IMCG Options History — October 2025

In October 2025, IMCG traded between $81.16 and $83.69. ATM implied volatility averaged 20.3%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 7.6% (HV 20d: 12.7%). Max pain ranged from $60.00 to $75.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-10-21: Highest Volume — 171 contracts
  • 2025-10-15: Largest IV drop — 33.6% change
  • 2025-10-14: Highest IV Rank — 20.9%
  • 2025-10-17: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.56$81.16$83.69$82.42$82.46
Max Pain$69.75$60.00$75.00$75.00$60.00
ATM IV20.3%16.4%31.9%19.6%17.7%
Expected Move5.3%4.7%6.1%5.6%5.1%
HV 20d12.7%9.7%15.1%10.3%15.1%
HV 60d12.0%11.1%12.9%11.2%12.1%
IV Rank6.5%1.6%20.9%5.6%3.2%
IV Percentile38.4%4.0%94.0%39.3%13.1%
Term Structure-0.5%-4.0%3.6%-2.3%-1.8%
VWIV17.9%14.0%19.9%19.7%14.0%
Skew 25d1.2%-5.6%3.3%-5.6%1.9%
Skew 10d3.4%-7.1%11.9%-7.1%1.4%
Call IV 25d16.8%13.8%21.5%20.7%13.8%
Put IV 25d18.0%15.1%22.6%15.1%15.7%
Bid-Ask Spread %127.79117.30160.74160.45128.87
Gamma HHI0.660.490.810.630.77
Net GEX37.1K6.2K108.1K6.5K101.4K
Net DEX-277.7K-764.3K-72.7K-82.1K-602.7K
Net VEX-938-2.4K-209-233-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume7.913017100
Total OI82.5652020120201

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-10-01$82.42$0.0019.6%5.6%10.3%5.6%0.0%-5.6%-2.3%6.5K-82.1K-2330.00160.45N/AN/A00182
2025-10-02$82.98$0.0019.0%5.4%10.1%4.8%0.0%2.2%1.5%6.8K-83.2K-2340.00160.74N/AN/A00182
2025-10-03$83.11$0.0019.0%5.5%10.1%4.9%0.0%0.4%-0.4%6.2K-87.0K-2340.00157.20N/AN/A00182
2025-10-06$83.29$75.0020.3%5.4%9.9%6.5%0.0%1.4%0.1%6.8K-85.3K-2200.00121.22N/AN/A00182
2025-10-07$82.67$75.0020.5%5.1%10.3%6.7%0.0%2.0%1.3%7.0K-85.3K-2190.00119.15N/AN/A00182
2025-10-08$83.48$75.0020.9%5.0%10.8%7.3%0.0%1.8%0.9%7.1K-85.9K-2130.00121.07N/AN/A00182
2025-10-09$83.02$75.0022.7%4.9%9.7%9.4%0.0%-0.5%1.6%7.3K-88.2K-2110.00122.97N/AN/A00182
2025-10-10$81.16$75.0023.4%5.5%12.4%10.3%19.7%1.1%-1.3%6.6K-72.7K-2190.00117.55N/AN/A20182
2025-10-13$82.02$75.0030.6%5.6%13.0%19.3%0.0%1.3%-0.8%7.4K-81.6K-2290.00122.52N/AN/A00202
2025-10-14$82.19$75.0031.9%5.8%12.8%20.9%0.0%2.6%-1.2%7.8K-84.3K-2210.00117.75N/AN/A00202
2025-10-15$82.47$75.0021.2%6.1%12.9%7.6%0.0%2.1%-1.2%7.6K-89.7K-2280.00117.30N/AN/A00202
2025-10-16$81.54$75.0020.2%5.8%13.2%6.3%0.0%1.9%0.7%7.6K-86.1K-2230.00117.54N/AN/A00202
2025-10-17$81.75$75.0021.3%6.1%13.3%7.7%0.0%3.2%-0.3%7.2K-81.6K-2200.00122.51N/AN/A00202
2025-10-20$82.72$75.0018.2%5.2%13.9%3.9%0.0%3.2%3.6%8.6K-89.5K-2090.00124.21N/AN/A10202
2025-10-21$83.08$75.0018.5%5.3%13.9%4.2%0.0%0.8%-0.6%9.3K-98.8K-2300.00123.05N/AN/A1710212
2025-10-22$82.11$75.0019.2%5.5%14.3%5.1%19.9%0.7%-1.5%88.3K-562.2K-2.3K0.00124.10N/AN/A021922
2025-10-23$82.70$60.0016.4%4.7%14.2%1.6%0.0%2.5%0.0%93.9K-605.6K-2.3K0.00126.19N/AN/A001921
2025-10-24$83.19$60.0016.8%4.8%13.9%2.1%14.0%2.2%-3.9%93.3K-740.7K-2.4K0.00126.69N/AN/A501921
2025-10-27$83.69$60.0017.6%5.0%13.8%3.1%0.0%-0.2%-0.0%97.8K-764.3K-2.4K0.00128.41N/AN/A101991
2025-10-28$83.08$60.0016.8%4.8%14.0%2.2%0.0%0.1%-4.0%108.1K-704.7K-2.4K0.00128.00N/AN/A002001
2025-10-29$82.15$60.0017.1%4.9%14.6%2.5%0.0%-1.5%0.4%87.2K-616.6K-2.3K0.00124.22N/AN/A002001
2025-10-30$81.59$60.0017.7%5.1%14.5%3.2%0.0%3.3%-2.1%73.6K-508.4K-2.0K0.00127.39N/AN/A002001
2025-10-31$82.46$60.0017.7%5.1%15.1%3.2%0.0%1.9%-1.8%101.4K-602.7K-2.2K0.00128.87N/AN/A002001