IBRN Options History — December 2022

In December 2022, IBRN traded between $25.12 and $27.27. ATM implied volatility averaged 51.6%. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 21.0% (HV 20d: 30.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.

Notable Days

  • 2022-12-14: Largest IV drop — 61.7% change
  • 2022-12-02: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.92$25.12$27.27$26.69$25.91
ATM IV51.6%36.9%96.3%47.7%44.4%
Expected Move11.4%9.0%14.2%13.7%12.7%
HV 20d30.6%29.4%31.8%30.5%30.7%
Term Structure-7.4%-17.9%17.8%-14.8%-9.7%
Skew 25d2.2%-0.0%3.4%2.2%2.8%
Skew 10d3.6%2.9%4.4%3.8%4.4%
Call IV 25d44.2%32.0%57.1%56.5%50.5%
Put IV 25d46.4%34.8%59.5%58.7%53.3%
Bid-Ask Spread %143.10135.61148.77143.08143.40
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$26.69$0.0047.7%13.7%30.5%0.0%0.0%2.2%-14.8%0000.00143.08N/AN/A0000
2022-12-02$27.27$0.0049.5%14.2%30.5%0.0%0.0%2.4%-17.9%0000.00142.68N/AN/A0000
2022-12-05$26.38$0.0057.0%9.8%29.4%0.0%0.0%2.8%-7.6%0000.00142.63N/AN/A0000
2022-12-06$25.72$0.0060.0%10.0%31.0%0.0%0.0%2.8%-6.8%0000.00145.61N/AN/A0000
2022-12-07$25.95$0.0053.8%9.0%30.9%0.0%0.0%2.8%-5.0%0000.00135.61N/AN/A0000
2022-12-08$25.75$0.0065.4%10.1%31.0%0.0%0.0%1.7%-7.2%0000.00143.21N/AN/A0000
2022-12-09$25.45$0.0072.4%10.5%31.2%0.0%0.0%2.2%-7.3%0000.00142.84N/AN/A0000
2022-12-12$26.09$0.0090.7%10.5%30.1%0.0%0.0%3.4%-9.7%0000.00142.68N/AN/A0000
2022-12-13$26.58$0.0096.3%10.1%30.5%0.0%0.0%3.2%-8.8%0000.00144.59N/AN/A0000
2022-12-14$26.24$0.0036.9%10.6%29.9%0.0%0.0%2.2%-9.8%0000.00142.78N/AN/A0000
2022-12-15$25.41$0.0038.3%11.0%31.8%0.0%0.0%1.4%17.8%0000.00142.23N/AN/A0000
2022-12-16$25.42$0.0042.9%12.3%30.3%0.0%0.0%3.0%-6.4%0000.00148.77N/AN/A0000
2022-12-19$25.29$0.0040.0%11.5%30.3%0.0%0.0%2.1%-6.8%0000.00143.28N/AN/A0000
2022-12-20$25.91$0.0037.8%10.8%30.8%0.0%0.0%2.3%-5.9%0000.00142.88N/AN/A0000
2022-12-21$26.19$0.0038.5%11.0%30.9%0.0%0.0%1.9%-6.3%0000.00143.15N/AN/A0000
2022-12-22$26.09$0.0039.3%11.3%30.5%0.0%0.0%1.5%-6.9%0000.00143.39N/AN/A0000
2022-12-23$25.66$0.0040.3%11.6%31.0%0.0%0.0%-0.0%-8.5%0000.00143.39N/AN/A0000
2022-12-27$25.23$0.0044.3%12.7%30.4%0.0%0.0%1.0%-8.6%0000.00143.25N/AN/A0000
2022-12-28$25.12$0.0044.9%12.9%30.5%0.0%0.0%1.4%-9.7%0000.00142.66N/AN/A0000
2022-12-29$25.99$0.0043.8%12.6%30.8%0.0%0.0%2.3%-10.1%0000.00142.94N/AN/A0000
2022-12-30$25.91$0.0044.4%12.7%30.7%0.0%0.0%2.8%-9.7%0000.00143.40N/AN/A0000