IBRN Options History — November 2022

In November 2022, IBRN traded between $24.68 and $26.50. ATM implied volatility averaged 45.5%. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 14.9% (HV 20d: 30.6%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2022-11-09: Largest IV drop — 38.4% change
  • 2022-11-01: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.61$24.68$26.50$25.78$26.48
ATM IV45.5%33.6%63.0%49.3%48.9%
Expected Move11.9%9.6%14.1%14.1%14.0%
HV 20d30.6%29.9%31.3%30.3%31.3%
Term Structure-8.9%-15.6%-5.0%-11.6%-15.6%
Skew 25d2.6%0.4%5.1%4.1%1.8%
Skew 10d5.5%3.1%22.6%22.6%3.1%
Call IV 25d46.0%35.4%56.5%54.5%55.6%
Put IV 25d48.6%38.6%58.6%58.6%57.4%
Bid-Ask Spread %143.85136.42159.95159.95143.89
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$25.78$0.0049.3%14.1%0.0%0.0%0.0%4.1%-11.6%0000.00159.95N/AN/A0000
2022-11-03$24.78$0.0055.2%11.0%0.0%0.0%0.0%0.4%-6.1%0000.00142.56N/AN/A0000
2022-11-04$24.68$0.0054.0%10.6%0.0%0.0%0.0%3.3%-5.0%0000.00144.16N/AN/A0000
2022-11-07$25.00$0.0057.8%10.7%0.0%0.0%0.0%2.9%-5.3%0000.00142.76N/AN/A0000
2022-11-08$24.92$0.0063.0%11.0%0.0%0.0%0.0%2.7%-7.6%0000.00142.78N/AN/A0000
2022-11-09$24.75$0.0038.8%11.1%0.0%0.0%0.0%5.1%-6.4%0000.00145.91N/AN/A0000
2022-11-10$25.61$0.0037.1%10.6%0.0%0.0%0.0%4.9%-5.8%0000.00142.87N/AN/A0000
2022-11-11$25.94$0.0033.6%9.6%0.0%0.0%0.0%3.1%-5.3%0000.00136.42N/AN/A0000
2022-11-14$26.50$0.0039.4%11.3%0.0%0.0%0.0%2.7%-6.1%0000.00142.57N/AN/A0000
2022-11-15$26.22$0.0040.0%11.5%0.0%0.0%0.0%2.9%-8.7%0000.00142.94N/AN/A0000
2022-11-16$25.53$0.0040.3%11.5%0.0%0.0%0.0%1.4%-8.9%0000.00143.07N/AN/A0000
2022-11-17$25.32$0.0041.9%12.0%0.0%0.0%0.0%2.5%-8.7%0000.00142.89N/AN/A0000
2022-11-18$25.80$0.0040.7%11.7%0.0%0.0%0.0%2.8%-8.2%0000.00142.90N/AN/A0000
2022-11-21$25.68$0.0042.6%12.2%0.0%0.0%0.0%2.5%-8.9%0000.00143.54N/AN/A0000
2022-11-23$26.07$0.0042.7%12.2%0.0%0.0%0.0%1.3%-10.4%0000.00143.08N/AN/A0000
2022-11-25$26.24$0.0044.4%12.7%30.3%0.0%0.0%2.3%-11.1%0000.00143.25N/AN/A0000
2022-11-28$25.64$0.0047.5%13.6%30.8%0.0%0.0%1.0%-14.9%0000.00142.99N/AN/A0000
2022-11-29$25.66$0.0047.7%13.7%29.9%0.0%0.0%1.1%-14.8%0000.00144.58N/AN/A0000
2022-11-30$26.48$0.0048.9%14.0%31.3%0.0%0.0%1.8%-15.6%0000.00143.89N/AN/A0000