IMCG Options History — December 2025

In December 2025, IMCG traded between $79.65 and $81.92. ATM implied volatility averaged 17.1%, placing in the 3.0% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 3.3% (HV 20d: 13.8%). Max pain ranged from $78.00 to $84.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-12-19: Highest Volume — 1 contracts
  • 2025-12-31: Largest IV spike — 27.0% change
  • 2025-12-09: Highest IV Rank — 7.9%
  • 2025-12-02: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.91$79.65$81.92$80.68$80.08
Max Pain$78.82$78.00$84.00$84.00$78.00
ATM IV17.1%14.0%21.2%16.7%17.7%
Expected Move4.7%4.0%5.6%4.8%5.1%
HV 20d13.8%9.2%17.6%17.6%9.7%
HV 60d14.3%14.0%14.4%14.4%14.3%
IV Rank3.0%0.0%7.9%2.3%4.6%
IV Percentile16.2%0.0%63.9%7.9%19.4%
Term Structure-1.6%-5.7%3.0%-0.6%-3.8%
Skew 25d1.2%-0.2%4.0%0.8%0.3%
Skew 10d7.6%1.3%12.5%11.1%9.8%
Call IV 25d17.1%13.8%21.1%21.1%20.5%
Put IV 25d18.3%15.3%22.2%21.9%20.8%
Bid-Ask Spread %154.79142.00162.62153.01161.17
Gamma HHI0.630.120.910.890.13
Net GEX44.5K3.6K95.6K68.5K4.7K
Net DEX-142.2K-309.3K-49.7K-217.9K-52.5K
Net VEX-423-845-147-816-186
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.1820101
Total OI129.0911018418412

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-12-01$80.68$84.0016.7%4.8%17.6%2.3%0.0%0.8%-0.6%68.5K-217.9K-8160.00153.01N/AN/A001840
2025-12-02$80.88$84.0019.6%5.6%17.6%5.8%0.0%1.4%-2.4%72.9K-240.7K-7980.00157.70N/AN/A001840
2025-12-03$81.28$84.0017.3%5.0%17.3%3.0%0.0%1.7%-0.5%81.0K-247.2K-8450.00151.63N/AN/A001840
2025-12-04$81.25$78.0018.1%4.7%17.2%3.9%0.0%2.0%-2.2%80.1K-252.6K-8200.00149.61N/AN/A001840
2025-12-05$81.32$78.0018.9%4.9%16.7%5.0%0.0%2.3%-5.7%81.4K-251.6K-7940.00150.69N/AN/A001840
2025-12-08$80.96$78.0020.1%4.3%16.7%6.4%0.0%0.2%0.6%70.7K-201.9K-5950.00153.61N/AN/A001840
2025-12-09$80.69$78.0021.2%4.8%16.0%7.9%0.0%1.0%-3.7%62.6K-171.8K-5190.00150.66N/AN/A001840
2025-12-10$81.62$78.0018.1%5.2%16.6%4.0%0.0%4.0%-4.5%87.8K-309.3K-7680.00142.00N/AN/A001840
2025-12-11$81.92$78.0016.3%4.7%16.6%1.7%0.0%2.1%0.6%95.6K-246.5K-6220.00150.90N/AN/A001840
2025-12-12$80.91$78.0015.3%4.4%15.0%0.4%0.0%-0.2%-0.3%62.1K-153.9K-4160.00156.74N/AN/A001840
2025-12-15$80.61$78.0016.8%4.8%15.1%2.4%0.0%0.2%0.4%50.9K-123.3K-3090.00154.87N/AN/A001840
2025-12-16$80.26$78.0017.4%5.0%13.3%3.1%0.0%-0.1%-0.9%40.8K-95.8K-2530.00150.90N/AN/A001840
2025-12-17$79.65$78.0015.7%4.5%13.6%1.0%0.0%0.1%-2.2%23.5K-64.5K-1780.00150.74N/AN/A001840
2025-12-18$80.09$78.0015.7%4.5%13.7%0.9%0.0%0.4%-3.1%27.8K-69.7K-1730.00155.83N/AN/A001840
2025-12-19$80.52$78.0016.5%4.7%11.7%2.0%0.0%0.8%-3.7%43.5K-98.4K-1470.00158.62N/AN/A101840
2025-12-22$81.30$78.0014.4%4.1%11.1%0.0%0.0%0.6%0.3%3.6K-49.7K-1550.00157.58N/AN/A10100
2025-12-23$81.22$78.0015.8%4.5%11.0%1.7%0.0%1.7%1.6%4.0K-52.4K-1710.00160.26N/AN/A00110
2025-12-24$81.45$78.0016.1%4.6%9.7%2.2%0.0%1.3%-1.8%4.0K-54.7K-1680.00162.62N/AN/A10110
2025-12-26$81.34$78.0018.4%5.3%9.3%5.0%0.0%1.0%-3.1%4.3K-57.8K-1910.00157.19N/AN/A00120
2025-12-29$81.06$78.0015.8%4.5%9.3%1.8%0.0%3.8%-3.0%4.3K-57.4K-1880.00158.15N/AN/A00120
2025-12-30$80.86$78.0014.0%4.0%9.2%0.0%0.0%0.4%3.0%4.7K-58.0K-1840.00160.92N/AN/A00120
2025-12-31$80.08$78.0017.7%5.1%9.7%4.6%0.0%0.3%-3.8%4.7K-52.5K-1860.00161.17N/AN/A10120