IMCG Options History — November 2025 In November 2025, IMCG traded between $77.27 and $82.13. ATM implied volatility averaged 25.9%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 10.3% (HV 20d: 15.6%). Max pain ranged from $60.00 to $84.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2025-11-14 : Highest Volume — 161 contracts2025-11-18 : Largest IV spike — 90.5% change2025-11-18 : Highest IV Rank — 33.0%2025-11-18 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $80.31 $77.27 $82.13 $82.09 $81.11 Max Pain $80.21 $60.00 $84.00 $60.00 $84.00 ATM IV 25.9% 14.9% 41.5% 19.0% 24.5% Expected Move 7.4% 4.3% 11.9% 5.4% 7.0% HV 20d 15.6% 13.3% 18.1% 15.1% 18.0% HV 60d 13.2% 12.1% 14.5% 12.1% 14.4% IV Rank 13.5% 0.0% 33.0% 4.8% 11.9% IV Percentile 60.3% 0.0% 98.4% 34.9% 77.0% Term Structure 1.1% -3.6% 15.3% 0.2% -2.7% VWIV 17.3% 16.4% 18.2% 16.4% 18.2% Skew 25d 11.2% -1.9% 32.3% 1.1% 30.9% Skew 10d 12.8% 0.6% 30.9% 1.4% 30.9% Call IV 25d 17.0% 9.8% 22.1% 14.9% 19.1% Put IV 25d 28.2% 15.0% 50.0% 16.1% 50.0% Bid-Ask Spread % 156.29 127.97 187.62 127.97 187.62 Gamma HHI 0.78 0.71 0.88 0.78 0.85 Net GEX 64.1K 29.6K 107.8K 96.2K 29.6K Net DEX -433.3K -676.1K -167.2K -517.7K -676.1K Net VEX -1.5K -2.0K -731 -2.0K -1.5K 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 9 0 161 0 0 Total OI 198.263 182 204 201 184
Daily Data (19 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 2025-11-03 $82.09 $60.00 19.0% 5.4% 15.1% 4.8% 0.0% 1.1% 0.2% 96.2K -517.7K -2.0K 0.00 127.97 N/A N/A 0 0 200 1 2025-11-04 $81.20 $60.00 19.6% 5.6% 15.4% 5.7% 0.0% 1.2% -0.9% 84.7K -404.0K -1.7K 0.00 129.01 N/A N/A 0 0 200 1 2025-11-05 $81.60 $60.00 17.5% 5.0% 15.0% 3.0% 0.0% 1.5% 3.8% 85.2K -494.1K -1.9K 0.00 128.69 N/A N/A 0 0 200 1 2025-11-06 $80.70 $84.00 17.3% 5.3% 15.4% 2.8% 0.0% 0.3% -0.8% 83.0K -365.2K -1.5K 0.00 137.83 N/A N/A 0 0 200 1 2025-11-07 $81.09 $84.00 19.2% 5.2% 13.3% 5.2% 0.0% 0.6% 0.9% 78.3K -326.7K -1.4K 0.00 130.45 N/A N/A 0 0 200 1 2025-11-10 $82.13 $84.00 19.3% 5.5% 13.5% 5.2% 0.0% -1.9% -0.3% 95.6K -474.0K -1.7K 0.00 138.62 N/A N/A 0 0 200 1 2025-11-11 $81.95 $84.00 18.4% 4.3% 13.5% 4.2% 16.4% -1.0% 2.8% 107.8K -433.2K -1.6K 0.00 140.96 N/A N/A 1 0 200 1 2025-11-12 $82.13 $84.00 14.9% 4.3% 13.5% 0.0% 0.0% -0.7% 2.8% 104.0K -503.6K -1.7K 0.00 140.82 N/A N/A 0 0 201 1 2025-11-13 $80.25 $84.00 21.7% 6.2% 15.3% 8.4% 0.0% 11.9% -2.2% 65.5K -298.0K -1.2K 0.00 163.84 N/A N/A 1 0 201 1 2025-11-14 $80.07 $84.00 34.4% 9.9% 15.3% 24.2% 18.2% 16.1% 3.5% 48.9K -548.1K -1.8K 0.00 171.46 N/A N/A 161 0 202 1 2025-11-17 $78.53 $84.00 21.8% 6.2% 15.8% 8.5% 0.0% 11.6% 2.4% 47.8K -202.1K -912 0.00 156.44 N/A N/A 1 0 202 1 2025-11-18 $78.69 $84.00 41.5% 11.9% 15.7% 33.0% 0.0% 12.2% 1.5% 42.8K -462.8K -1.6K 0.00 166.39 N/A N/A 2 0 203 1 2025-11-19 $78.72 $84.00 36.8% 10.5% 15.4% 27.2% 0.0% 13.9% 1.1% 46.0K -167.2K -731 0.00 168.39 N/A N/A 0 0 203 1 2025-11-20 $77.27 $84.00 24.8% 7.1% 16.0% 12.3% 0.0% 12.4% -3.6% 40.0K -267.2K -1.1K 0.00 174.75 N/A N/A 0 0 203 1 2025-11-21 $78.42 $84.00 38.4% 11.0% 17.0% 29.2% 0.0% 16.8% 15.3% 33.5K -535.6K -1.6K 0.00 170.72 N/A N/A 3 0 203 1 2025-11-24 $78.97 $84.00 39.6% 11.4% 17.0% 30.7% 0.0% 27.5% 0.6% 33.4K -518.5K -1.5K 0.00 173.66 N/A N/A 2 0 182 0 2025-11-25 $80.19 $84.00 39.6% 11.3% 18.1% 30.7% 0.0% 25.4% -0.0% 32.9K -603.3K -1.5K 0.00 175.67 N/A N/A 0 0 184 0 2025-11-26 $80.86 $84.00 23.2% 6.6% 18.1% 10.3% 0.0% 32.3% -2.7% 63.0K -435.9K -1.3K 0.00 186.23 N/A N/A 0 0 184 0 2025-11-28 $81.11 $84.00 24.5% 7.0% 18.0% 11.9% 0.0% 30.9% -2.7% 29.6K -676.1K -1.5K 0.00 187.62 N/A N/A 0 0 184 0
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