IBRN Options History — January 2023 In January 2023, IBRN traded between $25.45 and $27.30. ATM implied volatility averaged 40.0%. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 13.2% (HV 20d: 26.9%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-01-06 : Highest Volume — 13 contracts2023-01-11 : Largest IV drop — 45.9% change2023-01-03 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $26.61 $25.45 $27.30 $25.45 $26.84 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 40.0% 29.8% 57.8% 51.7% 38.8% Expected Move 10.5% 8.5% 14.8% 14.8% 11.1% HV 20d 26.9% 22.4% 29.9% 29.9% 22.4% HV 60d 29.1% 27.7% 30.2% 30.1% 27.7% Term Structure -9.0% -19.9% 2.5% -15.6% -10.9% VWIV 27.9% 27.9% 27.9% 27.9% 27.9% Skew 25d 1.2% -15.5% 7.1% 0.5% 1.7% Skew 10d 2.4% -12.5% 7.6% 3.3% 1.6% Call IV 25d 42.0% 32.0% 57.7% 57.7% 44.2% Put IV 25d 43.2% 30.5% 59.1% 58.2% 45.9% Bid-Ask Spread % 139.85 135.25 143.32 143.25 136.79 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 754 0 1.3K 0 1.1K Net DEX -21.7K -34.6K 0 0 -27.9K Net VEX -22 -42 0 0 -22 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 0.65 0 13 0 0 Total OI 10.4 0 13 0 13
Daily Data (20 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 2023-01-03 $25.45 $0.00 51.7% 14.8% 29.9% 0.0% 0.0% 0.5% -15.6% 0 0 0 0.00 143.25 N/A N/A 0 0 0 0 2023-01-04 $25.83 $0.00 47.9% 13.7% 28.4% 0.0% 0.0% 1.6% -14.4% 0 0 0 0.00 143.13 N/A N/A 0 0 0 0 2023-01-05 $25.80 $0.00 42.3% 8.7% 26.9% 0.0% 0.0% 3.4% -4.7% 0 0 0 0.00 136.87 N/A N/A 0 0 0 0 2023-01-06 $26.24 $0.00 42.8% 8.8% 27.4% 0.0% 27.9% -2.7% -11.4% 0 0 0 0.00 135.39 N/A N/A 13 0 0 0 2023-01-09 $25.45 $25.00 57.8% 10.5% 29.5% 0.0% 0.0% 0.7% 2.5% 833 -19.5K -42 0.00 141.74 N/A N/A 0 0 13 0 2023-01-10 $25.84 $25.00 57.7% 10.3% 29.7% 0.0% 0.0% 2.6% -9.4% 829 -21.1K -41 0.00 142.16 N/A N/A 0 0 13 0 2023-01-11 $26.23 $25.00 31.2% 9.0% 28.8% 0.0% 0.0% 4.8% -6.7% 878 -22.9K -39 0.00 135.25 N/A N/A 0 0 13 0 2023-01-12 $26.91 $25.00 34.8% 10.0% 29.5% 0.0% 0.0% 7.1% -7.2% 761 -25.2K -38 0.00 142.21 N/A N/A 0 0 13 0 2023-01-13 $27.26 $25.00 29.8% 8.5% 29.3% 0.0% 0.0% 1.5% -6.0% 893 -29.4K -28 0.00 136.13 N/A N/A 0 0 13 0 2023-01-17 $27.30 $25.00 36.0% 10.3% 26.5% 0.0% 0.0% 2.6% -10.0% 857 -28.6K -29 0.00 142.56 N/A N/A 0 0 13 0 2023-01-18 $26.99 $25.00 35.6% 10.2% 27.0% 0.0% 0.0% -15.5% -19.9% 1.3K -34.6K 0 0.00 142.51 N/A N/A 0 0 13 0 2023-01-19 $26.88 $25.00 37.2% 10.7% 26.9% 0.0% 0.0% 2.3% -7.1% 926 -26.6K -30 0.00 143.03 N/A N/A 0 0 13 0 2023-01-20 $27.23 $25.00 37.1% 10.6% 26.0% 0.0% 0.0% 2.3% -7.3% 879 -28.4K -28 0.00 142.37 N/A N/A 0 0 13 0 2023-01-23 $26.96 $25.00 38.2% 11.0% 26.2% 0.0% 0.0% 1.4% -8.1% 932 -27.1K -28 0.00 143.16 N/A N/A 0 0 13 0 2023-01-24 $27.10 $25.00 39.8% 11.4% 26.2% 0.0% 0.0% 1.8% -8.8% 905 -27.7K -26 0.00 143.32 N/A N/A 0 0 13 0 2023-01-25 $26.99 $25.00 34.3% 9.8% 25.3% 0.0% 0.0% 2.8% -7.2% 997 -28.5K -23 0.00 136.81 N/A N/A 0 0 13 0 2023-01-26 $26.92 $25.00 35.0% 10.0% 24.4% 0.0% 0.0% 1.5% -8.6% 1.0K -28.1K -24 0.00 137.35 N/A N/A 0 0 13 0 2023-01-27 $27.21 $25.00 34.6% 9.9% 24.3% 0.0% 0.0% 1.7% -8.2% 938 -29.9K -20 0.00 136.12 N/A N/A 0 0 13 0 2023-01-30 $26.81 $25.00 37.7% 10.8% 22.5% 0.0% 0.0% 1.4% -10.2% 1.1K -27.7K -22 0.00 136.88 N/A N/A 0 0 13 0 2023-01-31 $26.84 $25.00 38.8% 11.1% 22.4% 0.0% 0.0% 1.7% -10.9% 1.1K -27.9K -22 0.00 136.79 N/A N/A 0 0 13 0
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