IBRN Options History — February 2023

Name: IBRN Options Analytics - February 2023
Creator: Options Analysis Suite

In February 2023, IBRN traded between $24.76 and $27.29. ATM implied volatility averaged 36.5%. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 18.7% (HV 20d: 17.8%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2023-02-03: Highest Volume — 9 contracts
2023-02-08: Largest IV drop — 37.0% change
2023-02-28: Largest Expected Move — 11.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.91	$24.76	$27.29	$27.20	$25.10
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	36.5%	29.7%	47.1%	39.1%	40.6%
Expected Move	9.6%	8.1%	11.6%	11.2%	11.6%
HV 20d	17.8%	14.3%	22.2%	21.5%	18.0%
HV 60d	25.6%	24.2%	27.6%	27.6%	24.2%
Term Structure	-7.1%	-12.4%	1.1%	-10.4%	-12.4%
Skew 25d	2.0%	-0.0%	3.4%	2.1%	2.8%
Skew 10d	2.7%	1.8%	3.5%	2.7%	2.7%
Call IV 25d	37.3%	29.4%	46.1%	43.2%	45.9%
Put IV 25d	39.3%	32.4%	48.7%	45.3%	48.7%
Bid-Ask Spread %	137.19	136.25	138.06	136.34	136.62
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	133	0	949	949	0
Net DEX	-4.3K	-30.5K	0	-29.8K	0
Net VEX	-2	-18	0	-18	0
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	0.684	0	9	0	0
Total OI	1.842	0	13	13	0

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2023-02-01	$27.20	$25.00	39.1%	11.2%	21.5%	0.0%	0.0%	2.1%	-10.4%	949	-29.8K	-18	136.34	N/A	N/A	0	13
2023-02-02	$27.29	$0.00	39.2%	8.1%	21.0%	0.0%	0.0%	3.0%	-3.8%	916	-30.5K	-16	136.54	N/A	N/A	4	13
2023-02-03	$27.21	$0.00	40.1%	8.2%	21.1%	0.0%	0.0%	2.4%	-3.9%	657	-20.8K	-11	136.83	N/A	N/A	9	9
2023-02-06	$26.60	$0.00	45.6%	8.2%	22.2%	0.0%	0.0%	0.5%	-4.2%	0	0	0	136.25	N/A	N/A	0	0
2023-02-07	$26.55	$0.00	47.1%	8.1%	18.9%	0.0%	0.0%	2.5%	-4.6%	0	0	0	137.44	N/A	N/A	0	0
2023-02-08	$26.27	$0.00	29.7%	8.5%	18.8%	0.0%	0.0%	2.4%	-4.0%	0	0	0	136.94	N/A	N/A	0	0
2023-02-09	$26.01	$0.00	30.8%	8.8%	18.4%	0.0%	0.0%	1.4%	1.1%	0	0	0	137.43	N/A	N/A	0	0
2023-02-10	$25.88	$0.00	30.9%	8.8%	15.6%	0.0%	0.0%	2.6%	-5.1%	0	0	0	137.25	N/A	N/A	0	0
2023-02-13	$26.05	$0.00	32.2%	9.2%	15.0%	0.0%	0.0%	3.4%	-5.5%	0	0	0	137.25	N/A	N/A	0	0
2023-02-14	$25.98	$0.00	32.3%	9.3%	14.9%	0.0%	0.0%	2.6%	-6.0%	0	0	0	137.75	N/A	N/A	0	0
2023-02-15	$25.82	$0.00	32.9%	9.4%	14.6%	0.0%	0.0%	2.1%	-8.0%	0	0	0	138.06	N/A	N/A	0	0
2023-02-16	$25.71	$0.00	33.5%	9.6%	14.6%	0.0%	0.0%	1.7%	-8.7%	0	0	0	138.06	N/A	N/A	0	0
2023-02-17	$25.98	$0.00	34.0%	9.8%	14.3%	0.0%	0.0%	2.6%	-8.3%	0	0	0	138.06	N/A	N/A	0	0
2023-02-21	$25.13	$0.00	36.1%	10.3%	17.9%	0.0%	0.0%	1.4%	-9.1%	0	0	0	137.10	N/A	N/A	0	0
2023-02-22	$24.92	$0.00	36.1%	10.3%	17.7%	0.0%	0.0%	1.8%	-9.0%	0	0	0	137.19	N/A	N/A	0	0
2023-02-23	$25.06	$0.00	36.8%	10.5%	18.0%	0.0%	0.0%	1.8%	-9.4%	0	0	0	137.10	N/A	N/A	0	0
2023-02-24	$24.76	$0.00	37.8%	10.8%	18.2%	0.0%	0.0%	-0.0%	-11.3%	0	0	0	137.10	N/A	N/A	0	0
2023-02-27	$24.80	$0.00	39.7%	11.4%	17.5%	0.0%	0.0%	1.4%	-11.5%	0	0	0	137.33	N/A	N/A	0	0
2023-02-28	$25.10	$0.00	40.6%	11.6%	18.0%	0.0%	0.0%	2.8%	-12.4%	0	0	0	136.62	N/A	N/A	0	0