IBRN Options History — March 2023 In March 2023, IBRN traded between $23.07 and $25.56. ATM implied volatility averaged 46.5%. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 23.3% (HV 20d: 23.2%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 5 of 23 days.
Notable Days 2023-03-15 : Largest IV drop — 65.4% change2023-03-03 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $24.06 $23.07 $25.56 $25.56 $23.84 ATM IV 46.5% 32.8% 97.9% 41.7% 37.7% Expected Move 10.3% 8.7% 12.6% 12.0% 10.8% HV 20d 23.2% 17.8% 26.3% 19.5% 25.9% HV 60d 23.1% 22.2% 24.4% 24.4% 22.2% Term Structure -1.0% -13.2% 28.1% -11.7% -8.0% Skew 25d 2.7% -0.6% 6.8% 4.1% 2.2% Skew 10d 4.7% 2.0% 8.8% 3.5% 2.0% Call IV 25d 39.6% 31.3% 49.9% 46.6% 43.6% Put IV 25d 42.3% 34.7% 53.7% 50.6% 45.8% Bid-Ask Spread % 152.58 137.09 157.29 137.09 156.00 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (23 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 2023-03-01 $25.56 $0.00 41.7% 12.0% 19.5% 0.0% 0.0% 4.1% -11.7% 0 0 0 0.00 137.09 N/A N/A 0 0 0 0 2023-03-02 $25.33 $0.00 42.9% 12.3% 18.7% 0.0% 0.0% 3.4% -13.1% 0 0 0 0.00 137.09 N/A N/A 0 0 0 0 2023-03-03 $25.49 $0.00 44.1% 12.6% 18.9% 0.0% 0.0% 3.9% -13.2% 0 0 0 0.00 137.09 N/A N/A 0 0 0 0 2023-03-06 $25.22 $0.00 50.3% 8.7% 19.1% 0.0% 0.0% 3.4% -6.4% 0 0 0 0.00 152.84 N/A N/A 0 0 0 0 2023-03-07 $25.02 $0.00 53.1% 8.8% 17.8% 0.0% 0.0% 2.5% -7.3% 0 0 0 0.00 152.84 N/A N/A 0 0 0 0 2023-03-08 $24.87 $0.00 56.1% 8.9% 17.9% 0.0% 0.0% 1.8% -8.0% 0 0 0 0.00 152.84 N/A N/A 0 0 0 0 2023-03-09 $24.27 $0.00 57.0% 9.0% 19.2% 0.0% 0.0% 2.5% -8.1% 0 0 0 0.00 154.05 N/A N/A 0 0 0 0 2023-03-10 $23.38 $0.00 65.3% 9.9% 22.5% 0.0% 0.0% 3.4% -8.0% 0 0 0 0.00 154.38 N/A N/A 0 0 0 0 2023-03-13 $23.72 $0.00 85.1% 9.7% 23.6% 0.0% 0.0% 5.5% -6.2% 0 0 0 0.00 157.29 N/A N/A 0 0 0 0 2023-03-14 $23.98 $0.00 97.9% 9.8% 23.9% 0.0% 0.0% 6.8% -4.3% 0 0 0 0.00 157.29 N/A N/A 0 0 0 0 2023-03-15 $23.62 $0.00 33.9% 9.7% 24.2% 0.0% 0.0% 3.3% -9.5% 0 0 0 0.00 154.76 N/A N/A 0 0 0 0 2023-03-16 $24.09 $0.00 32.8% 9.4% 25.7% 0.0% 0.0% 2.8% 28.1% 0 0 0 0.00 154.39 N/A N/A 0 0 0 0 2023-03-17 $23.63 $0.00 34.4% 9.9% 26.3% 0.0% 0.0% 0.5% 27.4% 0 0 0 0.00 153.81 N/A N/A 0 0 0 0 2023-03-20 $23.81 $0.00 35.9% 10.3% 26.1% 0.0% 0.0% 1.5% 27.6% 0 0 0 0.00 153.81 N/A N/A 0 0 0 0 2023-03-21 $23.80 $0.00 36.5% 10.5% 23.8% 0.0% 0.0% 1.5% 27.5% 0 0 0 0.00 153.81 N/A N/A 0 0 0 0 2023-03-22 $23.13 $0.00 42.8% 12.3% 25.5% 0.0% 0.0% -0.6% 13.9% 0 0 0 0.00 153.81 N/A N/A 0 0 0 0 2023-03-23 $23.07 $0.00 36.2% 10.4% 25.2% 0.0% 0.0% 2.9% -5.8% 0 0 0 0.00 155.86 N/A N/A 0 0 0 0 2023-03-24 $23.24 $0.00 37.6% 10.8% 25.4% 0.0% 0.0% 3.5% -6.9% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2023-03-27 $23.59 $0.00 36.2% 10.4% 26.1% 0.0% 0.0% 2.6% -6.2% 0 0 0 0.00 156.41 N/A N/A 0 0 0 0 2023-03-28 $23.27 $0.00 38.5% 11.0% 25.8% 0.0% 0.0% 2.0% -8.3% 0 0 0 0.00 155.83 N/A N/A 0 0 0 0 2023-03-29 $23.71 $0.00 36.1% 10.3% 25.9% 0.0% 0.0% 1.5% -7.4% 0 0 0 0.00 156.25 N/A N/A 0 0 0 0 2023-03-30 $23.66 $0.00 36.9% 10.6% 25.8% 0.0% 0.0% 1.3% -8.1% 0 0 0 0.00 156.00 N/A N/A 0 0 0 0 2023-03-31 $23.84 $0.00 37.7% 10.8% 25.9% 0.0% 0.0% 2.2% -8.0% 0 0 0 0.00 156.00 N/A N/A 0 0 0 0
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