IBRN Options History — April 2023

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

In April 2023, IBRN traded between $23.59 and $25.12. ATM implied volatility averaged 39.6%. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 16.7% (HV 20d: 22.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

2023-04-17: Highest Volume — 1 contracts
2023-04-13: Largest IV spike — 119.9% change
2023-04-13: Largest Expected Move — 20.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.40	$23.59	$25.12	$23.95	$24.71
ATM IV	39.6%	30.5%	71.4%	39.5%	37.8%
Expected Move	10.6%	8.5%	20.5%	11.3%	10.8%
HV 20d	22.9%	20.7%	26.0%	25.9%	22.1%
HV 60d	21.7%	20.0%	22.6%	22.3%	22.4%
Term Structure	-10.7%	-20.9%	-5.2%	-9.6%	-14.3%
Skew 25d	1.6%	-0.4%	2.9%	2.4%	1.0%
Skew 10d	3.7%	2.5%	17.6%	2.5%	3.1%
Call IV 25d	42.7%	32.9%	90.8%	46.5%	44.2%
Put IV 25d	44.3%	35.7%	93.0%	48.9%	45.2%
Bid-Ask Spread %	141.90	137.03	157.75	156.92	137.50
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-18	-43	0	0	-38
Net DEX	969	0	2.1K	0	2.1K
Net VEX	-2	-5	0	0	-5
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.053	0	1	0	0
Total OI	0.474	0	1	0	1

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	Put Vol	Put OI
2023-04-03	$23.95	$0.00	39.5%	11.3%	25.9%	0.0%	0.0%	2.4%	-9.6%	0	0	0	156.92	N/A	N/A	0	0
2023-04-04	$23.66	$0.00	40.7%	11.7%	26.0%	0.0%	0.0%	1.2%	-11.7%	0	0	0	156.92	N/A	N/A	0	0
2023-04-05	$23.59	$0.00	42.0%	12.0%	26.0%	0.0%	0.0%	0.9%	-13.0%	0	0	0	156.92	N/A	N/A	0	0
2023-04-06	$23.91	$0.00	43.2%	8.5%	25.3%	0.0%	0.0%	2.9%	-5.2%	0	0	0	137.99	N/A	N/A	0	0
2023-04-10	$23.83	$0.00	55.1%	10.1%	21.3%	0.0%	0.0%	2.2%	-8.2%	0	0	0	143.51	N/A	N/A	0	0
2023-04-11	$24.06	$0.00	48.8%	9.2%	21.0%	0.0%	0.0%	2.4%	-7.2%	0	0	0	137.21	N/A	N/A	0	0
2023-04-12	$23.95	$0.00	32.5%	9.3%	20.7%	0.0%	0.0%	2.0%	-7.9%	0	0	0	137.07	N/A	N/A	0	0
2023-04-13	$24.58	$0.00	71.4%	20.5%	21.8%	0.0%	0.0%	2.1%	-20.9%	0	0	0	157.75	N/A	N/A	0	0
2023-04-14	$24.20	$0.00	31.0%	8.9%	21.6%	0.0%	0.0%	1.5%	-6.8%	0	0	0	137.03	N/A	N/A	0	0
2023-04-17	$25.01	$0.00	30.5%	8.7%	23.3%	0.0%	0.0%	2.4%	-7.4%	0	0	0	137.36	N/A	N/A	1	0
2023-04-18	$24.90	$0.00	31.0%	8.9%	23.3%	0.0%	0.0%	2.0%	-7.7%	-40	2.1K	-5	137.50	N/A	N/A	0	1
2023-04-19	$25.05	$0.00	31.4%	9.0%	23.3%	0.0%	0.0%	2.5%	-7.5%	-42	2.1K	-5	137.50	N/A	N/A	0	1
2023-04-20	$24.67	$0.00	32.2%	9.2%	21.4%	0.0%	0.0%	0.9%	-9.4%	-38	2.1K	-4	137.50	N/A	N/A	0	1
2023-04-21	$25.12	$0.00	32.5%	9.3%	21.9%	0.0%	0.0%	2.7%	-8.4%	-43	2.0K	-5	137.50	N/A	N/A	0	1
2023-04-24	$25.06	$0.00	34.5%	9.9%	22.0%	0.0%	0.0%	2.6%	-10.1%	-42	2.1K	-5	137.50	N/A	N/A	0	1
2023-04-25	$24.56	$0.00	35.4%	10.1%	23.1%	0.0%	0.0%	0.1%	-13.0%	-37	2.0K	-5	137.50	N/A	N/A	0	1
2023-04-26	$24.38	$0.00	41.2%	11.8%	22.7%	0.0%	0.0%	-0.4%	-17.4%	-35	2.0K	-4	137.50	N/A	N/A	0	1
2023-04-27	$24.41	$0.00	42.1%	12.1%	21.8%	0.0%	0.0%	-0.3%	-18.1%	-35	2.0K	-4	137.50	N/A	N/A	0	1
2023-04-28	$24.71	$0.00	37.8%	10.8%	22.1%	0.0%	0.0%	1.0%	-14.3%	-38	2.1K	-5	137.50	N/A	N/A	0	1