.1% 0.0% 2.4% 0.2% 623 -31.4K -62 0.00 149.02 N/A N/A 1 0 5 2 2025-09-09 $82.25 $0.00 23.9% 5.6% 10.9% 11.0% 0.0% 2.8% -2.3% 1.0K -34.4K -79 0.00 141.13 N/A N/A 0 0 6 2 2025-09-10 $82.02 $0.00 17.8% 5.1% 10.6% 3.4% 0.0% 3.2% 0.1% 1.1K -34.9K -78 0.00 142.20 N/A N/A 0 0 6 2 2025-09-11 $83.21 $0.00 17.2% 4.9% 11.4% 2.6% 0.0% 1.2% 1.0% 1.0K -36.4K -74 0.00 149.61 N/A N/A 0 0 6 2 2025-09-12 $82.58 $0.00 17.3% 5.0% 11.5% 2.7% 0.0% 1.5% -0.4% 1.0K -37.0K -69 0.00 150.46 N/A N/A 0 0 6 2 2025-09-15 $82.54 $0.00 18.8% 5.4% 11.5% 4.6% 0.0% 1.4% -3.1% 1.1K -36.5K -70 0.00 149.22 N/A N/A 0 0 6 2 2025-09-16 $81.97 $0.00 18.2% 5.2% 11.8% 3.9% 0.0% 4.2% 1.7% 1.1K -35.3K -71 0.00 145.55 N/A N/A 0 0 6 2 2025-09-17 $82.04 $0.00 19.0% 5.4% 11.7% 4.8% 0.0% -0.0% -1.3% 1.1K -35.5K -70 0.00 136.74 N/A N/A 0 0 6 2 2025-09-18 $82.64 $0.00 17.4% 5.0% 11.9% 2.8% 0.0% 0.5% -0.3% 1.1K -37.0K -66 0.00 149.83 N/A N/A 0 0 6 2 2025-09-19 $82.62 $0.00 18.8% 5.4% 11.6% 4.6% 0.0% 1.6% -2.6% 1.1K -37.1K -66 0.00 147.54 N/A N/A 0 0 6 2 2025-09-22 $82.89 $0.00 17.8% 5.1% 9.9% 3.4% 0.0% 8.2% 3.2% 1.0K -34.7K -76 0.00 150.77 N/A N/A 0 0 6 2 2025-09-23 $82.50 $0.00 18.6% 5.3% 9.7% 4.4% 0.0% -4.7% -0.7% 1.1K -36.7K -65 0.00 153.89 N/A N/A 0 0 6 2 2025-09-24 $81.95 $0.00 20.6% 5.9% 10.1% 6.8% 0.0% -7.1% -5.7% 1.1K -35.8K -67 0.00 146.12 N/A N/A 1 0 6 2 2025-09-25 $81.28 $0.00 19.0% 5.4% 10.2% 4.8% 0.0% -6.0% 1.7% 1.3K -36.1K -102 0.00 156.79 N/A N/A 0 0 7 2 2025-09-26 $82.06 $0.00 17.8% 5.1% 10.6% 3.4% 0.0% -4.9% 1.4% 1.3K -38.0K -98 0.00 159.94 N/A N/A 1 0 7 2 2025-09-29 $82.77 $0.00 18.7% 5.4% 10.7% 4.5% 0.0% 4.1% -0.5% 1.6K -47.3K -109 0.00 160.44 N/A N/A 9 0 8 2 2025-09-30 $82.56 $0.00 18.9% 5.4% 10.4% 4.7% 0.0% -4.1% -0.4% 5.8K -76.0K -230 0.00 159.60 N/A N/A 1 0 17 2
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