IBRN Options History — May 2023 In May 2023, IBRN traded between $24.16 and $26.46. ATM implied volatility averaged 37.0%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 12.1% (HV 20d: 24.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2023-05-10 : Largest IV drop — 37.9% change2023-05-09 : Highest IV Rank — 26.9%2023-05-30 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $25.54 $24.16 $26.46 $25.19 $24.27 ATM IV 37.0% 29.4% 48.0% 40.4% 42.7% Expected Move 9.8% 8.1% 13.0% 11.6% 12.2% HV 20d 24.8% 22.8% 27.3% 22.8% 26.0% HV 60d 24.0% 22.8% 25.0% 22.8% 24.9% IV Rank 9.0% 0.0% 26.9% 24.3% 19.4% IV Percentile 28.8% 0.0% 78.7% 74.6% 65.5% Term Structure -8.6% -17.4% -2.9% -14.2% -14.2% Skew 25d 2.9% -1.1% 6.4% 3.7% 2.3% Skew 10d 3.1% 1.5% 4.6% 4.1% 3.6% Call IV 25d 38.2% 30.2% 49.1% 46.1% 48.5% Put IV 25d 41.2% 33.8% 53.0% 49.7% 50.9% Bid-Ask Spread % 137.35 136.88 137.77 137.50 137.56 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -46 -57 -32 -43 -32 Net DEX 2.0K 1.8K 2.1K 2.0K 2.1K Net VEX -5 -6 -3 -5 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
Daily Data (22 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 2023-05-01 $25.19 $0.00 40.4% 11.6% 22.8% 0.0% 0.0% 3.7% -14.2% -43 2.0K -5 0.00 137.50 N/A N/A 0 0 0 1 2023-05-02 $24.85 $0.00 41.9% 12.0% 23.6% 0.0% 0.0% 2.0% -17.4% -40 2.0K -4 0.00 137.50 N/A N/A 0 0 0 1 2023-05-03 $25.34 $0.00 42.7% 12.2% 23.7% 0.0% 0.0% 4.6% -15.2% -45 2.0K -5 0.00 137.50 N/A N/A 0 0 0 1 2023-05-04 $25.44 $0.00 42.1% 8.6% 23.6% 0.0% 0.0% 2.8% -5.2% -46 2.0K -5 0.00 137.29 N/A N/A 0 0 0 1 2023-05-05 $26.16 $0.00 41.0% 8.1% 24.9% 0.0% 0.0% 5.2% -2.9% -50 1.8K -6 0.00 137.29 N/A N/A 0 0 0 1 2023-05-08 $26.19 $0.00 46.3% 8.4% 24.8% 24.3% 0.0% 5.5% -3.3% -50 1.8K -6 0.00 137.29 N/A N/A 0 0 0 1 2023-05-09 $26.44 $0.00 48.0% 8.4% 24.8% 26.9% 0.0% 6.3% -2.9% -50 1.8K -6 0.00 137.29 N/A N/A 0 0 0 1 2023-05-10 $26.46 $0.00 29.8% 8.5% 24.6% 0.2% 0.0% 6.4% -3.0% -51 1.8K -6 0.00 137.29 N/A N/A 0 0 0 1 2023-05-11 $25.81 $0.00 29.7% 8.5% 25.4% 0.0% 0.0% 1.3% -5.4% -51 2.0K -5 0.00 137.66 N/A N/A 0 0 0 1 2023-05-12 $25.66 $0.00 29.4% 8.4% 24.8% 0.0% 0.0% 1.8% -5.0% -49 2.0K -5 0.00 136.91 N/A N/A 0 0 0 1 2023-05-15 $26.30 $0.00 29.4% 8.4% 23.6% 0.1% 0.0% 2.6% -4.6% -57 2.0K -6 0.00 136.88 N/A N/A 0 0 0 1 2023-05-16 $25.71 $0.00 30.3% 8.7% 25.1% 1.4% 0.0% 1.1% -6.4% -48 1.9K -5 0.00 136.88 N/A N/A 0 0 0 1 2023-05-17 $25.98 $0.00 31.1% 8.9% 25.3% 2.6% 0.0% 3.0% -6.4% -53 2.0K -5 0.00 137.34 N/A N/A 0 0 0 1 2023-05-18 $25.70 $0.00 31.8% 9.1% 24.9% 3.6% 0.0% 1.9% -7.6% -49 2.0K -5 0.00 137.34 N/A N/A 0 0 0 1 2023-05-19 $25.88 $0.00 32.3% 9.3% 24.3% 4.3% 0.0% 2.8% -7.4% -52 2.0K -5 0.00 137.34 N/A N/A 0 0 0 1 2023-05-22 $26.20 $0.00 33.9% 9.7% 24.5% 6.6% 0.0% 4.1% -7.6% -56 2.0K -5 0.00 137.34 N/A N/A 0 0 0 1 2023-05-23 $25.88 $0.00 33.0% 9.5% 23.7% 5.3% 0.0% 2.2% -9.1% -46 1.8K -6 0.00 137.77 N/A N/A 0 0 0 1 2023-05-24 $25.26 $0.00 35.2% 10.1% 25.4% 8.5% 0.0% 1.8% -8.4% -44 2.1K -4 0.00 137.41 N/A N/A 0 0 0 1 2023-05-25 $24.59 $0.00 37.5% 10.7% 27.3% 11.9% 0.0% -1.1% -13.7% -37 2.0K -4 0.00 137.21 N/A N/A 0 0 0 1 2023-05-26 $24.48 $0.00 40.2% 11.5% 27.0% 15.8% 0.0% 2.6% -11.6% -35 1.9K -4 0.00 137.51 N/A N/A 0 0 0 1 2023-05-30 $24.16 $0.00 45.2% 13.0% 26.3% 23.1% 0.0% 1.8% -16.9% -32 2.1K -4 0.00 137.51 N/A N/A 0 0 0 1 2023-05-31 $24.27 $0.00 42.7% 12.2% 26.0% 19.4% 0.0% 2.3% -14.2% -32 2.1K -3 0.00 137.56 N/A N/A 0 0 0 1
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